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itooam · #6 08-25-2012, 03:35 AM

If above is correct, there are many way's in which I can trial my underlying project.
Both
1)
$E_{in}=\sum_{t>3}(\mathbf{w\cdot x_t}-y_t)^2$
and
2)
$E_{in}=\sum_{t>3}\alpha_t(\mathbf{w\cdot x_t}-y_t)^2$

are worth a try... and also a variation of 2) without x in the form: $\mathbf{x}_t=[1,P_{t-1},P_{t-2},P_{t-3},P_{t-4}]$ , just input variables of x that are only applicable at that time t.