…he N+1 point you are trying to predict are the same (ie they are drawn from the same distribution). If the mean and variance are not equal, then you are taking samples from different distributions to make forecasts, and your model will surely fail to generalize.
…h objectively has better code than anything I’ve written, I was shocked to see it had only 2 stars. Much like great ideas die in isolation, the best code will go unnoticed without compelling communication of the res…h objectively has better code than anything I’ve written, I was shocked to see it had only 2 stars. Much like great ideas die in isolation, the best code will go unnoticed without compelling communication of the results.