the correlation between the
different predictors:
MD(u) =
q
(X(t) X(u))TS 1(X(t) X(u)) (5)
14
where X(t) (o1(t); ::;o j(t); :::;
ok(t)) and X(u) (o1(u); ::;o j(u); :::;
ok(u)) denote the multivariate
feature vectors at times t and u and S the covariance matrix.
The N best analogues correspond to those N days with the lowest ED or MD score. The ED
score has traditionally been used with nearest-neighbor
/media/vedurstofan/utgafa/skyrslur/2013/VI_2013_008.pdf