Course project for the probabilistic graphical model in CUHK, Shenzhen. A simple code to compare different regularization for the sequence to sequence prediction, or multiple input single output(MISO) identification.
main.pdf is the report Sim1.m is the synthetic data, Sim2.m is the real world data, 7 international stock indexs. (Here KRM is not included, one can use MATLAB function regu_fir() directly)