Why cannot Matlab train multiple time series data directly?
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I don't see the major technical difficulty here. But it seems that Matlab doesn't provide such a capability. For training a model, I would like the model to predict multiple time series data with a good accuracy. So, MSE calcualtion should consider all avaiable time series data. Training individually and update one after the other is not good option. Also, connect multiple time series data to form one time series data is also not a good option. Any body knows the way to do it in Matlab?
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