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The current constrained 2d/3d models can be simplified. Currently, it constrains weights to be equal that are equidistant to the center of the window. For 2d AR(1):
x_1
x_2 y x_3
x_4
Where
This is implemented with convolutions by constraining a 2d kernel:
w_1
w_1 0 w_1
w_1
This constrained learning can be simplified. Pull the ar weight (
This allows us to take averages at each equidistant points, turning 2d/3d problems into 1d. This will simplify computation and allow standard 1d AR solvers.
The first thing to do is figuring out how to efficiently scale the averaging of x across all windows for AR(p) in n-d. The output should be a matrix X with shape (n_windows, p).
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