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In the real world, multivariate time series from the dynamical system are correlated with deterministic relationships. Analyzing them dividedly instead of utilizing the shared-pattern of the dynamical system is time consuming and cumbersome. Multitask learning (MTL) is an effective inductive bias method to utilize latent shared features and discover the structural relationships from related tasks. Base on this concept, we propose a novel MTL model for multivariate chaotic time-series prediction, which could learn both dynamic-shared and d
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