I have a data set {X(t) = (x(t), y(t))}_t=1,...,N and I'm interested in modelling the changes from t to t+1, using some metric d(X(t),X(t+1))
The issue is that x(t) has some dependence on y(t), and I'd like to account for this: if there is a large change in y(t) we expect there to be a...