machine learning - Not uniform feature space -


i'm making machine learning algorithm predicting interest rates. problem i'm dealing consists of different features' format old records. more in detail: old contracts(records), 1 of features, matrix of prices, have 15x12 cells conversely new ones have 14x15 elements. reason due changes in financial markets.

now problem doing pca on subset of uniform matrixes in order standardization , dimensionality reduction, , there no problems. of know how can reach same objectives in new context ?

thanks suggestion!


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