Extension to Nonlinear Systems Theory

Background: The paper analyzes the prediction error trade-offs for three classes of predictors (single-step rollout, direct multi-step, and single-step with multi-step loss) in a linear dynamical system setting. The empirical findings suggest these qualitative behaviors extend to nonlinear dynamics.

Question / Future Work: Provide a rigorous theoretical extension of the derived prediction error trade-offs and efficiency ordering from linear systems to the general setting of nonlinear dynamical systems, which is currently left as empirical validation and future work.