We use MDS to map the original space into a new low-dimensional space. But when new dimension is introduced into the original space, the resulting new low-dimensional space may change a lot. See the figures above. The first one is the plot depicting the first 20 entries in a blog. The second depicts the first 28 entries. Even though the difference between them should be small, the resulting plots are very different.
The MDS analyzes the data set as a whole, and it's impossible to make a prediction only based on the information about the past. That might be a problem.
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