Confused about description of YearPrediction Dataset
You are right, the covariance matrix should have n^2 elements. However, since cov_{i,j} = cov_{j,i}, there is no need to have a repeated feature cov_{j,i} if cov_{i,j} is already accounted for. Hence there will be only n*(n+1)/2 = 12*13/2 = 78 unique covariances and thus only 78 unique covariance based features (n of those will be variances).