Gaussian processes for time-series modelling
نویسندگان
چکیده
منابع مشابه
Gaussian processes for time-series modelling.
In this paper, we offer a gentle introduction to Gaussian processes for time-series data analysis. The conceptual framework of Bayesian modelling for time-series data is discussed and the foundations of Bayesian non-parametric modelling presented for Gaussian processes. We discuss how domain knowledge influences design of the Gaussian process models and provide case examples to highlight the ap...
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ژورنال
عنوان ژورنال: Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences
سال: 2013
ISSN: 1364-503X,1471-2962
DOI: 10.1098/rsta.2011.0550