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 knowled...
| Main Authors: | , , , , , |
|---|---|
| Format: | Journal article |
| Language: | English |
| Published: |
2013
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