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 approaches.
- Publication status:
- Publisher copy:
- Philosophical transactions. Series A, Mathematical, physical, and engineering sciences
- Publication date:
- Source identifiers:
- Local pid:
- Copyright date:
Views and Downloads
If you are the owner of this record, you can report an update to it here: Report update to this record