Predicting Nonstationary Time Series with Multi-scale Gaussian Processes Model.

Yatong Zhou Taiyi Zhang Xiaohe Li

Published in: ICONIP (1) (2006)

Keyphrases

non stationary
gaussian processes
autoregressive
random fields
multiscale
gaussian process
financial time series
human pose estimation
gaussian process models
prior knowledge
wavelet transform
parameter estimation
regression model
closed form