Gaussian process for long-term time-series forecasting.
Weizhong YanHai QiuYa XuePublished in: IJCNN (2009)
Keyphrases
- gaussian process
- long term
- short term
- gaussian processes
- regression model
- model selection
- bayesian framework
- hyperparameters
- artificial neural networks
- gaussian process regression
- latent variables
- approximate inference
- dynamical model
- expectation propagation
- gaussian process classification
- gaussian process models
- bayesian inference
- semi supervised
- marginal likelihood
- covariance function
- machine learning
- text mining
- probabilistic model
- support vector
- sparse approximations
- prior information
- cross validation