LMP forecasting with prefiltered Gaussian process.
Hiroyuki MoriKaoru NakanoPublished in: CIASG (2014)
Keyphrases
- gaussian process
- gaussian processes
- gaussian process regression
- bayesian framework
- approximate inference
- regression model
- model selection
- latent variables
- semi supervised
- gaussian process classification
- hyperparameters
- covariance function
- dynamical model
- expectation propagation
- sparse approximations
- marginal likelihood
- multiscale
- machine learning
- probability distribution
- clustering algorithm