LMP forecasting with prefiltered Gaussian process.

Hiroyuki Mori Kaoru Nakano

Published 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