Gaussian process for nonstationary time series prediction.
Sofiane Brahim-BelhouariAmine BermakPublished in: Comput. Stat. Data Anal. (2004)
Keyphrases
- non stationary
- gaussian process
- covariance function
- gaussian processes
- gaussian process regression
- regression model
- model selection
- gaussian process classification
- bayesian framework
- latent variables
- semi supervised
- likelihood function
- approximate inference
- hyperparameters
- random fields
- autoregressive
- expectation propagation
- gaussian process models
- sparse approximations
- feature selection
- cross validation
- sample size
- topic models
- co occurrence
- denoising
- probabilistic model