A Gaussian Process-based Streaming Algorithm for Prediction of Time Series With Regimes and Outliers.

Daniel Waxman Petar M. Djuric

Published in: CoRR (2024)

Keyphrases

gaussian process
bayesian framework
learning algorithm
gaussian process models
covariance function
kernel logistic regression
machine learning
fully bayesian
gaussian process regression
outlier detection
graph cuts
higher order
worst case
k means
search space
data streams
training data