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Propagation of uncertainty in Bayesian kernel models - application to multiple-step ahead forecasting.

Joaquin Quiñonero CandelaAgathe GirardJan LarsenCarl Edward Rasmussen
Published in: ICASSP (2) (2003)
Keyphrases
  • probabilistic model
  • prediction model
  • bayesian networks
  • complex systems
  • historical data
  • short term
  • gaussian processes
  • predictive model
  • exchange rate