Gaussian Process Priors with Uncertain Inputs Application to Multiple-Step Ahead Time Series Forecasting
Girard, Agathe, Rasmussen, Carl Edward, Candela, Joaquin Quiñonero, Murray-Smith, Roderick
–Neural Information Processing Systems
We consider the problem of multi-step ahead prediction in time series analysis using the nonparametric Gaussian process model.
Neural Information Processing Systems
Dec-31-2003
- Country:
- Europe
- Denmark > Capital Region
- Kongens Lyngby (0.14)
- Ireland (0.04)
- United Kingdom (0.05)
- Denmark > Capital Region
- North America > Canada
- Europe
- Genre:
- Instructional Material (0.47)
- Technology: