Gaussian processes with skewed Laplace spectral mixture kernels for long-term forecasting
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Publication:2071359
DOI10.1007/s10994-021-06031-5MaRDI QIDQ2071359
Kai Chen, Twan van Laarhoven, Elena Marchiori
Publication date: 28 January 2022
Published in: Machine Learning (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2011.03974
long-range forecasting; empirical spectral densities; kernels for Gaussian processes; skewed Laplace distribution
68T05: Learning and adaptive systems in artificial intelligence
Uses Software
Cites Work
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