Gaussian processes for time-series modelling
DOI10.1098/RSTA.2011.0550zbMATH Open1353.62103OpenAlexW2095654324WikidataQ44659106 ScholiaQ44659106MaRDI QIDQ2955475FDOQ2955475
Authors:
Publication date: 13 January 2017
Published in: Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1098/rsta.2011.0550
Recommendations
Bayesian inference (62F15) Nonparametric estimation (62G05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15)
Cites Work
Cited In (25)
- Gaussian approximation for high dimensional time series
- Temporal pattern attention for multivariate time series forecasting
- Time-series forecasting using manifold learning, radial basis function interpolation, and geometric harmonics
- Modeling lightcurves for improved classification of astronomical objects
- Dynamically self-adjusting Gaussian processes for data stream modelling
- Integrative analysis using coupled latent variable models for individualizing prognoses
- Gaussian process for nonstationary time series prediction
- Dynamical system identification, model selection, and model uncertainty quantification by Bayesian inference
- Online learning‐based model predictive control with Gaussian process models and stability guarantees
- Learning biological dynamics from spatio-temporal data by Gaussian processes
- Time-dependent relations between gaps and returns in a bitcoin order book
- A novel prediction method of complex univariate time series based on \(k\)-means clustering
- Bayesian non-parametric approaches to reconstructing oscillatory systems and the Nyquist limit
- Detecting British Columbia coastal rainfall patterns by clustering Gaussian processes
- Online model learning of buildings using stochastic hybrid systems based on Gaussian processes
- Consistent online Gaussian process regression without the sample complexity bottleneck
- A Kronecker product accelerated efficient sparse Gaussian process (E-SGP) for flow emulation
- Fixed inducing points online Bayesian calibration for computer models with an application to a scale-resolving CFD simulation
- Sequential Bayesian kernel modelling with non-Gaussian noise
- Optimization of hyperparameters of Gaussian process regression with the help of a low-order high-dimensional model representation: application to a potential energy surface
- On cross-correlogram IRF’s estimators of two-output systems in spaces of continuous functions
- Automated learning of gravitational mass of elliptical galaxies
- An integrated approach for decomposing time series data into trend, cycle and seasonal components
- Title not available (Why is that?)
- Fin-GAN: forecasting and classifying financial time series via generative adversarial networks
This page was built for publication: Gaussian processes for time-series modelling
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2955475)
