Gaussian process for nonstationary time series prediction
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Publication:957047
DOI10.1016/J.CSDA.2004.02.006zbMATH Open1429.62420OpenAlexW2143266849MaRDI QIDQ957047FDOQ957047
Authors: Sofiane Brahim-Belhouari, Amine Bermak
Publication date: 26 November 2008
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2004.02.006
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Cites Work
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- An extension of Bayesian algorithm into gaussian processes for predicting sensor network
- Switching and Learning in Feedback Systems
- High-dimensional Gaussian sampling: a review and a unifying approach based on a stochastic proximal point algorithm
- Multi-period classification: learning sequent classes from temporal domains
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