articlePhilosophical Transactions of the Royal Society A Mathematical Physical and Engineering SciencesJan 1, 2013BRONZE OA
Gaussian processes for time-series modelling
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Abstract
In this paper, we offer a gentle introduction to Gaussian processes for time-series data analysis. The conceptual framework of Bayesian modelling for time-series data is discussed and the foundations of Bayesian non-parametric modelling presented for Gaussian processes. We discuss how domain knowledge influences design of the Gaussian process models and provide case examples to highlight the approaches.
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620
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Authors
6Topics & keywords
Topics
Keywords
- Gaussian process
- Computer science
- Series (stratigraphy)
- Gaussian
- Time series
- Bayesian probability
- Parametric statistics
- Algorithm
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