Gaussian process for nonstationary time series prediction
From MaRDI portal
Publication:957047
DOI10.1016/j.csda.2004.02.006zbMath1429.62420OpenAlexW2143266849MaRDI QIDQ957047
Amine Bermak, Sofiane Brahim-Belhouari
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
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Related Items (13)
QARIMA: a new approach to prediction in queue theory ⋮ ClaSP: parameter-free time series segmentation ⋮ A stochastic variational framework for recurrent Gaussian processes models ⋮ Gaussian processes for history-matching: application to an unconventional gas reservoir ⋮ Multi-period classification: learning sequent classes from temporal domains ⋮ Physics-informed cokriging: a Gaussian-process-regression-based multifidelity method for data-model convergence ⋮ The extended skew Gaussian process for regression ⋮ Locally adaptive smoothing with Markov random fields and shrinkage priors ⋮ Skew Gaussian Process for Nonlinear Regression ⋮ Gaussian process regression with skewed errors ⋮ A scalable gaussian process analysis algorithm for biomass monitoring ⋮ Physics Information Aided Kriging using Stochastic Simulation Models ⋮ High-Dimensional Gaussian Sampling: A Review and a Unifying Approach Based on a Stochastic Proximal Point Algorithm
Cites Work
This page was built for publication: Gaussian process for nonstationary time series prediction
