2004
DOI: 10.1016/j.csda.2004.02.006
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Gaussian process for nonstationary time series prediction

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Cited by 241 publications
(105 citation statements)
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“…Empirical comparative studies have confirmed the outstanding performance of Gaussian process regression with respect to other non-linear models [11,12,13]. As a result, Gaussian process models have been widely applied to various problems in statistics and engineering [14,11,15,16,17,18,13].…”
Section: Introductionmentioning
confidence: 81%
“…Empirical comparative studies have confirmed the outstanding performance of Gaussian process regression with respect to other non-linear models [11,12,13]. As a result, Gaussian process models have been widely applied to various problems in statistics and engineering [14,11,15,16,17,18,13].…”
Section: Introductionmentioning
confidence: 81%
“…GP model is a flexible nonparametric model, which has been widely applied to multi-step-ahead predictions in time series analysis [25,34]. A GP model is completely specified by its mean function and covariance function.…”
Section: Gaussian Process Modelmentioning
confidence: 99%
“…It is described as: φ(t) = e c·t − e −c·t e c·t + e −c·t (34) where c is a length-scale parameter. The relationship between regeneration amplitude and DT (k) can be expressed by:…”
Section: Of 18mentioning
confidence: 99%
“…It has been widely applied to multi-step-ahead predictions in time series analysis [26,33]. A GP model is completely specified by the mean function m(x) and the covariance function k(x, x ), where m(x) and k(x, x ) are described as follows:…”
Section: Gaussian Process Modelmentioning
confidence: 99%