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JMLR
2012

Gaussian Processes for time-marked time-series data

7 years 4 months ago
Gaussian Processes for time-marked time-series data
In many settings, data is collected as multiple time series, where each recorded time series is an observation of some underlying dynamical process of interest. These observations are often time-marked with known event times, and one desires to do a range of standard analyses. When there is only one time marker, one simply aligns the observations temporally on that marker. When multiple time-markers are present and are at different times on different time series observations, these analyses are more difficult. We describe a Gaussian Process model for analyzing multiple time series with multiple time markings, and we test it on a variety of data.
John Cunningham, Zoubin Ghahramani, Carl Edward Ra
Added 27 Sep 2012
Updated 27 Sep 2012
Type Journal
Year 2012
Where JMLR
Authors John Cunningham, Zoubin Ghahramani, Carl Edward Rasmussen
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