136 search results - page 1 / 28 » Gaussian process for nonstationary time series prediction |
CSDA
2004
13 years 4 months ago
2004
In this paper, the problem of time series prediction is studied. A Bayesian procedure based on Gaussian process models using a nonstationary covariance function is proposed. Exper...
IDEAL
2004
Springer
13 years 10 months ago
2004
Springer
Most financial time series processes are nonstationary and their frequency characteristics are time-dependant. In this paper we present a time series summarization and prediction ...
JMLR
2012
11 years 7 months ago
2012
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...
RSS
2007
13 years 6 months ago
2007
— Three-dimensional digital terrain models are of fundamental importance in many areas such as the geo-sciences and outdoor robotics. Accurate modeling requires the ability to de...
ICANN
2009
Springer
13 years 11 months ago
2009
Springer
Abstract. In this paper, we investigate the application of adaptive ensemble models of Extreme Learning Machines (ELMs) to the problem of one-step ahead prediction in (non)stationa...