136 search results - page 2 / 28 » Gaussian process for nonstationary time series prediction |
ICASSP
2008
IEEE
13 years 11 months ago
2008
IEEE
A common technique to deploy linear prediction to nonstationary signals is time segmentation and local analysis. In [1], the temporal changes of linear prediction coefficients (L...
ICML
2008
IEEE
14 years 6 months ago
2008
IEEE
Stationarity is often an unrealistic prior assumption for Gaussian process regression. One solution is to predefine an explicit nonstationary covariance function, but such covaria...
IADIS
2008
13 years 6 months ago
2008
Time series analysis is a wide area of knowledge that studies processes in their evolution. The classical research in the area tends to find global laws underlying the behaviour o...
KDD
1998
ACM
13 years 9 months ago
1998
ACM
This paper describes our work in learning online models that forecast real-valued variables in a high-dimensional space. A 3GB database was collected by sampling 421 real-valued s...
CSDA
2006
13 years 5 months ago
2006
TheexactlikelihoodfunctionofaGaussianvectorautoregressive-movingaverage(VARMA)model is evaluated in two nonstandard cases: (a) a parsimonious structured form, such as obtained in ...