Gaussian Process Priors With Uncertain Inputs Application to Multiple-Step Ahead Time Series Forecasting

NIPS 2002: Proceedings of the 15th International Conference on Neural Information Processing Systems

Volumn , Issue , 2002, Pages 529-536

  Girard, Agathe ^a   Rasmussen, Carl Edward ^b   Candela, Joaquin Quiñonero ^c   Murray Smith, Roderick ^a,d  

^a UNIVERSITY OF GLASGOW   (United Kingdom)

^b UNIVERSITY COLLEGE LONDON   (United Kingdom)

^c TECHNICAL UNIVERSITY OF DENMARK   (Denmark)

^d NATIONAL UNIVERSITY OF IRELAND   (Ireland)

Author keywords

[No Author keywords available]

Indexed keywords

GAUSSIAN DISTRIBUTION; GAUSSIAN NOISE (ELECTRONIC); LINEAR CONTROL SYSTEMS; STATE SPACE METHODS; TIME SERIES ANALYSIS;

AHEAD-TIME; DISCRETE TIME; GAUSSIAN PROCESS MODELS; GAUSSIAN PROCESS PRIORS; INPUT APPLICATIONS; MULTI-STEP-AHEAD PREDICTIONS; NONPARAMETRICS; TIME SERIES FORECASTING; TIME-SERIES ANALYSIS; UNCERTAINTY;

FORECASTING;

EID: 85156265576     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (12)

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