CSDA
2004
14 years 13 days 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...
ICML
2008
IEEE
15 years 1 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...