CSDA
2004
13 years 11 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...
ICML
2008
IEEE
15 years 10 days 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...