Document Detail

Gaussian processes for time-series modelling.
MedLine Citation:
PMID:  23277607     Owner:  NLM     Status:  PubMed-not-MEDLINE    
In this paper, we offer a gentle introduction to Gaussian processes for time-series data analysis. The conceptual framework of Bayesian modelling for time-series data is discussed and the foundations of Bayesian non-parametric modelling presented for Gaussian processes. We discuss how domain knowledge influences design of the Gaussian process models and provide case examples to highlight the approaches.
S Roberts; M Osborne; M Ebden; S Reece; N Gibson; S Aigrain
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Publication Detail:
Type:  Journal Article     Date:  2012-12-31
Journal Detail:
Title:  Philosophical transactions. Series A, Mathematical, physical, and engineering sciences     Volume:  371     ISSN:  1364-503X     ISO Abbreviation:  Philos Trans A Math Phys Eng Sci     Publication Date:  2013 Feb 
Date Detail:
Created Date:  2013-01-01     Completed Date:  2013-03-07     Revised Date:  2013-04-24    
Medline Journal Info:
Nlm Unique ID:  101133385     Medline TA:  Philos Trans A Math Phys Eng Sci     Country:  England    
Other Details:
Languages:  eng     Pagination:  20110550     Citation Subset:  -    
Department of Engineering Science, University of Oxford, Oxford OX1 3PU, UK.
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