| Literature DB >> 23277607 |
S Roberts1, M Osborne, M Ebden, S Reece, N Gibson, S Aigrain.
Abstract
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.Year: 2012 PMID: 23277607 DOI: 10.1098/rsta.2011.0550
Source DB: PubMed Journal: Philos Trans A Math Phys Eng Sci ISSN: 1364-503X Impact factor: 4.226