Fast Algorithm for Non-Stationary Gaussian Process Prediction
Abstract
Algorithm's time complexity is an essential issue for time series prediction in numerous practices. A novel fast exact inference method for Gaussian process model is proposed in this paper to accelerate the task of non-stationary time series prediction. Experiment was done on the real world power load data.
Cite
Text
Zhang and Luo. "Fast Algorithm for Non-Stationary Gaussian Process Prediction." AAAI Conference on Artificial Intelligence, 2014. doi:10.1609/AAAI.V28I1.9080Markdown
[Zhang and Luo. "Fast Algorithm for Non-Stationary Gaussian Process Prediction." AAAI Conference on Artificial Intelligence, 2014.](https://mlanthology.org/aaai/2014/zhang2014aaai-fast/) doi:10.1609/AAAI.V28I1.9080BibTeX
@inproceedings{zhang2014aaai-fast,
title = {{Fast Algorithm for Non-Stationary Gaussian Process Prediction}},
author = {Zhang, Yulai and Luo, Guiming},
booktitle = {AAAI Conference on Artificial Intelligence},
year = {2014},
pages = {3150-3151},
doi = {10.1609/AAAI.V28I1.9080},
url = {https://mlanthology.org/aaai/2014/zhang2014aaai-fast/}
}