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/}
}