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Gaussian Process Priors with Uncertain Inputs - Application to Multiple-Step Ahead Time Series Forecasting

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Keywords
  • Uncertain Inputs
  • Bayesian Regression
  • Gaussian Processes
  • Time Series Prediction

Abstract

Publications mainResearchArea.mainResearchArea organisations[0].organisation.id organisations[0].organisation.organisation externalPublication persons[0].personRole persons[0].firstName persons[0].lastName persons[1].person.id persons[1].person.employeeId persons[1].personRole persons[1].firstName persons[1].lastName persons[1].organisations persons[2].personRole persons[2].firstName persons[2].lastName persons[3].person.id persons[3].person.employeeId persons[3].personRole persons[3].firstName persons[3].lastName persons[3].organisations title links[0] owner.id owner.owner typeClassification.typeClassification documents[0].id documents[0].documents publicationStatus.publicationStatus publicationDate.year uuid id created modified modifiedBy creator remoteOrigin keywordGroups[0].logicalName keywordGroups[0.0].freeKeywords[da_DK] sourceLicensesDismissed Source: orbit visibility language.language acceptedDuplicate submissionYear publicationCategory.publicationCategory peerReview workflowInformations[0] markedForRevalidation hostPublicationTitle Technical/natural sciences 4044 Department of Informatics and Mathematical Modeling - Former organisational unit. 31/12/12. Taken over by Department of Applied Mathematics and Computer Science Author Agathe Girard 2189119 4178 Author Carl Edward Rasmussen Department of Informatics and Mathematical Modeling Author Joaquin Quiñonero-Candela 2190832 3585 Author Roderick Murray-Smith Department of Informatics and Mathematical Modeling Gaussian Process Priors with Uncertain Inputs - Application to Multiple-Step Ahead Time Series Forecasting http://www.imm.dtu.dk/pubdb/p.php?1469 4044 Department of Informatics and Mathematical Modeling - Former organisational unit. 31/12/12. Taken over by Department of Applied Mathematics and Computer Science Article in proceedings 2787379 imm1469.ps Public - No restriction 211 KB Published 2003 6f2c9a92-6d52-43af-ad84-027b3f784e12 2787378 2/26/12 2/26/12 soeren soeren keywordContainers uncertain inputs,Bayesian regression,Gaussian pro

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