Prediction at an Uncertain Input for Gaussian Processes and Relevance Vector Machines

Prediction at an Uncertain Input for Gaussian Processes and Relevance Vector Machines - Application to Time-Series Forecasting

Keywords	Uncertain Inputs, Gaussian Processes, Time-Series Predictions, Bayesian Kernel Methods
Type	Technical report
Year	2002
Publisher	Informatics and Mathematical Modelling, Technical Univesity of Denmark
Address	Richard Petersens Plads, Building 321, DK-2800 Kongens Lyngby, Denmark
Electronic version(s)	[pdf] [ps]
BibTeX data	[bibtex]
IMM Group(s)	Intelligent Signal Processing

Prediction at an Uncertain Input for Gaussian Processes and Relevance Vector Machines - Application to Time-Series Forecasting