Propagation of Uncertainty in Bayesian Kernel Models - Application to Multiple-Step Ahead Forecasting



KeywordsUncertain Inputs, Gaussian Process, Relevance Vector Machine, Time-Series Prediction
TypeConference paper [With referee]
ConferenceInternational Conference on Acoustics, Speech and Signal Processing
Year2003    Month April    Vol. 2    pp. 701-704
PublisherIEEE
AddressHong-Kong
Electronic version(s)[pdf] [ps]
BibTeX data [bibtex]
IMM Group(s)Intelligent Signal Processing