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

Joaquin Quinonero-Candela, Agathe Girard, Carl Edward Rasmussen

TypeTechnical report
Year2003
PublisherInformatics and Mathematical Modelling, Technical University of Denmark, DTU
AddressRichard Petersens Plads, Building 321, DK-2800 Kgs. Lyngby
SeriesIMM-Technical Report-2003-18
Electronic version(s)[ps]
BibTeX data [bibtex]
IMM Group(s)Intelligent Signal Processing