Fast Algorithm for Non-Stationary Gaussian Process Prediction

Yulai Zhang; Guiming Luo

doi:10.1609/aaai.v28i1.9080

Fast Algorithm for Non-Stationary Gaussian Process Prediction

Authors

Yulai Zhang Tsinghua University
Guiming Luo Tsinghua University

DOI:

https://doi.org/10.1609/aaai.v28i1.9080

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.

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Published

2014-06-21

How to Cite

Zhang, Y., & Luo, G. (2014). Fast Algorithm for Non-Stationary Gaussian Process Prediction. Proceedings of the AAAI Conference on Artificial Intelligence, 28(1). https://doi.org/10.1609/aaai.v28i1.9080