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

2003

Technical Report

ei


Author(s): Quiñonero-Candela, J. and Girard, A. and Rasmussen, CE.
Number (issue): IMM-2003-18
Year: 2003
Day: 0

Department(s): Empirical Inference
Bibtex Type: Technical Report (techreport)

Institution: Max Planck Institute for Biological Cybernetics, Tübingen, Germany

Organization: Max-Planck-Gesellschaft
School: Biologische Kybernetik

Links: PDF
PostScript

BibTex

@techreport{2578,
  title = {Prediction at an Uncertain Input for Gaussian Processes and Relevance Vector Machines - Application to Multiple-Step Ahead Time-Series Forecasting},
  author = {Quiñonero-Candela, J. and Girard, A. and Rasmussen, CE.},
  number = {IMM-2003-18},
  organization = {Max-Planck-Gesellschaft},
  institution = {Max Planck Institute for Biological Cybernetics, T{\"u}bingen, Germany},
  school = {Biologische Kybernetik},
  year = {2003}
}