Fast Algorithm for Non-Stationary Gaussian Process Prediction

The FNSGP algorithm for Gaussian process model is proposed in this paper. It reduces the time cost to accelerate the task of non-stationary time series prediction without loss of accuracy. Some experiments are verified on the real world power load data.

Authors

• Yulai Zhang Tsinghua University
• Guiming Luo

Keywords

No keywords are indexed for this paper.