Abstract
In this paper, we offer a gentle introduction to Gaussian processes for time-series data analysis. The conceptual framework of Bayesian modelling for time-series data is discussed and the foundations of Bayesian non-parametric modelling presented for Gaussian processes. We discuss how domain knowledge influences design of the Gaussian process models and provide case examples to highlight the approaches.
Author
S. Roberts, M. Osborne, M. Ebden, S. Reece, N. Gibson and S. Aigrain
Journal
Phil. Trans. Royal Society A
Paper Publication Date
January 2012
Paper Type
Astrostatistics