State Space Approximation of Gaussian Processes for Time Series Forecasting

Alessio Benavoli, Giorgio Corani. State Space Approximation of Gaussian Processes for Time Series Forecasting. In Vincent Lemaire 0001, Simon Malinowski, Anthony J. Bagnall, Thomas Guyet, Romain Tavenard, Georgiana Ifrim, editors, Advanced Analytics and Learning on Temporal Data - 6th ECML PKDD Workshop, AALTD 2021, Bilbao, Spain, September 13, 2021, Revised Selected Papers. Volume 13114 of Lecture Notes in Computer Science, pages 21-35, Springer, 2021. [doi]

Abstract

Abstract is missing.