Gaussian Process Priors with Uncertain Inputs - Application to Multiple-Step Ahead Time Series Forecasting

Agathe Girard, Carl Edward Rasmussen, Joaquin Quiñonero-Candela, Roderick Murray-Smith

Research output: Chapter in Book/Report/Conference proceeding › Article in proceedings › Research › peer-review

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Original language	English
Title of host publication	Neural Information Processing Systems
Publication date	2003
Pages	529-536
Publication status	Published - 2003

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title = "Gaussian Process Priors with Uncertain Inputs - Application to Multiple-Step Ahead Time Series Forecasting",

keywords = "uncertain inputs, Bayesian regression, Gaussian processes, time series prediction",

author = "Agathe Girard and Rasmussen, {Carl Edward} and Joaquin Qui{\~n}onero-Candela and Roderick Murray-Smith",

year = "2003",

language = "English",

pages = "529--536",

booktitle = "Neural Information Processing Systems",

}

TY - GEN

T1 - Gaussian Process Priors with Uncertain Inputs - Application to Multiple-Step Ahead Time Series Forecasting

AU - Girard, Agathe

AU - Rasmussen, Carl Edward

AU - Quiñonero-Candela, Joaquin

AU - Murray-Smith, Roderick

PY - 2003

Y1 - 2003

KW - uncertain inputs

KW - Bayesian regression

KW - Gaussian processes

KW - time series prediction

M3 - Article in proceedings

SP - 529

EP - 536

BT - Neural Information Processing Systems

ER -