Gaussian Processes for time-marked time-series data

John Cunningham, Zoubin Ghahramani, Carl Rasmussen ; JMLR W&CP 22: 255-263, 2012.

Abstract

In many settings, data is collected as multiple time series, where each recorded time series is an observation of some underlying dynamical process of interest. These observations are often time-marked with known event times, and one desires to do a range of standard analyses. When there is only one time marker, one simply aligns the observations temporally on that marker. When multiple time-markers are present and are at different times on different time series observations, these analyses are more difficult. We describe a Gaussian Process model for analyzing multiple time series with multiple time markings, and we test it on a variety of data.




Home Page

Papers

Submissions

News

Scope

Editorial Board

Announcements

Proceedings

Open Source Software

Search

Login



RSS Feed

Page last modified on Thu April 26 2012 13:56 2012.

Copyright @ JMLR 2012. All rights reserved.