Gaussian processes with skewed Laplace spectral mixture kernels for long-term forecasting

Chen, K; van Laarhoven, T; Marchiori, E

Chen, K (corresponding author), Radboud Univ Nijmegen, Inst Comp & Informat Sci, Nijmegen, Netherlands.; Chen, K (corresponding author), Chinese Univ Hong Kong, Future Network Intelligence Inst, Shenzhen, Peoples R China.

MACHINE LEARNING, 2021; 110 (8): 2213

Abstract

Long-term forecasting involves predicting a horizon that is far ahead of the last observation. It is a problem of high practical relevance, for instan......

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