Gaussian process functional regression Modeling for batch data

被引:82
作者
Shi, J. Q. [1 ]
Wang, B.
Murray-Smith, R.
Titterington, D. M.
机构
[1] Univ Newcastle, Sch Math & Stat, Newcastle Upon Tyne NE1 7RU, Tyne & Wear, England
[2] Univ Glasgow, Dept Comp Sci, Glasgow G12 8QQ, Lanark, Scotland
[3] Univ Glasgow, Dept Stat, Glasgow G12 8QQ, Lanark, Scotland
关键词
batch data; B-spline; functional data analysis; gaussian process functional regression model; gaussian process regression model; multiple-step-ahead forecasting; nonparametric curve fitting;
D O I
10.1111/j.1541-0420.2007.00758.x
中图分类号
Q [生物科学];
学科分类号
07 ; 0710 ; 09 ;
摘要
A Gaussian process functional regression model is proposed for the analysis of batch data. Covariance structure and mean structure are considered simultaneously, with the covariance structure modeled by a Gaussian process regression model and the mean structure modeled by a functional regression model. The model allows the inclusion of covariates in both the covariance structure and the mean structure. It models the nonlinear relationship between a functional output variable and a set of functional and nonfunctional covariates. Several applications and simulation studies are reported and show that the method provides very good results for curve fitting and prediction.
引用
收藏
页码:714 / 723
页数:10
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