title: Gaussian processes for time-series modelling.
abstract: In this paper, we offer a gentle introduction to Gaussian processes for time-series data analysis. The conceptual framework of Bayesian modelling for time-series data is discussed and the foundations of Bayesian non-parametric modelling presented for Gaussian processes. We discuss how domain knowledge influences design of the Gaussian process models and provide case examples to highlight the approaches.
authors.affiliation: Department of Engineering Science, University of Oxford, Oxford OX1 3PU, UK. sjrob@robots.ox.ac.uk
authors.forename: S
authors.initials: S
authors.lastname: Roberts
authors.forename: M
authors.initials: M
authors.lastname: Osborne
authors.forename: M
authors.initials: M
authors.lastname: Ebden
authors.forename: S
authors.initials: S
authors.lastname: Reece
authors.forename: N
authors.initials: N
authors.lastname: Gibson
authors.forename: S
authors.initials: S
authors.lastname: Aigrain