Gaussian Processes: Prediction at a Noisy Input and Application to Iterative Multiple-Step Ahead Forecasting of Time-Series.

Agathe Girard Roderick Murray-Smith Gaussian Processes: Prediction at a Noisy Input and Application to Iterative Multiple-Step Ahead Forecasting of Time-Series. 158-184 http://dx.doi.org/10.1007/978-3-540-30560-6_7 2003 conf/essmac/2003 European Summer School on Multi-AgentControl db/conf/essmac/essmac2003.html#GirardM03