[EXE] Gaussian Process regression (time series)
gimseng opened this issue · comments
Gim Seng commented
Learning Goals
Learn simple gaussian process (GP) regression on a time-series data
Exercise Statement and data
Learn and explore how to use GP and apply it to interesting time-series data. I have in mind some stock market data or covid infection data.
Prerequisites
Basic understanding of regression. A bit of understanding of normal distribution and GP.