Title
Recursive prediction algorithm for non-stationary Gaussian Process.
Abstract
The original exact inference algorithm of the GP model runs very slow.We developed a recursive inference algorithm as an improvement.The new algorithm can obtain the same result in a shorter time.It works well for the real-time online prediction problems. Gaussian Process is a theoretically rigorous model for prediction problems. One of the deficiencies of this model is that its original exact inference algorithm is computationally intractable. Therefore, its applications are limited in the field of real-time online predictions. In this paper, a recursive prediction algorithm based on the Gaussian Process model is proposed. In recursive algorithms, the computational time of the next step can be greatly reduced by utilizing the intermediate results of the current step. The proposed recursive algorithm accelerates the prediction and avoids the loss of accuracy at the same time. Experiments are done on an ultra-short term electric load data set and the results are demonstrated to show the accuracy and efficiency of the new algorithm.
Year
DOI
Venue
2017
10.1016/j.jss.2016.08.036
Journal of Systems and Software
Field
DocType
Volume
Ramer–Douglas–Peucker algorithm,Recursion (computer science),Electrical load,Computer science,Inference,Algorithm,FSA-Red Algorithm,Recursive partitioning,Gaussian process,Recursion
Journal
127
Issue
ISSN
Citations 
C
0164-1212
0
PageRank 
References 
Authors
0.34
11
2
Name
Order
Citations
PageRank
Yulai Zhang152.54
Guiming Luo26928.79