Displaying 1 result from an estimated 1 matches for "weekdays1_vector_t_t_trunc".
2012 Dec 10
0
Time Series Prediction using Gaussian Process
...g to do a time series prediction using Gaussian Processes (need
> to try with different kernel functions) using R.
>
> I am using kernlab package to do so. But I am not sure how do I predict
> for new data.!!
>
> I used following to train the model :
>
> >gp = gausspr( t, weekdays1_vector_t_t_trunc, kernel="laplacedot",
> scaled=FALSE )
>
> Then, I predict using predict function :
> >pred = predict(gp, t_new)
>
>
> But, when I plot the data, the model seems to fit quite ok, but prediction
> is nowhere close to the actual data.
>
> >ts.plot(weekday...