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gimseng / 99-ML-Learning-Projects

A list of 99 machine learning projects for anyone interested to learn from coding and building projects
MIT License
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[EXE] Gaussian Process regression (time series) #123

Open gimseng opened 3 years ago

gimseng commented 3 years ago

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.