Forecasting Robust Gaussian Process State Space Models for Assessing Intervention Impact in Internet of Things Time Series
This article describes a robust Gaussian Prior process state space modeling (GPSSM) approach to assess the impact of an intervention in a time series. Numerous applications can benefit from this approach. Examples include: (1) time series could be the stock price of a company and the intervention co...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2025-05-01
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| Series: | Forecasting |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2571-9394/7/2/22 |
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