io.github.mandar2812.dynaml.modelpipe
A function which converts the input data into a scala Seq of IndexSet and Double pairs.
The covariance function of the resultant GP, as an instance of LocalScalarKernel defined on the IndexSet type.
The measurement noise of the output signal/data, also as in instance of LocalScalarKernel
Size of the auto-regressive time lag of the output signal that is used to create the training data. Ignore if not working with GP-NAR or GP-NARX models.
Size of the auto-regressive time lag of the exogenous inputs that is used to create the training data. Ignore if not working with GP-NARX models.
The trend function of the resulting GP model, as an instance of DataPipe.
GP Pipes
A data pipe which can spawn a Gaussian Process regression model from a provided training data set.
Input data type
Type of features of each data pattern