Fit gaussian process to time series data

2 views (last 30 days)
Amit
Amit on 2 Nov 2016
Edited: Amit on 3 Nov 2016
I have time series data for a signal for a particular time period t. The signal profile is different in each data representing the uncertainty. I want to fit a Gaussian process to this data so that I can sample a time series from this Gaussian process. How can I do that in Matlab?

Answers (0)

Categories

Find more on Time Series in Help Center and File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!