Energy consumption forecasting using a stacked nonparametric Bayesian approach

no code implementations • 11 Nov 2020 • Dilusha Weeraddana, Nguyen Lu Dang Khoa, Lachlan O Neil, Weihong Wang, Chen Cai

Given these considerations, we construct a stacked GP method where the predictive posteriors of each GP applied to each task are used in the prior and likelihood of the next level GP.

Time Series Time Series Forecasting