2021
DOI: 10.1016/j.aej.2021.04.022
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Application of Gaussian process regression to forecast multi-step ahead SPEI drought index

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Cited by 58 publications
(23 citation statements)
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“…It is a random process in probability theory and statistics that allows any limited subset of random variables to have a multivariate Gaussian distribution, and is an effective means for dealing with complex regression problems and classifying initial distributions. One of the most critical characteristics of Gaussian processes is the diversity of covariance functions, which makes for the creation of functions of different degrees or types of continuous structure and provides the possibility for researchers to choose correctly [32]. The regression process provides a possible nonparametric modeling approach that can be used to solve various engineering problems [33].…”
Section: Gaussian Regression Analysismentioning
confidence: 99%
“…It is a random process in probability theory and statistics that allows any limited subset of random variables to have a multivariate Gaussian distribution, and is an effective means for dealing with complex regression problems and classifying initial distributions. One of the most critical characteristics of Gaussian processes is the diversity of covariance functions, which makes for the creation of functions of different degrees or types of continuous structure and provides the possibility for researchers to choose correctly [32]. The regression process provides a possible nonparametric modeling approach that can be used to solve various engineering problems [33].…”
Section: Gaussian Regression Analysismentioning
confidence: 99%
“…Gaussian Process Regression (GPR) is a nonparametric supervised machine learning method usually applied to multivariate classification and regression problems [23]. GPR is used for describing the original distribution for flexible classification and regression models, where regression or class probability functions are not only simple parametric forms.…”
Section: 3gaussian Process Regressionmentioning
confidence: 99%
“…Now, in order to improve the multi-step prediction performance, many researches have been conducted and many effective methods have been proposed. Temporal convolutional networks (TCNs) by Yan et al (2020), a broad learning system (BLS) with ensemble and classification by Zhu et al (2020), a recurrent neural network including long short-term memory (LSTM) and an attention mechanism by Alhnaity et al (2021), an error-output recurrent two-layer extreme learning machine (ERT-ELM) by Liu et al (2021), an optimized LSSVM with recursive mechanism by Guo et al (2021), MLP neural network, GRNN neural network and Gaussian process regression (GPR) by Ghasemi et al (2021), and so on. Error compensation is an effective method to correct the prediction results, but it will increase the running time of the prediction model, reduce the convergence rate, and some other problems.…”
Section: State Of Art Workmentioning
confidence: 99%