Abstract:Gaussian processes (GPs) can be used to predict future states of a system with credible intervals when considering multiple previous trajectories for training. For example, predicting the degradation of mechanical structures is one application in which they have shown their usefulness. In modeling the system output as a GP, the output is presumed to be normally distributed—assuming the predictions to be defined from negative to positive infinity. However, this assumption does not hold in many applications as, … Show more
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