no code implementations • 2 May 2018 • Oscar Claveria, Enric Monte, Salvador Torra
This study presents an extension of the Gaussian process regression model for multiple-input multiple-output forecasting.
no code implementations • 2 May 2018 • Oscar Claveria, Enric Monte, Salvador Torra
We also find that machine learning methods improve their forecasting accuracy with respect to linear models as forecast horizons increase.