Gaussian Process for Trajectories
- URL: http://arxiv.org/abs/2110.03712v1
- Date: Thu, 7 Oct 2021 18:02:19 GMT
- Title: Gaussian Process for Trajectories
- Authors: Kien Nguyen, John Krumm, Cyrus Shahabi
- Abstract summary: We discuss elements that need to be considered when applying Gaussian process to timestamps, common choices for those elements, and provide a concrete example of implementing a Gaussian process.
- Score: 17.458493494904992
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: The Gaussian process is a powerful and flexible technique for interpolating
spatiotemporal data, especially with its ability to capture complex trends and
uncertainty from the input signal. This chapter describes Gaussian processes as
an interpolation technique for geospatial trajectories. A Gaussian process
models measurements of a trajectory as coming from a multidimensional Gaussian,
and it produces for each timestamp a Gaussian distribution as a prediction. We
discuss elements that need to be considered when applying Gaussian process to
trajectories, common choices for those elements, and provide a concrete example
of implementing a Gaussian process.
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