Fit gaussian process to time series data

2 Nov 2016
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Updated 3 Nov 2016
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I have time series data for a signal for a particular time period t. The signal profile is different in each data representing the uncertainty. I want to fit a Gaussian process to this data so that I can sample a time series from this Gaussian process. How can I do that in Matlab?

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Asked:

Amit
Amit
on 2 Nov 2016

Edited:

Amit
Amit
on 3 Nov 2016

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