EVARS-GPR: EVent-triggered Augmented Refitting of Gaussian Process Regression for Seasonal Data

1 code implementation • 6 Jul 2021 • Florian Haselbeck, Dominik G. Grimm

In this paper, we present EVent-triggered Augmented Refitting of Gaussian Process Regression for Seasonal Data (EVARS-GPR), a novel online algorithm that is able to handle sudden shifts in the target variable scale of seasonal data.

Change Point Detection Data Augmentation +4