Description
Interpolates the penalized regression skeleton using Gaussian process regression.
Usage
gpr(h, rec3.sd, rec3.delta, ssd, sdelta, responses)
Arguments
h
History space. Current version uses the curent and last 2 levels of the systematically determined component (SDC) and the previous 3 forward response derivatives.
rec3.sd
Most recent SDC values in the history space.
rec3.delta
Most recent forward response derivatives in the history spac.
ssd
Standard devation of the SDCs.
sdelta
Standard devation of the forward response derivatives.
responses
All values of the forward response derivatives in the history space.
Value
Returns the GPR interpolated value by comparing the current history to the entire history space.
References
Frey, MR and Caudle, KA "Flow field forecasting for univariate time series," Statistical Analysis and Data Mining, 2013.