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Hi, I am using Gaussian process regression on time series (sampled at 10 min), with time as the input** and the value of signal as output. Using GPML on Matlab, I would use serial date number (datenum). Using I currently use Thanks! ** Using indexes as input is not a good idea, since data is not regularly sampled and the signal exhibits some kind of periodic behaviour. |
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Yes, raw floats is probably okay, although you'd probably want to do something like normalize them to [0, 1] based off of your minimum / maximum time (for numerical stability reasons). |
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Yes, raw floats is probably okay, although you'd probably want to do something like normalize them to [0, 1] based off of your minimum / maximum time (for numerical stability reasons).