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We introduce an ensemble learning method based on Gaussian Process Regression (GPR) for predicting conditional expected stock returns given stock-level and macro-economic information. Our ensemble learning approach significantly reduces the…

Risk Management · Quantitative Finance 2026-03-10 Damir Filipović , Puneet Pasricha

Gaussian Process Regression (GPR) is a Bayesian method for inferring profiles based on input data. The technique is increasing in popularity in the fusion community due to its many advantages over traditional fitting techniques including…

Methodology · Statistics 2022-09-07 Jarrod Leddy , Sandeep Madireddy , Eric Howell , Scott Kruger

Multi-model ensemble analysis integrates information from multiple climate models into a unified projection. However, existing integration approaches based on model averaging can dilute fine-scale spatial information and incur bias from…

Applications · Statistics 2023-04-12 Trevor Harris , Bo Li , Ryan Sriver

Effective utilization of photovoltaic (PV) plants requires weather variability robust global solar radiation (GSR) forecasting models. Random weather turbulence phenomena coupled with assumptions of clear sky model as suggested by Hottel…

Computer Vision and Pattern Recognition · Computer Science 2017-12-12 Subhadip Dey , Sawon Pratiher , Saon Banerjee , Chanchal Kumar Mukherjee

Wireless power transfer (WPT) with coupled resonators offers a promising solution for the seamless powering of electronic devices. Interactive design approaches that visualize the magnetic field and power transfer efficiency based on system…

Applied Physics · Physics 2025-10-23 Yuichi Honjo , Cedric Caremel , Ken Takaki , Yuta Noma , Yoshihiro Kawahara , Takuya Sasatani

We show that Gaussian process regression (GPR) can be used to infer the electromagnetic (EM) duct height within the marine atmospheric boundary layer (MABL) from sparsely sampled propagation factors within the context of bistatic radars. We…

Atmospheric and Oceanic Physics · Physics 2020-07-15 Hilarie Sit , Christopher J. Earls

The energy output a photo voltaic(PV) panel is a function of solar irradiation and weather parameters like temperature and wind speed etc. A general measure for solar irradiation called Global Horizontal Irradiance (GHI), customarily…

Machine Learning · Computer Science 2019-05-01 Bhaskar Pratim Mukhoty , Vikas Maurya , Sandeep Kumar Shukla

Gaussian process (GP) predictors are an important component of many Bayesian approaches to machine learning. However, even a straightforward implementation of Gaussian process regression (GPR) requires O(n^2) space and O(n^3) time for a…

Machine Learning · Statistics 2012-11-06 Krzysztof Chalupka , Christopher K. I. Williams , Iain Murray

Gaussian process regression (GPR) is a fundamental model used in machine learning. Owing to its accurate prediction with uncertainty and versatility in handling various data structures via kernels, GPR has been successfully used in various…

Machine Learning · Computer Science 2021-12-16 Yuya Yoshikawa , Tomoharu Iwata

This paper provides a benchmark to evaluate operational day-ahead solar irradiance forecasts of Global Forecast System (GFS) for solar energy applications in China. First, GFS day-ahead solar irradiance forecasts are validated…

Atmospheric and Oceanic Physics · Physics 2020-07-06 Yue Zhang , Yanbo Shen , Xiangao Xia , Guangyu Shi

Gaussian process regression (GPR) or kernel ridge regression is a widely used and powerful tool for nonlinear prediction. Therefore, active learning (AL) for GPR, which actively collects data labels to achieve an accurate prediction with…

Accurately predicting when and where ambulance call-outs occur can reduce response times and ensure the patient receives urgent care sooner. Here we present a novel method for ambulance demand prediction using Gaussian process regression…

Machine Learning · Statistics 2018-06-29 Seth Nabarro , Tristan Fletcher , John Shawe-Taylor

Smooth power generation from solar stations demand accurate, reliable and efficient forecast of solar energy for optimal integration to cater market demand; however, the implicit instability of solar energy production may cause serious…

Atmospheric and Oceanic Physics · Physics 2020-12-02 Farah Shahid , Aneela Zameer , Mudasser Afzal , Muhammad Hassan

In the context of ground robot navigation in unstructured hazardous environments, the coupling of efficient path planning with an adequate environment representation is a crucial topic in order to guarantee the robot safety while ensuring…

Robotics · Computer Science 2024-07-09 Quentin Serdel , Julien Marzat , Julien Moras

The performance of Gaussian Process (GP) regression is often hampered by the curse of dimensionality, which inflates computational cost and reduces predictive power in high-dimensional problems. Variable selection is thus crucial for…

Methodology · Statistics 2025-11-24 Minshen Xu , Shiwei Lan , Lulu Kang

A common task is the determination of system parameters from spectroscopy, where one compares the experimental spectrum with calculated spectra, that depend on the desired parameters. Here we discuss an approach based on a machine learning…

Quantum Physics · Physics 2022-05-04 Farhad Taher-Ghahramani , Fulu Zheng , Alexander Eisfeld

Gaussian Process Regression (GPR) is widely used in statistics and machine learning for prediction tasks requiring uncertainty measures. Its efficacy depends on the appropriate specification of the mean function, covariance kernel function,…

Machine Learning · Computer Science 2024-09-20 Shifan Zhao , Jiaying Lu , Ji Yang , Edmond Chow , Yuanzhe Xi

Gaussian processes (GP) are a widely used model for regression problems in supervised machine learning. Implementation of GP regression typically requires $O(n^3)$ logic gates. We show that the quantum linear systems algorithm [Harrow et…

Quantum Physics · Physics 2019-05-29 Zhikuan Zhao , Jack K. Fitzsimons , Joseph F. Fitzsimons

Electricity load consumption may be extremely complex in terms of profile patterns, as it depends on a wide range of human factors, and it is often correlated with several exogenous factors, such as the availability of renewable energy and…

Machine Learning · Computer Science 2025-02-03 Aleksei Kychkin , Georgios C. Chasparis