Gaussian process regression
Do you have any plans for supporting Gaussian process regression (e.g. Gaussian Bridge).
This can be very useful for fitting missing values in the time series or changing the sampling frequency say from annual to monthly.
The kernel regression is now available in NumXL 1.66 (PARSON) under NxKREG function.
In NumXL 1.58 (BAJA), the support for missing points include smoothing and brownian bridge regression.
The Gaussian bridge regression will be included in a greater scope as part of time series "Re-sampling: functionality.
The Gaussian regression is now part of kernel regression function.
Please sign in to leave a comment.