Gaussian Process Auto Regression for vehicle center coordinates Trajectory Prediction

Author(s):  
Qun Lim ◽  
Kritika Johari ◽  
U-Xuan Tan
2018 ◽  
Vol 7 (4) ◽  
pp. 20-44
Author(s):  
Saggurthi Kishor Babu ◽  
S. Vasavi

Predictive analytics can forecast trends, determines statistical probabilities and to act upon fraud and security threats for big data applications. Predictive analytics as a service (PAaaS) framework based upon ensemble model that uses Gaussian process with varying hyper parameters, Artificial Neural Networks, Auto Regression algorithm and Gaussian process is discussed in the authors' earlier works. Such framework can make in-depth statistical insights of data that helps in decision making process. This article reports the presentation layer of PAaaS for real time visualization and analytical reporting of these statistical insights. Result from various feature engineering strategies for predictive analytics is visualized in specific to type of feature engineering strategy and visualization technique using Tableau.


Algorithms ◽  
2020 ◽  
Vol 13 (11) ◽  
pp. 293
Author(s):  
Zhengmao Chen ◽  
Dongyue Guo ◽  
Yi Lin

In this work, a deep Gaussian process (DGP) based framework is proposed to improve the accuracy of predicting flight trajectory in air traffic research, which is further applied to implement a probabilistic conflict detection algorithm. The Gaussian distribution is applied to serve as the probabilistic representation for illustrating the transition patterns of the flight trajectory, based on which a stochastic process is generated to build the temporal correlations among flight positions, i.e., Gaussian process (GP). Furthermore, to deal with the flight maneuverability of performing controller’s instructions, a hierarchical neural network architecture is proposed to improve the modeling representation for nonlinear features. Thanks to the intrinsic mechanism of the GP regression, the DGP model has the ability of predicting both the deterministic nominal flight trajectory (NFT) and its confidence interval (CI), denoting by the mean and standard deviation of the prediction sequence, respectively. The CI subjects to a Gaussian distribution, which lays the data foundation of the probabilistic conflict detection. Experimental results on real data show that the proposed trajectory prediction approach achieves higher prediction accuracy compared to other baselines. Moreover, the conflict detection approach is also validated by a obtaining lower false alarm and more prewarning time.


Author(s):  
Cornelius Glackin ◽  
Christoph Salge ◽  
Martin Greaves ◽  
Daniel Polani ◽  
Sinisa Slavnic ◽  
...  

2007 ◽  
Vol 44 (02) ◽  
pp. 393-408 ◽  
Author(s):  
Allan Sly

Multifractional Brownian motion is a Gaussian process which has changing scaling properties generated by varying the local Hölder exponent. We show that multifractional Brownian motion is very sensitive to changes in the selected Hölder exponent and has extreme changes in magnitude. We suggest an alternative stochastic process, called integrated fractional white noise, which retains the important local properties but avoids the undesirable oscillations in magnitude. We also show how the Hölder exponent can be estimated locally from discrete data in this model.


1987 ◽  
Vol 26 (03) ◽  
pp. 117-123
Author(s):  
P. Tautu ◽  
G. Wagner

SummaryA continuous parameter, stationary Gaussian process is introduced as a first approach to the probabilistic representation of the phenotype inheritance process. With some specific assumptions about the components of the covariance function, it may describe the temporal behaviour of the “cancer-proneness phenotype” (CPF) as a quantitative continuous trait. Upcrossing a fixed level (“threshold”) u and reaching level zero are the extremes of the Gaussian process considered; it is assumed that they might be interpreted as the transformation of CPF into a “neoplastic disease phenotype” or as the non-proneness to cancer, respectively.


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