Gaussian process

From Glossary of Meteorology
Revision as of 14:18, 20 February 2012 by imported>Perlwikibot



Gaussian process

(Also called stationary Gaussian process, stationary Gaussian time series.) A stationary time series in which the joint probability distribution of any sequence of values, x(t1), x(t2), . . ., x(tn), is a multivariate normal distribution, or a stationary random process that is completely determined by its spectrum or autocorrelation function.


Retrieved from "https://glossarystaging.ametsoc.net/w/index.php?title=Gaussian_process&oldid=18805"
Powered by MediaWiki
Powered by WikiTeq
Powered by Semantic MediaWiki
Copyright 2024 American Meteorological Society (AMS). For permission to reuse any portion of this work, please contact permissions@ametsoc.org. Any use of material in this work that is determined to be “fair use” under Section 107 of the U.S. Copyright Act (17 U.S. Code § 107) or that satisfies the conditions specified in Section 108 of the U.S.Copyright Act (17 USC § 108) does not require AMS’s permission. Republication, systematic reproduction, posting in electronic form, such as on a website or in a searchable database, or other uses of this material, except as exempted by the above statement, require written permission or a license from AMS. Additional details are provided in the AMS Copyright Policy statement.