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Gaussian Process for Trajectories

2021/10/07 by Kien Nguyen, Nguyen, Kien, John Krumm +3 · 1 citation
Computer Science · #Data Management and Algorithms #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML)

paper · pdf · doi:10.48550/arxiv.2110.03712

openalex publication_date 2021/10/07 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

The Gaussian process is a powerful and flexible technique for interpolating spatiotemporal data, especially with its ability to capture complex trends and uncertainty from the input signal. This chapter describes Gaussian processes as an interpolation technique for geospatial trajectories. A Gaussian process models measurements of a trajectory as coming from a multidimensional Gaussian, and it produces for each timestamp a Gaussian distribution as a prediction. We discuss elements that need to be considered when applying Gaussian process to trajectories, common choices for those elements, and provide a concrete example of implementing a Gaussian process.

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