andreaskoher

restrict observations to a specific (sub-) process

7

Hey @willtebbutt , again a really cool package and sorry for bothering you a lot these days. I am trying to estimate the day of week effect in a time...

Periodic kernel

11

Hi @willtebbutt, From the ToDo list #59 I have tried to go ahead with the periodic kernel as proposed by [Solin & Särkkä (2014)](http://proceedings.mlr.press/v33/solin14.pdf). The periodic kernel is approximated by...

KernelSum with more than 2 components

3

Hi @willtebbutt, at the moment [lgssm_components(k::KernelSum ...)](https://github.com/JuliaGaussianProcesses/TemporalGPs.jl/blob/455d160d51f05e382762891a31eb58b7f497c8ec/src/gp/lti_sde.jl#L314) assumes only two components. A quick generalization could be the following: ```julia KernelFunctions.KernelSum(kernel::Kernel) = kernel function TemporalGPs.lgssm_components(k::KernelSum, ts::AbstractVector, storage_type::TemporalGPs.StorageType) As_l, as_l, Qs_l, emission_proj_l,...