Use of gaussian processes
Hi all, Just wanted to ask the ppl in industry if they’ve ever had to implement Gaussian processes (specifically multi output gp) when working with time series data. I saw some posts on reddit which mentioned that using standard time series modes such as ARIMA is typically enough as the math involved in GPs can be pretty difficult to implement. I’ve also found papers on its application in time series but I don’t know if that translates to applications in industry as well. Thanks (Context: Masters student exploring use of multi output gaussian processes in time series data)