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beckdaniel 2016-04-11 11:26:46 +01:00
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GPy/examples/state_space.py Normal file
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import GPy
import numpy as np
import matplotlib.pyplot as plt
import GPy.models.state_space_model as SS_model
X = np.linspace(0, 10, 2000)[:, None]
Y = np.sin(X) + np.random.randn(*X.shape)*0.1
kernel1 = GPy.kern.Matern32(X.shape[1])
m1 = GPy.models.GPRegression(X,Y, kernel1)
print m1
m1.optimize(optimizer='bfgs',messages=True)
print m1
kernel2 = GPy.kern.sde_Matern32(X.shape[1])
#m2 = SS_model.StateSpace(X,Y, kernel2)
m2 = GPy.models.StateSpace(X,Y, kernel2)
print m2
m2.optimize(optimizer='bfgs',messages=True)
print m2