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29 lines
639 B
Python
29 lines
639 B
Python
import GPy
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import numpy as np
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import matplotlib.pyplot as plt
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import GPy.models.state_space_model as SS_model
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def state_space_example():
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X = np.linspace(0, 10, 2000)[:, None]
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Y = np.sin(X) + np.random.randn(*X.shape)*0.1
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kernel1 = GPy.kern.Matern32(X.shape[1])
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m1 = GPy.models.GPRegression(X,Y, kernel1)
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print(m1)
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m1.optimize(optimizer='bfgs',messages=True)
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print(m1)
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kernel2 = GPy.kern.sde_Matern32(X.shape[1])
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#m2 = SS_model.StateSpace(X,Y, kernel2)
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m2 = GPy.models.StateSpace(X,Y, kernel2)
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print(m2)
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m2.optimize(optimizer='bfgs',messages=True)
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print(m2)
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return m1, m2
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