In this chapter, we give the reader an in-depth view into building of probabilistic forecasting models for geomagnetic time series using the Gaussian process methodology outlined in the previous chapters. We highlight design decisions and practical issues that must be addressed in order to use Gaussian process models for probabilistic prediction of a quantity of interest. As a pedagogical example, we formulate, train, and test a family of Gaussian process auto-regressive models for 1-h ahead prediction of the Dst geomagnetic index.
AGU
Multiple-hour-ahead forecast of the Dst index using a combination of long short-term memory neural network and Gaussian process
Gruet, Marina A, Chandorkar, M, Sicard, Angélica, and Camporeale, Enrico