Fit gaussian process to time series data

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Amit
Amit 2016년 11월 2일
편집: Amit 2016년 11월 3일
I have time series data for a signal for a particular time period t. The signal profile is different in each data representing the uncertainty. I want to fit a Gaussian process to this data so that I can sample a time series from this Gaussian process. How can I do that in Matlab?

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