Gaussian process regression (GPR) is frequently used for uncertain measurement and prediction of nonstationary time series in the Internet of Things data, nevertheless, the generalization and regression efficacy of GPR… Click to show full abstract
Gaussian process regression (GPR) is frequently used for uncertain measurement and prediction of nonstationary time series in the Internet of Things data, nevertheless, the generalization and regression efficacy of GPR are directly impacted by its selection of hyper-parameters. In the study, a non-inertial particle swarm optimization with elite mutation-Gaussian process regression (NIPSO-GPR) is proposed to optimize the hyper-parameters of GRP. NIPSO-GPR can adaptively obtain hyper-parameters of GPR via uniform non-inertial velocity update formula and adaptive elite mutation strategy. When compared with several frequently used algorithms of hyper-parameters optimization on linear and nonlinear time series sample data, experimental results indicate that GPR after hyper-parameters optimized by NIPSO-GPR has better fitting precision and generalization ability.
               
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