All functions

brownian

Brownian

generate_data()

Generate realistic datasets

learn_covariance()

Create a matrix of covariance

learn_mean()

Create a model for the estimation of the mean

learn_noise()

Estimate a set of coefficients for the noise variance

powerconsumption

Household Power Consumption

predict_covariance()

Estimate the covariance given a matrix

predict_mean()

Estimate the mean function given some model

predict_noise()

Estimate the variance of the noise given a set of coefficients