Gaussian Processes for Time Series with Lead-Lag Effects with applications to biology data
具有领先—滞后效应的时间序列高斯过程及其生物数据应用
Investigating the relationship, particularly the lead-lag effect, between time series is a common question across various disciplines, especially when uncovering biological process. However, analyzing time series presents several challenges. Firstly, due to technical reasons, the time points at which observations are made are not at uniform inintervals. Secondly, some lead-lag effects are transient, necessitating time-lag estimation based on a limited number of time points.…