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Kriging is spatial prediction based on a stochastic model of a spatial random field. Such models and methods can also be used in non-spatial context, and then often known as gaussian processes.

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Can I replace the distribution in Gaussian Process Regression with a different regression?

Sorry for the confusing title. Let me try to clarify: I have a time series of wind speeds with some missing points here and there. I want to interpolate these points and have tried mainly polynomial …
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