Variational inference based kernel dynamic bayesian networks for construction of prediction intervals for industrial time series with incomplete input

Prediction intervals ( PIs ) for industrial time series can provide useful guidance for workers. Given that the failure of industrial sensors may cause the missing point in inputs, the existing kernel dynamic Bayesian networks ( KDBN ) , serving as an effective method for PIs construction, suffer from high computational load using the stochastic algorithm for inference. This study proposes a variational inference method for the KDBN for the...