https://hendersontrent.github.io/posts/2024/05/gaussian-process-time-series
Interpretable time-series modelling using Gaussian processes
Trent Henderson
May 03, 2024
“…Gaussian processes (GP)… are an insanely powerful tool that can model an absurd range of data (including continuous and discrete) in an interpretable way that gives the modeller a large degree of control over how the technique learns from data.”