Single GPs prediction for Carbon Intensity.

Feeling a bit weird to come back and write this blog after having away for such a long time now, however it might be necessary to keep up my work. 

At the moment, I have spent time to understand and implement Gaussian Processes (GPs) to predict the UK's Carbon Intensity and User's consumption in particular. It is not easy to write a polished code in Matlab as I haven't used it before, so it also takes time to learn. 

Having struggled to apply a complicated covariance function in Matlab, I took a step back to read again the background of GPs from books and other's papers. I finally understand a bit more of how to correctly use GPs. As a result, I have done a Single-GPs predictions on  Carbon Intensity. Here is the results:

1 - My first attempt is to use GPs to predict Carbon Intensity in 30 days ahead.

2 - My second attempt is to use GPs to predict one day-ahead. Then, repeat the process until it predict up to 30 days. It looks better than the one-go 30 days prediction.

In these graphs, the solid blue line represents for the training data, which I took 14 days. The solid red line represents for the actual data, and the dashed black line represents for the predictive data.

To be updated...