TY - JOUR
T1 - A Novel Gaussian Process Approach for Prediction of University Academic Evaluation
AU - Yu, Daohua
AU - Pan, Yu
AU - Zhou, Xin
AU - Niu, Zhendong
AU - Sun, Huafei
N1 - Publisher Copyright:
© 2014 IEEE.
PY - 2025
Y1 - 2025
N2 - In the globalized academic landscape, university academic evaluation plays a crucial role. However, predicting university academic evaluation in time series prediction poses significant challenges due to its nonlinearity and nonstationarity. In this article, we propose a novel method to address the prediction problem in scenarios characterized by limited data volume. By leveraging the properties of Gaussian processes, our method constructs nonstationary kernels that are fully trainable. The time series data is decomposed into trend and seasonal components, which are then inputted into an independent Gaussian process model equipped with trainable parameters. The core of our method lies in the trend Gaussian process model, which consists of classical kernel functions and multilayer perceptron stacks. This combination enhances the model’s capacity to capture long-term dependencies and improves prediction accuracy. To evaluate the effectiveness of our novel method, experiments were conducted on both the M4 dataset and an academic indicator dataset. The experimental results demonstrate significant improvements in prediction accuracy and stability compared with traditional time series prediction methods. Additionally, comparative experiments were performed to contrast our method against other popular time series prediction methods, consistently affirming the superior predictive performance of our approach.
AB - In the globalized academic landscape, university academic evaluation plays a crucial role. However, predicting university academic evaluation in time series prediction poses significant challenges due to its nonlinearity and nonstationarity. In this article, we propose a novel method to address the prediction problem in scenarios characterized by limited data volume. By leveraging the properties of Gaussian processes, our method constructs nonstationary kernels that are fully trainable. The time series data is decomposed into trend and seasonal components, which are then inputted into an independent Gaussian process model equipped with trainable parameters. The core of our method lies in the trend Gaussian process model, which consists of classical kernel functions and multilayer perceptron stacks. This combination enhances the model’s capacity to capture long-term dependencies and improves prediction accuracy. To evaluate the effectiveness of our novel method, experiments were conducted on both the M4 dataset and an academic indicator dataset. The experimental results demonstrate significant improvements in prediction accuracy and stability compared with traditional time series prediction methods. Additionally, comparative experiments were performed to contrast our method against other popular time series prediction methods, consistently affirming the superior predictive performance of our approach.
KW - Academic evaluation
KW - e-learning
KW - Gaussian process model
KW - nonstationary kernel
KW - time series prediction
UR - http://www.scopus.com/inward/record.url?scp=105002564844&partnerID=8YFLogxK
U2 - 10.1109/TCSS.2025.3547904
DO - 10.1109/TCSS.2025.3547904
M3 - Article
AN - SCOPUS:105002564844
SN - 2329-924X
JO - IEEE Transactions on Computational Social Systems
JF - IEEE Transactions on Computational Social Systems
ER -