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OESGP Experiment Setup code
Harold Soh (Copyright 2012)
http://www.haroldsoh.com
haroldsoh@gmail.com

This package contains the code to generate the datasets used for the experiments detailed in:

H. Soh and Y. Demiris, “Iterative Temporal Learning and Prediction with the Sparse Online Echo State Gaussian Process”, International Joint Conference on Neural Networks (IJCNN-2012), Brisbane, Australia (to appear) 

This code package is released under GPL. As usual, no warranty of any kind is provided. 

Note: This package is pretty self-contained but the Mackey-Glass test dataset relies on the reservoir computing toolbox (http://reslab.elis.ugent.be/rctoolbox). It also makes use of scripts written by Eric Wan (eric.wan at pdx.edu, http://web.cecs.pdx.edu/~ericwan/index.html) who has kindly agreed to allow for his code to be included in this distribution. 

If you make use of this code for research, I would kindly ask you to consider citing my paper above. 

The code is self-explanatory for individuals familiar with MATLAB. If you really get stuck, you can email me with questions (depending on my workload however, responses can be slow in coming). 

Good luck and I hope this code is useful!