Apparatus and method for ensembles of kernel regression models

An apparatus for obtaining estimates, the apparatus comprising:

• an interface with an input and output, the input configured to receive sensed information representing physical parameters associated with the entity or process, the sensed information being collected into a current pattern or into a current sequence of patterns,
• a processor coupled to the interface, the processor configured to compare the current pattern or current sequence of patterns to historical data in order to obtain a population of best matches, the processor configured to create a plurality of kernel regression models based upon the population of best matches and generate at least one distribution of estimate values for a sensor of interest using the plurality of kernel regression models, the processor further configured to analyze the at least one distribution of the estimate values for a sensor of interest to obtain a measure of the center of the at least one estimate distribution and a measure of an estimate distribution width of the at least one estimate distribution and present the measure of the center of the at least one estimate distribution and the measure of an estimate distribution width of the at least one estimate distribution at the output.