After a couple of weeks of putting it off, I’m releasing an alpha version of the Online Temporal Learning (OTL) C++ library, which can be used for learning time-series in an online environment (samples are processed one at a time). The Online Echo State Gaussian Process (OESGP) and Spatial-Temporal Online Recursive Kernel Gaussian Process (STORK-GP) algorithms are part of this library.
Comments/Criticisms/Bug reports are welcome! Though, depending on my workload, replies may be slow in coming. Have fun!