Heterogeneous data fusion using Gaussian processes

A method and apparatus for processing data, the data comprising: a set of one or more system inputs; and a set of one or more system outputs; wherein each system output corresponds to a respective system input; each system input comprises a plurality of data points, a first data point in the plurality and a second data point in the plurality being from a same raw data source (8, 10, 12), and the first data point being pre-processed using a different pre-processing method to a pre-processing method used to pre-process the second data point, the method comprising: for each of the first and second data points, inferring a value indicative of a significance of the pre-processing method used to pre-process that data point; wherein the step of inferring comprises performing a machine learning algorithm on a given system input from the data and a further system input.