def METHOD_NAME(self):
    gpf = GaussianProcessFilter()
    sine_ts = tg.sine_timeseries(length=30, value_frequency=0.1)
    noise_ts = tg.gaussian_timeseries(length=30) * 0.1
    ts = sine_ts.stack(noise_ts)
    prediction = gpf.filter(ts)
    assert prediction.width == 2