Abstract
An evolutionary algorithm for parameter estimation of a kernel method for noisy and irregularly sampled time series is presented. We aim to estimate the time delay between time series coming from gravitational lensing in astronomy. The parameters to estimate include the delay, the width of kernels or smoothing, and a regularization parameter. We use mixed types to represent variables within the evolutionary algorithm. The algorithm is tested on several artificial data sets, and also on real astronomical observations. The performance of our method is compared with the most popular methods for time delay estimation. An statistical analysis of results is given, where the results of our approach are more accurate and significant than those of other methods.
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Cuevas-Tello, J.C. (2007). Evolved Kernel Method for Time Series. In: Gelbukh, A., Kuri Morales, Á.F. (eds) MICAI 2007: Advances in Artificial Intelligence. MICAI 2007. Lecture Notes in Computer Science(), vol 4827. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-76631-5_53
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DOI: https://doi.org/10.1007/978-3-540-76631-5_53
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