A genetic estimation algorithm for parameters of stochastic ordinary differential equations

A generic method for the estimation of parameters for Stochastic Ordinary Differential Equations (SODEs) is introduced and developed. This algorithm, called the GePERs method, utilises a genetic optimisation algorithm to minimise a stochastic objective function based on the Kolmogorov-Smirnov statistic. Numerical simulations are utilised to form the KS statistic. Further, the examination of some of the factors that improve the precision of the estimates is conducted. This method is used to estimate parameters of diffusion equations and jump-diffusion equations. It is also applied to the problem of model selection for the Queensland electricity market. (C) 2003 Elsevier B.V. All rights reserved.

Tuning pattern classifier parameters using a genetic algorithm with an application in mobile robotics

Support vector machines (SVMs) have recently emerged as a powerful technique for solving problems in pattern classification and regression. Best performance is obtained from the SVM its parameters have their values optimally set. In practice, good parameter settings are usually obtained by a lengthy process of trial and error. This paper describes the use of genetic algorithm to evolve these parameter settings for an application in mobile robotics.