- #1

willfurnass

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The problem I have is that the PSO fitting does not presently account for uncertainty in either x or t. The variances in x and t are most likely themselves invariant and I'd ideally like to treat each data point as a 2D Gaussian PDF.

My question is this: could Gaussian Processes (GPs) be used within my objective function to _stochastically_ determine the dissimilarity between a 15-point data series and the 15 (or more) point prediction corresponding to a candidate solution?

Thank you in advance for any advice you can offer.

Regards,

Will Furnass