The genetic algorithm for a signal enhancement

The paper is devoted to the problem of time series enhancement, which is based on the analysis of local regularity. The model construction using this analysis does not require any a priori assumption on the structure of the noise and the functional relationship between original signal and noise. The signal itself may be nowhere differentiable with rapidly varying local regularity, what is overcome with the help of the new technique of increasing the local Holder regularity of the signal under research. A new signal with prescribed regularity is constructed using the genetic algorithm. This approach is applied to enhancement of time series in the paleoclimatology, solar physics, dendrochronology, meteorology and hydrology. (C) 2004 Elsevier B.V. All rights reserved.