Dynamical systems identification using Gaussian process models with incorporated local models

Gaussian process (GP) models form an emerging methodology for modelling nonlinear dynamic systems which tries to overcome certain limitations inherent to traditional methods such as e.g. neural networks (ANN) or local model networks (LMN).The GP model seems promising for three reasons. First, less training parameters are needed to parameterize the model. Second, the variance of the model's output depending on data positioning is obtained. Third, prior knowledge, e.g. in the form of linear local models can be included into the model. In this paper the focus is on GP with incorporated local models as the approach which could replace local models network.Much of the effort up to now has been spent on the development of the methodology of the GP model with included local models, while no application and practical validation has yet been carried out. The aim of this paper is therefore twofold. The first aim is to present the methodology of the GP model identification with emphasis on the inclusion of the prior knowledge in the form of linear local models. The second aim is to demonstrate practically the use of the method on two higher order dynamical systems, one based on simulation and one based on measurement data.     

Space and time localization for the estimation of distributed parameters in a finite element model

In this paper we study the problem of estimating the possibly non-homogeneous material coefficients inside a physical system, from transient excitations and measurements made in a few points on the boundary. We assume there is available an adequate Finite Element (FEM) model of the system, whose distributed physical parameters must be estimated from the experimental data.We propose a space–time localization approach that gives a better conditioned estimation problem, without the need of an expensive regularization. Some experimental results obtained on an elastic system with random coefficients are given.     

The effect of diversity maintenance on prediction in dynamic multi-objective optimization

There are many dynamic multi-objective optimization problems (DMOPs) in real-life engineering applications whose objectives change over time. After an environmental change occurs, prediction strategies are commonly used in dynamic multi-objective optimization algorithms to find the new Pareto optimal set (POS). Being able to make more accurate prediction means the algorithm requires fewer computational resources to make the population approximate to the Pareto optimal front (POF). This paper proposes a hybrid diversity maintenance method to improve prediction accuracy. The method consists of three steps, which are implemented after an environmental change. The first step, based on the moving direction of the center points, uses the prediction to relocate a number of solutions close to the new Pareto front. On the basis of self-defined minimum and maximum points of the POS in this paper, the second step applies the gradual search to produce some well-distributed solutions in the decision space so as to compensate for the inaccuracy of the first step, simultaneously and further enhancing the convergence and diversity of the population. In the third step, some diverse individuals are randomly generated within the region of next probable POS, which prompts the diversity of the population. Eventually the prediction becomes more accurate as the solutions with good convergence and diversity are selected after the non-dominated sort [1] on the combined solutions generated by the three steps. Compared with three other prediction methods on a series of test instances, our method is very competitive in convergence and diversity as well as the speed at which it responds to environmental changes.     

Predicting the unexpected

Dagstuhl seminar no. 10102 on discrete event logistic systems recognized a network of persistent models to be a “Grand Challenge.” Such on-line model network will offer an infrastructure that facilitates the management of logistic operations. This ambition to create a network of persistent models implies a radical shift for model design activities as the objective is an infrastructure rather than application-specific solutions. In particular, model developers can no longer assume that they know what their model will be used for. It is no longer possible to design for the expected.This paper presents insights in model development and design in the absence of precise knowledge concerning a model's usage. Basically, model developers may solely rely on the presence of the real-world counterpart mirrored by their model and a general idea about the nature of the application (e.g. coordination of logistic operations). When the invariants of their real-world counterpart suffice for models to be valid, these models become reusable and integrate-able. As these models remain valid under a wide range of situations, they become multi-purpose and durable resources rather than single-purpose short-lived components or legacy, which is even worse.Moreover and more specifically, the paper describes how to build models that allow their users to generate predictions in unexpected situations and atypical conditions. Referring to previous work, the paper concisely discusses how these predictions can be generated starting from the models. This prediction-generating technology is currently being transferred into an industrial MES.     

Conservative and aggressive rough SVR modeling

Support vector regression provides an alternative to the neural networks in modeling non-linear real-world patterns. Rough values, with a lower and upper bound, are needed whenever the variables under consideration cannot be represented by a single value. This paper describes two approaches for the modeling of rough values with support vector regression (SVR). One approach, by attempting to ensure that the predicted high value is not greater than the upper bound and that the predicted low value is not less than the lower bound, is conservative in nature. On the contrary, we also propose an aggressive approach seeking a predicted high which is not less than the upper bound and a predicted low which is not greater than the lower bound. The proposal is shown to use ?-insensitivity to provide a more flexible version of lower and upper possibilistic regression models. The usefulness of our work is realized by modeling the rough pattern of a stock market index, and can be taken advantage of by conservative and aggressive traders.     

混合马尔科夫预测模型及其在反洗钱中的应用研究

反洗钱中的一个重要问题是预测可疑账户未来可能发生的交易。马尔科夫模型在股票、商品价格、市场占有率等经济领域的预测中具有广泛的应用,但单一的马尔科夫模型的预测准确性有待提高。提出一种结合数据挖掘中聚类、关联规则和低序马尔科夫模型的混合马尔科夫模型,并在模型的建立过程中基于置信度进行剪枝以降低时间复杂度,最后将该模型用于预测反洗钱领域中账户之间的交易。实验表明,该模型具有较高的预测准确性,并在预测准确性和时间复杂度两者之间取得了较好的平衡。     

Learning based brain emotional intelligence as a new aspect for development of an alarm system

The multi criteria and purposeful prediction approach has been introduced and is implemented by the fast and efficient behavioral based brain emotional learning method. On the other side, the emotional learning from brain model has shown good performance and is characterized by high generalization property. New approach is developed to deal with low computational and memory resources and can be used with the largest available data sets. The scope of paper is to reveal the advantages of emotional learning interpretations of brain as a purposeful forecasting system designed to warning; and to make a fair comparison between the successful neural (MLP) and neurofuzzy (ANFIS) approaches in their best structures and according to prediction accuracy, generalization, and computational complexity. The auroral electrojet (AE) index are used as practical examples of chaotic time series and introduced method used to make predictions and warning of geomagnetic disturbances and geomagnetic storms based on AE index.     

Misfit versus latency

In this paper we present a framework that combines some ideas of the behavioral modeling approach and the prediction error modeling approach. It is shown that the proposed model selection procedure can be rephrased as an optimization problem that only depends on the model parameters. Experiments illustrate the potential of the so-called misfit versus latency framework.     

松辽盆地茂8井三维地震区薄互层储层预测方法及效果

本文针对松辽盆地陆相薄互层的沉积特点,结合茂８井三维地震区块的实际情况,采用“滑动相关法”确定地震地质层位,准确标定了各反射同相轴的地质含义。依据砂岩或砂层组在三维剖面上的特征,充分发挥人机联作解释系统的优势,利用振幅、频率对主要含油层系砂岩的横向变化进行了深入研究,经钻井验证取得了较好的效果。