Model Validation of Dynamic Engineering Models Under Uncertainty

Author(s):  
Zequn Wang ◽  
Yan Fu ◽  
Ren-Jye Yang ◽  
Saeed Barbat ◽  
Wei Chen

Validating dynamic engineering models is critically important in practical applications by assessing the agreement between simulation results and experimental observations. Though significant progresses have been made, the existing metrics lack the capability of managing uncertainty in both simulations and experiments, which may stem from computer model instability, imperfection in material fabrication and manufacturing process, and variations in experimental conditions. In addition, it is challenging to validate a dynamic model aggregately over both the time domain and a model input space with data at multiple validation sites. To overcome these difficulties, this paper presents an area-based metric to systemically handle uncertainty and validate computational models for dynamic systems over an input space by simultaneously integrating the information from multiple validation sites. To manage the complexity associated with a high-dimensional data space, Eigen analysis is performed for the time series data from simulations at each validation site to extract the important features. A truncated Karhunen-Loève (KL) expansion is then constructed to represent the responses of dynamic systems, resulting in a set of uncorrelated random coefficients with unit variance. With the development of a hierarchical data fusion strategy, probability integral transform is then employed to pool all the resulting random coefficients from multiple validation sites across the input space into a single aggregated metric. The dynamic model is thus validated by calculating the cumulative area difference of the cumulative density functions. The proposed model validation metric for dynamic systems is illustrated with a mathematical example, a supported beam problem with stochastic loads, and real data from the vehicle occupant restraint system.

2016 ◽  
Vol 138 (11) ◽  
Author(s):  
Zequn Wang ◽  
Yan Fu ◽  
Ren-Jye Yang ◽  
Saeed Barbat ◽  
Wei Chen

Validating dynamic engineering models is critically important in practical applications by assessing the agreement between simulation results and experimental observations. Though significant progresses have been made, the existing metrics lack the capability of managing uncertainty in both simulations and experiments. In addition, it is challenging to validate a dynamic model aggregately over both the time domain and a model input space with data at multiple validation sites. To overcome these difficulties, this paper presents an area-based metric to systemically handle uncertainty and validate computational models for dynamic systems over an input space by simultaneously integrating the information from multiple validation sites. To manage the complexity associated with a high-dimensional data space, eigenanalysis is performed for the time series data from simulations at each validation site to extract the important features. A truncated Karhunen–Loève (KL) expansion is then constructed to represent the responses of dynamic systems, resulting in a set of uncorrelated random coefficients with unit variance. With the development of a hierarchical data-fusion strategy, probability integral transform (PIT) is then employed to pool all the resulting random coefficients from multiple validation sites across the input space into a single aggregated metric. The dynamic model is thus validated by calculating the cumulative area difference of the cumulative density functions. The proposed model validation metric for dynamic systems is illustrated with a mathematical example, a supported beam problem with stochastic loads, and real data from the vehicle occupant-restraint system.


1997 ◽  
Vol 08 (06) ◽  
pp. 1345-1360 ◽  
Author(s):  
D. R. Kulkarni ◽  
J. C. Parikh ◽  
A. S. Pandya

A hybrid approach, incorporating concepts of nonlinear dynamics in artificial neural networks (ANN), is proposed to model a time series generated by complex dynamic systems. We introduce well-known features used in the study of dynamic systems — time delay τ and embedding dimension d — for ANN modeling of time series. These features provide a theoretical basis for selecting the optimal size for the number of neurons in the input layer. The main outcome of the new approach for such problems is that to a large extent it defines the ANN architecture, models the time series and gives good prediction. As a consequence, we have an integrated and systematic data-driven scheme for modeling time series data. We illustrate our method by considering computer generated periodic and chaotic time series. The ANN model developed gave excellent quality of fit for the training and test sets as well as for iterative dynamic predictions for future values of the two time series. Further, computer experiments were conducted by introducing Gaussian noise of various degrees in the two time series, to simulate real world effects. We find that up to a limit introduction of noise leads to a smaller network with good generalizing capability.


2020 ◽  
Vol 34 (6) ◽  
pp. 999-1016 ◽  
Author(s):  
Alexander F. Danvers ◽  
Richard Wundrack ◽  
Matthias Mehl

We provide a basic, step–by–step introduction to the core concepts and mathematical fundamentals of dynamic systems modelling through applying the Change as Outcome model, a simple dynamical systems model, to personality state data. This model characterizes changes in personality states with respect to equilibrium points, estimating attractors and their strength in time series data. Using data from the Personality and Interpersonal Roles study, we find that mean state is highly correlated with attractor position but weakly correlated with attractor strength, suggesting strength provides added information not captured by summaries of the distribution. We then discuss how taking a dynamic systems approach to personality states also entails a theoretical shift. Instead of emphasizing partitioning trait and state variance, dynamic systems analyses of personality states emphasize characterizing patterns generated by mutual, ongoing interactions. Change as Outcome modelling also allows for estimating nuanced effects of personality development after significant life changes, separating effects on characteristic states after the significant change and how strongly she or he is drawn towards those states (an aspect of resiliency). Estimating this model demonstrates core dynamics principles and provides quantitative grounding for measures of ‘repulsive’ personality states and ‘ambivert’ personality structures. © 2020 European Association of Personality Psychology


Author(s):  
KAZUHIRO ESAKI ◽  
MUNEO TAKAHASHI

There are two types of models for predicting software reliability at the end of testing. One is the software reliability growth model (dynamic model) based on a given set of time series data. The other is the software complexity model (static model) based on the development environmental factors which have an influence on the software reliability. As the dynamic model depends on the time factor and the test method used, its prediction accuracy does not necessarily correspond to the data of practical projects. On the other hand, the static model needs the many significant parameters to accurately predict the software reliability. However, it is very difficult to select the main factors that determine the significant parameters out of a great number of factors which affect software reliability. In order to resolve these problems, this paper proposes a model to predict the number of embedded errors in a program at the end of testing phase. This model is based on the testing characteristics such as error detection rate and test case density. The result of an experiment shows that the proposed model is more reliable than the conventional models.


2021 ◽  
Vol 118 (48) ◽  
pp. e2107794118
Author(s):  
Victor Chernozhukov ◽  
Kaspar Wüthrich ◽  
Yinchu Zhu

We propose a robust method for constructing conditionally valid prediction intervals based on models for conditional distributions such as quantile and distribution regression. Our approach can be applied to important prediction problems, including cross-sectional prediction, k–step-ahead forecasts, synthetic controls and counterfactual prediction, and individual treatment effects prediction. Our method exploits the probability integral transform and relies on permuting estimated ranks. Unlike regression residuals, ranks are independent of the predictors, allowing us to construct conditionally valid prediction intervals under heteroskedasticity. We establish approximate conditional validity under consistent estimation and provide approximate unconditional validity under model misspecification, under overfitting, and with time series data. We also propose a simple “shape” adjustment of our baseline method that yields optimal prediction intervals.


Author(s):  
Jun Lu ◽  
Zhenfei Zhan ◽  
Pan Wang ◽  
Yudong Fang ◽  
Junqi Yang

As computer models become more powerful and popular, the complexity of input and output data raises new computational challenges. One of the key difficulties for model validation is to evaluate the quality of a computer model with multivariate, highly correlated and non-normal data, the direct application of traditional validation approaches does not appear to be suitable. This paper proposes a stochastic method to validate the dynamic systems. Firstly, a dimension reduction utilizing kernel principal component analysis (KPCA) is used to improve the computational efficiency. A probability model is then established by non-parametric kernel density estimation (KDE) method, and differences between the test data and simulation results are finally extracted to further comparative validation. This new approach resolves some critical drawbacks of the previous methods and improves the processing ability to nonlinear problem to validation the dynamic model. The proposed method and process are successfully illustrated through a real-world vehicle dynamic system example. The results demonstrate that the method of incorporate with KPCA and KDE is an effective approach to solve the dynamic model validation problem.


2017 ◽  
Vol 9 (12) ◽  
pp. 1293 ◽  
Author(s):  
Jian Wang ◽  
Jindi Wang ◽  
Hongmin Zhou ◽  
Zhiqiang Xiao

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