Intelligent interpolation by Monte Carlo machine learning

Geophysics ◽  
2018 ◽  
Vol 83 (2) ◽  
pp. V83-V97 ◽  
Author(s):  
Yongna Jia ◽  
Siwei Yu ◽  
Jianwei Ma

Acquisition technology advances, as well as the exploration of geologically complex areas, are pushing the quantity of data to be analyzed into the “big-data” era. In our related work, we found that a machine-learning method based on support vector regression (SVR) for seismic data intelligent interpolation can fully use large data as training data and can eliminate certain prior assumptions in the existing methods, such as linear events, sparsity, or low rank. However, immense training sets not only encompass high redundancy but also result in considerable computational costs, especially for high-dimensional seismic data. We have developed a criterion based on the Monte Carlo method for the intelligent reduction of training sets. For seismic data, pixel values in each local patch can be regarded as a set of statistical data and a variance value for the patch can be calculated. A high variance means that there are events centered around its corresponding patch or the pixel values in the patch range obviously. The patches with high variances are regarded as more representative patches. The Monte Carlo method assigns the variance as constraint and selects only the representative patches with a higher probability through a series of random positive numbers. After the training set is intelligently reduced through the Monte Carlo method, only these representative patches, constituting the new training set, are input to the SVR-based machine learning frame to construct a continuous regression model. Meanwhile, the patches with lower variances can be readily interpolated using a simple method and only present a minor influence in the construction of the regression model. Thus, the representative patches are called effective patches. Finally, the missing traces can be generated from the learned regression model. Numerical illustrations on 2D seismic data and results on 3D or 5D data show that the Monte Carlo method can intelligently select the effective patches as the new training set, which greatly decreases redundancy and also keeps the reconstruction quality.

2019 ◽  
Vol 114 ◽  
pp. 03003
Author(s):  
D.A. Boyarkin ◽  
D.S. Krupenev ◽  
D.V. Iakubobsky

Modern electricity consumers place increasingly high demands on the level of reliability of power supply and, correspondingly, the reliability of electric power systems (EPS). These requirements should be directly addressed in the EPS development planning tasks. To this end, the evaluation of the level of EPS reliability is performed by employing software and computer systems that have various methods of reliability evaluation implemented therein. Among the variety of methods for identifying reliability indicators to evaluate resource adequacy the most appropriate one is the Monte Carlo method (the method of statistical tests): it enables to perform calculations within a reasonable time with the required accuracy, while the calculation of complex EPS-like systems by means of analytical methods proves impossible because of the large dimensionality of the problem. However, even when using the Monte Carlo method, the difficulties arise as well, namely the problem of the need to reproduce a large number of random states of the simulated EPS and the calculation of the operating mode of each of them. There are several ways to reduce the overall calculation time by either efficient random number generators and optimizers or alternative methods of the calculation of operating modes. The article deals with the issue of bringing up to date the method behind reliability calculation that makes use of the Monte Carlo method. We propose to use regression analysis methods when calculating operating modes of random states of the EPS. To this end, we adopt the support-vector machine and the random forest method. Experimental studies covered in the article attest to the efficiency of the new method, for the 24-node system IEEE RTS-96 the calculation speed has been increased by almost a factor of 4 while maintaining accuracy.


Energies ◽  
2018 ◽  
Vol 11 (7) ◽  
pp. 1900 ◽  
Author(s):  
Jing Zhao ◽  
Yaoqi Duan ◽  
Xiaojuan Liu

Recently, the cooling load forecasting for the short-term has received increasing attention in the field of heating, ventilation and air conditioning (HVAC), which is conducive to the HVAC system operation control. The load forecasting based on weather forecast data is an effective approach. The meteorological parameters are used as the key inputs of the prediction model, of which the accuracy has a great influence on the prediction loads. Obviously, there are errors between the weather forecast data and the actual weather data, but most of the existing studies ignored this issue. In order to deal with the uncertainty of weather forecast data scientifically, this paper proposes an effective approach based on the Monte Carlo Method (MCM) to process weather forecast data by using the 24-h-ahead Support Vector Machine (SVM) model for load prediction as an example. The data-preprocessing method based on MCM makes the forecasting results closer to the actual load than those without process, which reduces the Mean Absolute Percentage Error (MAPE) of load prediction from 11.54% to 10.92%. Furthermore, through sensitivity analysis, it was found that among the selected weather parameters, the factor that had the greatest impact on the prediction results was the 1-h-ahead temperature T(h–1) at the prediction moment.


Author(s):  
D. A. Boyarkin

Increasing calculation speed of the electric power system (EPS) reliability of is one of the key issues in their operational management and long-term development planning. Analytical methods to assess the EPS reliability seem to be impossible due to large size of the problem and, as a consequence, essentially the only option for assessing is to use the Monte Carlo method. When it is used both the speed and the accuracy of calculation directly depend on the number of randomly generated system states and the complexity of their calculation in the model. Methods aimed at increasing computational efficiency can relate to two directions - reducing the states under consideration and simplifying the computational model for each state. Both options are performed provided that calculation accuracy is retained.The article presents research on using the machine learning methods and, in particular, the multi-output regression method to modernize the reliability assessment technique via the Monte Carlo method. Machine learning methods are used to determine the power deficit (realization of a random variable) for each random EPS state.The use of multi-output regression enables comprehensive determining of values of all the required variables. The experimental studies are based on the two test circuits of electric power systems: three-zone and IEEE RTS-96 with 24 zones of reliability.


2020 ◽  
Vol 2020 (4) ◽  
pp. 25-32
Author(s):  
Viktor Zheltov ◽  
Viktor Chembaev

The article has considered the calculation of the unified glare rating (UGR) based on the luminance spatial-angular distribution (LSAD). The method of local estimations of the Monte Carlo method is proposed as a method for modeling LSAD. On the basis of LSAD, it becomes possible to evaluate the quality of lighting by many criteria, including the generally accepted UGR. UGR allows preliminary assessment of the level of comfort for performing a visual task in a lighting system. A new method of "pixel-by-pixel" calculation of UGR based on LSAD is proposed.


Author(s):  
V.A. Mironov ◽  
S.A. Peretokin ◽  
K.V. Simonov

The article is a continuation of the software research to perform probabilistic seismic hazard analysis (PSHA) as one of the main stages in engineering seismic surveys. The article provides an overview of modern software for PSHA based on the Monte Carlo method, describes in detail the work of foreign programs OpenQuake Engine and EqHaz. A test calculation of seismic hazard was carried out to compare the functionality of domestic and foreign software.


2019 ◽  
Vol 20 (12) ◽  
pp. 1151-1157 ◽  
Author(s):  
Alla P. Toropova ◽  
Andrey A. Toropov

Prediction of physicochemical and biochemical behavior of peptides is an important and attractive task of the modern natural sciences, since these substances have a key role in life processes. The Monte Carlo technique is a possible way to solve the above task. The Monte Carlo method is a tool with different applications relative to the study of peptides: (i) analysis of the 3D configurations (conformers); (ii) establishment of quantitative structure – property / activity relationships (QSPRs/QSARs); and (iii) development of databases on the biopolymers. Current ideas related to application of the Monte Carlo technique for studying peptides and biopolymers have been discussed in this review.


1999 ◽  
Vol 72 (1) ◽  
pp. 68-72
Author(s):  
M. Yu. Al’es ◽  
A. I. Varnavskii ◽  
S. P. Kopysov

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