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Journal Article

An Adaptive Copula-Based Approach for Model Bias Characterization

2015-04-14
2015-01-0455
A copula-based approach for model bias characterization was previously proposed [18] aiming at improving prediction accuracy compared to other model characterization approaches such as regression and Gaussian Process. This paper proposes an adaptive copula-based approach for model bias identification to enhance the available methodology. The main idea is to use cluster analysis to preprocess data, then apply the copula-based approach using information from each cluster. The final prediction accumulates predictions obtained from each cluster. Two case studies will be used to demonstrate the superiority of the adaptive copula-based approach over its predecessor.
Journal Article

A Copula-Based Approach for Model Bias Characterization

2014-04-01
2014-01-0735
Available methodologies for model bias identification are mainly regression-based approaches, such as Gaussian process, Bayesian inference-based models and so on. Accuracy and efficiency of these methodologies may degrade for characterizing the model bias when more system inputs are considered in the prediction model due to the curse of dimensionality for regression-based approaches. This paper proposes a copula-based approach for model bias identification without suffering the curse of dimensionality. The main idea is to build general statistical relationships between the model bias and the model prediction including all system inputs using copulas so that possible model bias distributions can be effectively identified at any new design configurations of the system. Two engineering case studies whose dimensionalities range from medium to high will be employed to demonstrate the effectiveness of the copula-based approach.
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