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A probabilistic construction of model validation

机译:模型验证的概率构造

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摘要

We describe a procedure to assess the predictive accuracy of process models subject to approximation error and uncertainty. The proposed approach is a functional analysis-based probabilistic approach for which we represent random quantities using polynomial chaos expansions (PCEs). The approach permits the formulation of the uncertainty assessment in validation, a significant component of the process, as a problem of approximation theory. It has two essential parts. First, a statistical procedure is implemented to calibrate uncertain parameters of the candidate model from experimental or model-based measurements. Such a calibration technique employs PCEs to represent the inherent uncertainty of the model parameters. Based on the asymptotic behavior of the statistical parameter estimator, the associated PCE coefficients are then characterized as independent random quantities to represent epistemic uncertainty due to lack of information. Second, a simple hypothesis test is implemented to explore the validation of the computational model assumed for the physics of the problem. The above validation path is implemented for the case of dynamical system validation challenge exercise.
机译:我们描述了一种评估过程模型的预测准确性的程序,该过程受近似误差和不确定性的影响。提出的方法是一种基于功能分析的概率方法,对于该方法,我们使用多项式混沌展开(PCE)表示随机量。该方法允许在验证中制定不确定性评估,这是过程的重要组成部分,是近似理论的问题。它具有两个基本部分。首先,执行统计程序以从实验或基于模型的测量中校准候选模型的不确定参数。这种校准技术采用PCE来表示模型参数的固有不确定性。基于统计参数估计量的渐近行为,然后将关联的PCE系数表征为独立的随机量,以表示由于缺乏信息而引起的认知不确定性。其次,实现了一个简单的假设检验,以探索为问题的物理假设所建立的计算模型的有效性。上述验证路径是针对动态系统验证挑战练习的情况而实现的。

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