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Search results for: final prediction error
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Akaike's final prediction error criterion revisited
PublicationWhen local identification of a nonstationary ARX system is carried out, two important decisions must be taken. First, one should decide upon the number of estimated parameters, i.e., on the model order. Second, one should choose the appropriate estimation bandwidth, related to the (effective) number of input-output data samples that will be used for identification/ tracking purposes. Failure to make the right decisions results...
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On Noncausal Identification of Nonstationary Multivariate Autoregressive Processes
PublicationThe problem of identification of nonstationary multivariate autoregressive processes using noncausal local estimation schemes is considered and a new approach to joint selection of the model order and the estimation bandwidth is proposed. The new selection rule, based on evaluation of pseudoprediction errors, is compared with the previously proposed one, based on the modified Akaike’s final prediction error criterion.
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On autoregressive spectrum estimation using the model averaging technique
PublicationThe problem of estimating spectral density of a nonstationary process satisfying local stationarity conditions is considered. The proposed solution is a two step procedure based on local autoregressive (AR) modeling. In the first step Bayesian-like averaging of AR models, differing in order, is performed. The main contribution of the paper is development of a new final-prediction-error-like statistic, which can be used to select...
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New results on estimation bandwidth adaptation
PublicationThe problem of identification of a nonstationary autoregressive signal using non-causal estimation schemes is considered. Noncausal estimators can be used in applications that are not time-critical, i.e., do not require real-time processing. A new adaptive estimation bandwidth selection rule based on evaluation of pseudoprediction errors is proposed, allowing one to adjust tracking characteristics of noncausal estimators to unknown...
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Lattice filter based autoregressive spectrum estimation with joint model order and estimation bandwidth adaptation
PublicationThe problem of parametric, autoregressive model based estimation of a time-varying spectral density function of a nonstationary process is considered. It is shown that estimation results can be considerably improved if identification of the autoregressive model is carried out using the two-sided doubly exponentially weighted lattice algorithm which combines results yielded by two one-sided lattice algorithms running forward in...
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Lattice filter based multivariate autoregressive spectral estimation with joint model order and estimation bandwidth adaptation
PublicationThe problem of parametric, autoregressive model based estimation of a time-varying spectral density function of a multivariate nonstationary process is considered. It is shown that estimation results can be considerably improved if identification of the autoregressive model is carried out using the two-sided doubly exponentially weighted lattice algorithm which combines results yielded by two one-sided lattice algorithms running...
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On joint order and bandwidth selection for identification of nonstationary autoregressive processes
PublicationWhen identifying a nonstationary autoregressive process, e.g. for the purpose of signal prediction or parametric spectrum estimation, two important decisions must be taken. First, one should choose the appropriate order of the autoregressive model, i.e., the number of autoregressive coefficients that will be estimated. Second, if identification is carried out using the local estimation technique, such as the localized version of...
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Identification of nonstationary multivariate autoregressive processes– Comparison of competitive and collaborative strategies for joint selection of estimation bandwidth and model order
PublicationThe problem of identification of multivariate autoregressive processes (systems or signals) with unknown and possibly time-varying model order and time-varying rate of parameter variation is considered and solved using parallel estimation approach. Under this approach, several local estimation algorithms, with different order and bandwidth settings, are run simultaneously and compared based on their predictive performance. First,...
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Closer Look at the Uncertainty Estimation in Semantic Segmentation under Distributional Shift
PublicationWhile recent computer vision algorithms achieve impressive performance on many benchmarks, they lack robustness - presented with an image from a different distribution, (e.g. weather or lighting conditions not considered during training), they may produce an erroneous prediction. Therefore, it is desired that such a model will be able to reliably predict its confidence measure. In this work, uncertainty estimation for the task...
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On adaptive covariance and spectrum estimation of locally stationary multivariate processes
PublicationWhen estimating the correlation/spectral structure of a locally stationary process, one has to make two important decisions. First, one should choose the so-called estimation bandwidth, inversely proportional to the effective width of the local analysis window, in the way that complies with the degree of signal nonstationarity. Too small bandwidth may result in an excessive estimation bias, while too large bandwidth may cause excessive...
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RECSYS CHALLENGE 2015: a BUY EVENT PREDICTION IN THE E-COMMERCE DOMAIN
PublicationIn this paper we present our approach to RecSys Challenge 2015. Given a set of e-commerce events, the task is to predict whether a user will buy something in the current session and, if yes, which of the item will be bought. We show that the data preparation and enrichment are very important in finding the solution for the challenge and that simple ideas and intuitions could lead to satisfactory results. We also show that simple...
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Robust Parameter Estimation and Output Prediction for Reactive Carrier-Load Nonlinear Dynamic Networks
PublicationIn this paper an extension of on-line model simplification technique for a class of networked systems, namely reactive carrier-load nonlinear dynamic networked system (RCLNDNS), kept within point-parametric model (PPM) framework is addressed. The PPM is utilised to acquire a piece wise constant time-varying parameter linear structure for the RCLNDNS suitable for the on-line one step ahead prediction that may be applied to monitoring...
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Comparative study on total nitrogen prediction in wastewater treatment 1 plant and effect of various feature selection methods on machine learning algorithms performance
PublicationWastewater characteristics prediction in wastewater treatment plants (WWTPs) is valuable and can reduce the number of sampling, energy, and cost. Feature Selection (FS) methods are used in the pre-processing section for enhancing the model performance. This study aims to evaluate the effect of seven different FS methods (filter, wrapper, and embedded methods) on enhancing the prediction accuracy for total nitrogen (TN) in the WWTP...
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Prediction of energy consumption and evaluation of affecting factors in a full-scale WWTP using a machine learning approach
PublicationTreatment of municipal wastewater to meet the stringent effluent quality standards is an energy-intensive process and the main contributor to the costs of wastewater treatment plants (WWTPs). Analysis and prediction of energy consumption (EC) are essential in designing and operating sustainable energy-saving WWTPs. In this study, the effect of wastewater, hydraulic, and climate-based parameters on the daily consumption of EC by...
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Effective Air Quality Prediction Using Reinforced Swarm Optimization and Bi-Directional Gated Recurrent Unit
PublicationIn the present scenario, air quality prediction (AQP) is a complex task due to high variability, volatility, and dynamic nature in space and time of particulates and pollutants. Recently, several nations have had poor air quality due to the high emission of particulate matter (PM2.5) that affects human health conditions, especially in urban areas. In this research, a new optimization-based regression model was implemented for effective...
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Prediction of metal deformation due to line heating; an alternative method of mechanical bending, based on artificial neural network approach
PublicationLine heating is one of the alternative methods of forming metals and this kind of forming uses the heating torch as a source of heat input. During the process, many parameters are considered like the size of the substrate, thickness, cooling method, source power intensity, the travel speed of the power source, the sequence of heating, and so on. It is important to analyze the factors affecting the...
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Things You Might Not Know about the k-Nearest Neighbors Algorithm
PublicationRecommender Systems aim at suggesting potentially interesting items to a user. The most common kind of Recommender Systems is Collaborative Filtering which follows an intuition that users who liked the same things in the past, are more likely to be interested in the same things in the future. One of Collaborative Filtering methods is the k Nearest Neighbors algorithm which finds k users who are the most similar to an active user...
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Global Surrogate Modeling by Neural Network-Based Model Uncertainty
PublicationThis work proposes a novel adaptive global surrogate modeling algorithm which uses two neural networks, one for prediction and the other for the model uncertainty. Specifically, the algorithm proceeds in cycles and adaptively enhances the neural network-based surrogate model by selecting the next sampling points guided by an auxiliary neural network approximation of the spatial error. The proposed algorithm is tested numerically...
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Chained machine learning model for predicting load capacity and ductility of steel fiber–reinforced concrete beams
PublicationOne of the main issues associated with steel fiber–reinforced concrete (SFRC) beams is the ability to anticipate their flexural response. With a comprehensive grid search, several stacked models (i.e., chained, parallel) consisting of various machine learning (ML) algorithms and artificial neural networks (ANNs) were developed to predict the flexural response of SFRC beams. The flexural performance of SFRC beams under bending was...
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Formowanie napięć wyjściowych trójfazowego przekształtnika sieciowego
PublicationW artykule przedstawiono kompensację dwu zasadniczych zjawisk powodujących zniekształcenia prądów fazowych przekształtnika sieciowego. Pierwszym z nich są zniekształcenia napięcia sieci. W celu ich eliminacji zaproponowano uśrednianie za okres podstawowej harmonicznej uchybu regulatora napięcia obwodu pośredniczącego oraz predykcję napięcia sieci. Drugim natomiast są zniekształcenia napięć wyjściowych przekształtnika sieciowego....