ZHAO Lufeng, LU Zhenzhou, WANG Lu. Validation metric for multi-output model with mixed uncertainty of random and interval variables[J]. 2018, 50(4): 2018-4.
DOI:
ZHAO Lufeng, LU Zhenzhou, WANG Lu. Validation metric for multi-output model with mixed uncertainty of random and interval variables[J]. 2018, 50(4): 2018-4.DOI: 10.11918/j.issn.0367-6234.201706126.
Validation metric for multi-output model with mixed uncertainty of random and interval variables
Aiming at dealing with the model validation issue for multi-output model with the mixture of random and interval inputs
a new model validation metric is proposed. Based on the probability method and interval theory
characteristics of multi-output model involving both random and interval inputs under the fixed random variables are analyzed. The new multi-output model validation metric is defined by extending the multi-output model validation method based on Mahalanobis distance (MD) under random inputs to multi-output model with the mixture of random and interval inputs. This metric provides a comparison between the MD cumulative distribution function (CDF) curves of the upper and lower bounds from model responses to which from experimental one
and meanwhile shows disagreement with model predictions and corresponding physical observations. Finally
estimation procedures are presented with a discussion of new metric properties and the correctness and effectiveness of the proposed metric are demonstrated by a numerical and an engineering case
respectively. Results show that: the new metric
on one hand
is able to measure the difference between system responses with experimental results under sufficient physical observations; and
on the other hand
can correctly differentiate models in worse or better accuracy.