About: Online Prediction under Model Uncertainty Via Dynamic Model Averaging: Application to a Cold Rolling Mill

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	We consider the problem of online prediction when it is uncertain what the best prediction model to use is. We develop a method called Dynamic Model Averaging (DMA) in which a state space model for the parameters of each model is combined with a Markov chain model for the correct model. This allows the /correct%22 model to vary over time. The state space and Markov chain models are both specied in terms of forgetting, leading to a highly parsimonious representation. As a special case, when the model and parameters do not change, DMA is a recursive implementation of standard Bayesian model averaging, which we call recursive model averaging (RMA). The method is applied to the problem of predicting the output strip thickness for a cold rolling mill, where the output is measured with a time delay. We consider the problem of online prediction when it is uncertain what the best prediction model to use is. We develop a method called Dynamic Model Averaging (DMA) in which a state space model for the parameters of each model is combined with a Markov chain model for the correct model. This allows the /correct%22 model to vary over time. The state space and Markov chain models are both specied in terms of forgetting, leading to a highly parsimonious representation. As a special case, when the model and parameters do not change, DMA is a recursive implementation of standard Bayesian model averaging, which we call recursive model averaging (RMA). The method is applied to the problem of predicting the output strip thickness for a cold rolling mill, where the output is measured with a time delay. (en)
Title	Online Prediction under Model Uncertainty Via Dynamic Model Averaging: Application to a Cold Rolling Mill Online Prediction under Model Uncertainty Via Dynamic Model Averaging: Application to a Cold Rolling Mill (en)
skos:prefLabel	Online Prediction under Model Uncertainty Via Dynamic Model Averaging: Application to a Cold Rolling Mill Online Prediction under Model Uncertainty Via Dynamic Model Averaging: Application to a Cold Rolling Mill (en)
skos:notation	RIV/67985556:_____/10:00342595!RIV11-MSM-67985556
http://linked.open...avai/riv/aktivita	P Z
http://linked.open...avai/riv/aktivity	P(1M0572), P(7D09008), Z(AV0Z10750506)
http://linked.open...iv/cisloPeriodika	Number 1
http://linked.open...vai/riv/dodaniDat	2011
http://linked.open...aciTvurceVysledku	Kárný, Miroslav
http://linked.open.../riv/druhVysledku	J - Článek v odborném periodiku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Ústav teorie informace a automatizace AV ČR, v. v. i.
http://linked.open...dnocenehoVysledku	277000
http://linked.open...ai/riv/idVysledku	RIV/67985556:_____/10:00342595
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	prediction; rolling mills; Bayesian Dynamic Averaging (en)
http://linked.open.../riv/klicoveSlovo	prediction rolling mills Bayesian Dynamic Averaging
http://linked.open...odStatuVydavatele	US - Spojené státy americké
http://linked.open...ontrolniKodProRIV	[7B2870378042]
http://linked.open...i/riv/nazevZdroje	Technometrics
http://linked.open...in/vavai/riv/obor	BC
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...cetTvurcuVysledku	3 (xsd:int)
http://linked.open...vavai/riv/projekt	Data, algorithms, decision making Probabilistic Bayesian soft sensor - a tool for on-line estimation of the key process variable in cold rolling mills
http://linked.open...UplatneniVysledku	2010
http://linked.open...v/svazekPeriodika	Volume 52
http://linked.open...iv/tvurceVysledku	Ettler, P. Kárný, Miroslav Raftery, A. E.
http://linked.open...ain/vavai/riv/wos	000275920200006
http://linked.open...n/vavai/riv/zamer	Pokročilé matematické metody získávání, zpracování a využití informací a znalostí ve složitých a nedeterministických systémech
issn	0040-1706
number of pages	15 (xsd:int)

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