论文标题
使用深度学习和分位数回归的计算机模型校准与时间序列数据
Computer Model Calibration with Time Series Data using Deep Learning and Quantile Regression
论文作者
论文摘要
计算机模型在许多科学和工程问题中都起着关键作用。计算机模型实验中不确定性的一个主要来源是输入参数不确定性。计算机模型校准是通过结合模型运行和观察数据的信息来推断输入参数的正式统计程序。当模型输出和观察数据是高维依赖性数据时,现有的标准校准框架会遇到推断问题,例如大时间序列,因为难以构建模拟器以及从输入参数和数据模型差异中的效应之间的效果之间的验证性。为了克服这些挑战,我们提出了一个基于深神网络(DNN)的新校准框架,其长短期限内存层直接模拟模型输出与输入参数之间的反相关关系。采用“噪音学习”想法,我们训练我们的DNN模型,以滤除数据模型差异对输入参数推断的影响。我们还制定了一种使用分位数回归来构建DNN间隔预测的新方法,以量化输入参数估计中的不确定性。通过使用WRF-HYDRO模型的仿真研究和实际数据应用,我们表明我们的方法可以得出输入参数的准确点估计和良好校准的间隔估计值。
Computer models play a key role in many scientific and engineering problems. One major source of uncertainty in computer model experiment is input parameter uncertainty. Computer model calibration is a formal statistical procedure to infer input parameters by combining information from model runs and observational data. The existing standard calibration framework suffers from inferential issues when the model output and observational data are high-dimensional dependent data such as large time series due to the difficulty in building an emulator and the non-identifiability between effects from input parameters and data-model discrepancy. To overcome these challenges we propose a new calibration framework based on a deep neural network (DNN) with long-short term memory layers that directly emulates the inverse relationship between the model output and input parameters. Adopting the 'learning with noise' idea we train our DNN model to filter out the effects from data model discrepancy on input parameter inference. We also formulate a new way to construct interval predictions for DNN using quantile regression to quantify the uncertainty in input parameter estimates. Through a simulation study and real data application with WRF-hydro model we show that our approach can yield accurate point estimates and well calibrated interval estimates for input parameters.