Gaussian process emulation of dynamic computer codes
Gaussian process emulation of dynamic computer codes
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DOI：
10.1093/biomet/asp028
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发表时间：
2009-09-01
期刊：
影响因子：
2.7
通讯作者：
O'Hagan, A.
中科院分区：
文献类型：
--
作者：
Conti, S.;Gosling, J. P.;O'Hagan, A.
计算机代码用于科学研究，以研究和预测复杂系统的行为。它们的运行时间经常使不确定性和敏感性分析变得不切实际，因为传统上需要运行数千次，因此基于代码的统计表示法开发了有效的技术。对于动态代码来说，这种方法就不那么简单了，因为动态代码代表着时间演变的系统。我们开发了一种新的迭代系统来建立动态计算机代码的统计模型，并在降雨径流模拟器上进行了演示。
Computer codes are used in scientific research to study and predict the behaviour of complex systems. Their run times often make uncertainty and sensitivity analyses impractical because of the thousands of runs that are conventionally required, so efficient techniques have been developed based on a statistical representation of the code. The approach is less straightforward for dynamic codes, which represent time-evolving systems. We develop a novel iterative system to build a statistical model of dynamic computer codes, which is demonstrated on a rainfall-runoff simulator.