期刊文献+

基于改进贝叶斯方法的稳健性设计建模技术 被引量:9

Robust design modeling techniques based on improved Bayesian method
下载PDF
导出
摘要 针对模型不确定性条件下的稳健参数设计问题,在贝叶斯模型平均方法的基础上,通过考虑因子效应原则,提出基于因子效应原则的贝叶斯模型平均(BMA-EP)稳健性设计建模技术。结合先验信息与贝叶斯法则,计算主效应的后验概率并构建传统的贝叶斯模型平均模型;根据各主效应的后验概率,逐步运用效应层次原则和效应遗传原则更新各主效应的先验,确定模型的后验概率,并以该后验概率作为权重,对各模型进行加权,得到预测性能较佳且符合试验设计原则的稳健性模型。结合实际工业案例和仿真试验验证了所提方法的有效性,结果表明,所提方法不但改善了模型的预测性能,而且提高了最佳参数设置的可靠性。 Aiming at the robust parameter design problem under model uncertainty, on the basis of Bayesian model averaging method, Bayesian Model Averaging based on Effect Principle (BMA-EP) robust design methodology was proposed by taking the factor effect principle into account. With prior information and Bayesian law, the main effects' posterior probabilities and a general BMA model were obtained. According to these posterior probabilities, all main effects' prior probabilities were updated by using effect hierarchy principle and effect heredity principle step by step, and the model's posterior probabilities were identified. With these posterior probabilities as weights, weighted average for all models was carried out to obtain the robust model which had better predicted performance and experiment design principle. The effectiveness of proposed method was verified through a practical industrial ex- ample combined with a simulation example. The results revealed that the method not only improved the performance of model prediction, but also increased the reliability of optimal parameter settings.
出处 《计算机集成制造系统》 EI CSCD 北大核心 2013年第8期1967-1974,共8页 Computer Integrated Manufacturing Systems
基金 国家自然科学基金资助项目(70931002 71211140350 71371099) 南京理工大学自主科研资助项目(AE88831)~~
关键词 贝叶斯模型平均 因子效应原则 模型不确定性 稳健参数设计 Bayesian model averaging factor effect principle model uncertainty robust parameter design
  • 相关文献

参考文献27

  • 1BOX G E P,WILSON K B.On the experimental attainment of optimum conditions[J].Journal of the Royal Statistical Society,1951,13(1):1-45. 被引量:1
  • 2MYERS R H,CARTER W H.Response surface techniques for dual response systems[J].Technometrics,1973,15(2):301-317. 被引量:1
  • 3VINING G G,MYERS R H.Combining Taguchi and response surface philosophies:a dual response approach[J].Journal of Quality Technology,1990,22(1):38-45. 被引量:1
  • 4THOMPSON M.What exactly is uncertainty?[J].Accreditation and Quality Assurance,2012,17(1):93-94. 被引量:1
  • 5RAFTERY A E.Approximate Bayes factors and accounting for model uncertainty in generalised linear models[J].Biometrika,1996,83(2):251-266. 被引量:1
  • 6DRAPER D.Assessment and propagation of model uncertainty[J].Journal of the Royal Statistical Society:Series B,1995,57(1):45-97. 被引量:1
  • 7PETERSON J.A posterior predictive approach to multiple response surface optimization[J].Journal of Quality Technology,2004,36(2):139-153. 被引量:1
  • 8APLEY D W,KIM J.A cautious approach to robust design with model parameter uncertainty[J].IIE Transactions,2011,43(7):471-482. 被引量:1
  • 9FOX R J,ELGART D,CHRISTOPHER D S.Bayesian credible intervals for response surface optima[J].Journal of Statistical Planning and Inference,2009,139(7):2498-2501. 被引量:1
  • 10HE Z,ZHU P F,PARK S H.A robust desirability function method for multi-response surface optimization considering model uncertainty[J].European Journal of Operational Research,2012,221(1):241-247. 被引量:1

二级参考文献38

  • 1何桢,肖粤翔.Regression-Based Artificial Neural Network Methodology in Response Surface Methodology[J].Transactions of Tianjin University,2004,10(2):153-157. 被引量:4
  • 2李栋,王洪礼,杜忠晓,王长江,陈炳林.城市生活用水量的支持向量回归预测[J].天津大学学报(社会科学版),2006,8(1):64-67. 被引量:21
  • 3叶亮,潘尔顺,奚立峰.基于实验设计的健壮参数控制方法[J].上海交通大学学报,2006,40(6):918-921. 被引量:5
  • 4PLEDGER M. Observable uncontrollable factors in parameter design [J]. Journal of Quality Technology, 1996, 28(2) : 153- 162. 被引量:1
  • 5JIN J H, DINGY. Online automatic process control using observable noise factors for discrete-part manufacturing [J]. IIE Transactions, 2004, 36(9): 899-911. 被引量:1
  • 6SHI J J, APLEY D W. An adaptive cautious predictive controller for real-time implementation [J]. Dynamic Systems and Control, 1994, 55(1):167-174. 被引量:1
  • 7SHI J J, APLEY D W. A suboptimal N-step-ahead cautious controller for adaptive control applications [J]. Journal of Dynamic System, Measurement and Control, 1998, 120(3) :419- 423. 被引量:1
  • 8Box G E P, Wilson K B. On the experimental attainment of optimum conditions[J].Journal of Royal Statistical Society, 1951, B(13): 1-45. 被引量:1
  • 9Myers R H. Response surface methodology-current status and future directions[J].Journal of Quality Technology, 1999, 31 ( 1 ) : 30-44. 被引量:1
  • 10Vining G G, Myers R H. Combining Taguchi and response surface philosophies: A dual response approach[J]. Journal of Quality Technology, 1990, 22( 1 ) : 38-45. 被引量:1

共引文献13

同被引文献104

引证文献9

二级引证文献25

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部