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Confidence assessment and interval prediction for multi-input model via grey system theory

Confidence assessment and interval prediction for multi-input model via grey system theory PurposeBy using small reference samples, the calculation method of confidence value and prediction method of confidence interval for multi-input system are investigated. The purpose of this paper is to offer effective assessing methods of confidence value and confidence interval for the simulation models used in establishing guidance and control systems.Design/methodology/approachIn this paper, first, an improved cluster estimation method is proposed to guide the selection of the small reference samples. Then, based on analytic hierarchy process method, the new calculation method of the weight of each reference sample is derived. By using the grey relation analysis method, new calculation methods of the correlation coefficient and confidence value are presented. Moreover, the confidence interval of the sample awaiting assessment is defined. A new prediction method is derived to obtain the confidence interval of the sample awaiting assessment which has no reference sample. Subsequently, by using the prediction method and original small reference samples, Bootstrap resampling method is used to obtain more correlation coefficients for the sample to reduce the probability of abandoning the true.FindingsThe grey relational analysis is used in assessing the confidence value and interval prediction. The numerical simulations are presented to demonstrate the effectiveness of the theoretical results.Originality/valueBased on the selected small reference samples, new calculation methods of the correlation coefficient and confidence value are presented to assess the confidence value of model awaiting assessment. The calculation methods of maximum confidence interval, expected confidence interval and other required confidence intervals are presented, which can be used in assessing the validities of controller and guidance system obtained from the model awaiting assessment. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Grey Systems: Theory and Application Emerald Publishing

Confidence assessment and interval prediction for multi-input model via grey system theory

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Publisher
Emerald Publishing
Copyright
Copyright © Emerald Group Publishing Limited
ISSN
2043-9377
DOI
10.1108/GS-07-2017-0024
Publisher site
See Article on Publisher Site

Abstract

PurposeBy using small reference samples, the calculation method of confidence value and prediction method of confidence interval for multi-input system are investigated. The purpose of this paper is to offer effective assessing methods of confidence value and confidence interval for the simulation models used in establishing guidance and control systems.Design/methodology/approachIn this paper, first, an improved cluster estimation method is proposed to guide the selection of the small reference samples. Then, based on analytic hierarchy process method, the new calculation method of the weight of each reference sample is derived. By using the grey relation analysis method, new calculation methods of the correlation coefficient and confidence value are presented. Moreover, the confidence interval of the sample awaiting assessment is defined. A new prediction method is derived to obtain the confidence interval of the sample awaiting assessment which has no reference sample. Subsequently, by using the prediction method and original small reference samples, Bootstrap resampling method is used to obtain more correlation coefficients for the sample to reduce the probability of abandoning the true.FindingsThe grey relational analysis is used in assessing the confidence value and interval prediction. The numerical simulations are presented to demonstrate the effectiveness of the theoretical results.Originality/valueBased on the selected small reference samples, new calculation methods of the correlation coefficient and confidence value are presented to assess the confidence value of model awaiting assessment. The calculation methods of maximum confidence interval, expected confidence interval and other required confidence intervals are presented, which can be used in assessing the validities of controller and guidance system obtained from the model awaiting assessment.

Journal

Grey Systems: Theory and ApplicationEmerald Publishing

Published: Feb 5, 2018

References