Gaussian and Non-Gaussian Noise Effects on Data-Driven Modeling: A Comparative Investigation

Bemnet Wondimagegnehu Mersha, Yaping Dai*, Kaoru Hirota

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

To ensure reliable predictions for various applications, it is essential to understand the impact of Gaussian and non-Gaussian noise on data-driven modeling. Gaussian noise has been a convenient assumption for model development, but real-world scenarios sometimes defy Gaussian assumptions. Our research compared the performances of the direct and parametric data-driven modeling methods with Gaussian and non-Gaussian sensor noise. The direct data-driven modeling methods that are evaluated are direct data-driven methods with pulse input-output dataset and direct data-driven methods with step input-output dataset. The parametric models that are evaluated are the Output Error (OE), Autoregressive with Moving Average and Exogenous Input (ARMAX), Autoregressive with Exogenous Input (ARX) and Box-Jenkins model (BJ). The result shows that the performance of the direct and the parametric data-driven modeling methods deteriorates under non-Gaussian noise.

Original languageEnglish
Title of host publicationComputational Intelligence and Industrial Applications - 11th International Symposium, ISCIIA 2024, Proceedings
EditorsBin Xin, Hongbin Ma, Jinhua She, Weihua Cao
PublisherSpringer Science and Business Media Deutschland GmbH
Pages1-13
Number of pages13
ISBN (Print)9789819647521
DOIs
Publication statusPublished - 2025
Event11th International Symposium on Computational Intelligence and Industrial Applications, ISCIIA 2024 - Beijing, China
Duration: 1 Nov 20245 Nov 2024

Publication series

NameCommunications in Computer and Information Science
Volume2465 CCIS
ISSN (Print)1865-0929
ISSN (Electronic)1865-0937

Conference

Conference11th International Symposium on Computational Intelligence and Industrial Applications, ISCIIA 2024
Country/TerritoryChina
CityBeijing
Period1/11/245/11/24

Keywords

  • Data-driven modeling
  • Gaussian Noise
  • Model performance
  • non-Gaussian Noise

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