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

  • Beijing Institute of Technology
  • Beijing Institute of Technology (Zhuhai)

科研成果: 书/报告/会议事项章节 › 会议稿件 › 同行评审

摘要

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.

源语言英语
主期刊名Computational Intelligence and Industrial Applications - 11th International Symposium, ISCIIA 2024, Proceedings
编辑Bin Xin, Hongbin Ma, Jinhua She, Weihua Cao
出版商Springer Science and Business Media Deutschland GmbH
页1-13
页数13
ISBN(印刷版)9789819647521
DOI
出版状态已出版 - 2025
已对外发布是
活动11th International Symposium on Computational Intelligence and Industrial Applications, ISCIIA 2024 - Beijing, 中国
期限: 1 11月 2024 → 5 11月 2024

丛书

姓名Communications in Computer and Information Science
卷2465 CCIS
ISSN(印刷版)1865-0929
ISSN(电子版)1865-0937

会议

会议11th International Symposium on Computational Intelligence and Industrial Applications, ISCIIA 2024
国家/地区中国
市Beijing
时期1/11/24 → 5/11/24

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