论文标题
使用嘈杂散射数据的高斯过程辅助函数比较
Gaussian process aided function comparison using noisy scattered data
论文作者
论文摘要
这项工作提出了一种非参数方法,以比较给定两个嘈杂数据集的基本平均功能。工作的动机源于比较风力涡轮电源曲线的应用。比较风力涡轮机数据提出了新问题,即需要确定输入空间中差异区域并量化统计学意义的差异程度。我们提出的方法(称为FunGP)使用高斯过程模型估算了不同数据样本的基本功能。我们使用零假设下的估计函数差异的概率定律建立了一个置信频段。然后,置信带用于假设检验以及识别差异区域。差异区域的这种识别是一个独特的特征,因为现有方法倾向于进行总体假设检验,表明两个函数是否不同。了解差异区域可以导致进一步的实用见解,并有助于制定风力涡轮机的更好的控制和维护策略。通过使用三个模拟研究和四个真实的风力涡轮机数据集证明了真菌的优点。
This work proposes a nonparametric method to compare the underlying mean functions given two noisy datasets. The motivation for the work stems from an application of comparing wind turbine power curves. Comparing wind turbine data presents new problems, namely the need to identify the regions of difference in the input space and to quantify the extent of difference that is statistically significant. Our proposed method, referred to as funGP, estimates the underlying functions for different data samples using Gaussian process models. We build a confidence band using the probability law of the estimated function differences under the null hypothesis. Then, the confidence band is used for the hypothesis test as well as for identifying the regions of difference. This identification of difference regions is a distinct feature, as existing methods tend to conduct an overall hypothesis test stating whether two functions are different. Understanding the difference regions can lead to further practical insights and help devise better control and maintenance strategies for wind turbines. The merit of funGP is demonstrated by using three simulation studies and four real wind turbine datasets.