Title :
Hidden Behavior Prediction of Complex Systems Based on Hybrid Information
Author :
Zhi-Jie Zhou ; Chang-Hua Hu ; Bang-Cheng Zhang ; Dong-ling Xu ; Yu-wang Chen
Author_Institution :
High-Tech Inst. of Xi´an, Xi´an, China
Abstract :
It is important to predict both observable and hidden behaviors in complex engineering systems. However, compared with observable behavior, it is often difficult to establish a forecasting model for hidden behavior. The existing methods for predicting the hidden behavior cannot effectively and simultaneously use the hybrid information with uncertainties that include qualitative knowledge and quantitative data. Although belief rule base (BRB) has been employed to predict the observable behavior using the hybrid information with uncertainties, it is still not applicable to predict the hidden behavior directly. As such, in this paper, a new BRB-based model is proposed to predict the hidden behavior. In the proposed BRB-based model, the initial values of parameters are usually given by experts, thus some of them may not be accurate, which can lead to inaccurate prediction results. In order to solve the problem, a parameter estimation algorithm for training the parameters of the forecasting model is further proposed on the basis of maximum likelihood algorithm. Using the hybrid information with uncertainties, the proposed model can combine together with the parameter estimation algorithm and improve the forecasting precision in an integrated and effective manner. A case study is conducted to demonstrate the capability and potential applications of the proposed forecasting model with the parameter estimation algorithm.
Keywords :
behavioural sciences; forecasting theory; knowledge based systems; large-scale systems; learning (artificial intelligence); maximum likelihood estimation; parameter estimation; BRB-based model; belief rule base; complex engineering systems; forecasting model; hidden behavior prediction; hidden behaviors; hybrid information; maximum likelihood algorithm; observable behaviors; parameter estimation algorithm; parameter training; Forecasting; Hidden Markov models; Mathematical model; Prediction algorithms; Predictive models; Uncertainty; Vectors; Belief rule base (BRB); Maximum likelihood (ML); hidden behavior; hybrid information; parameter estimation algorithm; prediction; uncertainty;
Journal_Title :
Cybernetics, IEEE Transactions on
DOI :
10.1109/TSMCB.2012.2208266