• Title/Summary/Keyword: Ensemble approach

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Optimal Multi-Model Ensemble Model Development Using Hierarchical Bayesian Model Based (Hierarchical Bayesian Model을 이용한 GCMs 의 최적 Multi-Model Ensemble 모형 구축)

  • Kwon, Hyun-Han;Min, Young-Mi;Hameed, Saji N.
    • Proceedings of the Korea Water Resources Association Conference
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    • 2009.05a
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    • pp.1147-1151
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    • 2009
  • In this study, we address the problem of producing probability forecasts of summer seasonal rainfall, on the basis of Hindcast experiments from a ensemble of GCMs(cwb, gcps, gdaps, metri, msc_gem, msc_gm2, msc_gm3, msc_sef and ncep). An advanced Hierarchical Bayesian weighting scheme is developed and used to combine nine GCMs seasonal hindcast ensembles. Hindcast period is 23 years from 1981 to 2003. The simplest approach for combining GCM forecasts is to weight each model equally, and this approach is referred to as pooled ensemble. This study proposes a more complex approach which weights the models spatially and seasonally based on past model performance for rainfall. The Bayesian approach to multi-model combination of GCMs determines the relative weights of each GCM with climatology as the prior. The weights are chosen to maximize the likelihood score of the posterior probabilities. The individual GCM ensembles, simple poolings of three and six models, and the optimally combined multimodel ensemble are compared.

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Remaining Useful Life Estimation based on Noise Injection and a Kalman Filter Ensemble of modified Bagging Predictors

  • Hung-Cuong Trinh;Van-Huy Pham;Anh H. Vo
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.17 no.12
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    • pp.3242-3265
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    • 2023
  • Ensuring reliability of a machinery system involve the prediction of remaining useful life (RUL). In most RUL prediction approaches, noise is always considered for removal. Nevertheless, noise could be properly utilized to enhance the prediction capabilities. In this paper, we proposed a novel RUL prediction approach based on noise injection and a Kalman filter ensemble of modified bagging predictors. Firstly, we proposed a new method to insert Gaussian noises into both observation and feature spaces of an original training dataset, named GN-DAFC. Secondly, we developed a modified bagging method based on Kalman filter averaging, named KBAG. Then, we developed a new ensemble method which is a Kalman filter ensemble of KBAGs, named DKBAG. Finally, we proposed a novel RUL prediction approach GN-DAFC-DKBAG in which the optimal noise-injected training dataset was determined by a GN-DAFC-based searching strategy and then inputted to a DKBAG model. Our approach is validated on the NASA C-MAPSS dataset of aero-engines. Experimental results show that our approach achieves significantly better performance than a traditional Kalman filter ensemble of single learning models (KESLM) and the original DKBAG approaches. We also found that the optimal noise-injected data could improve the prediction performance of both KESLM and DKBAG. We further compare our approach with two advanced ensemble approaches, and the results indicate that the former also has better performance than the latters. Thus, our approach of combining optimal noise injection and DKBAG provides an effective solution for RUL estimation of machinery systems.

Ensemble approach for improving prediction in kernel regression and classification

  • Han, Sunwoo;Hwang, Seongyun;Lee, Seokho
    • Communications for Statistical Applications and Methods
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    • v.23 no.4
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    • pp.355-362
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    • 2016
  • Ensemble methods often help increase prediction ability in various predictive models by combining multiple weak learners and reducing the variability of the final predictive model. In this work, we demonstrate that ensemble methods also enhance the accuracy of prediction under kernel ridge regression and kernel logistic regression classification. Here we apply bagging and random forests to two kernel-based predictive models; and present the procedure of how bagging and random forests can be embedded in kernel-based predictive models. Our proposals are tested under numerous synthetic and real datasets; subsequently, they are compared with plain kernel-based predictive models and their subsampling approach. Numerical studies demonstrate that ensemble approach outperforms plain kernel-based predictive models.

Leave-one-out Bayesian model averaging for probabilistic ensemble forecasting

  • Kim, Yongdai;Kim, Woosung;Ohn, Ilsang;Kim, Young-Oh
    • Communications for Statistical Applications and Methods
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    • v.24 no.1
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    • pp.67-80
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    • 2017
  • Over the last few decades, ensemble forecasts based on global climate models have become an important part of climate forecast due to the ability to reduce uncertainty in prediction. Moreover in ensemble forecast, assessing the prediction uncertainty is as important as estimating the optimal weights, and this is achieved through a probabilistic forecast which is based on the predictive distribution of future climate. The Bayesian model averaging has received much attention as a tool of probabilistic forecasting due to its simplicity and superior prediction. In this paper, we propose a new Bayesian model averaging method for probabilistic ensemble forecasting. The proposed method combines a deterministic ensemble forecast based on a multivariate regression approach with Bayesian model averaging. We demonstrate that the proposed method is better in prediction than the standard Bayesian model averaging approach by analyzing monthly average precipitations and temperatures for ten cities in Korea.

Anomaly-Based Network Intrusion Detection: An Approach Using Ensemble-Based Machine Learning Algorithm

  • Kashif Gul Chachar;Syed Nadeem Ahsan
    • International Journal of Computer Science & Network Security
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    • v.24 no.1
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    • pp.107-118
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    • 2024
  • With the seamless growth of the technology, network usage requirements are expanding day by day. The majority of electronic devices are capable of communication, which strongly requires a secure and reliable network. Network-based intrusion detection systems (NIDS) is a new method for preventing and alerting computers and networks from attacks. Machine Learning is an emerging field that provides a variety of ways to implement effective network intrusion detection systems (NIDS). Bagging and Boosting are two ensemble ML techniques, renowned for better performance in the learning and classification process. In this paper, the study provides a detailed literature review of the past work done and proposed a novel ensemble approach to develop a NIDS system based on the voting method using bagging and boosting ensemble techniques. The test results demonstrate that the ensemble of bagging and boosting through voting exhibits the highest classification accuracy of 99.98% and a minimum false positive rate (FPR) on both datasets. Although the model building time is average which can be a tradeoff by processor speed.

Gaussian noise addition approaches for ensemble optimal interpolation implementation in a distributed hydrological model

  • Manoj Khaniya;Yasuto Tachikawa;Kodai Yamamoto;Takahiro Sayama;Sunmin Kim
    • Proceedings of the Korea Water Resources Association Conference
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    • 2023.05a
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    • pp.25-25
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    • 2023
  • The ensemble optimal interpolation (EnOI) scheme is a sub-optimal alternative to the ensemble Kalman filter (EnKF) with a reduced computational demand making it potentially more suitable for operational applications. Since only one model is integrated forward instead of an ensemble of model realizations, online estimation of the background error covariance matrix is not possible in the EnOI scheme. In this study, we investigate two Gaussian noise based ensemble generation strategies to produce dynamic covariance matrices for assimilation of water level observations into a distributed hydrological model. In the first approach, spatially correlated noise, sampled from a normal distribution with a fixed fractional error parameter (which controls its standard deviation), is added to the model forecast state vector to prepare the ensembles. In the second method, we use an adaptive error estimation technique based on the innovation diagnostics to estimate this error parameter within the assimilation framework. The results from a real and a set of synthetic experiments indicate that the EnOI scheme can provide better results when an optimal EnKF is not identified, but performs worse than the ensemble filter when the true error characteristics are known. Furthermore, while the adaptive approach is able to reduce the sensitivity to the fractional error parameter affecting the first (non-adaptive) approach, results are usually worse at ungauged locations with the former.

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An ensemble learning based Bayesian model updating approach for structural damage identification

  • Guangwei Lin;Yi Zhang;Enjian Cai;Taisen Zhao;Zhaoyan Li
    • Smart Structures and Systems
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    • v.32 no.1
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    • pp.61-81
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    • 2023
  • This study presents an ensemble learning based Bayesian model updating approach for structural damage diagnosis. In the developed framework, the structure is initially decomposed into a set of substructures. The autoregressive moving average (ARMAX) model is established first for structural damage localization based structural motion equation. The wavelet packet decomposition is utilized to extract the damage-sensitive node energy in different frequency bands for constructing structural surrogate models. Four methods, including Kriging predictor (KRG), radial basis function neural network (RBFNN), support vector regression (SVR), and multivariate adaptive regression splines (MARS), are selected as candidate structural surrogate models. These models are then resampled by bootstrapping and combined to obtain an ensemble model by probabilistic ensemble. Meanwhile, the maximum entropy principal is adopted to search for new design points for sample space updating, yielding a more robust ensemble model. Through the iterations, a framework of surrogate ensemble learning based model updating with high model construction efficiency and accuracy is proposed. The specificities of the method are discussed and investigated in a case study.

A Feature Selection-based Ensemble Method for Arrhythmia Classification

  • Namsrai, Erdenetuya;Munkhdalai, Tsendsuren;Li, Meijing;Shin, Jung-Hoon;Namsrai, Oyun-Erdene;Ryu, Keun Ho
    • Journal of Information Processing Systems
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    • v.9 no.1
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    • pp.31-40
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    • 2013
  • In this paper, a novel method is proposed to build an ensemble of classifiers by using a feature selection schema. The feature selection schema identifies the best feature sets that affect the arrhythmia classification. Firstly, a number of feature subsets are extracted by applying the feature selection schema to the original dataset. Then classification models are built by using the each feature subset. Finally, we combine the classification models by adopting a voting approach to form a classification ensemble. The voting approach in our method involves both classification error rate and feature selection rate to calculate the score of the each classifier in the ensemble. In our method, the feature selection rate depends on the extracting order of the feature subsets. In the experiment, we applied our method to arrhythmia dataset and generated three top disjointed feature sets. We then built three classifiers based on the top-three feature subsets and formed the classifier ensemble by using the voting approach. Our method can improve the classification accuracy in high dimensional dataset. The performance of each classifier and the performance of their ensemble were higher than the performance of the classifier that was based on whole feature space of the dataset. The classification performance was improved and a more stable classification model could be constructed with the proposed approach.

Estimation of lightweight aggregate concrete characteristics using a novel stacking ensemble approach

  • Kaloop, Mosbeh R.;Bardhan, Abidhan;Hu, Jong Wan;Abd-Elrahman, Mohamed
    • Advances in nano research
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    • v.13 no.5
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    • pp.499-512
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    • 2022
  • This study investigates the efficiency of ensemble machine learning for predicting the lightweight-aggregate concrete (LWC) characteristics. A stacking ensemble (STEN) approach was proposed to estimate the dry density (DD) and 28 days compressive strength (Fc-28) of LWC using two meta-models called random forest regressor (RFR) and extra tree regressor (ETR), and two novel ensemble models called STEN-RFR and STEN-ETR, were constructed. Four standalone machine learning models including artificial neural network, gradient boosting regression, K neighbor regression, and support vector regression were used to compare the performance of the proposed models. For this purpose, a sum of 140 LWC mixtures with 21 influencing parameters for producing LWC with a density less than 1000 kg/m3, were used. Based on the experimental results with multiple performance criteria, it can be concluded that the proposed STEN-ETR model can be used to estimate the DD and Fc-28 of LWC. Moreover, the STEN-ETR approach was found to be a significant technique in prediction DD and Fc-28 of LWC with minimal prediction error. In the validation phase, the accuracy of the proposed STEN-ETR model in predicting DD and Fc-28 was found to be 96.79% and 81.50%, respectively. In addition, the significance of cement, water-cement ratio, silica fume, and aggregate with expanded glass variables is efficient in modeling DD and Fc-28 of LWC.

Evaluation of Ensemble Approach for O3 and PM2.5 Simulation

  • Morino, Yu;Chatani, Satoru;Hayami, Hiroshi;Sasaki, Kansuke;Mori, Yasuaki;Morikawa, Tazuko;Ohara, Toshimasa;Hasegawa, Shuichi;Kobayashi, Shinji
    • Asian Journal of Atmospheric Environment
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    • v.4 no.3
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    • pp.150-156
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    • 2010
  • Inter-comparison of chemical transport models (CTMs) was conducted among four modeling research groups. Model performance of the ensemble approach to $O_3$ and $PM_{2.5}$ simulation was evaluated by using observational data with a time resolution of 1 or 6 hours at four sites in the Kanto area, Japan, in summer 2007. All groups applied the Community Multiscale Air Quality model. The ensemble average of the four CTMs reproduced well the temporal variation of $O_3$ (r=0.65-0.85) and the daily maximum $O_3$ concentration within a factor of 1.3. By contrast, it underestimated $PM_{2.5}$ concentrations by a factor of 1.4-2, and did not reproduce the $PM_{2.5}$ temporal variation at two suburban sites (r=~0.2). The ensemble average improved the simulation of ${SO_4}^{2-}$, ${NO_3}^-$, and ${NH_4}^+$, whose production pathways are well known. In particular, the ensemble approach effectively simulated ${NO_3}^-$, despite the large variability among CTMs (up to a factor of 10). However, the ensemble average did not improve the simulation of organic aerosols (OAs), underestimating their concentrations by a factor of 5. The contribution of OAs to $PM_{2.5}$ (36-39%) was large, so improvement of the OA simulation model is essential to improve the $PM_{2.5}$ simulation.