AAKR model uncertainty calculation method and system based on resampling
A calculation method and resampling technology, which are applied in the field of AAKR model uncertainty calculation method and system based on resampling, can solve the problems of high economic cost, low efficiency, and inability to effectively ensure the accuracy of sensor state prediction of key equipment, and achieve simplification. The effect of analyzing the process, improving the estimation efficiency, and maintaining the convergence performance
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[0110] According to the Monte Carlo uncertainty estimate, calculate the confidence interval and prediction interval corresponding to the 95% confidence level, and use the Jackknife bias estimation method to correct the confidence interval (CI) predicted by the AAKR model and calculate the prediction interval. The AAKR model before correction Confidence interval graph like image 3 shown.
[0111] The general equation for a confidence interval is given by:
[0112]
[0113] in, is the estimate of the model predicted value expectation θ, then its deviation is:
[0114]
[0115] Model Prediction is ntst ×p-dimensional time state sequence, Indicates the estimator after removing the i-th (i=1,2,...,N) predicted value, and calculates the mean value to get Then the Jackknife bias is estimated as:
[0116]
[0117] From this we get The corrected estimator of
[0118] So the CI after correction is:
[0119] CI does not contain the noise term It only estimat...
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