10 resultados para Parametric model
em Cambridge University Engineering Department Publications Database
Resumo:
An existing hybrid finite element (FE)/statistical energy analysis (SEA) approach to the analysis of the mid- and high frequency vibrations of a complex built-up system is extended here to a wider class of uncertainty modeling. In the original approach, the constituent parts of the system are considered to be either deterministic, and modeled using FE, or highly random, and modeled using SEA. A non-parametric model of randomness is employed in the SEA components, based on diffuse wave theory and the Gaussian Orthogonal Ensemble (GOE), and this enables the mean and variance of second order quantities such as vibrational energy and response cross-spectra to be predicted. In the present work the assumption that the FE components are deterministic is relaxed by the introduction of a parametric model of uncertainty in these components. The parametric uncertainty may be modeled either probabilistically, or by using a non-probabilistic approach such as interval analysis, and it is shown how these descriptions can be combined with the non-parametric uncertainty in the SEA subsystems to yield an overall assessment of the performance of the system. The method is illustrated by application to an example built-up plate system which has random properties, and benchmark comparisons are made with full Monte Carlo simulations. © 2012 Elsevier Ltd. All rights reserved.
Resumo:
The prediction of time-changing variances is an important task in the modeling of financial data. Standard econometric models are often limited as they assume rigid functional relationships for the evolution of the variance. Moreover, functional parameters are usually learned by maximum likelihood, which can lead to over-fitting. To address these problems we introduce GP-Vol, a novel non-parametric model for time-changing variances based on Gaussian Processes. This new model can capture highly flexible functional relationships for the variances. Furthermore, we introduce a new online algorithm for fast inference in GP-Vol. This method is much faster than current offline inference procedures and it avoids overfitting problems by following a fully Bayesian approach. Experiments with financial data show that GP-Vol performs significantly better than current standard alternatives.
Resumo:
We consider the general problem of constructing nonparametric Bayesian models on infinite-dimensional random objects, such as functions, infinite graphs or infinite permutations. The problem has generated much interest in machine learning, where it is treated heuristically, but has not been studied in full generality in non-parametric Bayesian statistics, which tends to focus on models over probability distributions. Our approach applies a standard tool of stochastic process theory, the construction of stochastic processes from their finite-dimensional marginal distributions. The main contribution of the paper is a generalization of the classic Kolmogorov extension theorem to conditional probabilities. This extension allows a rigorous construction of nonparametric Bayesian models from systems of finite-dimensional, parametric Bayes equations. Using this approach, we show (i) how existence of a conjugate posterior for the nonparametric model can be guaranteed by choosing conjugate finite-dimensional models in the construction, (ii) how the mapping to the posterior parameters of the nonparametric model can be explicitly determined, and (iii) that the construction of conjugate models in essence requires the finite-dimensional models to be in the exponential family. As an application of our constructive framework, we derive a model on infinite permutations, the nonparametric Bayesian analogue of a model recently proposed for the analysis of rank data.
Resumo:
An increasingly common scenario in building speech synthesis and recognition systems is training on inhomogeneous data. This paper proposes a new framework for estimating hidden Markov models on data containing both multiple speakers and multiple languages. The proposed framework, speaker and language factorization, attempts to factorize speaker-/language-specific characteristics in the data and then model them using separate transforms. Language-specific factors in the data are represented by transforms based on cluster mean interpolation with cluster-dependent decision trees. Acoustic variations caused by speaker characteristics are handled by transforms based on constrained maximum-likelihood linear regression. Experimental results on statistical parametric speech synthesis show that the proposed framework enables data from multiple speakers in different languages to be used to: train a synthesis system; synthesize speech in a language using speaker characteristics estimated in a different language; and adapt to a new language. © 2012 IEEE.
Resumo:
The interaction of a turbulent eddy with a semi-infinite, poroelastic edge is examined with respect to the effects of both elasticity and porosity on the efficiency of aerodynamic noise generation. The edge is modelled as a thin plate poroelastic plate, which is known to admit fifth-, sixth-, and seventh-power noise dependences on a characteristic velocity U of the turbulent eddy. The associated acoustic scattering problem is solved using the Wiener-Hopf technique for the case of constant plate properties. For the special cases of porous-rigid and impermeable-elastic plate conditions, asymptotic analysis of the Wiener- Hopf kernel function furnishes the parameter groups and their ranges where U5, U6, and U7 behaviours are expected to occur. Results from this analysis attempt to help guide the search for passive edge treatments to reduce trailing-edge noise that are inspired by the wing features of silently flying owls. Furthermore, the appropriateness of the present model to the owl noise problem is discussed with respect to the acoustic frequencies of interest, wing chord-lengths, and foraging behaviour across a representative set of owl species.
Resumo:
This study develops a single-stream jet noise prediction model for a family of chevron nozzles. An original equation is proposed for the fourth-order space-time cross-correlations. They are expressed in flow parameters such as streamwise circulation and turbulent kinetic energy. The cross-correlations based on a Reynolds Averaged Navier-Stokes (RANS) flowfield showed a good agreement with those based on a Large Eddy Simulation (LES) flowfield. This proves that the proposed equation describes the cross-correlations accurately. With this novel source description, there is an excellent agreement between our model's far-field noise predictions and measurements1 for a wide range of frequencies and radiation angles. Our model captures the spectral shape, amplitude and peak frequency very well. This establishes that our model holds good for a family of chevron nozzles. As our model provides quick and accurate predictions, a parametric study was performed to understand the effects of a chevron nozzle geometry on jet noise and thrust loss. Chevron penetration is the underpinning factor for jet noise reduction. The reduction of jet noise per unit thrust loss decreases linearly with chevron penetration. The number of chevrons also has a considerable effect on jet noise.