Variational Inference Based Kernel Dynamic Bayesian Networks for Construction of Prediction Intervals for Industrial Time Series With Incomplete Input
文献类型：期刊论文
| 作者 | Long Chen ; Linqing Wang; Zhongyang Han; Jun Zhao; Wei Wang
|
| 刊名 | IEEE/CAA Journal of Automatica Sinica
 |
| 出版日期 | 2020 |
| 卷号 | 7期号:5页码:1429-1437 |
| 关键词 | Industrial time series kernel dynamic Bayesian networks (KDBN) prediction intervals (PIs) variational inference |
| ISSN号 | 2329-9266 |
| DOI | 10.1109/JAS.2019.1911645 |
| 英文摘要 | Prediction intervals (PIs) for industrial time series can provide useful guidance for workers. Given that the failure of industrial sensors may cause the missing point in inputs, the existing kernel dynamic Bayesian networks (KDBN), serving as an effective method for PIs construction, suffer from high computational load using the stochastic algorithm for inference. This study proposes a variational inference method for the KDBN for the purpose of fast inference, which avoids the time-consuming stochastic sampling. The proposed algorithm contains two stages. The first stage involves the inference of the missing inputs by using a local linearization based variational inference, and based on the computed posterior distributions over the missing inputs the second stage sees a Gaussian approximation for probability over the nodes in future time slices. To verify the effectiveness of the proposed method, a synthetic dataset and a practical dataset of generation flow of blast furnace gas (BFG) are employed with different ratios of missing inputs. The experimental results indicate that the proposed method can provide reliable PIs for the generation flow of BFG and it exhibits shorter computing time than the stochastic based one. |
| 源URL | [http://ir.ia.ac.cn/handle/173211/43044]  |
| 专题 | 自动化研究所_学术期刊_IEEE/CAA Journal of Automatica Sinica |
| 推荐引用方式 GB/T 7714 | Long Chen,Linqing Wang,Zhongyang Han,et al. Variational Inference Based Kernel Dynamic Bayesian Networks for Construction of Prediction Intervals for Industrial Time Series With Incomplete Input[J]. IEEE/CAA Journal of Automatica Sinica,2020,7(5):1429-1437. |
| APA | Long Chen,Linqing Wang,Zhongyang Han,Jun Zhao,&Wei Wang.(2020).Variational Inference Based Kernel Dynamic Bayesian Networks for Construction of Prediction Intervals for Industrial Time Series With Incomplete Input.IEEE/CAA Journal of Automatica Sinica,7(5),1429-1437. |
| MLA | Long Chen,et al."Variational Inference Based Kernel Dynamic Bayesian Networks for Construction of Prediction Intervals for Industrial Time Series With Incomplete Input".IEEE/CAA Journal of Automatica Sinica 7.5(2020):1429-1437. |
入库方式： OAI收割
来源：自动化研究所
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