You are on page 1of 9

Available online at www.sciencedirect.

com

ScienceDirect
Procedia Engineering 191 (2017) 206 – 214

6\PSRVLXPRIWKH,QWHUQDWLRQDO6RFLHW\IRU5RFN0HFKDQLFV

7KH,QIOXHQFHRI%D\HVLDQ1HWZRUNV6WUXFWXUHRQ5RFN%XUVW
+D]DUG3UHGLFWLRQZLWK,QFRPSOHWH'DWD
1LQJ/LD 5-LPHQH]D;LDQGD)HQJE
a
Technical University of Madrid, ETSI Caminos, C. y P, C/ Profesor Aranguren s/n, Madrid, 28040, Spain
b
School of Civil Engineering and Architecture, University of Jinan, No. 336, West Road of Nan Xinzhuang Xilu, Jinan, Shandong Province
250022, P.R. China

$EVWUDFW

5RFN EXUVW LV RIWHQ LQGXFHG E\ WKH VXSHUSRVLWLRQ RI VWDWLF DQG G\QDPLF ORDGV WKDW SURGXFHV IDLOXUH ZLWK D VXGGHQ DQG YLROHQW
UHOHDVH RI HODVWLF HQHUJ\ DFFXPXODWHG LQ URFN DQG FRDO PDVVHV GXULQJ XQGHUJURXQG DFWLYLWLHV &DVXDOWLHV GHIRUPDWLRQ
RIWKHVXSSRUWLQJVWUXFWXUHVDQGGDPDJHRIWKHHTXLSPHQWRQVLWHDUHVRPHRILWVFRQVHTXHQFHVKHQFHSURGXFLQJDQHHGWRVWXG\
LWVSUHGLFWLRQ$QRYHODSSOLFDWLRQRI%D\HVLDQQHWZRUNV %1V WRSUHGLFWURFNEXUVWLVSURSRVHGLQWKLVSDSHU,QRUGHUWRDQDO\]H
WKH LQIOXHQFH RI WKH QHWZRUN VWUXFWXUH VHYHUDO QHWZRUNV DUH FRQVWUXFWHG ZLWK ILYH SDUDPHWHUV 7XQQHO GHSWK +  0D[LPXP
WDQJHQWLDO VWUHVV RI VXUURXQGLQJ URFN 076  ıș  8QLD[LDO WHQVLOH VWUHQJWK RI URFN 876  ıW  8QLD[LDO FRPSUHVVLYH VWUHQJWK
RIURFN 8&6  ıF DQG(ODVWLFHQHUJ\LQGH[ :HW 7KH([SHFWDWLRQ0D[LPL]DWLRQDOJRULWKPLVHPSOR\HGWROHDUQIURPDGDWDVHW
RI  URFN EXUVW FDVH KLVWRULHV ZLWK LQFRPSOHWH GDWD ZKHUHDV EHOLHI XSGDWLQJ LV FDUULHG RXW E\ WKH -XQFWLRQ 7UHH DOJRULWKP
7KHPRGHOLVYDOLGDWHGZLWKIROGFURVVYDOLGDWLRQDQGZLWKDQRWKHUQHZJURXSRILQFRPSOHWHFDVHKLVWRULHVWKDWKDGQRWEHHQ
HPSOR\HG GXULQJ WUDLQLQJ RI WKH %1 DQG WKH LQIOXHQFH RI WKH QHWZRUN VWUXFWXUH RQ WKH FODVVLILFDWLRQ UHVXOWV DV ZHOO DV
WKHDGYDQWDJHVDQGOLPLWDWLRQVRIGLIIHUHQWQHWZRUNVWUXFWXUHVDUHGLVFXVVHG5HVXOWVVXJJHVWWKDW%1VDUHDEOHWRVDWLVIDFWRULO\
GHDOZLWKLQFRPSOHWHGDWDKHQFHEHFRPLQJDXVHIXOWRROWRSUHGLFWWKHURFNEXUVWKD]DUGDWWKHLQLWLDOVWDJHVRIXQGHUJURXQGZRUN
‹7KH$XWKRUV3XEOLVKHGE\(OVHYLHU/WG
© 2017 The Authors. Published by Elsevier Ltd. This is an open access article under the CC BY-NC-ND license
3HHUUHYLHZXQGHUUHVSRQVLELOLW\RIWKHRUJDQL]LQJFRPPLWWHHRI(852&.
(http://creativecommons.org/licenses/by-nc-nd/4.0/).
Peer-review under responsibility of the organizing committee of EUROCK 2017
Keywords:5RFNEXUVW%1%D\HVLDQQHWZRUNV1DwYH%D\HVFODVVLILHU7UHHDXJPHQWHG1DwYH%D\HVFODVVLILHU%1DXJPHQWHG1DwYH%D\HV
FODVVLILHU,QFRPSOHWHGDWD&URVVYDOLGDWLRQ


&RUUHVSRQGLQJDXWKRU7HO
E-mail address:OHHQLQJ#JPDLOFRP

1877-7058 © 2017 The Authors. Published by Elsevier Ltd. This is an open access article under the CC BY-NC-ND license
(http://creativecommons.org/licenses/by-nc-nd/4.0/).
Peer-review under responsibility of the organizing committee of EUROCK 2017
doi:10.1016/j.proeng.2017.05.173
Ning Li et al. / Procedia Engineering 191 (2017) 206 – 214 207

,QWURGXFWLRQ

5RFN EXUVW LV D VXGGHQ DQG YLROHQW UHOHDVH RI HODVWLF HQHUJ\ DFFXPXODWHG LQ URFN DQG FRDO PDVVHV WKDW RFFXUV
GXULQJ XQGHUJURXQG DFWLYLWLHV &DVXDOWLHV GHIRUPDWLRQ RI WKH VXSSRUWLQJ VWUXFWXUHV DQG GDPDJH RI WKH HTXLSPHQW
RQVLWHDUHVRPHRILWVFRQVHTXHQFHVKHQFHSURGXFLQJDQHHGWRVWXG\LWVSUHGLFWLRQ>@
/RQJWHUP SUHGLFWLRQV RI URFN EXUVW DLPV WR SUHOLPLQDU\ DVVHVV GXULQJ WKH LQLWLDO VWDJHV RI D SURMHFW
WKHOLNHOLKRRG RI URFN EXUVW RFFXUULQJ GXULQJ WKH SURMHFW VR WKDW WKH\ FDQ VHUYH IRU GHFLVLRQ PDNLQJ 7KLV ZRUN
IRFXVHV RQ ORQJWHUP SUHGLFWLRQ RI URFN EXUVW 'DWD PLQLQJ PHWKRGV DQG DUWLILFLDO LQWHOOLJHQFH KDYH RIWHQ EHHQ
DSSOLHGIRUWKLVVLQFHWKHVHPLQDOZRUNRI>@0HWKRGVVXFKDV%DFN3URSDJDWLRQ1HXUDO1HWZRUN6905DQGRP
)RUHVWV&ORXGPRGHOVDQGIX]]\WHFKQRORJLHVKDYHEHHQVWXGLHGE\PDQ\UHVHDUFKHUV>@
2QH RI WKH PDLQ GLIILFXOWLHV WR SUHGLFW URFN EXUVW ZLWK H[LVWLQJ PHWKRGV LV WKDW GDWD DUH GLIILFXOW WR REWDLQ
DQGRIWHQLQFRPSOHWH7RRYHUFRPHWKLVGLIILFXOW\ZHSURSRVHD%D\HVLDQQHWZRUN %1 >@WRSUHGLFWURFNEXUVW
DV%1VKDYHWKHDGYDQWDJHRIQDWXUDOO\GHDOLQJZLWKWKHFRQGLWLRQDOGHSHQGHQF\UHODWLRQVKLSVEHWZHHQWKHREVHUYHG
RUXQREVHUYHGYDULDEOHVRIDVWDWLVWLFDOPRGHOKHQFHPDNLQJWKHPDQLQWHUHVWLQJFKRLFHLQLQIHUHQFHFODVVLILFDWLRQ
DQGGHFLVLRQPDNLQJ>@$OWKRXJK%1VKDYHEHHQZLGHO\HPSOR\HGLQJHRWHFKQLFDOHQJLQHHULQJ>@WKH\KDYH
QRW\HWEHHQHPSOR\HGWRSUHGLFWURFNEXUVW,QDGGLWLRQDV%1VGHSHQGRQWKHVWUXFWXUHRIFRQGLWLRQDOUHODWLRQVKLSV
ZHWHVWWKUHHGLIIHUHQWFODVVLILHUVWUXFWXUHVWRDVVHVVWKHLULQIOXHQFHRQWKH%1UHVXOWVDQGSHUIRUPDQFH

3DUDPHWHUVFKRVHQIRUWKH%1DQGGDWDVHWGHVFULSWLRQ

2.1. Inputs in the BN


)RU WKH ORQJWHUP SUHGLFWLRQ FRQVLGHUHG KHUHLQ ZH FRQVLGHU ILYH SDUDPHWHUV ZLWK SRWHQWLDO LQIOXHQFH RQ URFN
EXUVWEXULHGGHSWKRIWKHWXQQHO + PD[LPXPWDQJHQWLDOVWUHVVDWWKHVXUURXQGLQJURFN 076  ıș XQLD[LDOWHQVLOH
VWUHQJWKRIURFN 876  ıW XQLD[LDOFRPSUHVVLYHVWUHQJWKRIURFN 8&6  ıF DQGHODVWLFHQHUJ\LQGH[ :HW $EULHI
GHVFULSWLRQRIWKHVHSDUDPHWHUVLVSUHVHQWHGEHORZ
2.2. Description of the database
0DQ\ URFN EXUVW FDVH KLVWRULHV LQFOXGLQJ GDWD IURP GLIIHUHQW W\SHV RI XQGHUJURXQG SURMHFWV IURP DOO RYHU
WKHZRUOGKDYHEHHQFRPSLOHGE\>@$GGLWLRQDOURFNEXUVWGDWDRIFRDOWHVWVKDYHEHHQFROOHFWHGIURP>@6XFK
VRXUFHV KDYH DOORZHG XV WR FRPSLOH D QHZ GDWDEDVH RI URFN EXUVW FDVH KLVWRULHV WR EH HPSOR\HG LQ RXU DQDO\VLV
,WFRQWDLQV  FDVH KLVWRULHV DPRQJ ZKLFK  FRUUHVSRQG WR URFN EXUVW FDVHV DQG  WR QRQURFN EXUVW 7DEOH 
VKRZV WKH VWDWLVWLFV QXPEHU RI DYDLODEOH DQG PLVVLQJ GDWD PLQLPXP DQG PD[LPXP YDOXHV PHDQV DQG VWDQGDUG
GHYLDWLRQV RIWKHILYHSDUDPHWHUVFKRVHQWRSUHGLFWURFNEXUVWZLWKWKHHVWDEOLVKHG%1 ,WDOVRSURSRVHVLQWHUYDOV
IRUDQDO\VLVZKLFKZLOOEHGLVFXVVHGODWHU 
7DEOH'HVFULSWLYHVWDWLVWLFVRIWKHLQSXWSDUDPHWHUVIRUFDVHKLVWRULHVZLWKLQWKHGDWDEDVHDQGWKHLQWHUYDODSSOLHGIRUWKH%1

6WDQGDUG 6WDWHRIHDFK
3DUDPHWHU $YDLODEOH 0LVVLQJ 0LQ 0D[ 0HDQ 6HWRILQWHUYDOVZLWKFRXQW
GHYLDWLRQ SDUDPHWHU

> @  @ 6KDOORZ 0HGLXP


+>P@      
@ @ 'HHS9HU\GHHS
> @  @ /RZ 0HGLXP
076>03D@      
@ +LJK
> @  @ /RZ 0HGLXP
8&6>03D@      
@ +LJK
> @  @ /RZ 0HGLXP
876>03D@      
@ +LJK
> @  @ /RZ 0HGLXP
:HW      
@ +LJK
208 Ning Li et al. / Procedia Engineering 191 (2017) 206 – 214

&DQGLGDWHVWUXFWXUHVDQGWUDLQLQJRIWKH%1

3.1. Brief introduction of the BN

%D\HVLDQ QHWZRUNV DUH GLUHFWHG DF\FOLF JUDSKV WKDW FDQ KDQGOH SUREDELOLVWLF UHODWLRQVKLSV DPRQJ D VHW
RIYDULDEOHV7KHQRGHVUHSUHVHQWUDQGRPYDULDEOHVVRWKDWGLUHFWFDXVDOLQIOXHQFHVEHWZHHQWZRQRGHVZLOOEHOLQNHG
E\DQDUURZDQGWKHODFNRIDQDUURZLQGLFDWHVWKHLUFRQGLWLRQDOLQGHSHQGHQFH>@

3.2. Candidate structures

7KH LQLWLDO VWHS IRU FODVVLILFDWLRQ ZLWK %1V LV WR GHILQH WKH VWUXFWXUH RI WKH QHWZRUN 7KH PRVW FRPPRQ
LVSUREDEO\ WKH 1DwYH %D\HV FODVVLILHU ZKLFK DVVXPHV FRQGLWLRQDO LQGHSHQGHQFH DPRQJ WKH LQSXW SDUDPHWHUV
6HH>@ IRU D UHFHQW DSSOLFDWLRQ WR WXQQHO VTXHH]LQJ  7KRXJK WKH LQGHSHQGHQFH DVVXPSWLRQ LV VRPHZKDW QRW
DFFXUDWH LW KDV VXFFHVVIXOO\ RXWSHUIRUPHG PDQ\ FRPSOH[ FODVVLILHUV ZKHQ WKH IHDWXUHV DUH QRW VWURQJO\ FRUUHODWHG
>@ 7R LPSURYH 1DwYH %D\HV WZR DSSURDFKHV DUH SRVVLEOH VHOHFWLQJ D IHDWXUH VXEVHW DQG UHOD[LQJ
WKHLQGHSHQGHQFH DVVXPSWLRQV 6HOHFWLQJ IHDWXUH VXEVHWV VHH >@  DLPV WR ILQG D JRRG VXEVHW RI IHDWXUHV DQG WR
FRQVWUXFWD1DwYH%D\HVFODVVLILHURYHUVXFKVXEVHWRQO\7KHµUHOD[LQJLQGHSHQGHQFH¶DSSURDFKZDVILUVWHPSOR\HG
E\ >@ ZKR DVVXPHG LQGHSHQGHQFH RQO\ EHWZHHQ IHDWXUHV RI GLIIHUHQW JURXSV RI GDWD ZKHUHDV >@ SURSRVHG
WKHWUHHDXJPHQWHG1DwYH%D\HV 7$1 DQGWKH%1DXJPHQWHG1DwYH%D\HV %$1 WRPDLQWDLQWKHFRPSXWDWLRQDO
VLPSOLFLW\DQGDFFXUDF\RIHVWLPDWLRQ$7$1FODVVLILHUDSSUR[LPDWHVWKHLQWHUDFWLRQVEHWZHHQDWWULEXWHVE\XVLQJ
DWUHH VWUXFWXUH LQ ZKLFK HDFK QRGH KDV DW PRVW WZR SDUHQWV DQG RQH LV WKH FODVV QRGH  >@ D %$1 FODVVLILHU
H[WHQGVWKH7$1DOORZLQJUHODWHGDWWULEXWHVWRFRQVWLWXWHDQDUELWUDU\JUDSKLQVWHDGRIDWUHH
7R GLVFXVV WKH %1 VWUXFWXUH LQ RXU VWXG\ WKH FRUUHODWLRQ FRHIILFLHQWV EHWZHHQ SDUDPHWHUV ZLWKLQ WKH GDWDEDVH
KDYHEHHQDQDO\]HGWRLQIHUZKHWKHUWKHFRQGLWLRQDOLQGHSHQGHQFHDVVXPSWLRQLVDGHTXDWHRUQRW5HVXOWVVKRZWKDW
WKHFRUUHODWLRQVEHWZHHQSDUDPHWHUVDUH³ZHDN´LQPRVWFDVHVH[FHSWIRUWKH8&6±8768&6±:HWDQG876±:HW
UHODWLRQVKLSVZKLFKFDQEHGHILQHGDV³PRGHUDWH´WR³VWURQJ´LIWKHFDWHJRUL]DWLRQVSURSRVHGE\>@DUHIROORZHG
,Q SDUWLFXODU ȡ8&6876   ȡ8&6:HW   DQG ȡ876:HW   ZLWK DOO RWKHU FRUUHODWLRQ FRHIILFLHQWV EHLQJ
VPDOOHU LQ DEVROXWH YDOXH WKDQ   %DVHG RQ WKH SUHYLRXV GLVFXVVLRQ WKUHH FDQGLGDWH VWUXFWXUHV RI WKH %1 DUH
LOOXVWUDWHGLQ)LJ )LJDOVRVKRZVWKHUHVXOWVRIWKHDQDO\VLVZKLFKZLOOEHGLVFXVVHGEHORZ 
)RU WKH VXEVHTXHQW DQDO\VLV ZH GLYLGH WKH GDWDEDVH LQWR WZR VXEVHWV ²URFN EXUVW DQG QRQURFN EXUVW² KHUH
7KH DYDLODEOH FDVH KLVWRULHV DUH XVHG WR WUDLQ WKH %1 $IWHU VHOHFWLRQ RI WKH %1 VWUXFWXUH WKH FRQGLWLRQDO
SUREDELOLW\RIRQHYDULDEOHJLYHQWKHRWKHUQHHGVWREHGHILQHG)RUGLVFUHWHYDULDEOHVFRQGLWLRQDOSUREDELOLW\WDEOHV
&37V FDQEHXVHGWRTXDQWLI\WKHFRQGLWLRQDOSUREDELOLW\RIWKHµHQGQRGH¶KDYLQJRQHRILWVSRVVLEOHYDOXHVJLYHQ
WKDW WKH µRULJLQ QRGH¶ KDV RQH RI LWV SRVVLEOH YDOXHV $QG D SURFHVV RI ³EHOLHI XSGDWLQJ´ XVLQJ WKH -XQFWLRQ 7UHH
DOJRULWKPFDQDOVREHHPSOR\HGWRXSGDWHWKH&37VDVQHZHYLGHQFHLVDYDLODEOH

3.3. Training the BN and belief updating

$V WKH FDSDELOLW\ RI %1V WR KDQGOH FRQWLQXRXV GDWD LV OLPLWHG >@ WKH :(.$ VRIWZDUH LV HPSOR\HG WR JURXS
WKHGDWD LQWR LQWHUYDOV FRQWDLQLQJ DSSUR[LPDWHO\ WKH VDPH QXPEHU RI FDVH KLVWRULHV >@ 7DEOH  VXPPDUL]HV
WKHLQWHUYDOV GHILQHG DQG WKH QXPEHU RI GDWD ZLWKLQ HDFK LQWHUYDO 1RWH WKDW WKHVH LQWHUYDOV GHILQH DSSOLFDELOLW\
UDQJHVRIWKHGHYHORSHG%1
7KH%1VWUXFWXUHVGHILQHGLQ)LJFDQEHOHDUQHGIURPWKHWUDLQLQJGDWDVHWHYHQZKHQGDWDIURPFDVHKLVWRULHV
DUHLQFRPSOHWH7KH([SHFWDWLRQ0D[LPL]DWLRQ (0 DOJRULWKP>@LVHPSOR\HGWRHVWLPDWHDQGFDOFXODWHWKH&37V
IRUHDFKQRGH7KH(0DOJRULWKPDOWHUQDWHVEHWZHHQDQH[SHFWDWLRQVWHSDQGDPD[LPL]DWLRQVWHS,QWKHH[SHFWDWLRQ
VWHSWKHGDWDVHWLVFRPSOHWHGE\XVLQJWKHFXUUHQWSDUDPHWHUHVWLPDWHVșWRFRPSXWHH[SHFWDWLRQVIRUWKHPLVVLQJ
YDOXHV VXFK FRPSOHWHG GDWD VHW LV WKHQ XVHG LQ WKH PD[LPL]DWLRQ VWHS WR ILQG D QHZ PD[LPXP OLNHOLKRRG
HVWLPDWHșƍ IRU WKH SDUDPHWHUV 7KLV HVWLPDWH LV WKHQ XVHG WR FRPSOHWH WKH GDWD VHW LQ WKH QH[W LWHUDWLRQ
RIWKHDOJRULWKP DQGWKH DOJRULWKP FRQWLQXHV IRU D SUHGHWHUPLQHG QXPEHU RI LWHUDWLRQV RU XQWLO LW KDV FRQYHUJHG
)XUWKHUGHWDLOVRIWKH(0DOJRULWKPFDQEHIRXQGLQ>@
Ning Li et al. / Procedia Engineering 191 (2017) 206 – 214 209

$IWHUWKH&37VDUHREWDLQHGZLWKWKH(0DOJRULWKPEHOLHIXSGDWLQJ>@LVHPSOR\HGWRFDOFXODWHWKHSRVWHULRU
SUREDELOLW\ GLVWULEXWLRQ JLYHQ D VHW RI REVHUYDWLRQV HYLGHQFH  +HUH WKH SRVWHULRU SUREDELOLW\ RI URFN EXUVW
LVFRPSXWHG JLYHQ WKH HYLGHQFH ZKHUH WKH HYLGHQFH FRXOG EH DQ LQFRPSOHWH VHW RI REVHUYDWLRQV DERXW WKH YHFWRU
RILQSXW SDUDPHWHUV 7KH FRPSXWDWLRQ LV XVXDOO\ LPSOHPHQWHG E\ WKH -XQFWLRQ 7UHH DOJRULWKP >@ 7KH PDLQ
SURFHGXUHV RI WKH -7 DOJRULWKP FDQ EH VXPPDUL]HG DV L  FRQVWUXFW D MXQFWLRQ WUHH EDVHG RQ WKH H[LVWLQJ %1
LL SURSDJDWH PHVVDJHV DORQJ WKH MXQFWLRQ WUHH XVLQJ D PHVVDJH SDVVLQJ DOJRULWKP DQG LLL  DQVZHU TXHULHV ZKHQ
HYLGHQFHLVLQWURGXFHG

 

D     E

F

)LJ7KUHHGLIIHUHQW%1VWUXFWXUHVZLWKWKHSDUDPHWHUVVHOHFWHGDQGUHVXOWVRIWKHDQDO\VLVD1DwYH%D\HVFODVVLILHUE7UHHDXJPHQWHG1DwYH
%D\HVFODVVLILHUF%1DXJPHQWHG1DwYH%D\HVFODVVLILHU

5HVXOWVDQGGLVFXVVLRQ

4.1. Development of the BN for three classifiers

1HWLFD >@ LV HPSOR\HG WR WUDLQ WKH %1 XVLQJ WKH GDWD VHW RI FDVH KLVWRULHV 7KH (0 DOJRULWKP LV DSSOLHG
LQFRQMXQFWLRQZLWKWKH-7DOJRULWKPWRµOHDUQ¶WKHQHWZRUNSDUDPHWHUVXVLQJWKHGDWDVHWRIURFNEXUVWFDVHKLVWRULHV
ZLWKWKUHHGLIIHUHQW%1VWUXFWXUHVDQGWRSURSDJDWHXQFHUWDLQWLHV7KHUHVXOWVDUHVKRZQLQ)LJ ,QWKLVDQDO\VLV
ZHDVVXPHWKDWQRSULRULQIRUPDWLRQLVDYDLODEOHVRWKDWHDFKVWDWHRIWKHQRGHVLQWKHQHWZRUNKDVDQHTXDOSULRU
SUREDELOLW\ 
7KH WUDLQHG %1V FDQ DOVR EH DSSOLHG WR SUHGLFW WKH URFN EXUVW KD]DUG RI WKH FDVH KLVWRULHV XVHG IRU WUDLQLQJ
$ SUREDELOLW\ WKUHVKROG LV HPSOR\HG WR GLIIHUHQWLDWH EHWZHHQ URFN EXUVW DQG QRQURFN EXUVW SUHGLFWLRQ 
7KHFRQIXVLRQPDWULFHVDUHSUHVHQWHGLQ7DEOH


210 Ning Li et al. / Procedia Engineering 191 (2017) 206 – 214

7DEOH&RQIXVLRQPDWULFHVRIQRGH³5RFNEXUVW´XVLQJWKUHHGLIIHUHQWFODVVLILHU

3UHGLFWHG  
&ODVVLILHU
<HV 1R  
  <HV $FWXDO
1DwYH%D\HV
  1R 
  <HV $FWXDO
7$1
  1R 
  <HV $FWXDO
%$1
  1R 

4.2. Predictive ability of different BN structures

7KH DFFXUDF\ DQG NDSSD YDOXHV WKDW FDQ EH FDOFXODWHG IURP WKH FRQIXVLRQ PDWULFHV DUH HPSOR\HG KHUHLQ
WRHYDOXDWH WKH SHUIRUPDQFH RI WKHVH FODVVLILHUV 6XSSRVLQJ WKDW mij LV WKH HOHPHQW RI WKH ith URZ DQG jth FROXPQ
LQWKHFRQIXVLRQPDWUL[ ZLWKnURZVDQGFROXPQV WKHDFFXUDF\FDQEHH[SUHVVHGDV

§ n ·
¨ ¦ mii ¸
Ac ¨ i ¸ u  
¨ n ¸
¨ ¦ mij ¸
© i j  ¹

7KHNDSSDYDOXHVPHDVXUHWKHSURSRUWLRQRIFRUUHFWFODVVLILHGFDVHVDIWHUWKHSUREDELOLW\RIFKDQFHDJUHHPHQWKDV
EHHQUHPRYHGDVIROORZV>@

Ac  pe ¦m
i 
i ˜ m i
N , with pe 

  pe § n ·
¨ ¦ mij ¸
© i j  ¹

ZKHUH m+iDQGPi+DUHWKHWRWDOFDVHVRI ithFROXPQVDQG ithURZVLQWKHFRQIXVLRQPDWUL[ AcLVWKHDFFXUDF\YDOXH


DQGPeLVWKHK\SRWKHWLFDOSUREDELOLW\RIFKDQFHDJUHHPHQW
7KH SUHGLFWLYH SHUIRUPDQFHV RI WKH WKUHH VWUXFWXUHV DUH VKRZQ LQ 7DEOH  ZLWK PHWULFV RI DFFXUDF\ DQG NDSSD
YDOXHIRUWKHQHZGDWDWHVW7KHGHWDLOHGQHZGDWDVHWFDQEHVHHQLQ7DEOH,WFDQEHQRWHGWKDWWKH7$1FODVVLILHU
SHUIRUPV EHVW WR SUHGLFW WKH RULJLQDO  FDVH KLVWRULHV ZLWK D KLJKHU DFFXUDF\ YDOXH IROORZHG E\ 1DwYH %D\HV
DQG%$1 $QG WKH NDSSD PHWULF VKRZV WKH VDPH SHUIRUPDQFH WUHQG ZLWK YDOXHV WKDW DUH DOO DERYH  KHQFH
LQGLFDWLQJJRRGDJUHHPHQWDQGUHOLDEOHSUHGLFWLRQ>@
&RPSDUHG ZLWK WKH 7$1 FODVVLILHU 1DwYH %D\HV DQG %$1 FODVVLILHUV KDYH PRUH IDOVH SRVLWLYH FDVHV ZKHUHDV
WKHIDOVH QHJDWLYH FDVHV DUH DOPRVW WKH VDPH 7KH ³PRGHUDWH´ WR ³VWURQJ´ 8&6±876 DQG 8&6±:HW UHODWLRQVKLSV
VKRZDQLPSRUWDQWUROHLQWKH%1VWUXFWXUHKHUHDQGVXFFHVVIXOO\FDSWXULQJWKHGHSHQGHQFHDPRQJWKHVHIHDWXUHV
FRXOGLPSURYHWKHSUHGLFWLRQDFFXUDF\+RZHYHUWKH%$1FODVVLILHUGHPRQVWUDWHVDZRUVHSHUIRUPDQFHGHVSLWHLWV
PRUHFRPSOH[VWUXFWXUH7KHUHDVRQLVSUREDEO\WKDWPRUHFRPSOH[VWUXFWXUHVUHTXLUHODUJHUGDWDVHWVIRUWUDLQLQJEXW
WKHGDWDVHWHPSOR\HGKHUHLQLVOLPLWHG
$GGLWLRQDO DGYDQWDJHV DQG OLPLWDWLRQV RI WKH FODVVLILHUV DUH VXPPDUL]HG LQ 7DEOH  7KH 7$1 FODVVLILHU KDV
WKHEHVW SUHGLFWLYH DELOLW\ DQG LW FRXOG EH RSWLPDO IRU WKH URFN EXUVW SUHGLFWLRQ SUREOHP FRQVLGHUHG DV LW VKRZV
DEHWWHUSUHGLFWLYHDELOLW\ZLWKDQDFFHSWDEOHDFFXUDF\YDOXHZKLOHVWLOOPDLQWDLQLQJDTXLWHVLPSOHVWUXFWXUH
Ning Li et al. / Procedia Engineering 191 (2017) 206 – 214 211

  7DEOH&RPSDULVRQRIGLIIHUHQWVWUXFWXUHVDQGLQIOXHQFHRQWKHSUHGLFWLYHSHUIRUPDQFH

%16WUXFWXUH $FFXUDF\ .DSSD $FFXUDF\RI1HZGDWDVHW FDVHV 


1DwYH%D\HV   
7$1   
%$1   

7DEOH'LIIHUHQWVWUXFWXUHVRQWKHSUHGLFWLRQSHUIRUPDQFHRIQHZFDVHV

3UHGLFWHG
ZLWK 3UHGLFWH $FWXDO
076 8&6 876 3UHGLFWHG
1R 3URMHFW /RFDWLRQ +>P@ :HW GZLWK 5HI
>03D@ >03D@ >03D@ 1DwYH ZLWK7$1 
%$1
%D\HV

.XRFDQJVKDQ
WXQQHO .XRFDQJVKDQ& 1R <HV 1R
 1$     <HV >@
. KLQD   
.
.XRFDQJVKDQ
WXQQHO .XRFDQJVKDQ& 1R <HV 1R
 1$     <HV >@
. KLQD   
.
.XRFDQJVKDQ
WXQQHO .XRFDQJVKDQ& 1R <HV 1R
 1$     <HV >@
. KLQD   
.
/RQJ
H[SORUDWRU\ /LDQJVKDQ 1R 1R 1R
 1$     <HV >@
WXQQHORI &KLQD   
-LQSLQJ
/RQJ
H[SORUDWRU\ /LDQJVKDQ <HV <HV 1R
 1$     <HV >@
WXQQHORI &KLQD   
-LQSLQJ

6KDQGRQJ 1R 1R 1R 8QSXEO


 $FRDOPLQH  1$   1$ 1R
&KLQD    6RXUFHD

*XDQWDLFRDO 1R 1R 1R


 +DQGDQ  1$    1R >@
PLQH &KLQD   

12FRDO
3LQJGLQJVKDQ <HV <HV <HV
 PLQHRI  1$ 1$ 1$  <HV >@
&KLQD   
3LQJGLQJVKDQ
D
&DVH1RLVIURPDUHSRUWRIURFNDQGFRDOEXUVWLQJWHVWLQ
 
212 Ning Li et al. / Procedia Engineering 191 (2017) 206 – 214

7DEOH$GYDQWDJHVDQGOLPLWDWLRQVRIWKUHHFODVVLILHUV

%1FODVVLILHU $GYDQWDJHV /LPLWDWLRQV


1DwYH%D\HV 6LPSOHVWUXFWXUH ,QGHSHQGHQFHDVVXPSWLRQ
(DV\WRFRQVWUXFW
(IILFLHQWFODVVLILFDWLRQSURFHVV
7$1 5HODWLYHO\VLPSOHVWUXFWXUH 5LVNRIRYHUILWWLQJJLYHQUHODWLYHO\VPDOOGDWDVHW
&DSWXUHWKHGHSHQGHQF\DPRQJQRGHV
%$1 &DSWXUHWKHGHSHQGHQF\DPRQJQRGHVPRUH &RPSOH[VWUXFWXUH
DFFXUDWHO\
5LVNRIRYHUILWWLQJJLYHQUHODWLYHO\VPDOOGDWDVHW

4.3. Cross-validation of BNs

$V WKH 7$1 FODVVLILHU LV FKRVHQ DV WKH RSWLPDO VWUXFWXUH RI WKH %1 D NIROG FURVVYDOLGDWLRQ FDQ EH IXUWKHU
HPSOR\HGWRYDOLGDWHWKHPRGHODQGWRWHVWLWVDFFXUDF\7KHFDVHKLVWRULHVLQFOXGHGLQWKHLQLWLDOGDWDEDVHDUH
GLYLGHGLQWRJURXSV)RUHDFKJURXSWKH%1LVWUDLQHGXVLQJWKHRWKHUJURXSVDQGWKHRULJLQDOO\VHOHFWHGJURXS
LV WKHQ XVHG WR SUHGLFW URFN EXUVW RFFXUUHQFH ZLWK WKH WUDLQHG %1 DQG WR FRPSDUH REVHUYDWLRQV DQG SUHGLFWLRQV
:KHQ WKLV SURFHVV LV UHSHDWHG WR DOO JURXSV RI GDWD DQ IROG FURVVYDOLGDWLRQ LV FRPSOHWHG 5HVXOWV DUH UHSRUWHG
LQ7DEOH  ZKHUH LW FDQ EH QRWHG WKDW PRVW HUURU FDVHV DUH IDOVHSRVLWLYHV KHQFH VXJJHVWLQJ D FRQVHUYDWLYH
SUHGLFWLRQZKLFKLVPXFKVDIHUIRUDFWXDOHQJLQHHULQJ

  7DEOH&RQIXVLRQPDWULFHVDQGHUURUUDWHRIWKHJURXSVRIGDWDE\WKHFURVVYDOLGDWLRQ

9DOLGDWLRQJURXS $FFXUDF\ &RQIXVLRQPDWULFHV


  3UHGLFWHG  
  <HV 1R $FWXDO
1R    <HV
    1R
1R    <HV
    1R
1R    <HV
    1R
1R    <HV
    1R
1R    <HV
    1R
1R    <HV
    1R
1R    <HV
    1R
1R    <HV
    1R
$YHUDJH    


Ning Li et al. / Procedia Engineering 191 (2017) 206 – 214 213

&RQFOXGLQJUHPDUNV

$ QRYHO DSSOLFDWLRQ RI %D\HVLDQ QHWZRUNV WR SUHGLFW URFN EXUVW RFFXUUHQFH LV SUHVHQWHG 7KUHH GLIIHUHQW
FODVVLILHUV²1DwYH%D\HV7UHHDXJPHQWHG1DwYH%D\HV 7$1 DQG%1DXJPHQWHG1DwYH%D\HVFODVVLILHU %$1 ²
DUH HPSOR\HG WR SUHGLFW WKH SUREDELOLW\ RI URFN EXUVW JLYHQ LQIRUPDWLRQ DERXW ILYH SDUDPHWHUV ²EXULHG GHSWK
RIWKHWXQQHOPD[LPXPWDQJHQWLDOVWUHVVRIVXUURXQGLQJURFNXQLD[LDOWHQVLOHVWUHQJWKRIURFNXQLD[LDOFRPSUHVVLYH
VWUHQJWKRIURFNDQGHODVWLFHQHUJ\LQGH[²WKDWZHHPSOR\DVLQSXWV7KH%1DUHWKHQWUDLQHGZLWKWKH([SHFWDWLRQ
0D[LPL]DWLRQDOJRULWKPXVLQJWKHFDVHKLVWRULHVLQFOXGHGLQWKHGDWDEDVHWKDWZHFRPSOLHGIURPWKHOLWHUDWXUH
DQG WKH -XQFWLRQ 7UHH DOJRULWKP LV HPSOR\HG IRU %HOLHI XSGDWLQJ ZKHQ QHZ LQIRUPDWLRQ LV DYDLODEOH RU WR PDNH
SUHGLFWLRQEDVHGRQLQIRUPDWLRQDERXWWKHLQSXWSDUDPHWHUV
5HVXOWVVKRZWKDWWKH7$1FODVVLILHUKDVWKHEHVWSHUIRUPDQFHDPRQJDOOWKHFODVVLILHUVZLWKWKHKLJKHVWDFFXUDF\
DQG NDSSD YDOXHV $QRWKHU  QHZ FDVHV ZLWK LQFRPSOHWH LQIRUPDWLRQ DUH HPSOR\HG WR WHVW WKH SHUIRUPDQFH
RIWKHWKUHHW\SHVRIFODVVLILHUVFRQVLGHUHGDQGWKH7$1FODVVLILHUDOVRVKRZVWKHEHVWSUHGLFWLYHDELOLW\,QDGGLWLRQ
DQIROGFURVVYDOLGDWLRQWHVWLVHPSOR\HGWRYDOLGDWHWKH7$1EDVHG%17KHIDOVHSRVLWLYHVHUURUFDVHVVXJJHVWHG
D FRQVHUYDWLYH SUHGLFWLRQ ELDV WKDW LV FRQVLGHUHG DGHTXDWH IRU DFWXDO HQJLQHHULQJ 7KXV ZLWK LWV UHODWLYHO\ VLPSOH
VWUXFWXUH DQG OLJKW UHTXLUHPHQWV LQ UHODWLRQ WR WKH WUDLQLQJ GDWD VHW WKH 7$1 FODVVLILHU FRXOG EH FRQVLGHUHG
DVWKHRSWLPDO%1VWUXFWXUHIRUURFNEXUVWSUHGLFWLRQGXULQJWXQQHOLQJRUPLQLQJEDVHGRQWKHSDUDPHWHUVFROOHFWHG
$QDGGLWLRQDODGYDQWDJHLVWKDWLWLVDEOHWRGHDOZLWKLQFRPSOHWHLQIRUPDWLRQDERXWWKHSDUDPHWHUV
)LQDOO\ VRPH FDXWLRQDU\ QRWHV VKRXOG EH PHQWLRQHG $OWKRXJK WKH SURSRVHG 7$1 EDVHG %1 LV FRQVLGHUHG
DVDXVHIXO WRRO WR DQWLFLSDWH DQG HYDOXDWH URFN EXUVW KD]DUG SUHOLPLQDULO\ LW VKRXOG QRW EH D VXEVWLWXWH IRU RWKHU
PHWKRGV²QXPHULFDOVLPXODWLRQILHOGWHVWLQJDQGPRQLWRULQJ²WKDWDUHFRPPRQO\HPSOR\HGLQFXUUHQWSUDFWLFH
,QDGGLWLRQVLQFHWKH%1KDVEHHQWUDLQHGZLWKDOLPLWHGQXPEHURIGDWDLWLVH[SHFWHGWKDWWKHPRGHOVDQGWKHLU
SUHGLFWLRQVFRXOGEHLPSURYHGZKHQDPRUHH[WHQVLYHGDWDVHWLVDYDLODEOH

$FNQRZOHGJHPHQWV

7KH SURMHFW ZDV IXQGHG LQ SDUW E\ WKH 6SDQLVK 0LQLVWU\ RI (FRQRP\ DQG &RPSHWLWLYHQHVV XQGHU JUDQW %,$
5 7KH ILUVW DXWKRU LV VXSSRUWHG E\ &KLQD 6FKRODUVKLS &RXQFLO &6&  DQG IRU LQVXUDQFH FRYHUDJH
E\)XQGDFLRQ-RVH(QWUHFDQDOHV,EDUUD7KHVXSSRUWRIWKHVHLQVWLWXWLRQVLVGHHSO\DFNQRZOHGJHG

5HIHUHQFHV

>@*%UDXQHU5RFNEXUVWVLQFRDOPLQHVDQGWKHLUSUHYHQWLRQ$$%DONHPD$YHUHHVW1HWKHUODQGV
>@/'RX7&KHQ6*RQJ++H6=KDQJ5RFNEXUVWKD]DUGGHWHUPLQDWLRQE\XVLQJFRPSXWHGWRPRJUDSK\WHFKQRORJ\LQGHHSZRUNIDFH
6DIHW\6FL    
>@;)HQJ/:DQJ5RFNEXUVWSUHGLFWLRQEDVHGRQQHXUDOQHWZRUNV71RQIHUU0HWDO6RF    
>@ - =KRX ; /L ; 6KL /RQJWHUP SUHGLFWLRQ PRGHO RI URFNEXUVW LQ XQGHUJURXQG RSHQLQJV XVLQJ KHXULVWLF DOJRULWKPV DQG VXSSRUW YHFWRU
PDFKLQHV6DIHW\6FL    
>@4=KDQJ::DQJ7/LX3UHGLFWLRQRI5RFN%XUVWV%DVHGRQ3DUWLFOH6ZDUP2SWLPL]DWLRQ%31HXUDO1HWZRUN-&KLQD7KUHH*RUJHV
8QLYHUVLW\    
>@%/L</LX'HWHUPLQDWLRQRIFODVVLILFDWLRQRIURFNEXUVWULVNEDVHGRQUDQGRPIRUHVWDSSURDFKDQGLWVDSSOLFDWLRQ6FL7HFKQ5HY  
 
>@$&$GRNR&*RNFHRJOX/:X4-=XR.QRZOHGJHEDVHGDQGGDWDGULYHQIX]]\PRGHOLQJIRUURFNEXUVWSUHGLFWLRQ,QW-5RFN0HFK
0LQ  
>@ - 3HDUO $ FRQVWUDLQW SURSDJDWLRQ DSSURDFK WR SUREDELOLVWLF UHDVRQLQJ ,Q 3URFHHGLQJV RI WKH )LUVW $QQXDO &RQIHUHQFH RQ 8QFHWDLQW\ LQ
$ULWLILFLDO,QWHOOLJHQFH 8$, &RUYDOOLV2UHJRQ$8$,3UHVVSS
>@ 3 $JXLOHUD $ )HUQiQGH] 5 )HUQiQGH] 5 5XPt $ 6DOPHUyQ %D\HVLDQ QHWZRUNV LQ HQYLURQPHQWDO PRGHOOLQJ (QYLURQ 0RGHOO 6RIWZ
    
>@<;X/0=KDQJ-6-LD'LDJQRVLVRIHPEDQNPHQWGDPGLVWUHVVHVXVLQJ%D\HVLDQQHWZRUNV3DUW,,'LDJQRVLVRIDVSHFLILFGLVWUHVVHG
GDP&DQ*HRWHFK-    
>@5/6RXVD++(LQVWHLQ5LVNDQDO\VLVGXULQJWXQQHOFRQVWUXFWLRQXVLQJ%D\HVLDQ1HWZRUNV3RUWR0HWURFDVHVWXG\7XQQ8QGHUJU6S
7HFK    
>@;')HQJ5-LPHQH]3UHGLFWLQJWXQQHOVTXHH]LQJZLWKLQFRPSOHWHGDWDXVLQJ%D\HVLDQQHWZRUNV(QJ*HRO  
214 Ning Li et al. / Procedia Engineering 191 (2017) 206 – 214

>@'=KDR&+DQ+<DQ-=KDR.=KDQJ7KH&RDODQG5RFN3K\VLFV0HFKDQLFV4XDOLW\0HQVXUDWLRQDQG,PSDFW2ULHQWDWLRQ(VWLPDWH
RI*XDQWDL&RDO0LQH&RDO  
>@'+HFNHUPDQ%D\HVLDQQHWZRUNVIRUGDWDPLQLQJ'DWD0LQ.QRZO'LVF    
>@3/DQJOH\:,ED.7KRPSVRQ$QDQDO\VLVRI%D\HVLDQFODVVLILHUV,Q$DDLSS
>@ 3 /DQJOH\ 6 6DJH ,QGXFWLRQ RI VHOHFWLYH %D\HVLDQ FODVVLILHUV ,Q 3URFHHGLQJV RI WKH 7HQWK LQWHUQDWLRQDO FRQIHUHQFH RQ 8QFHUWDLQW\ LQ
DUWLILFLDOLQWHOOLJHQFH0RUJDQ.DXIPDQQ3XEOLVKHUV,QFSS
>@,.RQRQHQNR6HPLQDLYH%D\HVLDQFODVVLILHU,Q(XURSHDQ:RUNLQJ6HVVLRQRQ/HDUQLQJ6SULQJHUSS
>@1)ULHGPDQ'*HLJHU0*ROGV]PLGW%D\HVLDQQHWZRUNFODVVLILHUV0DFK/HDUQ    
>@ / -LDQJ + =KDQJ = &DL - 6X /HDUQLQJ WUHH DXJPHQWHG QDLYH ED\HV IRU UDQNLQJ ,Q 'DWDEDVH 6\VWHPV IRU $GYDQFHG $SSOLFDWLRQV
6SULQJHUSS
>@&'DQF\-5HLG\6WDWLVWLFVZLWKRXWPDWKVIRUSV\FKRORJ\3HDUVRQ(GXFDWLRQ/LPLWHG1HZ<RUN
>@7'1LHOVHQ)9-HQVHQ%D\HVLDQQHWZRUNVDQGGHFLVLRQJUDSKV6SULQJHU6FLHQFH %XVLQHVV0HGLD1HZ<RUN
>@ 0 +DOO ( )UDQN * +ROPHV % 3IDKULQJHU 3 5HXWHPDQQ ,+ :LWWHQ 7KH :(.$ GDWD PLQLQJ VRIWZDUH DQ XSGDWH $&0 6,*.''
H[SORUDWLRQVQHZVOHWWHU    
>@$3'HPSVWHU10/DLUG'%5XELQ0D[LPXPOLNHOLKRRGIURPLQFRPSOHWHGDWDYLDWKH(0DOJRULWKP-5R\6WDW6RF%0HW  

>@.%.RUE$(1LFKROVRQ%D\HVLDQDUWLILFLDOLQWHOOLJHQFH&5&SUHVV/RQGRQ
>@6//DXULW]HQ'-6SLHJHOKDOWHU/RFDOFRPSXWDWLRQVZLWKSUREDELOLWLHVRQJUDSKLFDOVWUXFWXUHVDQGWKHLUDSSOLFDWLRQWRH[SHUWV\VWHPV-
5R\6WDW6RF%0HW  
>@10DQXDO1HWLFD91RUV\V6RIWZDUH&RUS
>@-&RKHQ$&RHIILFLHQWRI$JUHHPHQWIRU1RPLQDO6FDOHV(GXF3V\FKRO0HDV    
>@-5/DQGLV**.RFK7KHPHDVXUHPHQWRIREVHUYHUDJUHHPHQWIRUFDWHJRULFDOGDWD%LRPHWULFV  
>@ 6: 4LQ -3 &KHQ 4 :DQJ 5HVHDUFK RQ URFNEXUVW SUHGLFWLRQ ZLWK H[WHQLFV HYDOXDWLRQ EDVHG RQ URXJK VHW ,Q 7DQJ &$ (G 
3URFHHGLQJVRIWKHWK,QWHUQDWLRQDO6\PSRVLXPRQ5RFNEXUVWDQG6HLVPLFLW\LQ0LQHV'DOLDQ&KLQD5LQWRQ3UHVVSS±
>@=</LDQJ6WXG\RQWKH3UHGLFWLRQDQG3UHYHQWLRQRI5RFNEXUVWLQWKH'LYHUVLRQ7XQQHORI-LQSLQJ,,+\GURSRZHU6WDWLRQ06F&KHQJGX
8QLYHUVLW\RI7HFKQRORJ\&KHQGX
>@:*DR)RUHFDVWLQJRIURFNEXUVWVLQGHHSXQGHUJURXQGHQJLQHHULQJEDVHGRQDEVWUDFWLRQDQWFRORQ\FOXVWHULQJDOJRULWKP1DW+D]DUGV  
 


You might also like