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Análise dos resultados de ensaios de proficiência via modelos de regressão com variável explicativa aleatória / Analysis of proficiency tests results via regression models with random explanatory variableMontanari, Aline Othon 21 June 2004 (has links)
Em um programa de ensaio de prociência (EP) conduzido pelo Grupo de Motores, um grupo de onze laboratórios da área de temperatura realizaram medições em cinco pontos da escala de um termopar. Neste trabalho, propomos um modelo de regressão com variável explicativa X (aleatória) representando o termopar padrão que denominaremos por artefato e a variável dependente Y representando as medições dos laboratórios. O procedimento para a realização da comparação é simples, ambos termopares são colocados no forno e as diferenças entre as medições são registradas. Para a análise dos dados, vamos trabalhar com a diferença entre a diferença das medições do equipamento do laboratório e o artefato, e o valor de referência (que é determinado por 2 laboratórios que pertencem a Rede Brasileira de Calibração (RBC)). O erro de medição tem variância determinada por calibração, isto é, conhecida. Assim, vamos encontrar aproximações para as estimativas de máxima verossimilhança para os parâmetros do modelo via algoritmo EM. Além disso, propomos uma estratégia para avaliar a consistência dos laboratórios participantes do programa de EP / In a program of proficiency assay, a group of eleven laboratories of the temperature area had carried through measurements in ¯ve points on the scale of the thermopair. In this work, we propose a regression model with a random explanatory variable representing the temperature measured by the standard thermopair, which will be called device. The procedure for the comparison accomplishment is as follows. The device and the laboratory\'s thermopair to be tested are placed in the oven and the difererences between the measurements are registered. For the analysis of the data, the response variable is the diference between those diference and the reference value, which is determined by two laboratories that belong to the Brazilian Net of Calibration (RBC). The measurement error has variance determined by calibration which is known. Therefore, we ¯and the maximum likelihood estimates for the parameters of the model via EM algorithm. We consider a strategy to establish the consistency of the participant laboratories of the program of proficiency assay
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Análise dos resultados de ensaios de proficiência via modelos de regressão com variável explicativa aleatória / Analysis of proficiency tests results via regression models with random explanatory variableAline Othon Montanari 21 June 2004 (has links)
Em um programa de ensaio de prociência (EP) conduzido pelo Grupo de Motores, um grupo de onze laboratórios da área de temperatura realizaram medições em cinco pontos da escala de um termopar. Neste trabalho, propomos um modelo de regressão com variável explicativa X (aleatória) representando o termopar padrão que denominaremos por artefato e a variável dependente Y representando as medições dos laboratórios. O procedimento para a realização da comparação é simples, ambos termopares são colocados no forno e as diferenças entre as medições são registradas. Para a análise dos dados, vamos trabalhar com a diferença entre a diferença das medições do equipamento do laboratório e o artefato, e o valor de referência (que é determinado por 2 laboratórios que pertencem a Rede Brasileira de Calibração (RBC)). O erro de medição tem variância determinada por calibração, isto é, conhecida. Assim, vamos encontrar aproximações para as estimativas de máxima verossimilhança para os parâmetros do modelo via algoritmo EM. Além disso, propomos uma estratégia para avaliar a consistência dos laboratórios participantes do programa de EP / In a program of proficiency assay, a group of eleven laboratories of the temperature area had carried through measurements in ¯ve points on the scale of the thermopair. In this work, we propose a regression model with a random explanatory variable representing the temperature measured by the standard thermopair, which will be called device. The procedure for the comparison accomplishment is as follows. The device and the laboratory\'s thermopair to be tested are placed in the oven and the difererences between the measurements are registered. For the analysis of the data, the response variable is the diference between those diference and the reference value, which is determined by two laboratories that belong to the Brazilian Net of Calibration (RBC). The measurement error has variance determined by calibration which is known. Therefore, we ¯and the maximum likelihood estimates for the parameters of the model via EM algorithm. We consider a strategy to establish the consistency of the participant laboratories of the program of proficiency assay
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A Gradient Boosting Tree Approach for Behavioural Credit Scoring / En gradientförstärkande trädmetod för beteendemässig kreditvärderingDernsjö, Axel, Blom, Ebba January 2023 (has links)
This report evaluates the possibility of using sequential learning in a material development setting to help predict material properties and speed up the development of new materials. To do this a Random forest model was built incorporating carefully calibrated prediction uncertainty estimates. The idea behind the model is to use the few data points available in this field and leverage that data to build a better representation of the input-output space as each experiment is performed. Having both predictions and uncertainties to evaluate, several different strategies were developed to investigate performance. Promising results regarding feasibility and potential cost-cutting were found using these strategies. It was found that within a specific performance region of the output space, the mean difference in alloying component price between the cheapest and most expensive material could be as high as 100 %. Also, the model performed fast extrapolation to previously unknown output regions, meaning new, differently performing materials could be found even with very poor initial data. / I denna rapport utvärderas möjligheten att använda sekventiell maskininlärning inom materialutveckling för att kunna prediktera materials egenskaper och därigenom förkorta materialutvecklingsprocessen. För att göra detta byggdes en Random forest regressionsmodell som även innehöll en uppskattning av prediktionsosäkerheten. Tanken bakom modellen är att använda de relativt få datapunkter som generellt brukar vara tillgängliga inom materialvetenskap, och med hjälp av dessa bygga en bättre representation av input-output-rummet genom varje experiment som genomförs. Med både förutsägelser och osäkerheter att utvärdera utvecklades flera olika strategier för att undersöka prestanda för de olika kandidatmaterialen. Genom att använda dessa strategier kunde lovande resultat vad gäller genomförbarhet och potentiell kostnadsbesparing hittas. Det visade sig att, för specifika prestandakrav, den genomsnittliga skillnaden i pris mellan den billigaste och den dyraste materialkemin kan vara så hög som 100 %. Vad gäller övriga resultat klarade modellen av att snabbt extrapolera initial data till tidigare okända regioner av output-rummet. Detta innebär att nya material med ny typ av prestanda kunde hittas även med mycket missanpassad initial träningsdata.
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Sequential Machine Learning in Material Science / Sekventiell maskininlärning inom materialvetenskapBellander, Victor January 2023 (has links)
This report evaluates the possibility of using sequential learning in a material development setting to help predict material properties and speed up the development of new materials. To do this a Random forest model was built incorporating carefully calibrated prediction uncertainty estimates. The idea behind the model is to use the few data points available in this field and leverage that data to build a better representation of the input-output space as each experiment is performed. Having both predictions and uncertainties to evaluate, several different strategies were developed to investigate performance. Promising results regarding feasibility and potential cost-cutting were found using these strategies. It was found that within a specific performance region of the output space, the mean difference in alloying component price between the cheapest and most expensive material could be as high as 100 %. Also, the model performed fast extrapolation to previously unknown output regions, meaning new, differently performing materials could be found even with very poor initial data. / I denna rapport utvärderas möjligheten att använda sekventiell maskininlärning inom materialutveckling för att kunna prediktera materials egenskaper och därigenom förkorta materialutvecklingsprocessen. För att göra detta byggdes en Random forest regressionsmodell som även innehöll en uppskattning av prediktionsosäkerheten. Tanken bakom modellen är att använda de relativt få datapunkter som generellt brukar vara tillgängliga inom materialvetenskap, och med hjälp av dessa bygga en bättre representation av input-output-rummet genom varje experiment som genomförs. Med både förutsägelser och osäkerheter att utvärdera utvecklades flera olika strategier för att undersöka prestanda för de olika kandidatmaterialen. Genom att använda dessa strategier kunde lovande resultat vad gäller genomförbarhet och potentiell kostnadsbesparing hittas. Det visade sig att, för specifika prestandakrav, den genomsnittliga skillnaden i pris mellan den billigaste och den dyraste materialkemin kan vara så hög som 100 %. Vad gäller övriga resultat klarade modellen av att snabbt extrapolera initial data till tidigare okända regioner av output-rummet. Detta innebär att nya material med ny typ av prestanda kunde hittas även med mycket missanpassad initial träningsdata.
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