An Adaptive Copula-Based Approach for Model Bias Characterization 2015-01-0455
A copula-based approach for model bias characterization was previously proposed [18] aiming at improving prediction accuracy compared to other model characterization approaches such as regression and Gaussian Process. This paper proposes an adaptive copula-based approach for model bias identification to enhance the available methodology. The main idea is to use cluster analysis to preprocess data, then apply the copula-based approach using information from each cluster. The final prediction accumulates predictions obtained from each cluster. Two case studies will be used to demonstrate the superiority of the adaptive copula-based approach over its predecessor.
