SIMULATION MODEL ESTIMATION METHOD AND ESTIMATION DEVICE

To provide a method for estimating a simulation model for an event the mechanism of which is unknown.SOLUTION: A simulation model estimation method includes: setting a simulation model that outputs a second variable group (output vector) so as to be represented by a known function and an unknown fun...

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description To provide a method for estimating a simulation model for an event the mechanism of which is unknown.SOLUTION: A simulation model estimation method includes: setting a simulation model that outputs a second variable group (output vector) so as to be represented by a known function and an unknown function, upon input of a first variable group (input vector) when a second variable group including one or more variables regarding a first variable group that includes one or more variables is observed; obtaining an output vector when the input vector is inputted to the function and the error vector of an observation vector which has the observed second variable group; and estimating the unknown function so that the difference between the output value of the unknown function and the error vector is within a prescribed permissible range when the input vector is inputted to the unknown function and the variation of the output value of the unknown function when an input vector belonging to a similar group is inputted to the unknown function is within a prescribed range.SELECTED DRAWING: Figure 1 【課題】機序が不明な事象のシミュレーションモデルを推定する方法を提供する。【解決手段】シミュレーションモデル推定方法は、1以上の変数を含む第1の変数群に関して1以上の変数を含む第2の変数群が観測される場合に第1の変数群(入力ベクトル)を入力すると、第2の変数群(出力ベクトル)を出力するシミュレーションモデルを既知関数と未知関数とで表すように設定し、入力ベクトルを前記関数に入力したときの出力ベクトルと、観測される第2の変数群を持つ観測ベクトルの誤差ベクトルを求め、入力ベクトルを未知関数に入力したときに未知関数の出力値と誤差ベクトルとの差が所定の許容範囲内となり、且つ、類似するグループに属する入力ベクトルを未知関数に入力したときの未知関数の出力値の変動が所定の範囲内となるように未知関数を推定する。【選択図】図1
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title SIMULATION MODEL ESTIMATION METHOD AND ESTIMATION DEVICE
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