Automated uncertainty quantification analysis using a system model and data
Résumé
Understanding the sources of, and quantifying the magnitude of, uncertainty can improve decision-making and, thereby, make manufacturing systems more efficient. Achieving this goal requires knowledge in two separate domains: data science and manufacturing. In this paper, we focus on quantifying uncertainty, usually called uncertainty quantification (UQ). More specifically, we propose a methodology to perform UQ automatically using Bayesian networks (BN) constructed from three types of sources: a descriptive system model, physics-based mathematical models, and data. The system model is a high-level model describing the system and its parameters; we develop this model using the Generic Modeling Environment (GME) platform. Physicsbased models, which are usually in the form of equations, are assumed to be in a text format. The data is also assumed to be available in a text format. The proposed methodology involves creating a meta-model for the Bayesian network using GME and a syntax representation for the conditional probability tables/distributions. The actual Bayesian network is an instance model of the Bayesian network meta-model. We describe algorithms for automated BN construction and UQ analysis, which are implemented programmatically using the GME platform. We finally demonstrate the proposed techniques for quantifying the uncertainty in two example systems.