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arXiv 2212.10697stat.APq-bio.QM
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基于矩匹配的正过程模型在对数正态贝叶斯状态空间框架中的嵌入

Embedding Positive Process Models into Lognormal Bayesian State Space Frameworks using Moment Matching

John W. Smith, Leah R. Johnson, R. Quinn Thomas

摘要:

在生态学中,过程通常基于系统的物理约束而有界。一个常见的例子是积极性约束,它适用于持续时间,人口规模和系统商品的总库存等现象。在本文中,我们提出了一种新的方法嵌入这些动力系统的对数正态状态空间模型,使用的方法基于矩匹配。我们的方法强制执行的积极性约束,允许嵌入任意的均值演化和方差结构,并具有封闭形式的马尔可夫转移密度,允许更灵活的拟合技术。我们讨论了两个现有的对数正态状态空间模型,并研究它们与这里提出的方法有何不同。我们使用180个合成数据集来比较模型误设定下的预测性能,并评估我们的方法和现有方法之间的精度参数的可估计性。我们发现,我们的模型以及下误设定,固定的观测方差既有助于提高估计的过程方差,提高预测性能。为了测试我们的方法在一个困难的问题上,我们比较了两个对数正态状态空间模型在预测叶面积指数超过151天的地平线嵌入一个基于过程的生态系统模型的预测性能。我们发现,我们的矩匹配模型比它的竞争对手表现得更好,并且更适合于长期的预测范围。总的来说,我们的研究有助于告知从业者在使用模型复杂系统预测样本时嵌入合理动态的重要性。

英文摘要:

In ecology it is common for processes to be bounded based on physical constraints of the system. One common example is the positivity constraint, which applies to phenomena such as duration times, population sizes, and total stock of a system's commodity. In this paper, we propose a novel method for embedding these dynamical systems into a lognormal state space model using an approach based on moment matching. Our method enforces the positivity constraint, allows for embedding of arbitrary mean evolution and variance structure, and has a closed-form Markov transition density which allows for more flexibility in fitting techniques. We discuss two existing lognormal state space models, and examine how they differ from the method presented here. We use 180 synthetic datasets to compare the forecasting performance under model misspecification and assess estimability of precision parameters between our method and existing methods. We find that our models well under misspecification, and that fixing the observation variance both helps to improve estimation of the process variance and improves forecast performance. To test our method on a difficult problem, we compare the predictive performance of two lognormal state space models in predicting Leaf Area Index over a 151 day horizon by embedding a process-based ecosystem model. We find that our moment matching model performs better than its competitor, and is better suited for long predictive horizons. Overall, our study helps to inform practitioners about the importance of embedding sensible dynamics when using models complex systems to predict out of sample.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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