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Inverse Problem for a Time-Series Valued Computer Simulator via Scalarization

DOI: 10.4236/ojs.2016.63045, PP. 528-544

Keywords: Calibration, Computer Experiments, Contour Estimation, Gaussian Process Model, Non-Stationary Process, Sequential Design

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Abstract:

For an expensive to evaluate computer simulator, even the estimate of the overall surface can be a challenging problem. In this paper, we focus on the estimation of the inverse solution, i.e., to find the set(s) of input combinations of the simulator that generates a pre-determined simulator output. Ranjan et al. [1] proposed an expected improvement criterion under a sequential design framework for the inverse problem with a scalar valued simulator. In this paper, we focus on the inverse problem for a time-series valued simulator. We have used a few simulated and two real examples for performance comparison.

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