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  • Weighted GBM For Lag 12 Analysis ONLY: Glossary

    Transféré par

    Shen Yen
    8 vues7 pages
    This document describes a weighted gradient boosted machine (GBM) analysis using lag 12 data to predict viscosity. It provides the top 30 predictor variables, a weight based on an exponential decay function of time elapsed, and the results of two trials using different predictor variable combinations. Both trials achieved a mean squared error around 266,000-269,000 and a root mean squared error around 19,200-19,350.

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    as above

    Titre original

    20171107 Weighted GBM Analysis for Lag 12 - Steven

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    This document describes a weighted gradient boosted machine (GBM) analysis using lag 12 data to predict viscosity. It provides the top 30 predictor variables, a weight based on an exponential decay function of time elapsed, and the results of two trials using different predictor variable combinations. Both trials achieved a mean squared error around 266,000-269,000 and a root mean squared error around 19,200-19,350.

    Droits d'auteur :

    © All Rights Reserved
    Téléchargez comme DOCX, PDF, TXT ou lisez en ligne sur Scribd
    Signaler comme contenu inapproprié
    8 vues7 pages

    Weighted GBM For Lag 12 Analysis ONLY: Glossary

    Transféré par

    Shen Yen
    This document describes a weighted gradient boosted machine (GBM) analysis using lag 12 data to predict viscosity. It provides the top 30 predictor variables, a weight based on an exponential decay function of time elapsed, and the results of two trials using different predictor variable combinations. Both trials achieved a mean squared error around 266,000-269,000 and a root mean squared error around 19,200-19,350.

    Droits d'auteur :

    © All Rights Reserved
    Téléchargez comme DOCX, PDF, TXT ou lisez en ligne sur Scribd
    Signaler comme contenu inapproprié
    sur 7

    Weighted GBM for Lag 12 Analysis ONLY

    Glossary
    Top 30 Variables :

    "LOP_TI30028_PV","LOP_TXI27013B_PV","LOP_TI30024_PV","LOP_TI27010_PV",
    "LOP7_TI07043_PV","BMCI","LOP2_TI02003_PV","LOP1_PFI01159_PV","LOP_PDI28023_PV","LOP_FQI2
    5006_PV","LOP8_TXI08050A_PV","LOP5_PFI05172_PV","LOP8_PI08122_PV","LOP1_PFI01169_PV","LOP
    _FIC27001_PV","LOP_FI27003_PV","LOP_TI30034_PV","LOP7_TIC07035_PV","LOP1_QFIC01005_PV","L
    OP_FI81041_PV","LOP5_PFI05164_PV","LOP7_PI07018_PV","LOP7_TXI07050A_PV","LOP7_TXI07050C_
    PV","LOP_FFI30001_PV","LOP6_FIC06002.CL_PV", "LOP_TI27009_PV","LOP1_PFI01168_PV",
    "LOP_TI30030_PV","LOP_TI27007_PV"

    Weight :

    W=exp(-tmp2$timeElapsed/3000)

    1. Trial 1
    Variables Used Top 30 Variables + Viscosity at T=0 + Weight
    MSE 269180
    RMSE 19350.18
    MAE 372.8041
    MAPE 19.73485
    RMSE 19350.18
    Bias -34.56874
    Variance 253456.7
    Time Series Error Plot
    Error Vs Actual Plot
    Predicted Vs Actual Plot
    2. Trial 2
    Variables Used Top 30 Variables + Slope of Top 30 Variables at 6
    hours interval + Viscosity at T=0 + Weight
    MSE 266070.2
    RMSE 19238.08
    MAE 371.8774
    MAPE 19.63137
    RMSE 19238.08
    Bias -35.62424
    Variance 264991.6

    Time Series Error Plot


    Error Vs Actual Plot
    Predicted Vs Actual Plot

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