Supporting User-Defined Functions on Uncertain Data

Uncertain data management has become crucial in many sensing and scientific applications. As user-defined functions (UDFs) become widely used in these applications, an important task is to capture result uncertainty for queries that evaluate UDFs on uncertain data. In this work, we provide a general framework for supporting UDFs on uncertain data. Specifically, we propose a learning approach based on Gaussian processes (GPs) to compute approximate output distributions of a UDF when evaluated on uncertain input, with guaranteed error bounds. We also devise an online algorithm to compute such output distributions, which employs a suite of optimizations to improve accuracy and performance. Our evaluation using both real-world and synthetic functions shows that our proposed GP approach can outperform the state-of-the-art sampling approach with up to two orders of magnitude improvement for a variety of UDFs. 1

The empirical accuracy of uncertain inference models

Uncertainty is a pervasive feature of the domains in which expert systems are designed to function. Research design to test uncertain inference methods for accuracy and robustness, in accordance with standard engineering practice is reviewed. Several studies were conducted to assess how well various methods perform on problems constructed so that correct answers are known, and to find out what underlying features of a problem cause strong or weak performance. For each method studied, situations were identified in which performance deteriorates dramatically. Over a broad range of problems, some well known methods do only about as well as a simple linear regression model, and often much worse than a simple independence probability model. The results indicate that some commercially available expert system shells should be used with caution, because the uncertain inference models that they implement can yield rather inaccurate results

Time series forecasting using a TSK fuzzy system tuned with simulated annealing

In this paper, a combination of a Takagi-Sugeno fuzzy system (TSK) and simulated annealing is used to predict well known time series by searching for the best configuration of the fuzzy system. Simulated annealing is used to optimise the parameters of the antecedent and the consequent parts of the fuzzy system rules. The results of the proposed method are encouraging indicating that simulated annealing and fuzzy logic are able to combine well in time series prediction

On the use of simple dynamical systems for climate predictions: A Bayesian prediction of the next glacial inception

Over the last few decades, climate scientists have devoted much effort to the development of large numerical models of the atmosphere and the ocean. While there is no question that such models provide important and useful information on complicated aspects of atmosphere and ocean dynamics, skillful prediction also requires a phenomenological approach, particularly for very slow processes, such as glacial-interglacial cycles. Phenomenological models are often represented as low-order dynamical systems. These are tractable, and a rich source of insights about climate dynamics, but they also ignore large bodies of information on the climate system, and their parameters are generally not operationally defined. Consequently, if they are to be used to predict actual climate system behaviour, then we must take very careful account of the uncertainty introduced by their limitations. In this paper we consider the problem of the timing of the next glacial inception, about which there is on-going debate. Our model is the three-dimensional stochastic system of Saltzman and Maasch (1991), and our inference takes place within a Bayesian framework that allows both for the limitations of the model as a description of the propagation of the climate state vector, and for parametric uncertainty. Our inference takes the form of a data assimilation with unknown static parameters, which we perform with a variant on a Sequential Monte Carlo technique (`particle filter'). Provisional results indicate peak glacial conditions in 60,000 years.Comment: superseeds the arXiv:0809.0632 (which was published in European Reviews). The Bayesian section has been significantly expanded. The present version has gone scientific peer review and has been published in European Physics Special Topics. (typo in DOI and in Table 1 (psi -> theta) corrected on 25th August 2009