Gaussian Process (GP) emulators are widely used to approximate complex computer model behaviour across the input space. Motivated by the problem of coupling computer models, recently progress has been made in the theory of the analysis of networks of connected GP emulators. In this paper, we combine these recent methodological advances with classical state-space models to construct a Bayesian decision support system. This approach gives a coherent probability model that produces predictions with the measure of uncertainty in terms of two first moments and enables the propagation of uncertainty from individual decision components. This methodology is used to produce a decision support tool for a UK county council considering low carbon technologies to transform its infrastructure to reach a net-zero carbon target. In particular, we demonstrate how to couple information from an energy model, a heating demand model, and gas and electricity price time-series to quantitatively assess the impact on operational costs of various policy choices and changes in the energy market.
翻译:Gausian 进程模拟器被广泛用来估计整个输入空间的复杂计算机模型行为。在混合计算机模型问题的推动下,最近在分析连接的Gaussian 模拟器网络的理论方面取得了进展。在本文中,我们将这些最新的方法进步与古典国家-空间模型结合起来,以构建一个贝叶斯决定支持系统。这个方法提供了一个连贯的概率模型,在最初两个时刻以不确定性为尺度进行预测,并能够传播个别决策组成部分的不确定性。这个方法被用来为英国州议会提供决策支持工具,考虑采用低碳技术改造其基础设施,以达到净零碳目标。特别是,我们展示如何将信息与能源模型、供热需求模型以及天然气和电力价格时间序列结合起来,以量化方式评估能源市场各种政策选择和变化对业务费用的影响。