A new prediction model based on belief rule base for systems behavior prediction

In engineering practice, a systems behavior constantly changes over time. To predict the behavior of a complex engineering system, a model can be built and trained using historical data. This paper addresses the forecasting problems with a belief rule base (BRB) to trace and predict system performance in a more interpretable and transparent way. More precisely, it extends the BRB method to handle a systems behavior prediction, and a new prediction model based on BRB is presented, which can model and analyze prediction problems using not only numerical data but human judgmental information as well. The proposed forecasting model includes some unknown parameters that can be manually tuned and trained. To build an effective BRB forecasting model, a multiple-objective optimization model is provided to locally train the BRB prediction model by minimizing the mean square error (MSE). Finally, a practical case study is provided to illustrate the detailed implementation procedures and examine the feasibility of the proposed approach in engineering application. Furthermore, the comparative studies with other state-of-the-art prediction methods are carried out. It is shown that the proposed model is effective and can generate better prediction in terms of accuracy, as well as comprehensibility. © 2006 IEEE.