Dear colleagues,
I Applied a series of simultations by using 42 collocation points where for each collocation point, 5 random variables and 2 outputs were defined.
I generated the PCE from this set of data but the LOO error is very large and I do not understand why. I would like to know if the written code is right:
clearvars
rng(100,‘twister’)
uqlab
IOpts.Marginals(1).Type = ‘uniform’;
IOpts.Marginals(1).Parameters = [0.0634 , 0.146];
IOpts.Marginals(2).Type = ‘uniform’;
IOpts.Marginals(2).Parameters = [1.064 , 1.464];
IOpts.Marginals(3).Type = ‘uniform’;
IOpts.Marginals(3).Parameters = [1.561 , 3.000];
IOpts.Marginals(4).Type = ‘uniform’;
IOpts.Marginals(4).Parameters = [1.29999 , 1.30001];
IOpts.Marginals(5).Type = ‘uniform’;
IOpts.Marginals(5).Parameters = [0.840 , 1.365];
myInput = uq_createInput(IOpts);
Input = nan(42,5);
PCE_IIord = importdata(‘SPW_PCE_IIord.txt’);
Input(:,1) = PCE_IIord(:,1);
Input(:,2) = PCE_IIord(:,2);
Input(:,3) = PCE_IIord(:,3);
Input(:,4) = PCE_IIord(:,4);
Input(:,5) = PCE_IIord(:,5);
Output1 = PCE_IIord(:,6);
Output2 = PCE_IIord(:,7);
MetaOpts1.Type = ‘Metamodel’;
MetaOpts1.MetaType = ‘PCE’;
MetaOpts1.ExpDesign.X = Input;
MetaOpts1.ExpDesign.Y = Output1;
MetaOpts1.Degree = 3:20;
myPCE1 = uq_createModel(MetaOpts1);
uq_print(myPCE1)
If necessary I can give the set of data.