Hierarchical metamodeling: Cross validation and predictive uncertainty

At Esaform 2013 a hierarchical metamodeling approach had been presented, able to combine the results of numerical simulations and physical experiments into a unique response surface, which is a "fusion'' of both data sets. The method had been presented with respect to the structural optimization of a steel tube, filled with an aluminium foam, intended as an anti-intrusion bar. The prediction yielded by a conventional way of metamodeling the results of FEM simulations can be considered trustworthy only if the accuracy of numerical models have been thoroughly tested and the simulation parameters have been sufficiently calibrated. On the contrary, the main advantage of a hierarchical metamodel is to yield a reliable prediction of a response variable to be optimized, even in the presence of non-completely calibrated or accurate FEM models. In order to demonstrate these statements, in this paper the authors wish to compare the prediction ability of a "fusion'' metamodel based on under-calibrated simulations, with a conventional approach based on calibrated FEM results. Both metamodels will be cross validated with a "leave-one- out'' technique, i.e. by excluding one experimental observation at a time and assessing the predictive ability of the model. Furthermore, the paper will demonstrate how the hierarchical metamodel is able to provide not only an average estimated value for each excluded experimental observation, but also an estimation of uncertainty of the prediction of the average value.