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Identifying dynamical system (DS) is a vital task in science and engineering. Traditional methods require numerous calls to the DS solver, rendering likelihood-based or least-squares inference frameworks impractical. For efficient parameter…

Computation · Statistics 2024-09-19 Ying Zhou , Jinglai Li , Xiang Zhou , Hongqiao Wang

Parameter Estimation (PE) and State Estimation (SE) are the most wide-spread tasks in the system engineering. They need to be done automatically, fast and frequently, as measurements arrive. Deep Learning (DL) holds the promise of tackling…

Machine Learning · Computer Science 2021-02-15 Laurent Pagnier , Michael Chertkov

In recent years, electricity generation has been responsible for more than a quarter of the greenhouse gas emissions in the US. Integrating a significant amount of renewables into a power grid is probably the most accessible way to reduce…

The growing demand for accurate control in varying and unknown environments has sparked a corresponding increase in the requirements for power supply components, including permanent magnet synchronous motors (PMSMs). To infer the unknown…

Systems and Control · Electrical Eng. & Systems 2023-07-27 Zhenxiao Yin , Xiaobing Dai , Zewen Yang , Yang Shen , Georges Hattab , Hang Zhao

Voltage prediction in distribution grids is a critical yet difficult task for maintaining power system stability. Machine learning approaches, particularly Graph Neural Networks (GNNs), offer significant speedups but suffer from poor…

Machine Learning · Computer Science 2025-12-09 Ehimare Okoyomon , Arbel Yaniv , Christoph Goebel

Renewable energy sources provide a constantly increasing contribution to the total energy production worldwide. However, the power generation from these sources is highly variable due to their dependence on meteorological conditions.…

Applications · Statistics 2019-03-05 Thordis Thorarinsdottir , Anders Løland , Alex Lenkoski

Accurate aircraft trajectory prediction (TP) in air traffic management systems is confounded by a number of epistemic uncertainties, dominated by uncertain meteorological conditions and operator specific procedures. Handling this…

Systems and Control · Electrical Eng. & Systems 2026-01-21 Amy Hodgkin , Nick Pepper , Marc Thomas

Expensive ultrasonic anemometers are usually required to measure wind speed accurately. The aim of this work is to overcome the loss of accuracy of a low cost hot-wire anemometer caused by the changes of air temperature, by means of a…

Let $P$ be a linear differential operator over $\mathcal{D} \subset \mathbb{R}^d$ and $U = (U_x)_{x \in \mathcal{D}}$ a second order stochastic process. In the first part of this article, we prove a new necessary and sufficient condition…

Statistics Theory · Mathematics 2022-02-11 Iain Henderson , Pascal Noble , Olivier Roustant

This paper proposes a data-driven state feedback controller that enables reference tracking for nonlinear discrete-time systems. The controller is designed based on the identified inverse model of the system and a given reference model,…

Systems and Control · Electrical Eng. & Systems 2023-03-20 Hyuntae Kim , Hamin Chang , Hyungbo Shim

Multi-model ensemble analysis integrates information from multiple climate models into a unified projection. However, existing integration approaches based on model averaging can dilute fine-scale spatial information and incur bias from…

Applications · Statistics 2023-04-12 Trevor Harris , Bo Li , Ryan Sriver

We introduce an ensemble learning method based on Gaussian Process Regression (GPR) for predicting conditional expected stock returns given stock-level and macro-economic information. Our ensemble learning approach significantly reduces the…

Risk Management · Quantitative Finance 2026-03-10 Damir Filipović , Puneet Pasricha

Accurate forecasting of industrial time series requires balancing predictive accuracy with physical plausibility under non-stationary operating conditions. Existing data-driven models often achieve strong statistical performance but…

Machine Learning · Computer Science 2026-05-20 Yeran Zhang , Pengwei Yang , Guoqing Wang , Tianyu Li

In this work, we develop Gaussian process regression (GPR) models of hyperelastic material behavior. First, we consider the direct approach of modeling the components of the Cauchy stress tensor as a function of the components of the Finger…

Machine Learning · Statistics 2019-12-24 Ari Frankel , Reese Jones , Laura Swiler

Data-based discovery of effective, coarse-grained (CG) models of high-dimensional dynamical systems presents a unique challenge in computational physics and particularly in the context of multiscale problems. The present paper offers a…

Computational Physics · Physics 2020-08-26 Sebastian Kaltenbach , Phaedon-Stelios Koutsourelakis

The Gaussian process (GP) regression model is a widely employed surrogate modeling technique for computer experiments, offering precise predictions and statistical inference for the computer simulators that generate experimental data.…

Methodology · Statistics 2024-04-02 Lulu Kang , Yuanxing Cheng , Yiwei Wang , Chun Liu

This paper proposes a gradient descent based optimization method that relies on automatic differentiation for the computation of gradients. The method uses tools and techniques originally developed in the field of artificial neural networks…

Systems and Control · Electrical Eng. & Systems 2023-09-29 Georg Kordowich , Johann Jaeger

Gaussian Process (GP) models are a powerful tool in probabilistic machine learning with a solid theoretical foundation. Thanks to current advances, modeling complex data with GPs is becoming increasingly feasible, which makes them an…

Machine Learning · Computer Science 2025-03-04 Sarem Seitz

A novel hybrid data-driven approach is developed for forecasting power system parameters with the goal of increasing the efficiency of short-term forecasting studies for non-stationary time-series. The proposed approach is based on mode…

Machine Learning · Computer Science 2014-04-10 Victor Kurbatsky , Nikita Tomin , Vadim Spiryaev , Paul Leahy , Denis Sidorov , Alexei Zhukov

Wind farms can be regarded as complex systems that are, on the one hand, coupled to the nonlinear, stochastic characteristics of weather and, on the other hand, strongly influenced by supervisory control mechanisms. One crucial problem in…

Applications · Statistics 2021-01-22 Tobias Braun , Matthias Waechter , Joachim Peinke , Thomas Guhr