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We propose an extension to multivariate time series of the phase-randomized Fourier-transform algorithm for generating surrogate data. Such surrogate data sets must mimic not only the autocorrelations of each of the variables in the…

comp-gas · Physics 2009-10-22 Dean Prichard , James Theiler

Synthetic datasets are widely used in many applications, such as missing data imputation, examining non-stationary scenarios, in simulations, training data-driven models, and analyzing system robustness. Typically, synthetic data are based…

Methodology · Statistics 2025-02-05 Ofek Aloni , Gal Perelman , Barak Fishbain

The increasing interest in renewable energy, particularly in wind, has given rise to the necessity of accurate models for the generation of good synthetic wind speed data. Markov chains are often used with this purpose but better models are…

Data Analysis, Statistics and Probability · Physics 2012-09-10 Guglielmo D'Amico , Filippo Petroni , Flavio Prattico

Many natural systems exhibit cyclo-stationary behavior characterized by periodic forcing such as annual and diurnal cycles. We present a data-driven method leveraging recent advances in score-based generative modeling to construct…

Chaotic Dynamics · Physics 2025-09-03 Ludovico Theo Giorgini , Tobias Bischoff , Andre Noguiera Souza

This work proposes a data-driven surrogate modeling framework for cost-effectively inferring the torque of a permanent magnet synchronous machine under geometric design variations. The framework is separated into a reduced-order modeling…

Computational Engineering, Finance, and Science · Computer Science 2025-03-13 Aylar Partovizadeh , Sebastian Schöps , Dimitrios Loukrezis

The increasing interest in renewable energy, particularly in wind, has given rise to the necessity of accurate models for the generation of good synthetic wind speed data. Markov chains are often used with this purpose but better models are…

Data Analysis, Statistics and Probability · Physics 2015-06-05 Guglielmo D'Amico , Filippo Petroni , Flavio Prattico

This work proposes a novel data-driven model capable of providing accurate predictions for the power generation of all wind turbines in wind farms of arbitrary layout, yaw angle configurations and wind conditions. The proposed model…

Machine Learning · Computer Science 2024-02-02 Siyi Li , Arnaud Robert , A. Aldo Faisal , Matthew D. Piggott

The method of surrogates is widely used in the field of nonlinear data analysis for testing for weak nonlinearities. The two most commonly used algorithms for generating surrogates are the amplitude adjusted Fourier transform (AAFT) and the…

Data Analysis, Statistics and Probability · Physics 2016-12-21 Christoph Raeth , Roberto A. Monetti

The computational resources required to solve the full 3D inversion of time-domain electromagnetic data are immense. To overcome the time-consuming 3D simulations, we construct a surrogate model, more precisely, a data-driven statistical…

Geophysics · Physics 2024-07-10 Wouter Deleersnyder , David Dudal , Thomas Hermans

In the present paper we present a surrogate model, which can be used to estimate extreme tower loads on a wind turbine from a number of signals and a suitable simulation tool. Due to the requirements of the International Electrotechnical…

Applications · Statistics 2020-05-04 Mikkel Slot Nielsen , Victor Rohde

Testing for nonlinearity is one of the most important preprocessing steps in nonlinear time series analysis. Typically, this is done by means of the linear surrogate data methods. But it is a known fact that the validity of the results…

Applications · Statistics 2011-02-01 Diego Guarin , Edilson Delgado , Alvaro Orozco

An initial study of surrogate-assisted evolutionary algorithms used to design vertical-axis wind turbines wherein candidate prototypes are evaluated under fan generated wind conditions after being physically instantiated by a 3D printer has…

Neural and Evolutionary Computing · Computer Science 2016-03-14 Richard J. Preen , Larry Bull

The importance of renewable power production is a set goal in terms of the energy turnaround. Developing short-term wind speed forecasting improvements might increase the profitability of wind power. This article compares two novel…

Applications · Statistics 2015-09-11 Daniel Ambach

The method of surrogates is one of the key concepts of nonlinear data analysis. Here, we demonstrate that commonly used algorithms for generating surrogates often fail to generate truly linear time series. Rather, they create surrogate…

Data Analysis, Statistics and Probability · Physics 2015-06-03 C. Raeth , M. Gliozzi , I. E. Papadakis , W. Brinkmann

The entry phase constitutes a design driver for aerospace systems that include such a critical step. This phase is characterized by hypersonic flows encompassing multiscale phenomena that require advanced modeling capabilities. However,…

Surrogate networks can constitute suitable replacements for real networks, in particular to study dynamical processes on networks, when only incomplete or limited datasets are available. As empirical datasets most often present complex…

Physics and Society · Physics 2025-04-17 Giulia Cencetti , Alain Barrat

This paper presents a physics and data co-driven surrogate modeling method for efficient rare event simulation of civil and mechanical systems with high-dimensional input uncertainties. The method fuses interpretable low-fidelity physical…

Computation · Statistics 2024-05-10 Jianhua Xian , Ziqi Wang

This paper addresses the problem of predicting a wind farm's power generation when no or few statistical data is available. The study is based on a time-series wind speed model and on a simple dynamic model of a DFIG wind turbine including…

Applications · Statistics 2008-12-18 Herman Bayem , Yannick Phulpin , Philippe Dessante , Julien Bect

Wind has the potential to make a significant contribution to future energy resources. Locating the sources of this renewable energy on a global scale is however extremely challenging, given the difficulty to store very large data sets…

Applications · Statistics 2017-10-03 Jaehong Jeong , Stefano Castruccio , Paola Crippa , Marc G. Genton

In this contribution we propose a data-driven surrogate model for the prediction of magnetic stray fields in two-dimensional random micro-heterogeneous materials. Since data driven models require thousands of training data sets, FEM…

Numerical Analysis · Mathematics 2023-04-11 Rainer Niekamp , Johanna Niemann , Maximilian Reichel , Hongbin Zhang , Jörg Schröder
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