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Data-informed predictive maintenance planning largely relies on stochastic deterioration models. Monitoring information can be utilized to update sequentially the knowledge on time-invariant deterioration model parameters either within an…

Computation · Statistics 2023-08-02 Antonios Kamariotis , Luca Sardi , Iason Papaioannou , Eleni Chatzi , Daniel Straub

Accurate prediction of structural failure modes under seismic excitations is essential for seismic risk and resilience assessment. Traditional simulation-based approaches often result in imbalanced datasets dominated by non-failure or…

Machine Learning · Computer Science 2026-02-12 Jungho Kim , Taeyong Kim

We propose a novel Bayesian approach to modelling nonlinear alignments of time series based on latent shared information. We apply the method to the real-world problem of finding common structure in the sensor data of wind turbines…

Machine Learning · Statistics 2018-05-24 Markus Kaiser , Clemens Otte , Thomas Runkler , Carl Henrik Ek

Geoscientific systems tend to be characterized by pronounced temporal non-stationarity, arising from seasonal and climatic variability in hydrometeorological drivers, and from natural and anthropogenic changes to land use and cover. As has…

Machine Learning · Computer Science 2026-04-13 M Jawad , HV Gupta , YH Wang , MA Farmani , A Behrangi , GY Niu

Real-world time series exhibit temporally structured uncertainty: volatility clusters in turbulent regimes, dissipates in stable periods, and shifts abruptly around structural breaks. Yet many probabilistic forecasting methods estimate…

Machine Learning · Computer Science 2026-05-26 Yijun Wang , Qiyuan Zhuang , Xiu-Shen Wei

Spatial process models are widely used for modeling point-referenced variables arising from diverse scientific domains. Analyzing the resulting random surface provides deeper insights into the nature of latent dependence within the studied…

Methodology · Statistics 2023-02-15 Aritra Halder , Sudipto Banerjee , Dipak K. Dey

Computer models, aiming at simulating a complex real system, are often calibrated in the light of data to improve performance. Standard calibration methods assume that the optimal values of calibration parameters are invariant to the model…

Methodology · Statistics 2017-09-01 Georgios Karagiannis , Bledar A. Konomi , Guang Lin

We introduce a novel Bayesian method that can detect multiple structural breaks in the mean and variance of a length $T$ time-series. Our method quantifies uncertainty by returning $\alpha$-level credible sets around the estimated locations…

Methodology · Statistics 2025-07-14 Davis Berlind , Lorenzo Cappello , Oscar Hernan Madrid Padilla

Bayesian methods are increasingly being applied to parameterize mechanistic process models used in environmental prediction and forecasting. In particular, models describing ecosystem dynamics with multiple states that are linear and…

Applications · Statistics 2021-10-19 John W. Smith , Leah R. Johnson , Robert Q. Thomas

Structural failure time models are causal models for estimating the effect of time-varying treatments on a survival outcome. G-estimation and artificial censoring have been proposed to estimate the model parameters in the presence of…

Methodology · Statistics 2019-02-19 Shu Yang , Karen Pieper , Frank Cools

Near real-time damage diagnosis of building structures after extreme events (e.g., earthquakes) is of great importance in structural health monitoring. Unlike conventional methods that are usually time-consuming and require human expertise,…

Signal Processing · Electrical Eng. & Systems 2019-10-25 Seyed Omid Sajedi , Xiao Liang

In real-world scenarios like traffic and energy, massive time-series data with missing values and noises are widely observed, even sampled irregularly. While many imputation methods have been proposed, most of them work with a local…

Machine Learning · Computer Science 2024-06-03 Shikai Fang , Qingsong Wen , Yingtao Luo , Shandian Zhe , Liang Sun

For civil structures, structural damage due to severe loading events such as earthquakes, or due to long-term environmental degradation, usually occurs in localized areas of a structure. A new sparse Bayesian probabilistic framework for…

Applications · Statistics 2015-07-02 Yong Huang , James L. Beck

Utilizing the information in observations of a complex system to make accurate predictions through a quantitative model when observations are completed at time $T$, requires an accurate estimate of the full state of the model at time $T$.…

Chaotic Dynamics · Physics 2014-05-13 Zhe An , Daniel Rey , Henry D. I. Abarbanel

Context: In addressing how best to estimate how much effort is required to develop software, a recent study found that using exemplary and recently completed projects [forming Bellwether moving windows (BMW)] in software effort prediction…

Software Engineering · Computer Science 2021-05-18 Solomon Mensah , Jacky Keung , Stephen G. MacDonell , Michael Franklin Bosu , Kwabena Ebo Bennin

Ensemble forecast based on physics-informed models is one of the most widely used forecast algorithms for complex turbulent systems. A major difficulty in such a method is the model error that is ubiquitous in practice. Data-driven machine…

Atmospheric and Oceanic Physics · Physics 2021-11-24 Nan Chen , Yingda Li

Data collected from arrays of sensors are essential for informed decision-making in various systems. However, the presence of anomalies can compromise the accuracy and reliability of insights drawn from the collected data or information…

Applications · Statistics 2024-03-19 Katie Buchhorn , Kerrie Mengersen , Edgar Santos-Fernandez , James McGree

Estimating the distribution over failures is a key step in validating autonomous systems. Existing approaches focus on finding failures for a small range of initial conditions or make restrictive assumptions about the properties of the…

Robotics · Computer Science 2023-05-18 Harrison Delecki , Anthony Corso , Mykel J. Kochenderfer

Practitioners monitoring deployed probabilistic models face a fundamental trap: any fixed-sample test applied repeatedly over an unbounded stream will eventually raise a false alarm, even when the model remains perfectly stable. Existing…

Methodology · Statistics 2026-03-16 Tristan Farran

This study proposes the novel Bayesian and inverse Bayesian (BIB) inference framework that incorporates symmetry bias into the Bayesian updating process to perform both conventional and inverse Bayesian updates concurrently. Conventional…