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Machine learning models play a vital role in time series forecasting. These models, however, often overlook an important element: point uncertainty estimates. Incorporating these estimates is crucial for effective risk management, informed…

Machine Learning · Computer Science 2024-09-11 Leonid Erlygin , Vladimir Zholobov , Valeriia Baklanova , Evgeny Sokolovskiy , Alexey Zaytsev

This paper introduces a practical sampling method for training surrogate models in the context of uncertainty propagation. We propose a heuristic method to uniformly draw samples within highest density regions of the density given by the…

Methodology · Statistics 2025-09-15 Jocelyn Minini , Micha Wasem

The reliable operation of a power distribution system relies on a good prior knowledge of its topology and its system state. Although crucial, due to the lack of direct monitoring devices on the switch statuses, the topology information is…

Systems and Control · Electrical Eng. & Systems 2021-10-19 Yijun Xu , Jaber Valinejad , Mert Korkali , Lamine Mili , Yajun Wang , Xiao Chen , Zongsheng Zheng

Fast machine learning-based surrogate models are trained to emulate slow, high-fidelity engineering simulation models to accelerate engineering design tasks. This introduces uncertainty as the surrogate is only an approximation of the…

Machine Learning · Statistics 2020-10-08 Paul Westermann , Ralph Evins

Modern generative AI models, such as diffusion and flow matching models, can sample from rich data distributions. However, many applications, especially in science and engineering, require more than drawing samples from the model…

The increasing penetration of renewable generation introduces uncertainty into power systems, challenging traditional deterministic optimization methods. Chance-constrained optimization offers an approach to balancing cost and risk;…

Optimization and Control · Mathematics 2025-11-06 Amir Bahador Javadi , Amin Kargarian

Bayesian Optimization is a popular tool for tuning algorithms in automatic machine learning (AutoML) systems. Current state-of-the-art methods leverage Random Forests or Gaussian processes to build a surrogate model that predicts algorithm…

Machine Learning · Computer Science 2021-01-08 Jeroen van Hoof , Joaquin Vanschoren

We demonstrate the adaption of three established methods to the field of surrogate machine learning model development. These methods are data augmentation, custom loss functions and transfer learning. Each of these methods have seen…

Machine Learning · Computer Science 2022-11-04 H. Rhys Jones , Tingting Mu , Andrei C. Popescu , Yusuf Sulehman

Surrogate models are often used as computationally efficient approximations to complex simulation models, enabling tasks such as solving inverse problems, sensitivity analysis, and probabilistic forward predictions, which would otherwise be…

Machine Learning · Statistics 2026-05-13 Philipp Reiser , Paul-Christian Bürkner , Anneli Guthke

There is a high interest in accelerating multiscale models using data-driven surrogate modeling techniques. Creating a large training dataset encompassing all relevant load scenarios is essential for a good surrogate, yet the computational…

Numerical Analysis · Mathematics 2025-04-24 J. Storm , W. Sun , I. B. C. M. Rocha , F. P. van der Meer

Solving complex problems requires continuous effort in developing theory and practice to cope with larger, more difficult scenarios. Working with surrogates is normal for creating a proxy that realistically models the problem into the…

Neural and Evolutionary Computing · Computer Science 2026-02-10 Tomohiro Harada , Enrique Alba , Gabriel Luque

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

The Worldwide LHC Computing Grid (WLCG) provides the robust computing infrastructure essential for the LHC experiments by integrating global computing resources into a cohesive entity. Simulations of different compute models present a…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-10-14 Larissa Schmid , Maximilian Horzela , Valerii Zhyla , Manuel Giffels , Günter Quast , Anne Koziolek

Surrogate models have several uses in engineering design, including speeding up design optimization, noise reduction, test measurement interpolation, gradient estimation, portability, and protection of intellectual property. Traditionally,…

Computational Engineering, Finance, and Science · Computer Science 2021-09-08 Eamon Whalen , Caitlin Mueller

This article presents an original methodology for the prediction of steady turbulent aerodynamic fields. Due to the important computational cost of high-fidelity aerodynamic simulations, a surrogate model is employed to cope with the…

Fluid Dynamics · Physics 2019-12-05 Romain Dupuis , Jean-Christophe Jouhaud , Pierre Sagaut

High-speed flight vehicles, which travel much faster than the speed of sound, are crucial for national defense and space exploration. However, accurately predicting their behavior under numerous, varied flight conditions is a challenge and…

Machine Learning · Computer Science 2024-11-07 Tyler E. Korenyi-Both , Nathan J. Falkiewicz , Matthew C. Jones

While complex simulations of physical systems have been widely used in engineering and scientific computing, lowering their often prohibitive computational requirements has only recently been tackled by deep learning approaches. In this…

Numerical Analysis · Mathematics 2023-10-26 Chuanbo Hua , Federico Berto , Michael Poli , Stefano Massaroli , Jinkyoo Park

We propose a framework for surrogate modelling of spiking systems. These systems are often described by stiff differential equations with high-amplitude oscillations and multi-timescale dynamics, making surrogate models an attractive tool…

Systems and Control · Electrical Eng. & Systems 2024-07-08 Miguel Aguiar , Amritam Das , Karl H. Johansson

The increasing integration of intermittent distributed energy resources (DERs) has introduced significant variability in distribution networks, posing challenges to voltage regulation and reactive power management. This paper presents a…

Systems and Control · Electrical Eng. & Systems 2026-04-16 Zhentong Shao , Jingtao Qin , Nanpeng Yu

Building design optimization often depends on physics-based simulation tools such as EnergyPlus, which, although accurate, are computationally expensive and slow. Surrogate models provide a faster alternative, yet most are…

Machine Learning · Computer Science 2026-03-13 Piragash Manmatharasan , Girma Bitsuamlak , Katarina Grolinger