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We propose an automatic approach for manifold nonlinear autoregressive with exogenous inputs (mNARX) modeling that leverages the feature-based structure of functional-NARX (F-NARX) modeling. This novel approach, termed mNARX+, preserves the…

Computation · Statistics 2026-04-08 S. Schär , S. Marelli , B. Sudret

We propose a novel functional approach to surrogate modeling of dynamical systems with exogenous inputs. This approach, named Functional Nonlinear AutoRegressive with eXogenous inputs (F-NARX), approximates the system response based on…

Methodology · Statistics 2025-07-08 Styfen Schär , Stefano Marelli , Bruno Sudret

Time-variant reliability analysis is a critical task for ensuring the safety of engineering dynamical systems subjected to stochastic excitations. However, assessing failure probability for realistic systems with Monte-Carlo…

Methodology · Statistics 2026-05-13 Stefano Marelli , Styfen Schär , Bruno Sudret

Constructing accurate and computationally efficient surrogate models (or emulators) for predicting dynamical system responses is critical in many engineering domains, yet remains challenging due to the strongly nonlinear and…

This paper deals with the compensation of nonlinearities in dynamical systems using nonlinear polynomial autoregressive models with exogenous inputs (NARX). The compensation approach is formulated for static and dynamical contexts, as well…

Systems and Control · Electrical Eng. & Systems 2020-11-25 Lucas A. Tavares , Petrus E. O. G. B. Abreu , Luis A. Aguirre

The application of polynomial chaos expansions (PCEs) to the propagation of uncertainties in stochastic dynamical models is well-known to face challenging issues. The accuracy of PCEs degenerates quickly in time. Thus maintaining a…

Methodology · Statistics 2016-04-27 C. V. Mai , M. D. Spiridonakos , E. N. Chatzi , B. Sudret

This work presents a novel regularization method for the identification of Nonlinear Autoregressive eXogenous (NARX) models. The regularization method promotes the exponential decay of the influence of past input samples on the current…

Systems and Control · Electrical Eng. & Systems 2022-08-22 L. H. Peeters , G. I. Beintema , M. Forgione , M. Schoukens

This paper develops a surrogate model refinement approach for the simulation of dynamical systems and the solution of optimization problems governed by dynamical systems in which surrogates replace expensive-to-compute state- and…

Optimization and Control · Mathematics 2025-09-08 Jonathan R. Cangelosi , Matthias Heinkenschloss

High-fidelity models are essential for accurately capturing nonlinear system dynamics. However, simulation of these models is often computationally too expensive and, due to their complexity, they are not directly suitable for analysis,…

Systems and Control · Electrical Eng. & Systems 2025-09-05 E. Javier Olucha , Rajiv Singh , Amritam Das , Roland Tóth

Predicting the behavior of complex systems in engineering often involves significant uncertainty about operating conditions, such as external loads, environmental effects, and manufacturing variability. As a result, uncertainty…

Computation · Statistics 2025-07-17 S. Marelli , S. Schär , B. Sudret

The Nonlinear autoregressive exogenous (NARX) model, which predicts the current value of a time series based upon its previous values as well as the current and past values of multiple driving (exogenous) series, has been studied for…

Machine Learning · Computer Science 2017-08-15 Yao Qin , Dongjin Song , Haifeng Chen , Wei Cheng , Guofei Jiang , Garrison Cottrell

Recent advances in autoregressive neural surrogate models have enabled orders-of-magnitude speedups in simulating dynamical systems. However, autoregressive models are generally prone to distribution drift: compounding errors in…

Machine Learning · Computer Science 2026-03-19 Qi Liu , Laure Zanna , Joan Bruna

This work targets the identification of a class of models for hybrid dynamical systems characterized by nonlinear autoregressive exogenous (NARX) components, with finite-dimensional polynomial expansions, and by a Markovian switching…

Machine Learning · Computer Science 2020-09-30 Alessandro Brusaferri , Matteo Matteucci , Stefano Spinelli

Driven by increased complexity of dynamical systems, the solution of system of differential equations through numerical simulation in optimization problems has become computationally expensive. This paper provides a smart data driven…

Optimization and Control · Mathematics 2021-08-25 Kainat Khowaja , Mykhaylo Shcherbatyy , Wolfgang Karl Härdle

High-fidelity numerical simulations of chaotic, high dimensional nonlinear dynamical systems are computationally expensive, necessitating the development of efficient surrogate models. Most surrogate models for such systems are…

Machine Learning · Computer Science 2026-03-16 Dibyajyoti Chakraborty , Hojin Kim , Romit Maulik

We develop two deep learning surrogate autoregressive models for the prediction of the temporal evolution of two-dimensional ideal magnetohydrodynamic (MHD) Kelvin-Helmholtz instabilities across a range of magnetic field strengths. Using…

Plasma Physics · Physics 2026-04-21 David Kivarkis , Waleed Mouhali , Sadruddin Benkadda , Kai Schneider

Crash simulations play an essential role in improving vehicle safety, design optimization, and injury risk estimation. Unfortunately, numerical solutions of such problems using state-of-the-art high-fidelity models require significant…

Machine Learning · Computer Science 2024-02-16 Jonas Kneifl , Jörg Fehr , Steven L. Brunton , J. Nathan Kutz

This paper presents a robust Model Predictive Control (MPC) scheme that provides offset-free setpoint tracking for systems described by Neural Nonlinear AutoRegressive eXogenous (NNARX) models. The NNARX model learns the dynamics of the…

Systems and Control · Electrical Eng. & Systems 2023-08-14 Jing Xie , Fabio Bonassi , Marcello Farina , Riccardo Scattolini

Systems governed by partial differential equations (PDEs) require computationally intensive numerical solvers to predict spatiotemporal field evolution. While machine learning (ML) surrogates offer faster solutions, autoregressive inference…

Machine Learning · Computer Science 2025-07-08 Ishan Khurjekar , Indrashish Saha , Lori Graham-Brady , Somdatta Goswami

In Bayesian inverse problems, surrogate models are often constructed to speed up the computational procedure, as the parameter-to-data map can be very expensive to evaluate. However, due to the curse of dimensionality and the nonlinear…

Numerical Analysis · Mathematics 2020-03-03 Liang Yan , Tao Zhou
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