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We propose a novel surrogate modelling approach to efficiently and accurately approximate the response of complex dynamical systems driven by time-varying exogenous excitations over extended time periods. Our approach, namely manifold…

Computation · Statistics 2023-10-13 Styfen Schär , Stefano Marelli , 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…

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

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

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

We introduce GP-FNARX: a new model for nonlinear system identification based on a nonlinear autoregressive exogenous model (NARX) with filtered regressors (F) where the nonlinear regression problem is tackled using sparse Gaussian processes…

Artificial Intelligence · Computer Science 2013-09-18 Roger Frigola , Carl Edward Rasmussen

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

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

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 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

This paper explores the use of Control Affine Neural Nonlinear AutoRegressive eXogenous (CA-NNARX) models for nonlinear system identification and model-based control design. The idea behind this architecture is to match the known…

Systems and Control · Electrical Eng. & Systems 2025-01-24 Jing Xie , Fabio Bonassi , Riccardo Scattolini

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

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

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

The problem of constructing data-based, predictive, reduced models for the Kuramoto-Sivashinsky equation is considered, under circumstances where one has observation data only for a small subset of the dynamical variables. Accurate…

Numerical Analysis · Mathematics 2016-08-11 Fei Lu , Kevin Lin , Alexandre J. Chorin

Driven by the need to accelerate numerical simulations, the use of machine learning techniques is rapidly growing in the field of computational solid mechanics. Their application is especially advantageous in concurrent multiscale finite…

Numerical Analysis · Mathematics 2023-03-22 M. A. Maia , I. B. C. M. Rocha , P. Kerfriden , F. P. van der Meer

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

Parameter estimation in structural dynamics generally involves inferring the values of physical, geometric, or even customized parameters based on first principles or expert knowledge, which is challenging for complex structural systems. In…

Computational Engineering, Finance, and Science · Computer Science 2025-04-08 Mingyuan Zhou , Haoze Song , Wenjing Ye , Wei Wang , Zhilu Lai

This work presents a new meta-heuristic approach to select the structure of polynomial NARX models for regression and classification problems. The method takes into account the complexity of the model and the contribution of each term to…

Machine Learning · Computer Science 2021-09-22 W. R. Lacerda Junior , S. A. M. Martins , E. G. Nepomuceno

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
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