English
Related papers

Related papers: Nonlinear Forecast Error Variance Decompositions w…

200 papers

The empirical mode decomposition (EMD) has achieved its reputation by providing a multi-scale time-frequency representation of nonlinear and/or nonstationary signals. To extend this method to vector-valued signals (VvS) in multidimensional…

Numerical Analysis · Mathematics 2015-02-25 Boqiang Huang , Angela Kunoth

Several novel imaging and non-destructive testing technologies are based on reconstructing the spatially dependent coefficient in an elliptic partial differential equation from measurements of its solution(s). In practical applications, the…

Numerical Analysis · Mathematics 2021-08-27 Bastian Harrach

In this article we introduce the notion of Split Variational Autoencoder (SVAE), whose output $\hat{x}$ is obtained as a weighted sum $\sigma \odot \hat{x_1} + (1-\sigma) \odot \hat{x_2}$ of two generated images $\hat{x_1},\hat{x_2}$, and…

Computer Vision and Pattern Recognition · Computer Science 2022-07-15 Andrea Asperti , Laura Bugo , Daniele Filippini

The increasing penetration of renewable energy sources, characterised by low inertia and intermittent disturbances, presents substantial challenges to power system stability. As critical indicators of system stability, frequency dynamics…

Systems and Control · Electrical Eng. & Systems 2025-02-19 Xiao Li , Xinyi Wen , Benjamin Schäfer

The Finite Element Method (FEM) is a widely used technique for simulating crash scenarios with high accuracy and reliability. To reduce the significant computational costs associated with FEM, the Finite Element Method Integrated Networks…

Computational Engineering, Finance, and Science · Computer Science 2024-09-27 Simon Thel , Lars Greve , Maximilian Karl , Patrick van der Smagt

Latent variable models (LVMs) with discrete compositional latents are an important but challenging setting due to a combinatorially large number of possible configurations of the latents. A key tradeoff in modeling the posteriors over…

Machine Learning · Computer Science 2023-06-06 Edward J. Hu , Nikolay Malkin , Moksh Jain , Katie Everett , Alexandros Graikos , Yoshua Bengio

The empirical mode decomposition (EMD) method and its variants have been extensively employed in the load and renewable forecasting literature. Using this multiresolution decomposition, time series (TS) related to the historical load and…

Systems and Control · Electrical Eng. & Systems 2020-11-24 Nima Safari , George Price , Chi Yung Chung

In this work, we present a machine learning approach for reducing the error when numerically solving time-dependent partial differential equations (PDE). We use a fully convolutional LSTM network to exploit the spatiotemporal dynamics of…

Machine Learning · Computer Science 2020-02-11 Ben Stevens , Tim Colonius

Physical insight into plasma evolution in the magnetohydrodynamic (MHD) limit can be revealed by decomposing the evolution according to the characteristic modes of the system. In this paper we explore aspects of the eigenenergy…

Solar and Stellar Astrophysics · Physics 2024-10-10 Abbas Raboonik , David Pontin , Lucas Tarr

We propose a high-precision numerical quadrature framework based on local Fourier extension (LFE) approximations. The method constructs, on each subinterval, a truncated-SVD stabilized local Fourier continuation of the integrand on an…

Numerical Analysis · Mathematics 2026-03-17 Xinran Liu , Zhenyu Zhao , Benxue Gong

We consider the problem of enabling robust range estimation of eigenvalue decomposition (EVD) algorithm for a reliable fixed-point design. The simplicity of fixed-point circuitry has always been so tempting to implement EVD algo- rithms in…

Numerical Analysis · Computer Science 2017-11-30 Bibek Kabi , Anand S Sahadevan , Tapan Pradhan

The Hessian discretisation method (HDM) for fourth order linear elliptic equations provides a unified convergence analysis framework based on three properties namely coercivity, consistency, and limit-conformity. Some examples that fit in…

Numerical Analysis · Mathematics 2020-01-31 Devika Shylaja

We introduce and test methods for the calibration of the diffusion term in Stochastic Partial Differential Equations (SPDEs) describing fluids. We take two approaches, one uses ideas from the singular value decomposition and the Biot-Savart…

Fluid Dynamics · Physics 2024-05-02 James Woodfield

Variational autoencoders (VAE) often use Gaussian or category distribution to model the inference process. This puts a limit on variational learning because this simplified assumption does not match the true posterior distribution, which is…

Machine Learning · Computer Science 2017-02-28 Ke Sun , Xiangliang Zhang

This paper presents a novel method for polynomial approximation (Hermite approximation) using the fusion of value and derivative information. Therefore, the least-squares error in both domains is simultaneously minimized. A covariance…

Numerical Analysis · Mathematics 2019-03-27 Roland Ritt , Matthew Harker , Paul O'Leary

In this work, we propose the Haar wavelet method for the coupled degenerate reaction-diffusion PDEs and the ODEs having non-linear a source with Neumann boundary, applicable in various fields of the natural sciences, engineering, and…

Numerical Analysis · Mathematics 2019-02-21 Meena Pargaei , B. V. Rathish Kumar

Probabilistic Manifold Decomposition (PMD)\cite{doi:10.1137/25M1738863}, developed in our earlier work, provides a nonlinear model reduction by embedding high-dimensional dynamics onto low-dimensional probabilistic manifolds. The PMD has…

Numerical Analysis · Mathematics 2026-01-13 Jiaming Guo , Dunhui Xiao

This paper propose DualVDT, a generative model for Time-series forecasting. Introduced dual reparametrized variational mechanisms on variational autoencoder (VAE) to tighter the evidence lower bound (ELBO) of the model, prove the advance…

Machine Learning · Computer Science 2022-04-12 Ziang Chen

We introduce the multivariate decomposition finite element method for elliptic PDEs with lognormal diffusion coefficient $a=\exp(Z)$ where $Z$ is a Gaussian random field defined by an infinite series expansion $Z(\boldsymbol{y}) =…

Numerical Analysis · Mathematics 2021-09-28 Dong T. P. Nguyen , Dirk Nuyens

This paper introduces a new generalized polynomial chaos expansion (PCE) comprising multivariate Hermite orthogonal polynomials in dependent Gaussian random variables. The second-moment properties of Hermite polynomials reveal a weakly…

Numerical Analysis · Mathematics 2017-04-27 Sharif Rahman