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Reduced-order dynamical models play a central role in developing our understanding of predictability of climate irrespective of whether we are dealing with the actual climate system or surrogate climate-models. In this context, the…

Geophysics · Physics 2021-03-11 B. T. Nadiga

The application of deep learning to non-stationary temporal datasets can lead to overfitted models that underperform under regime changes. In this work, we propose a modular machine learning pipeline for ranking predictions on temporal…

Computational Finance · Quantitative Finance 2023-08-11 Thomas Wong , Mauricio Barahona

In this work, a new hybrid predictive Reduced Order Model (ROM) is proposed to solve reacting flow problems. This algorithm is based on a dimensionality reduction using Proper Orthogonal Decomposition (POD) combined with deep learning…

Machine Learning · Computer Science 2023-01-25 Adrián Corrochano , Rodolfo S. M. Freitas , Alessandro Parente , Soledad Le Clainche

We propose a novel type of nonlinear solver acceleration for systems of nonlinear partial differential equations (PDEs) that is based on online/adaptive learning. It is applied in the context of multiphase flow in porous media. The proposed…

Machine Learning · Computer Science 2025-04-28 Vinicius L S Silva , Pablo Salinas , Claire E Heaney , Matthew Jackson , Christopher C Pain

We propose an efficient retraining strategy for a parameterized Reduced Order Model (ROM) that attains accuracy comparable to full retraining while requiring only a fraction of the computational time and relying solely on sparse…

Machine Learning · Computer Science 2026-02-27 Ismaël Zighed , Andrea Nóvoa , Luca Magri , Taraneh Sayadi

This article addresses the challenge of adapting data-based models over time. We propose a novel two-fold modelling architecture designed to correct plant-model mismatch caused by two types of uncertainty. Out-of-domain uncertainty arises…

Systems and Control · Electrical Eng. & Systems 2025-07-17 Laura Boca de Giuli , Alessio La Bella , Riccardo Scattolini

In this thesis, we introduce Bayesian filtering as a principled framework for tackling diverse sequential machine learning problems, including online (continual) learning, prequential (one-step-ahead) forecasting, and contextual bandits. To…

Machine Learning · Statistics 2025-05-13 Gerardo Duran-Martin

Computational fluid dynamics (CFD) simulations play an important role in engineering science and applications, however, it is not applicable for problems requiring a large number of repeated calculations. Accordingly, many reduced-order…

Fluid Dynamics · Physics 2026-05-28 Shan Ding , Yongfu Tian , Rui Yang

In this paper we demonstrate that reservoir computing can be used to learn the dynamics of the shallow-water equations. In particular, while most previous applications of reservoir computing have required training on a particular trajectory…

Machine Learning · Computer Science 2022-11-10 Xiaoqian Chen , Balasubramanya T. Nadiga , Ilya Timofeyev

Introduction. Reservoir Computing is a bio-inspired computing paradigm for processing time-dependent signals. The performance of its hardware implementation is comparable to state-of-the-art digital algorithms on a series of benchmark…

Neural and Evolutionary Computing · Computer Science 2020-12-22 Piotr Antonik , Marc Haelterman , Serge Massar

Conventional offline training of reduced-order bases in a predetermined region of a parameter space leads to parametric reduced-order models that are vulnerable to extrapolation. This vulnerability manifests itself whenever a queried…

Numerical Analysis · Mathematics 2020-04-02 Wanli He , Philip Avery , Charbel Farhat

Physical reservoir computing is a computational framework that offers an energy- and computation-efficient alternative to conventional training of neural networks. In reservoir computing, input signals are mapped into the high-dimensional…

Soft Condensed Matter · Physics 2026-01-12 Veit-Lorenz Heuthe , Lukas Seemann , Samuel Tovey , Clemens Bechinger

This paper addresses source component shift adaptation, aiming to update predictions adapting to source component shifts for incoming data streams based on past training data. Existing online learning methods often fail to utilize recurring…

Machine Learning · Computer Science 2025-08-15 Ryuta Matsuno

Recently developed reduced-order modeling techniques aim to approximate nonlinear dynamical systems on low-dimensional manifolds learned from data. This is an effective approach for modeling dynamics in a post-transient regime where the…

Dynamical Systems · Mathematics 2023-09-27 Samuel E. Otto , Gregory R. Macchio , Clarence W. Rowley

We propose a gradient-free online ensemble learning algorithm that dynamically combines forecasts from a heterogeneous set of machine learning models based on their recent predictive performance, measured by out-of-sample R-squared. The…

Statistical Finance · Quantitative Finance 2025-11-13 Jiaju Miao , Pawel Polak

We develop an online learning method for prediction, which is important in problems with large and/or streaming data sets. We formulate the learning approach using a covariance-fitting methodology, and show that the resulting predictor has…

Machine Learning · Computer Science 2017-03-16 Dave Zachariah , Petre Stoica , Thomas B. Schön

Bayesian model calibration is central to digital twins and computer experiments, as it aligns model outputs with field observations by estimating calibration parameters and correcting systematic model bias. Classical Bayesian calibration…

Machine Learning · Computer Science 2026-05-08 Yang Xu , Chiwoo Park

Load forecasting is crucial for multiple energy management tasks such as scheduling generation capacity, planning supply and demand, and minimizing energy trade costs. Such relevance has increased even more in recent years due to the…

Machine Learning · Computer Science 2024-08-16 Verónica Álvarez , Santiago Mazuelas , José A. Lozano

Recent advances in the theory of Neural Operators (NOs) have enabled fast and accurate computation of the solutions to complex systems described by partial differential equations (PDEs). Despite their great success, current NO-based…

Machine Learning · Computer Science 2024-03-18 Ashutosh Singh , Ricardo Augusto Borsoi , Deniz Erdogmus , Tales Imbiriba

In this article, we introduce an adaptive online model update algorithm designed for predictive control applications in networked systems, particularly focusing on power distribution systems. Unlike traditional methods that depend on…

Systems and Control · Electrical Eng. & Systems 2024-07-18 Vivek Khatana , Chin-Yao Chang , Wenbo Wang