English
Related papers

Related papers: Adaptive Nonlinear Vector Autoregression: Robust F…

200 papers

Multivariate network time series are ubiquitous in modern systems, yet existing network autoregressive models typically treat nodes as scalar processes, ignoring cross-variable spillovers. To capture these complex interactions without the…

Methodology · Statistics 2026-01-06 Qi Lyu , Xiaoyu Zhang , Guodong Li , Di Wang

We explore the hyperparameter space of reservoir computers used for forecasting of the chaotic Lorenz '63 attractor with Bayesian optimization. We use a new measure of reservoir performance, designed to emphasize learning the global climate…

Machine Learning · Computer Science 2020-01-08 Aaron Griffith , Andrew Pomerance , Daniel J. Gauthier

We investigate robust model-free reinforcement learning algorithms designed for environments that may be dynamic or even adversarial. Traditional state-based policies often struggle to accommodate the challenges imposed by the presence of…

Machine Learning · Computer Science 2023-11-02 Udaya Ghai , Arushi Gupta , Wenhan Xia , Karan Singh , Elad Hazan

This paper proposes a nonlinear estimator for the robust reconstruction of process and sensor faults for a class of uncertain nonlinear systems. The proposed fault estimation method augments the system dynamics with an ultra-local (in time)…

Systems and Control · Electrical Eng. & Systems 2024-06-11 Farhad Ghanipoor , Carlos Murguia , Peyman Mohajerin Esfahani , Nathan van de Wouw

Reservoir computers (RCs) are powerful machine learning architectures for time series prediction. Recently, next generation reservoir computers (NGRCs) have been introduced, offering distinct advantages over RCs, such as reduced…

Machine Learning · Computer Science 2024-06-07 Ravi Chepuri , Dael Amzalag , Thomas Antonsen , Michelle Girvan

A nonparametric learning solution framework is proposed for the global nonlinear robust output regulation problem. We first extend the assumption that the steady-state generator is linear in the exogenous signal to the more relaxed…

Systems and Control · Electrical Eng. & Systems 2024-06-21 Shimin Wang , Martin Guay , Zhiyong Chen , Richard D. Braatz

The errors-in-variables (EIV) regression model, being more realistic by accounting for measurement errors in both the dependent and the independent variables, is widely adopted in applied sciences. The traditional EIV model estimators,…

Methodology · Statistics 2015-08-13 Hao Han , Wei Zhu

This paper considers the problem of robust adaptive efficient estimating of a periodic function in a continuous time regression model with the dependent noises given by a general square integrable semimartingale with a conditionally…

Statistics Theory · Mathematics 2019-09-24 Evgeny Pchelintsev , Serguei Pergamenshchikov

This work presents a novel methodology for analysis and control of nonlinear fluid systems using neural networks. The approach is demonstrated on four different study cases being the Lorenz system, a modified version of the…

Fluid Dynamics · Physics 2023-08-28 Tarcísio Déda , William Wolf , Scott Dawson

Label noise has been broadly observed in real-world datasets. To mitigate the negative impact of overfitting to label noise for deep models, effective strategies (\textit{e.g.}, re-weighting, or loss rectification) have been broadly applied…

Machine Learning · Computer Science 2026-03-19 Haoliang Sun , Qi Wei , Lei Feng , Yupeng Hu , Fan Liu , Hehe Fan , Yilong Yin

Recurrent neural networks (RNNs) are nonlinear dynamical models commonly used in the machine learning and dynamical systems literature to represent complex dynamical or sequential relationships between variables. More recently, as deep…

Methodology · Statistics 2018-02-08 Patrick L. McDermott , Christopher K. Wikle

A regularized artificial neural network (RANN) is proposed for interval-valued data prediction. The ANN model is selected due to its powerful capability in fitting linear and nonlinear functions. To meet mathematical coherence requirement…

Computation · Statistics 2018-08-22 Zebin Yang , Dennis K. J. Lin , Aijun Zhang

We consider the problem of robust and adaptive model predictive control (MPC) of a linear system, with unknown parameters that are learned along the way (adaptive), in a critical setting where failures must be prevented (robust). This…

Machine Learning · Computer Science 2020-10-22 Edouard Leurent , Denis Efimov , Odalric-Ambrym Maillard

This paper introduces a novel method for robust output-feedback model predictive control (MPC) for a class of nonlinear discrete-time systems. We propose a novel interval-valued predictor which, given an initial estimate of the state,…

Systems and Control · Electrical Eng. & Systems 2025-04-15 Scott Brown , Mohammad Khajenejad , Aamodh Suresh , Sonia Martinez

With the dramatic increase of dimensions in the data representation, extracting latent low-dimensional features becomes of the utmost importance for efficient classification. Aiming at the problems of unclear margin representation and…

Machine Learning · Computer Science 2020-06-16 Liangchen Hu , Wensheng Zhang

Recurrent stochastic configuration networks (RSCNs) have shown great potential in modelling nonlinear dynamic systems with uncertainties. This paper presents an RSCN with hybrid regularization to enhance both the learning capacity and…

Machine Learning · Computer Science 2024-12-03 Gang Dang , Dianhui Wang

Linear Quadratic Regulator (LQR) is often combined with feedback linearization (FBL) for nonlinear systems that have the nonlinearity additive to the input. Conventional approaches estimate and cancel the nonlinearity based on the first…

Systems and Control · Electrical Eng. & Systems 2024-12-04 Takahito Fujimori

Flow network models can capture the underlying physics and operational constraints of many networked systems including the power grid and transportation and water networks. However, analyzing reliability of systems using computationally…

Machine Learning · Computer Science 2021-09-14 Nariman L. Dehghani , Soroush Zamanian , Abdollah Shafieezadeh

A method is provided for designing and training noise-driven recurrent neural networks as models of stochastic processes. The method unifies and generalizes two known separate modeling approaches, Echo State Networks (ESN) and Linear…

Adaptation and Self-Organizing Systems · Physics 2014-04-14 Mathieu N. Galtier , Camille Marini , Gilles Wainrib , Herbert Jaeger

Temporal data modelling techniques with neural networks are useful in many domain applications, including time-series forecasting and control engineering. This paper aims at developing a recurrent version of stochastic configuration…

Machine Learning · Computer Science 2025-04-03 Dianhui Wang , Gang Dang