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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

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

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

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

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

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

The paper introduces a flexible model for the analysis of multivariate nonlinear time series data. The proposed Functional Coefficients Network Autoregressive (FCNAR) model considers the response of each node in the network to depend in a…

Methodology · Statistics 2024-02-13 Hang Yin , Abolfazl Safikhani , George Michailidis

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

We develop a hierarchical Gaussian process model for forecasting and inference of functional time series data. Unlike existing methods, our approach is especially suited for sparsely or irregularly sampled curves and for curves sampled with…

Methodology · Statistics 2019-07-02 Daniel R. Kowal , David S. Matteson , David Ruppert

This work introduces a novel approach for the joint selection of model structure and parameter learning for nonlinear dynamical systems identification. Focusing on a specific Recurrent Neural Networks (RNNs) family, i.e., Nonlinear…

Systems and Control · Electrical Eng. & Systems 2026-01-27 Corrado Sgadari , Alessio La Bella , Marcello Farina

Forecasting neural activity in response to naturalistic stimuli remains a key challenge for understanding brain dynamics and enabling downstream neurotechnological applications. Here, we introduce a generative forecasting framework for…

Neurons and Cognition · Quantitative Biology 2026-04-14 Nicole Rogalla , Yuzhen Qin , Mario Senden , Ahmed El-Gazzar , Marcel van Gerven

This report presents the modeling results for three systems, two numerical and one experimental. In the numerical examples, we use mathematical models previously obtained in the literature as the systems to be identified. The first…

Systems and Control · Electrical Eng. & Systems 2021-07-05 Lucas A. Tavares , Petrus E. O. G. B. Abreu , Luis A. Aguirre

The development of efficient and robust dynamic models is fundamental in the field of systems and control engineering. In this paper, a new formulation for the dynamic model of nonlinear mechanical systems, that can be applied to different…

Systems and Control · Electrical Eng. & Systems 2026-02-09 Davide Tebaldi , Roberto Zanasi

Contemporary recommendation systems are designed to meet users' needs by delivering tailored lists of items that align with their specific demands or interests. In a multi-stage recommendation system, reranking plays a crucial role by…

Information Retrieval · Computer Science 2025-03-26 Yuxin Ren , Qiya Yang , Yichun Wu , Wei Xu , Yalong Wang , Zhiqiang Zhang

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 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

We introduce a new class of non-linear function-on-function regression models for functional data using neural networks. We propose a framework using a hidden layer consisting of continuous neurons, called a continuous hidden layer, for…

Methodology · Statistics 2023-10-10 Aniruddha Rajendra Rao , Matthew Reimherr

The autoregressive (AR) models, such as attention-based encoder-decoder models and RNN-Transducer, have achieved great success in speech recognition. They predict the output sequence conditioned on the previous tokens and acoustic encoded…

Audio and Speech Processing · Electrical Eng. & Systems 2022-04-06 Zhengkun Tian , Jiangyan Yi , Jianhua Tao , Ye Bai , Shuai Zhang , Zhengqi Wen , Xuefei Liu

We propose a factor network autoregressive (FNAR) model for time series with complex network structures. The coefficients of the model reflect many different types of connections between economic agents ("multilayer network"), which are…

Econometrics · Economics 2025-04-24 Matteo Barigozzi , Giuseppe Cavaliere , Graziano Moramarco

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
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