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This article proposes an artificial data generating algorithm that is simple and easy to customize. The fundamental concept is to perform random permutation of Monte Carlo generated random numbers which conform to the unconditional…

Computational Finance · Quantitative Finance 2021-02-17 A. Christian Silva , Fernando F. Ferreira

Transmission expansion planning (TEP) plays a critical role in ensuring power system reliability and facilitating the integration of renewable energy resources. However, this process requires planners to constantly deal with significant…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Victor Schmitt , Farzaneh Pourahmadi , Angela Flores-Quiroz , Pablo Apablaza , Pierluigi Mancarella

We present a falsification framework that integrates learned surrogate dynamics with optimal control to efficiently generate counterexamples for cyber-physical systems specified in signal temporal logic (STL). The unknown system dynamics…

Systems and Control · Electrical Eng. & Systems 2026-02-03 Lasse Kötz , Jonas Sjöberg , Knut Åkesson

The transition of the power grid requires new technologies and methodologies, which can only be developed and tested in simulations. Especially larger simulation setups with many levels of detail can become quite slow. Therefore, the number…

Signal Processing · Electrical Eng. & Systems 2020-06-23 Stephan Balduin , Tom Westermann , Erika Puiutta

The performance of recurrence networks and symbolic networks to detect weak nonlinearities in time series is compared to the nonlinear prediction error. For the synthetic data of the Lorenz system, the network measures show a comparable…

Chaotic Dynamics · Physics 2019-07-09 Ingo Laut , Christoph Räth

The aim of this paper is to present a new fast-convergent numerically stable space-time adaptive processing (STAP) algorithm derived using a novel technique of feedback orthogonalization. The main advantages of this approach lie in its…

Instrumentation and Methods for Astrophysics · Physics 2010-08-26 Vasily A. Khlebnikov , Kristian Zarb Adami

Surrogate markers are most commonly studied within the context of randomized clinical trials. However, the need for alternative outcomes extends beyond these settings and may be more pronounced in real-world public health and social science…

Methodology · Statistics 2025-04-23 Rebecca Knowlton , Layla Parast

In many randomized trials, outcomes such as essays or open-ended responses must be manually scored as a preliminary step to impact analysis, a process that is costly and limiting. Model-assisted estimation offers a way to combine surrogate…

Methodology · Statistics 2026-02-16 Reagan Mozer , Nicole E. Pashley , Luke Miratrix

For economic nonlinear model predictive control and dynamic real-time optimization fast and accurate models are necessary. Consequently, the use of dynamic surrogate models to mimic complex rigorous models is increasingly coming into focus.…

Systems and Control · Electrical Eng. & Systems 2021-07-30 Torben Talis , Joris Weigert , Erik Esche , Jens-Uwe Repke

The method of surrogates is widely used in the field of nonlinear data analysis for testing for weak nonlinearities. The two most commonly used algorithms for generating surrogates are the amplitude adjusted Fourier transform (AAFT) and the…

Data Analysis, Statistics and Probability · Physics 2016-12-21 Christoph Raeth , Roberto A. Monetti

Can we evolve better training data for machine learning algorithms? To investigate this question we use population-based optimisation algorithms to generate artificial surrogate training data for naive Bayes for regression. We demonstrate…

Artificial Intelligence · Computer Science 2018-11-29 Michael Mayo , Eibe Frank

We propose a new statistical test to identify non-stationary frequency-modulated stochastic processes from time series data. Our method uses the instantaneous phase as a discriminatory statistics with reliable critical values derived from…

Data Analysis, Statistics and Probability · Physics 2022-08-08 Adrian L. Hauber , Christian Sigloch , Jens Timmer

We propose a statistical-stochastic surrogate modeling approach to predict the response of the mean and variance statistics under various initial conditions and external forcing perturbations. The proposed modeling framework extends the…

Data Analysis, Statistics and Probability · Physics 2023-04-07 Di Qi , John Harlim

In networked dynamical systems, inferring governing parameters is crucial for predicting nodal dynamics, such as gene expression levels, species abundance, or population density. While many parameter estimation techniques rely on…

Adaptation and Self-Organizing Systems · Physics 2025-03-25 Yanna Ding , Malik Magdon-Ismail , Jianxi Gao

Measurement-constrained datasets, often encountered in semi-supervised learning, arise when data labeling is costly, time-intensive, or hindered by confidentiality or ethical concerns, resulting in a scarcity of labeled data. In certain…

Methodology · Statistics 2025-01-15 Yixin Shen , Yang Ning

We describe an exact test of the null hypothesis that a Markov chain is nth order versus the alternate hypothesis that it is $(n+1)$-th order. The procedure does not rely on asymptotic properties, but instead builds up the test statistic…

Data Analysis, Statistics and Probability · Physics 2013-02-07 Shawn D. Pethel , Daniel W. Hahs

We present a novel sparsity-based space-time adaptive processing (STAP) technique based on the alternating direction method to overcome the severe performance degradation caused by array gain/phase (GP) errors. The proposed algorithm…

Data Structures and Algorithms · Computer Science 2017-06-27 Zhaocheng Yang , Rodrigo C. de Lamare , Weijian Liu

We study a class of prediction problems in which relatively few observations have associated responses, but all observations include both standard covariates as well as additional "helper" covariates. While the end goal is to make…

Statistics Theory · Mathematics 2024-12-13 Eric Xia , Martin J. Wainwright

Test inputs fail not only when the system under test is faulty but also when the inputs are invalid or unrealistic. Failures resulting from invalid or unrealistic test inputs are spurious. Avoiding spurious failures improves the…

Software Engineering · Computer Science 2023-12-12 Baharin Aliashrafi Jodat , Abhishek Chandar , Shiva Nejati , Mehrdad Sabetzadeh

For stochastic process models, parameter inference is often severely bottlenecked by computationally expensive likelihood functions. Simulation-based inference (SBI) bypasses this restriction by constructing amortized surrogate likelihoods,…

Machine Learning · Statistics 2026-05-26 Alexander Shen , Mikael Kuusela