中文
相关论文

相关论文: Phase-randomised Fourier transform model for the g…

200 篇论文

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…

混沌动力学 · 物理学 2019-07-09 Ingo Laut , Christoph Räth

Chaotic systems pose fundamental challenges for data-driven dynamics discovery, as small modeling errors lead to exponentially growing trajectory discrepancies. Since exact long-term prediction is unattainable, it is natural to ask what a…

机器学习 · 计算机科学 2026-05-15 Joon-Hyuk Ko , Andrus Giraldo , Deok-Sun Lee

Surrogate models provide compact relations between user-defined input parameters and output quantities of interest, enabling the efficient evaluation of complex parametric systems in many-query settings. Such capabilities are essential in a…

数值分析 · 数学 2026-03-16 Matteo Giacomini , Pedro Díez

The surrogate data method is widely applied as a data dependent technique to test observed time series against a barrage of hypotheses. However, often the hypotheses one is able to address are not those of greatest interest, particularly…

混沌动力学 · 物理学 2007-05-23 Xiaodong Luo , Tomomichi Nakamura , Michael Small

The solar wind, a continuous outflow of charged particles from the Sun's corona, shapes the heliosphere and impacts space systems near Earth. Accurate prediction of features such as high-speed streams and coronal mass ejections is critical…

机器学习 · 计算机科学 2026-03-20 Reza Mansouri , Dustin Kempton , Pete Riley , Rafal Angryk

Quantifying the uncertainty of wind energy potential from climate models is a very time-consuming task and requires a considerable amount of computational resources. A statistical model trained on a small set of runs can act as a stochastic…

应用统计 · 统计学 2017-11-13 Jaehong Jeong , Yuan Yan , Stefano Castruccio , Marc G. Genton

This algorithm is designed to perform numerical transforms to convert data from the temporal domain into the spectral domain. This algorithm obtains the spectral magnitude and phase by studying the Coefficient of Determination of a series…

光学 · 物理学 2026-05-20 Matthew David Marko

Existing deep learning-based surrogate models facilitate efficient data generation, but fall short in uncertainty quantification, efficient parameter space exploration, and reverse prediction. In our work, we introduce SurroFlow, a novel…

机器学习 · 计算机科学 2024-07-19 Jingyi Shen , Yuhan Duan , Han-Wei Shen

The optimization of industrial processes remains a critical challenge, particularly when no mathematical formulation of objective functions or constraints is available. This study addresses this issue by proposing a surrogate-based,…

计算工程、金融与科学 · 计算机科学 2025-07-16 Eider Garate-Perez , Kerman López de Calle-Etxabe , Susana Ferreiro

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…

计算金融 · 定量金融 2021-02-17 A. Christian Silva , Fernando F. Ferreira

In this communication a new algorithm is proposed to produce surrogates for pseudoperiodic time series. By imposing a few constraints on the noise components of pseudoperiodic data sets, we devise an effective method to generate surrogates.…

混沌动力学 · 物理学 2007-05-23 Xiaodong Luo , Tomomichi Nakamura , Michael Small

The method of surrogate data is a tool to test whether data were generated by some class of model. Tests based on the periodogram have been proposed to decide if linear systems driven by Gaussian noise could have generated a sample time…

comp-gas · 物理学 2008-02-03 J. Timmer

Hypothesis testing based on surrogate data has emerged as a popular way to test the null hypothesis that a signal is a realization of a linear stochastic process. Typically, this is done by generating surrogates which are made to conform to…

混沌动力学 · 物理学 2010-08-12 Diego Guarin , Alvaro Orozco , Edilson Delgado

High-speed flight vehicles, which travel much faster than the speed of sound, are crucial for national defense and space exploration. However, accurately predicting their behavior under numerous, varied flight conditions is a challenge and…

机器学习 · 计算机科学 2024-11-07 Tyler E. Korenyi-Both , Nathan J. Falkiewicz , Matthew C. Jones

Experiments in many fields of science and engineering yield data in the form of time series. The Fourier and wavelet transform-based nonparametric methods are used widely to study the spectral characteristics of these time series data.…

数据分析、统计与概率 · 物理学 2009-11-13 Mukeshwar Dhamala , Govindan Rangarajan , Mingzhou Ding

This work proposes a method of wind farm scenario generation to support real-time optimization tools and presents key findings therein. This work draws upon work from the literature and presents an efficient and scalable method for…

应用统计 · 统计学 2021-06-18 Trevor Werho , Junshan Zhang , Vijay Vittal , Yonghong Chen , Anupam Thatte , Long Zhao

The dynamics of Lagrangian particles in turbulence play a crucial role in mixing, transport, and dispersion in complex flows. Their trajectories exhibit highly non-trivial statistical behavior, motivating the development of surrogate models…

A surrogate model that accurately predicts distribution system voltages is crucial for reliable smart grid planning and operation. This letter proposes a fixed-point data-driven surrogate modeling method that employs a limited dataset to…

系统与控制 · 电气工程与系统科学 2024-01-01 Hoang Tien Nguyen , Young-Jin Kim , Dae-Hyun Choi

An algorithm is described that can generate random variants of a time series or image while preserving the probability distribution of original values and the pointwise Holder regularity. Thus, it preserves the multifractal properties of…

数据分析、统计与概率 · 物理学 2017-03-22 Christopher J Keylock

Short-term wind speed prediction is essential for economical wind power utilization. The real-world wind speed data is typically intermittent and fluctuating, presenting great challenges to existing shallow models. In this paper, we present…

机器学习 · 计算机科学 2023-05-08 Hailong Shu