相关论文: Application of Nonlinear Autoregressive with Exoge…

Ultra reliable low latency communications (URLLC) is a new service class introduced in 5G which is characterized by strict reliability $(1-10^{-5})$ and low latency requirements (1 ms). To meet these requisites, several strategies like…

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…

A Nonlinear Auto-Regressive with eXogenous inputs (NARX) model can be used to describe time-varying processes; where the output depends on both previous outputs and current/previous external input variables. One limitation of NARX models is…

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…

Exogenous variables offer valuable supplementary information for predicting future endogenous variables. Forecasting with exogenous variables needs to consider both past-to-future dependencies (i.e., temporal correlations) and the influence…

This project introduces the GNAR-HARX model, which combines Generalised Network Autoregressive (GNAR) structure with Heterogeneous Autoregressive (HAR) dynamics and exogenous predictors such as implied volatility. The model is designed for…

We report a comparative analysis of three dynamic neural network (NN) architectures -- NAR, NARX, and NIO -- to evaluate their efficiency in estimating the critical-measurement-strength parameter ($c_{crit}$) characterizing topological…

This work presents a novel regularization method for the identification of Nonlinear Autoregressive eXogenous (NARX) models. The regularization method promotes the exponential decay of the influence of past input samples on the current…

This research paper delves into the field of quadrotor dynamics, which are famous by their nonlinearity, under-actuation, and multivariable nature. Due to the critical need for precise modeling and control in this context we explore the…

Jointly modeling and forecasting economic and financial variables across a large set of countries has long been a significant challenge. Two primary approaches have been utilized to address this issue: the vector autoregressive model with…

This paper aims to explore the application of machine learning in forecasting Chinese macroeconomic variables. Specifically, it employs various machine learning models to predict the quarterly real GDP growth of China, and analyzes the…

This paper introduces an interdisciplinary framework called Machine Psychology, which merges principles from operant learning psychology with a specific Artificial Intelligence model, the Non-Axiomatic Reasoning System (NARS), to enhance…

Constructing accurate and computationally efficient surrogate models (or emulators) for predicting dynamical system responses is critical in many engineering domains, yet remains challenging due to the strongly nonlinear and…

Neural networks have revolutionized many empirical fields, yet their application to financial time series forecasting remains controversial. In this study, we demonstrate that the conventional practice of estimating models locally in…

Temperature control is a complex task due to its often unknown dynamics and disturbances. This paper explores the use of Neural Nonlinear AutoRegressive eXogenous (NNARX) models for nonlinear system identification and model predictive…

Real-time economic information is essential for policy-making but difficult to obtain. We introduce a granular nowcasting method for macro- and industry-level GDP using a network approach and data on real-time monthly inter-industry…

We extend the neural basis expansion analysis (NBEATS) to incorporate exogenous factors. The resulting method, called NBEATSx, improves on a well performing deep learning model, extending its capabilities by including exogenous variables…

Learning-based precoding has been shown able to be implemented in real-time, jointly optimized with channel acquisition, and robust to imperfect channels. Yet previous works rarely explain the design choices and learning performance, and…

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…

Economic forecasting is concerned with the estimation of some variable like gross domestic product (GDP) in the next period given a set of variables that describes the current situation or state of the economy, including industrial…