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Data-informed predictive maintenance planning largely relies on stochastic deterioration models. Monitoring information can be utilized to update sequentially the knowledge on time-invariant deterioration model parameters either within an…

统计计算 · 统计学 2023-08-02 Antonios Kamariotis , Luca Sardi , Iason Papaioannou , Eleni Chatzi , Daniel Straub

Accurate prediction of structural failure modes under seismic excitations is essential for seismic risk and resilience assessment. Traditional simulation-based approaches often result in imbalanced datasets dominated by non-failure or…

机器学习 · 计算机科学 2026-02-12 Jungho Kim , Taeyong Kim

We propose a novel Bayesian approach to modelling nonlinear alignments of time series based on latent shared information. We apply the method to the real-world problem of finding common structure in the sensor data of wind turbines…

机器学习 · 统计学 2018-05-24 Markus Kaiser , Clemens Otte , Thomas Runkler , Carl Henrik Ek

Geoscientific systems tend to be characterized by pronounced temporal non-stationarity, arising from seasonal and climatic variability in hydrometeorological drivers, and from natural and anthropogenic changes to land use and cover. As has…

机器学习 · 计算机科学 2026-04-13 M Jawad , HV Gupta , YH Wang , MA Farmani , A Behrangi , GY Niu

Real-world time series exhibit temporally structured uncertainty: volatility clusters in turbulent regimes, dissipates in stable periods, and shifts abruptly around structural breaks. Yet many probabilistic forecasting methods estimate…

机器学习 · 计算机科学 2026-05-26 Yijun Wang , Qiyuan Zhuang , Xiu-Shen Wei

Spatial process models are widely used for modeling point-referenced variables arising from diverse scientific domains. Analyzing the resulting random surface provides deeper insights into the nature of latent dependence within the studied…

统计方法学 · 统计学 2023-02-15 Aritra Halder , Sudipto Banerjee , Dipak K. Dey

Computer models, aiming at simulating a complex real system, are often calibrated in the light of data to improve performance. Standard calibration methods assume that the optimal values of calibration parameters are invariant to the model…

统计方法学 · 统计学 2017-09-01 Georgios Karagiannis , Bledar A. Konomi , Guang Lin

We introduce a novel Bayesian method that can detect multiple structural breaks in the mean and variance of a length $T$ time-series. Our method quantifies uncertainty by returning $\alpha$-level credible sets around the estimated locations…

统计方法学 · 统计学 2025-07-14 Davis Berlind , Lorenzo Cappello , Oscar Hernan Madrid Padilla

Bayesian methods are increasingly being applied to parameterize mechanistic process models used in environmental prediction and forecasting. In particular, models describing ecosystem dynamics with multiple states that are linear and…

应用统计 · 统计学 2021-10-19 John W. Smith , Leah R. Johnson , Robert Q. Thomas

Structural failure time models are causal models for estimating the effect of time-varying treatments on a survival outcome. G-estimation and artificial censoring have been proposed to estimate the model parameters in the presence of…

统计方法学 · 统计学 2019-02-19 Shu Yang , Karen Pieper , Frank Cools

Near real-time damage diagnosis of building structures after extreme events (e.g., earthquakes) is of great importance in structural health monitoring. Unlike conventional methods that are usually time-consuming and require human expertise,…

信号处理 · 电气工程与系统科学 2019-10-25 Seyed Omid Sajedi , Xiao Liang

In real-world scenarios like traffic and energy, massive time-series data with missing values and noises are widely observed, even sampled irregularly. While many imputation methods have been proposed, most of them work with a local…

机器学习 · 计算机科学 2024-06-03 Shikai Fang , Qingsong Wen , Yingtao Luo , Shandian Zhe , Liang Sun

For civil structures, structural damage due to severe loading events such as earthquakes, or due to long-term environmental degradation, usually occurs in localized areas of a structure. A new sparse Bayesian probabilistic framework for…

应用统计 · 统计学 2015-07-02 Yong Huang , James L. Beck

Utilizing the information in observations of a complex system to make accurate predictions through a quantitative model when observations are completed at time $T$, requires an accurate estimate of the full state of the model at time $T$.…

混沌动力学 · 物理学 2014-05-13 Zhe An , Daniel Rey , Henry D. I. Abarbanel

Context: In addressing how best to estimate how much effort is required to develop software, a recent study found that using exemplary and recently completed projects [forming Bellwether moving windows (BMW)] in software effort prediction…

软件工程 · 计算机科学 2021-05-18 Solomon Mensah , Jacky Keung , Stephen G. MacDonell , Michael Franklin Bosu , Kwabena Ebo Bennin

Ensemble forecast based on physics-informed models is one of the most widely used forecast algorithms for complex turbulent systems. A major difficulty in such a method is the model error that is ubiquitous in practice. Data-driven machine…

大气与海洋物理 · 物理学 2021-11-24 Nan Chen , Yingda Li

Data collected from arrays of sensors are essential for informed decision-making in various systems. However, the presence of anomalies can compromise the accuracy and reliability of insights drawn from the collected data or information…

应用统计 · 统计学 2024-03-19 Katie Buchhorn , Kerrie Mengersen , Edgar Santos-Fernandez , James McGree

Estimating the distribution over failures is a key step in validating autonomous systems. Existing approaches focus on finding failures for a small range of initial conditions or make restrictive assumptions about the properties of the…

机器人学 · 计算机科学 2023-05-18 Harrison Delecki , Anthony Corso , Mykel J. Kochenderfer

Practitioners monitoring deployed probabilistic models face a fundamental trap: any fixed-sample test applied repeatedly over an unbounded stream will eventually raise a false alarm, even when the model remains perfectly stable. Existing…

统计方法学 · 统计学 2026-03-16 Tristan Farran

This study proposes the novel Bayesian and inverse Bayesian (BIB) inference framework that incorporates symmetry bias into the Bayesian updating process to perform both conventional and inverse Bayesian updates concurrently. Conventional…