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High-frequency trading (HFT) represents a pivotal and intensely competitive domain within the financial markets. The velocity and accuracy of data processing exert a direct influence on profitability, underscoring the significance of this…

机器学习 · 计算机科学 2024-12-03 Yuxin Fan , Zhuohuan Hu , Lei Fu , Yu Cheng , Liyang Wang , Yuxiang Wang

Data-driven modeling is useful for reconstructing nonlinear dynamical systems when the underlying process is unknown or too expensive to compute. Having reliable uncertainty assessment of the forecast enables tools to be deployed to predict…

统计方法学 · 统计学 2023-11-01 Mengyang Gu , Yizi Lin , Victor Chang Lee , Diana Qiu

Deep neural networks are often applied to medical images to automate the problem of medical diagnosis. However, a more clinically relevant question that practitioners usually face is how to predict the future trajectory of a disease.…

图像与视频处理 · 电气工程与系统科学 2023-09-20 Huy Hoang Nguyen , Matthew B. Blaschko , Simo Saarakkala , Aleksei Tiulpin

Services and warranties of large fleets of engineering assets is a very profitable business. The success of companies in that area is often related to predictive maintenance driven by advanced analytics. Therefore, accurate modeling, as a…

计算工程、金融与科学 · 计算机科学 2019-01-18 Renato Giorgiani Nascimento , Felipe A. C. Viana

In this paper, we propose a data-driven economic model predictive control (EMPC) scheme with generalized terminal constraint to control an unknown linear time-invariant system. Our scheme is based on the Fundamental Lemma to predict future…

系统与控制 · 电气工程与系统科学 2022-12-07 Yifan Xie , Julian Berberich , Frank Allgöwer

We present a study of the attractive Hubbard model based on the dynamical mean field theory (DMFT) combined with the numerical renormalization group (NRG). For this study the NRG method is extended to deal with self-consistent solutions of…

超导电性 · 物理学 2009-07-22 J. Bauer , A. C. Hewson , N. Dupuis

The application of data-driven remaining useful life (RUL) prediction has long been constrained by the availability of large amount of degradation data. Mainstream solutions such as domain adaptation and meta-learning still rely on large…

机器学习 · 计算机科学 2026-02-02 En Fu , Yanyan Hu , Changhua Hu , Zengwang Jin , Kaixiang Peng

In this paper, we propose a data-driven approach for uncertainty propagation and reachability analysis in a dynamical system. The proposed approach relies on the linear lifting of a nonlinear system using linear Perron-Frobenius (P-F) and…

系统与控制 · 电气工程与系统科学 2020-01-22 Amarsagar Reddy Ramapuram Matavalam , Umesh Vaidya , Venkataramana Ajjarapu

Reliable spacecraft attitude control depends on accurate prediction of attitude dynamics, particularly when model-based strategies such as Model Predictive Control (MPC) are employed, where performance is limited by the quality of the…

机器人学 · 计算机科学 2026-02-19 Carlo Cena , Mauro Martini , Marcello Chiaberge

The equations of complex dynamical systems may not be identified by expert knowledge, especially if the underlying mechanisms are unknown. Data-driven discovery methods address this challenge by inferring governing equations from…

机器学习 · 计算机科学 2026-02-05 Amit K. Chakraborty , Hao Wang , Pouria Ramazi

Various engineering systems such as naval and aerial vehicles, offshore structures, and mechanical components of motorized systems, are exposed to fatigue failures due to stochastic loadings. Methods for early failure prediction are…

机器学习 · 计算机科学 2021-04-06 Maor Farid

Given the advancements in data-driven modeling for complex engineering and scientific applications, this work utilizes a data-driven predictive control method, namely subspace predictive control, to coordinate hybrid power plant components…

系统与控制 · 电气工程与系统科学 2025-02-20 Manavendra Desai , Himanshu Sharma , Sayak Mukherjee , Sonja Glavaski

Building energy management is one of the core problems in modern power grids to reduce energy consumption while ensuring occupants' comfort. However, the building energy management system (BEMS) is now facing more challenges and…

系统与控制 · 电气工程与系统科学 2021-06-29 Huiliang Zhang , Sayani Seal , Di Wu , Benoit Boulet , Francois Bouffard , Geza Joos

Dynamic fluctuations in the wind field to which a wind turbine (WT) is exposed to are responsible for fatigue loads on its components. To reduce structural loads in WTs, advanced control schemes have been proposed. In recent years,…

系统与控制 · 电气工程与系统科学 2024-04-30 Edwin Kipchirchir , Jonathan Liebeton , Dirk Söffker

Complex systems such as aircraft engines, turbines, and industrial machinery often operate under dynamically changing conditions. These varying operating conditions can substantially influence degradation behavior and make prognostic…

机器学习 · 计算机科学 2026-04-14 Yuqi Su , Xiaolei Fang

Nonlinear dynamical systems are ubiquitous in nature and they are hard to forecast. Not only they may be sensitive to small perturbations in their initial conditions, but they are often composed of processes acting at multiple scales.…

混沌动力学 · 物理学 2025-10-06 Chenyu Dong , Davide Faranda , Adriano Gualandi , Valerio Lucarini , Gianmarco Mengaldo

Despite great successes, model predictive control (MPC) relies on an accurate dynamical model and requires high onboard computational power, impeding its wider adoption in engineering systems, especially for nonlinear real-time systems with…

系统与控制 · 电气工程与系统科学 2023-07-03 Amin Vahidi-Moghaddam , Kaian Chen , Kaixiang Zhang , Zhaojian Li , Yan Wang , Kai Wu

The entry phase constitutes a design driver for aerospace systems that include such a critical step. This phase is characterized by hypersonic flows encompassing multiscale phenomena that require advanced modeling capabilities. However,…

In many state-of-the-art control approaches for power systems with storage units, an explicit model of the storage dynamics is required. With growing numbers of storage units, identifying these dynamics can be cumbersome. This paper employs…

系统与控制 · 电气工程与系统科学 2024-07-09 Johannes B. Lipka , Christian A. Hans

Safe predictions are a crucial requirement for integrating predictive models into clinical decision support systems. One approach for ensuring trustworthiness is to enable models' ability to express their uncertainty about individual…

机器学习 · 计算机科学 2026-03-10 L. Julián Lechuga López , Tim G. J. Rudner , Farah E. Shamout