{"title":"函数非线性自回归模型(F-NARX)的代理模型","authors":"Styfen Schär, Stefano Marelli, Bruno Sudret","doi":"10.1016/j.ress.2025.111276","DOIUrl":null,"url":null,"abstract":"<div><div>We propose a novel functional approach to surrogate modeling of dynamical systems with exogenous inputs. This approach, named Functional Nonlinear AutoRegressive with eXogenous inputs (<span><math><mi>F</mi></math></span>-NARX), approximates the system response based on temporal features of the exogenous inputs and the system response. This marks a major step away from the discrete-time-centric approach of classical NARX models, which determines the relationship between selected time steps of the input/output time series. By modeling the system in a time-feature space, <span><math><mi>F</mi></math></span>-NARX takes advantage of the temporal smoothness of the process being modeled, providing more stable predictions and reducing the dependence of model performance on the discretization of the time axis.</div><div>In this work, we introduce an <span><math><mi>F</mi></math></span>-NARX implementation based on principal component analysis and polynomial regression. To further improve prediction accuracy, we also introduce a modified hybrid least angle regression approach to identify a sparse model structure and minimize the expected forecast error, rather than the one-step-ahead prediction error.</div><div>We investigate the behavior and capabilities of our <span><math><mi>F</mi></math></span>-NARX implementation on two case studies: an eight-story building under wind loading and a three-story steel frame under seismic loading. Our results demonstrate that <span><math><mi>F</mi></math></span>-NARX has several favorable properties that make it well-suited to surrogate modeling applications.</div></div>","PeriodicalId":54500,"journal":{"name":"Reliability Engineering & System Safety","volume":"264 ","pages":"Article 111276"},"PeriodicalIF":11.0000,"publicationDate":"2025-06-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Surrogate modeling with functional nonlinear autoregressive models (F-NARX)\",\"authors\":\"Styfen Schär, Stefano Marelli, Bruno Sudret\",\"doi\":\"10.1016/j.ress.2025.111276\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><div>We propose a novel functional approach to surrogate modeling of dynamical systems with exogenous inputs. This approach, named Functional Nonlinear AutoRegressive with eXogenous inputs (<span><math><mi>F</mi></math></span>-NARX), approximates the system response based on temporal features of the exogenous inputs and the system response. This marks a major step away from the discrete-time-centric approach of classical NARX models, which determines the relationship between selected time steps of the input/output time series. By modeling the system in a time-feature space, <span><math><mi>F</mi></math></span>-NARX takes advantage of the temporal smoothness of the process being modeled, providing more stable predictions and reducing the dependence of model performance on the discretization of the time axis.</div><div>In this work, we introduce an <span><math><mi>F</mi></math></span>-NARX implementation based on principal component analysis and polynomial regression. To further improve prediction accuracy, we also introduce a modified hybrid least angle regression approach to identify a sparse model structure and minimize the expected forecast error, rather than the one-step-ahead prediction error.</div><div>We investigate the behavior and capabilities of our <span><math><mi>F</mi></math></span>-NARX implementation on two case studies: an eight-story building under wind loading and a three-story steel frame under seismic loading. Our results demonstrate that <span><math><mi>F</mi></math></span>-NARX has several favorable properties that make it well-suited to surrogate modeling applications.</div></div>\",\"PeriodicalId\":54500,\"journal\":{\"name\":\"Reliability Engineering & System Safety\",\"volume\":\"264 \",\"pages\":\"Article 111276\"},\"PeriodicalIF\":11.0000,\"publicationDate\":\"2025-06-06\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Reliability Engineering & System Safety\",\"FirstCategoryId\":\"5\",\"ListUrlMain\":\"https://www.sciencedirect.com/science/article/pii/S0951832025004776\",\"RegionNum\":1,\"RegionCategory\":\"工程技术\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"ENGINEERING, INDUSTRIAL\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Reliability Engineering & System Safety","FirstCategoryId":"5","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0951832025004776","RegionNum":1,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"ENGINEERING, INDUSTRIAL","Score":null,"Total":0}
Surrogate modeling with functional nonlinear autoregressive models (F-NARX)
We propose a novel functional approach to surrogate modeling of dynamical systems with exogenous inputs. This approach, named Functional Nonlinear AutoRegressive with eXogenous inputs (-NARX), approximates the system response based on temporal features of the exogenous inputs and the system response. This marks a major step away from the discrete-time-centric approach of classical NARX models, which determines the relationship between selected time steps of the input/output time series. By modeling the system in a time-feature space, -NARX takes advantage of the temporal smoothness of the process being modeled, providing more stable predictions and reducing the dependence of model performance on the discretization of the time axis.
In this work, we introduce an -NARX implementation based on principal component analysis and polynomial regression. To further improve prediction accuracy, we also introduce a modified hybrid least angle regression approach to identify a sparse model structure and minimize the expected forecast error, rather than the one-step-ahead prediction error.
We investigate the behavior and capabilities of our -NARX implementation on two case studies: an eight-story building under wind loading and a three-story steel frame under seismic loading. Our results demonstrate that -NARX has several favorable properties that make it well-suited to surrogate modeling applications.
期刊介绍:
Elsevier publishes Reliability Engineering & System Safety in association with the European Safety and Reliability Association and the Safety Engineering and Risk Analysis Division. The international journal is devoted to developing and applying methods to enhance the safety and reliability of complex technological systems, like nuclear power plants, chemical plants, hazardous waste facilities, space systems, offshore and maritime systems, transportation systems, constructed infrastructure, and manufacturing plants. The journal normally publishes only articles that involve the analysis of substantive problems related to the reliability of complex systems or present techniques and/or theoretical results that have a discernable relationship to the solution of such problems. An important aim is to balance academic material and practical applications.