SEARCH · Search NASA

Results for “Autoregressive model”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

SourceResearch connectionFrom yearThrough year

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 127 records · Page 7

All sources NASA NTRS DOE OSTI

NASA NTRS1996

An efficient approach to ARMA modeling of biological systems with multiple inputs and delays

This paper presents a new approach to AutoRegressive Moving Average (ARMA or ARX) modeling which automatically seeks the best model order to represent investigated linear, time invariant systems using their input/output data. The algorithm seeks the ARMA parameterization which accounts for variability in the output of the system due to input activity and contains the fewest number of parameters required to do so. The unique characteristics of the proposed system identification algorithm are its simplicity and efficiency in handling systems with delays and multiple inputs. We present results of applying the algorithm to simulated data and experimental biological data In addition, a technique for assessing the error associated with the impulse responses calculated from estimated ARMA parameterizations is presented. The mapping from ARMA coefficients to impulse response estimates is nonlinear, which complicates any effort to construct confidence bounds for the obtained impulse responses. Here a method for obtaining a linearization of this mapping is derived, which leads to a simple procedure to approximate the confidence bounds.

Non-NASA Center↗

DOE OSTI2022

Sensitivity of the U.S. economy to oil prices controlling for domestic production and imports

This paper investigates the sensitivity of U.S. economic performance to oil price changes, accounting for changes in the domestic petroleum supply-demand balance over the last decade. Herein, a non-linear (asymmetric) autoregressive distributed lag (NARDL) model is used to estimate the U.S. GDP elasticity with respect to the oil price, controlling for oil production, consumption and imports, and macroeconomic variables. The positive and negative components of the oil price both have statistically significant long-run impacts on the real U.S. GDP. The parameter estimates imply that a 1% positive and permanent oil price shock, all else the same, would have a long-run impact of –0.045% on the U.S. economy (an elasticity of –0.045), but short-run parameters on the positive oil price terms are not significant at the 10% level. The long-run parameter on the negative oil price component term implies an elasticity of –0.034. Thus, controlling for domestic U.S. oil production and oil trade, the long-run oil price elasticity of the U.S. GDP remains within the range of estimates from previous studies. The results also show that domestic oil production and consumption have short-run impacts on the U.S. GDP. The potential extent of interactions among these variables, and implications for the net economic impacts, under an oil price shock are subjects of future research.

29 ENERGY PLANNING, POLICY, AND ECONOMY↗

DOE OSTI2023

Synthetic Electricity Market Data Generation and HERON Use Case Setup of Advanced Nuclear Reactors Coupled with Thermal Energy Storage Systems

This study evaluates and optimizes advanced nuclear reactors coupled with thermal energy storage (TES) systems in an Integrated Energy System (IES) architecture to enable advanced nuclear power plants (A NPP) to participate in multi-commodity markets, thus enhancing their economic competitiveness. Nuclear-TES coupling scenarios studied herein are designed attenuate the nuclear heat dynamics and defer energy delivery to a later time, enabling the nuclear reactor to continue operating at or near steady-state design conditions as usual while also enabling flexible generation. Three A-NPPs, namely, an advanced light-water reactor (A LWR), a high temperature gas-cooled reactor (HTGR) and a liquid-metal fast reactor (LMFR) were selected as the initial use cases for demonstrating the technoeconomic of thermally balanced energy storage coupling design for thermal power extraction. Each of the reactor technologies were evaluated in two different electricity markets. Stochastic optimization approach was adopted which included the evaluation of price signals from the Pennsylvania-New Jersey-Maryland (PJM) market, and Electric Reliability Council of Texas (ERCOT), using an autoregressive moving average (ARMA) model. Risk Analysis Virtual Environment (RAVEN) tool and its dispatch optimization plugin, the Holistic Energy Resource Optimization Network (HERON), were used to perform dispatch and capacity optimization, using the price data provided by the ARMA models. The results from the Nuclear-TES use cases will be used to design and characterize dynamic integrated system behavior and feedback.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

NASA NTRS1983

Adaptive control of a flexible beam using least square lattice filters

This paper presents an indirect adaptive control scheme for the control of flexible structures using recursive least square lattice filters. The identification scheme uses lattice filters which provide an on-line estimate of the number of modes, mode shapes and modal amplitudes. These modes are coupled and a transformation to decouple them in order to obtain the natural modes is presented. The decoupled modal amplitude time series are then used in an equation error identification scheme to identify the model parameters in an autoregressive moving average (ARMA) form. The control is based on modal pole placement scheme with the objective of vibration suppression. The control gains are calculated based on the identified ARMA parameters. Before using the identified parameters for control, detailed testing and validation procedures are carried out on the identified parameters. The full adaptive control scheme is demonstrated using the simulation for the 12 foot free-free beam apparatus at NASA Langley Research Center.

Sundararajan, N.↗

NASA NTRS2016

California Reservoir Inflow Projections Using a Hybrid EMD-Matalas Method

Inflow projections provide scenarios for future water availability and are integral to operational reservoir management. They can aid water practitioners in decision-making for conservation efforts, multiyear storage retention, managing flood risk, downstream water releases, and regional growth planning. However, conventional methods are often limited in terms of their ability to incorporate non-stationarity, long run persistence, and the cross-correlation of multiple series in a region. This research aims to address these issues with a hybrid approach that integrates Empirical Mode Decomposition (EMD) with the Matalas multisite generation method. Multiple long-run inflows were examined for the Shasta/Trinity Reservoirs and Oroville Reservoir of California. EMD is used to decompose each inflow series into a set of independent intrinsic mode functions (IMFs) that have different timescales and frequencies. These IMFs were grouped into intradecadal (less-than- 10-year average periodicity) and interdecadal (greater-than-10-year average periodicity) series for each site. The IMF projections at each site were then combined to produce replicates of the historical data. This preserves the correlation structure of the intra- and interdecadal components of the series. The hybrid EMD-Matalas method was compared to a traditional autoregressive lag-one model. Both methods were found to retain the statistical characteristics of the historical data. However, the EMD-Matalas method retained the multiyear wet and dry periods to a greater degree. This was examined by comparing the 5-year and 10-year sums from the traditional model with the hybrid EMD-Matalas model. An advantage of the EMD-Matalas method is the ability to explicitly incorporate modes of non-stationary long-run persistence often associated with large-scale climate drivers such as the El Nino Southern Oscillation (ENSO) or the Pacific Decadal Oscillation (PDO). This contributes to scenario planning that may be particularly important for managing multiyear low flow periods.

inflow projections↗

DOE OSTI2025

A Multivariate Space‐Time Dynamic Model for Characterizing the Atmospheric Impacts Following the Mt. Pinatubo Eruption

The June 1991 Mt. Pinatubo eruption resulted in a massive increase of sulfate aerosols in the atmosphere, absorbing radiation and leading to global changes in surface and stratospheric temperatures. A volcanic eruption of this magnitude serves as a natural analog for stratospheric aerosol injection, a proposed solar radiation modification method to combat a warming climate. The impacts of such an event are multifaceted and region-specific. Our goal is to characterize the multivariate and dynamic nature of the atmospheric impacts following the Mt. Pinatubo eruption. We developed a multivariate space-time dynamic linear model to understand the full extent of the spatially- and temporally-varying impacts. Specifically, spatial variation is modeled using a flexible set of basis functions for which the basis coefficients are allowed to vary in time through a vector autoregressive (VAR) structure. This novel model is cast in a Dynamic Linear Model (DLM) framework and estimated via a customized MCMC approach. We demonstrate how the model quantifies the relationships between key atmospheric parameters prior to and following the Mt. Pinatubo eruption with reanalysis data from MERRA-2 and highlight when such a model is advantageous over univariate models.

Dynamic Linear Model↗

DOE OSTI2025

A Demand Bidding Model for Multi-Product Industrial Plants

The growing contribution of renewable energy sources has increased volatility and uncertainty in electricity markets, challenging traditional grid operation paradigms. Demand bidding (DB), a market participation model where (large) electricity users communicate their willingness to pay for electricity to the grid operator, was shown in previous work to enhance grid stability and lower generation cost. We present a DB model for multi-product industrial plants, based on an extended optimal power flow problem where the plant dynamics are represented using autoregressive with extra inputs (ARX) models. We compare DB to price-based demand-side management, showing that, under certain assumptions, the two approaches are equivalent, while DB provides more transparency and predictability to the grid operator. A case study based on an industrial air separation unit is discussed.

24 POWER TRANSMISSION AND DISTRIBUTION↗

NASA NTRS2006

Development of Aeroservoelastic Analytical Models and Gust Load Alleviation Control Laws of a SensorCraft Wind-Tunnel Model Using Measured Data

Aeroservoelastic (ASE) analytical models of a SensorCraft wind-tunnel model are generated using measured data. The data was acquired during the ASE wind-tunnel test of the HiLDA (High Lift-to-Drag Active) Wing model, tested in the NASA Langley Transonic Dynamics Tunnel (TDT) in late 2004. Two time-domain system identification techniques are applied to the development of the ASE analytical models: impulse response (IR) method and the Generalized Predictive Control (GPC) method. Using measured control surface inputs (frequency sweeps) and associated sensor responses, the IR method is used to extract corresponding input/output impulse response pairs. These impulse responses are then transformed into state-space models for use in ASE analyses. Similarly, the GPC method transforms measured random control surface inputs and associated sensor responses into an AutoRegressive with eXogenous input (ARX) model. The ARX model is then used to develop the gust load alleviation (GLA) control law. For the IR method, comparison of measured with simulated responses are presented to investigate the accuracy of the ASE analytical models developed. For the GPC method, comparison of simulated open-loop and closed-loop (GLA) time histories are presented.

Silva, Walter A.↗

NASA NTRS2007

Development of Aeroservoelastic Analytical Models and Gust Load Alleviation Control Laws of a SensorCraft Wind-Tunnel Model Using Measured Data

Walter A. Silva↗

DOE OSTI2024

Generative machine learning for detector response modeling with a conditional normalizing flow

In this paper, we explore the potential of generative machine learning models as an alternative to the computationally expensive Monte Carlo (MC) simulations commonly used by the Large Hadron Collider (LHC) experiments. Our objective is to develop a generative model capable of efficiently simulating detector responses for specific particle observables, focusing on the correlations between detector responses of different particles in the same event and accommodating asymmetric detector responses. Here, we present a conditional normalizing flow model ($\mathcal{CNF}$) based on a chain of Masked Autoregressive Flows, which effectively incorporates conditional variables and models high-dimensional density distributions. We assess the performance of the $\mathcal{CNF}$ model using a simulated sample of Higgs boson decaying to diphoton events at the LHC. We create reconstruction-level observables using a smearing technique. We show that conditional normalizing flows can accurately model complex detector responses and their correlation. This method can potentially reduce the computational burden associated with generating large numbers of simulated events while ensuring that the generated events meet the requirements for data analyses. We make our code available at https://github.com/allixu/normalizing_flow_for_detector_response

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗

DOE OSTI2023

Recurrent Convolutional Deep Neural Networks for Modeling Time-Resolved Wildfire Spread Behavior

The increasing incidence and severity of wildfires underscores the necessity of accurately predicting their behavior. While high-fidelity models derived from first principles offer physical accuracy, they are too computationally expensive for use in real-time fire response. Low-fidelity models sacrifice some physical accuracy and generalizability via the integration of empirical measurements, but enable real-time simulations for operational use in fire response. Machine learning techniques have demonstrated the ability to bridge these objectives by learning first-principles physics while achieving computational speedups. While deep learning approaches have demonstrated the ability to predict wildfire propagation over large time periods, time-resolved fire-spread predictions are needed for active fire management. Here, in this work, we evaluate the ability of deep learning approaches in accurately modeling the time-resolved dynamics of wildfires. We use an autoregressive process in which a convolutional recurrent deep learning model makes predictions that propagate a wildfire over 15 min increments. We apply the model to four simulated datasets of increasing complexity, containing both field fires with homogeneous fuel distribution as well as real-world topologies sampled from the California region of the United States. We show that even after 100 autoregressive predictions representing more than 24 h of simulated fire spread, the resulting models generate stable and realistic propagation dynamics, achieving a Jaccard score between 0.89 and 0.94 when predicting the resulting fire scar. The inference time of the deep learning models are examined and compared, and directions for future work are discussed.

54 ENVIRONMENTAL SCIENCES↗

DOE OSTI2026

Autoregressive long-horizon prediction of plasma edge dynamics *

Accurate modeling of scrape-off layer (SOL) and divertor-edge dynamics is vital for designing plasma-facing components in fusion devices. High-fidelity edge fluid/neutral codes such as SOLPS-ITER capture SOL physics with high accuracy, but their computational cost limits broad parameter scans and long transient studies. We present transformer-based, autoregressive surrogates for efficient prediction of 2D, time-dependent plasma edge state fields. Trained on SOLPS-ITER spatiotemporal data for the KSTAR tokamak, the surrogates forecast electron temperature, electron density, and radiated power over extended horizons. We evaluate model variants trained with increasing autoregressive horizons (1–100 steps) on short- and long-horizon prediction tasks. Longer-horizon training systematically improves rollout stability and mitigates error accumulation, enabling stable predictions over hundreds to thousands of steps and reproducing key dynamical features such as the motion of high-radiation regions. Measured end-to-end wall-clock times show the surrogate is orders of magnitude faster than SOLPS-ITER, enabling rapid parameter exploration. Prediction accuracy degrades when the surrogate enters physical regimes not represented in the training dataset, motivating future work on data enrichment and physics-informed constraints. Overall, this approach provides a fast, accurate surrogate for computationally intensive plasma edge simulations, supporting rapid scenario exploration, control-oriented studies, and progress toward real-time applications in fusion devices.

autoregressive deep learning↗

NASA NTRS1984

Texture classification using autoregressive filtering

A general theory of image texture models is proposed and its applicability to the problem of scene segmentation using texture classification is discussed. An algorithm, based on half-plane autoregressive filtering, which optimally utilizes second order statistics to discriminate between texture classes represented by arbitrary wide sense stationary random fields is described. Empirical results of applying this algorithm to natural and sysnthesized scenes are presented and future research is outlined.

Lawton, W. M.↗

DOE OSTI2020

Data-Driven Linear Parameter-Varying Modeling and Control of Flexible Loads for Grid Services: Preprint

Flexible loads have great potential to improve the power grid's flexibility and stability. To effectively control large ensembles of heterogeneous loads, reliable models thereof are required. The paper presents a data-driven modeling and control approach to manage flexible loads for providing grid services. We leverage a linear parameter-varying autoregressive moving average (LPV-ARMA) model to describe the aggregate load response, where the parameters in the model are used to capture external environment impacts (e.g., weather). A gain-scheduling feedback controller is then developed to adapt to environmental variations. This data-driven approach can be easily applied to different types of loads in various environmental conditions. In addition to the ensemble controller, distributed load controllers are designed to deliver grid services, while maintaining the quality of service of inherent load tasks. We demonstrate the work on the IEEE 37-node distribution system for real-time power regulation services through control of thermostatically controlled loads.

control↗

NASA NTRS1975

The effects of correlation on goodness of fit

Autocorrelated normal random variates were generated via computer and the effects of various levels of correlation on goodness of fit problems were studied. The results are useful in determining the distribution or estimating the parameters of populations that correlate observations such as wind speeds and temperature. The model used to generate the autocorrelated data is an autoregressive process of order 1. The Kolmogorov-Smirnov and chi-square statistics are used in the analysis. It was observed in the simulation that high positive correlations tend to shift the sample mean away from the population mean and negative correlations tend to shift the sample mean towards the population mean. In many cases, it was observed that positive and negative correlations tend to decrease the standard deviation. However, since this did not occur in all cases, no definite conclusion can be made regarding the standard deviation. Since the autoregressive process is a linear transformation, it is not surprising that normality was preserved. However, a possible extension of this problem could be to generate non-normal data and observe how the distribution is affected by correlation. Another extension might utilize another model such as autoregressive of order k or a moving average process of order k.

Kitchens, L. J.↗

NASA NTRS2016

Electron Flux Models for Different Energies at Geostationary Orbit

Forecast models were derived for energetic electrons at all energy ranges sampled by the third-generation Geostationary Operational Environmental Satellites (GOES). These models were based on Multi-Input Single-Output Nonlinear Autoregressive Moving Average with Exogenous inputs methodologies. The model inputs include the solar wind velocity, density and pressure, the fraction of time that the interplanetary magnetic field (IMF) was southward, the IMF contribution of a solar wind-magnetosphere coupling function proposed by Boynton et al. (2011b), and the Dst index. As such, this study has deduced five new 1 h resolution models for the low-energy electrons measured by GOES (30-50 keV, 50-100 keV, 100-200 keV, 200-350 keV, and 350-600 keV) and extended the existing >800 keV and >2 MeV Geostationary Earth Orbit electron fluxes models to forecast at a 1 h resolution. All of these models were shown to provide accurate forecasts, with prediction efficiencies ranging between 66.9% and 82.3%.

Boynton, R. J.↗

DOE OSTI2023

Modeling the 4D discharge of lithium-ion batteries with a multiscale time-dependent deep learning framework

The lithium-ion battery (LIB) field is moving towards the direction of investigating spatially resolved physical phenomena in the 3D porous microstructure of electrodes. These pore-scale simulations give new insights into the local dynamics of lithiation/de-lithiation and charge transport, Nevertheless, the computational time of these simulations limits the integration of these models in optimization workflows of cycling conditions or electrode manufacturing processes. Machine learning models present a way of assessing in real-time the performance of materials. While several successful techniques for replicating simulations with machine learning have been proposed, this case study presents a more demanding problem, due to the necessity of understanding the behavior of heterogeneous 3D local data, as it evolves in time: this poses both a scientific and a technical challenge. To this end, we propose an autoregressive multiscale convolutional neural network model to predict relevant quantities at the pore-scale in the solid phase: the lithium concentration (in the active material) and potential (in the active material and carbon binder). Here, these are ultimately used to reconstruct the battery discharge curve. 3D images of the electrode microstructures are the input to the network, trained with a dataset of finite element method simulations to predict the discharge behavior of the cathode side in lithium ion batteries. We propose this machine learning model as a proof-of-concept of the applicability of multiscale networks for time-dependent physics problems. The trained model exhibits very high accuracy (with errors lower than 2 %) in forecasting the discharge behavior of new unseen cathodes.

25 ENERGY STORAGE↗

DOE OSTI2023

Benchmarking the PCMCI Causal Discovery Algorithm for Spatiotemporal Systems

Causal discovery algorithms construct hypothesized causal graphs that depict causal dependencies among variables in observational data. While powerful, the accuracy of these algorithms is highly sensitive to the underlying dynamics of the system in ways that have not been fully characterized in the literature. In this report, we benchmark the PCMCI causal discovery algorithm in its application to gridded spatiotemporal systems. Effectively computing grid-level causal graphs on large grids will enable analysis of the causal impacts of transient and mobile spatial phenomena in large systems, such as the Earth’s climate. We evaluate the performance of PCMCI with a set of structural causal models, using simulated spatial vector autoregressive processes in one- and two-dimensions. We develop computational and analytical tools for characterizing these processes and their associated causal graphs. Our findings suggest that direct application of PCMCI is not suitable for the analysis of dynamical spatiotemporal gridded systems, such as climatological data, without significant preprocessing and downscaling of the data. PCMCI requires unrealistic sample sizes to achieve acceptable performance on even modestly sized problems and suffers from a notable curse of dimensionality. This work suggests that, even under generous structural assumptions, significant additional algorithmic improvements are needed before causal discovery algorithms can be reliably applied to grid-level outputs of earth system models.

54 ENVIRONMENTAL SCIENCES↗