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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.

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At least 19 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2026

Data-Driven Voltage Regulation of Distribution Grid Using Nonlinear Autoregressive Model with Exogenous Inputs (NARX)

This article proposes data-driven control via a nonlinear autoregressive model with exogenous inputs (NARX) for real-time voltage regulation of a modified feeder using reactive power sources. Traditional voltage control strategies rely on rule-based heuristics or optimization techniques, which often require detailed system models and extensive computational resources. The NARX-based controller learns system dynamics from historical data and predicts optimal reactive power dispatch in real-time for voltage correction. The proposed approach is evaluated on a power system feeder model under varying load and network conditions. Simulation results demonstrate that the NARX-based controller achieves improved voltage regulation, offering higher adaptability to system fluctuations. This study highlights the potential of data-driven control for enhancing the reliability of power distribution networks.

Donge, Vrushabh [ORNL] (ORCID:0000000306062803)↗
DOE OSTI2024

A Gaussian process autoregressive model capturing microstructure evolution paths in a Ni–Mo–Nb alloy

Additive manufacturing is increasingly being employed to produce components of complex geometries in structural alloys because of the expected energy savings associated with the near-net-shape capability and the ability to build in novel internal features that are not possible with many conventional manufacturing approaches. However, because of the extreme thermal conditions encountered, the non-equilibrium microstructures produced during powder bed-based additive manufacturing processes must be subjected to custom post-heat treatment processes to recover the target mechanical properties. Phase-field models and simulation techniques have matured to a state where the microstructure evolution paths, and the morphologies of the resulting precipitate phases can be predicted reasonably accurately, considering alloy-specific thermodynamic and kinetic aspects of the nucleation and growth processes. However, phase-field simulations are computationally intensive, which precludes the ability to apply the simulations directly to the length scale of the entire component. Therefore, it is highly desirable to develop low-computational-cost surrogate models that effectively capture the physics at the microstructural length scale, while facilitating the design of optimized processing conditions resulting in location-specific targeted microstructures at the component scale. The work presented here demonstrates the application of the materials knowledge system framework to develop a surrogate model that effectively captures the microstructural path during annealing of a Ni–Mo–Nb alloy containing different Mo and Nb compositions known to segregate during solidification under additive manufacturing conditions. Specifically, the surrogate model built in this work is based on a Gaussian process autoregressive model informed by statistical representation of simulated microstructures using two-point correlations and dimensionality reduction through principal component analysis. In conclusion, this surrogate model is shown to capture the bifurcation of the microstructural path during precipitation, which yields a microstructure dominated by the $\gamma^{\prime\prime}$ phase at high Nb concentrations and the $\delta$ phase at low Nb concentrations.

36 MATERIALS SCIENCE↗
DOE OSTI2023

Generalizing to new geometries with Geometry-Aware Autoregressive Models (GAAMs) for fast calorimeter simulation

Generation of simulated detector response to collision products is crucial to data analysis in particle physics, but computationally very expensive. One subdetector, the calorimeter, dominates the computational time due to the high granularity of its cells and complexity of the interactions. Generative models can provide more rapid sample production, but currently require significant effort to optimize performance for specific detector geometries, often requiring many models to describe the varying cell sizes and arrangements, without the ability to generalize to other geometries. Here, we develop a geometry-aware autoregressive model, which learns how the calorimeter response varies with geometry, and is capable of generating simulated responses to unseen geometries without additional training. The geometry-aware model outperforms a baseline unaware model by over 50% in several metrics such as the Wasserstein distance between the generated and the true distributions of key quantities which summarize the simulated response. A single geometry-aware model could replace the hundreds of generative models currently designed for calorimeter simulation by physicists analyzing data collected at the Large Hadron Collider. This proof-of-concept study motivates the design of a foundational model that will be a crucial tool for the study of future detectors, dramatically reducing the large upfront investment usually needed to develop generative calorimeter models.

47 OTHER INSTRUMENTATION↗
DOE OSTI2023

High-dimensional multivariate autoregressive model estimation of human electrophysiological data using fMRI priors

Multivariate autoregressive (MVAR) model estimation enables assessment of causal interactions in brain networks. However, accurately estimating MVAR models for high-dimensional electrophysiological recordings is challenging due to the extensive data requirements. Hence, the applicability of MVAR models for study of brain behavior over hundreds of recording sites has been very limited. Prior work has focused on different strategies for selecting a subset of important MVAR coefficients in the model to reduce the data requirements of conventional least-squares estimation algorithms. Here we propose incorporating prior information, such as resting state functional connectivity derived from functional magnetic resonance imaging, into MVAR model estimation using a weighted group least absolute shrinkage and selection operator (LASSO) regularization strategy. The proposed approach is shown to reduce data requirements by a factor of two relative to the recently proposed group LASSO method of Endemann et al (Neuroimage 254:119057, 2022) while resulting in models that are both more parsimonious and more accurate. The effectiveness of the method is demonstrated using simulation studies of physiologically realistic MVAR models derived from intracranial electroencephalography (iEEG) data. The robustness of the approach to deviations between the conditions under which the prior information and iEEG data is obtained is illustrated using models from data collected in different sleep stages. This approach allows accurate effective connectivity analyses over short time scales, facilitating investigations of causal interactions in the brain underlying perception and cognition during rapid transitions in behavioral state.

62 RADIOLOGY AND NUCLEAR MEDICINE↗
NASA NTRS1983

Autoregressive Models for Use in Scene Segmentation

A scene segmentation approach is presented which is based on generating autoregressive field models for each scene component (class) from its a priori spatial statistics. A methodology is also described for using these models in achieving optimal segmentation of a scene. The derivations are presented for the case of single band imagery, however, the method is believed to be extendable to multispectral data.

Naraghi, M.↗
NASA NTRS1989

Autoregressive modeling for the spectral analysis of oceanographic data

Over the last decade there has been a dramatic increase in the number and volume of data sets useful for oceanographic studies. Many of these data sets consist of long temporal or spatial series derived from satellites and large-scale oceanographic experiments. These data sets are, however, often 'gappy' in space, irregular in time, and always of finite length. The conventional Fourier transform (FT) approach to the spectral analysis is thus often inapplicable, or where applicable, it provides questionable results. Here, through comparative analysis with the FT for different oceanographic data sets, the possibilities offered by autoregressive (AR) modeling to perform spectral analysis of gappy, finite-length series, are discussed. The applications demonstrate that as the length of the time series becomes shorter, the resolving power of the AR approach as compared with that of the FT improves. For the longest data sets examined here, 98 points, the AR method performed only slightly better than the FT, but for the very short ones, 17 points, the AR method showed a dramatic improvement over the FT. The application of the AR method to a gappy time series, although a secondary concern of this manuscript, further underlines the value of this approach.

Gangopadhyay, Avijit↗
DOE OSTI2022

Estimation of process steady state with autoregressive models and Bayesian inference

To improve efficiency, separations engineers will typically design process circuits containing recirculating streams, which mix one or more of the process outputs with the feed material. Doing so can improve efficiency, but will cause a delay in the system reaching steady state conditions until the recirculating load mass flows stabilize. In testing separation circuits, engineers will often test a variety of factors and complete an analysis from sample results. Knowledge of if a process is at steady state, as well as the steady state conditions of a process, is essential for a valid techno-economic analysis. However, the definition of process steady state is often poorly defined, or does not include uncertainty quantification. If the performance of a process operating under two different sets of conditions are compared, an engineer who does not test for steady state or quantify steady state conditions risks producing a faulty analysis. In this work, a Bayesian statistical method for testing if all streams are at steady state is further motivated and then derived. Then after testing for steady state, the same model is used with a prior distribution that enforces a steady state assumption to estimate steady state conditions. Further, these methods were validated in a solvent extraction pilot plant where steady state conditions for all outflows were inferred with uncertainty quantification. Analysis is completed with functions available to the reader as part of the BayesMassBal (V 1.1.0) software package written in R.

01 COAL, LIGNITE, AND PEAT↗
DOE OSTI2020

Time-series machine-learning error models for approximate solutions to parameterized dynamical systems

This work proposes a machine-learning framework for modeling the error incurred by approximate solutions to parameterized dynamical systems. In particular, we extend the machine-learning error models (MLEM) framework proposed in Ref. Freno and Carlberg (2019) to dynamical systems. The proposed Time-Series Machine-Learning Error Modeling (T-MLEM) method constructs a regression model that maps features – which comprise error indicators that are derived from standard a posteriori error-quantification techniques – to a random variable for the approximate-solution error at each time instance. The proposed framework considers a wide range of candidate features, regression methods, and additive noise models. We consider primarily recursive regression techniques developed for time-series modeling, including both classical time-series models (e.g., autoregressive models) and recurrent neural networks (RNNs), but also analyze standard non-recursive regression techniques (e.g., feed-forward neural networks) for comparative purposes. Finally, numerical experiments conducted on multiple benchmark problems illustrate that the long short-term memory (LSTM) neural network, which is a type of RNN, outperforms other methods and yields substantial improvements in error predictions over traditional approaches.

42 ENGINEERING↗
NASA NTRS1981

Studies in astronomical time series analysis. I - Modeling random processes in the time domain

Several random process models in the time domain are defined and discussed. Attention is given to the moving average model, the autoregressive model, and relationships between and combinations of these models. Consideration is then given to methods for investigating pulse structure, procedures of model construction, computational methods, and numerical experiments. A FORTRAN algorithm of time series analysis has been developed which is relatively stable numerically. Results of test cases are given to study the effect of adding noise and of different distributions for the pulse amplitudes. A preliminary analysis of the light curve of the quasar 3C 272 is considered as an example.

Scargle, J. D.↗
NASA NTRS1982

Quantiles, parametric-select density estimation, and bi-information parameter estimators

A quantile-based approach to statistical analysis and probability modeling of data is presented which formulates statistical inference problems as functional inference problems in which the parameters to be estimated are density functions. Density estimators can be non-parametric (computed independently of model identified) or parametric-select (approximated by finite parametric models that can provide standard models whose fit can be tested). Exponential models and autoregressive models are approximating densities which can be justified as maximum entropy for respectively the entropy of a probability density and the entropy of a quantile density. Applications of these ideas are outlined to the problems of modeling: (1) univariate data; (2) bivariate data and tests for independence; and (3) two samples and likelihood ratios. It is proposed that bi-information estimation of a density function can be developed by analogy to the problem of identification of regression models.

Parzen, E.↗
NASA NTRS1992

Several recursive techniques for observer/Kalman filter system identification from data

This paper derives algorithms for identifying autoregressive models, with external input, of multi-input multi-output systems from data using a fast transversal filter or a least-squares lattice filter. The autoregressive models including external inputs are used to identify state-space models and the corresponding observer/Kalman filter gains of the system. The derivation is an extension of scalar autoregressive model approaches, modified to cope with multivariables, external inputs and an extra direct-influence term. Comparisons between the fast transversal filter, the least-squares lattice filter and the classical least-squares method are made in terms of complexity, computational cost and practical applications issues. A numerical example is included to illustrate the approach.

Chen, Chung-Wen↗
NASA NTRS1992

Real-time processing of radar return on a parallel computer

NASA is working with the FAA to demonstrate the feasibility of pulse Doppler radar as a candidate airborne sensor to detect low altitude windshears. The need to provide the pilot with timely information about possible hazards has motivated a demand for real-time processing of a radar return. Investigated here is parallel processing as a means of accommodating the high data rates required. A PC based parallel computer, called the transputer, is used to investigate issues in real time concurrent processing of radar signals. A transputer network is made up of an array of single instruction stream processors that can be networked in a variety of ways. They are easily reconfigured and software development is largely independent of the particular network topology. The performance of the transputer is evaluated in light of the computational requirements. A number of algorithms have been implemented on the transputers in OCCAM, a language specially designed for parallel processing. These include signal processing algorithms such as the Fast Fourier Transform (FFT), pulse-pair, and autoregressive modelling, as well as routing software to support concurrency. The most computationally intensive task is estimating the spectrum. Two approaches have been taken on this problem, the first and most conventional of which is to use the FFT. By using table look-ups for the basis function and other optimizing techniques, an algorithm has been developed that is sufficient for real time. The other approach is to model the signal as an autoregressive process and estimate the spectrum based on the model coefficients. This technique is attractive because it does not suffer from the spectral leakage problem inherent in the FFT. Benchmark tests indicate that autoregressive modeling is feasible in real time.

Aalfs, David D.↗
NASA NTRS1992

Fault detection using a two-model test for changes in the parameters of an autoregressive time series

This article describes an investigation of a statistical hypothesis testing method for detecting changes in the characteristics of an observed time series. The work is motivated by the need for practical automated methods for on-line monitoring of Deep Space Network (DSN) equipment to detect failures and changes in behavior. In particular, on-line monitoring of the motor current in a DSN 34-m beam waveguide (BWG) antenna is used as an example. The algorithm is based on a measure of the information theoretic distance between two autoregressive models: one estimated with data from a dynamic reference window and one estimated with data from a sliding reference window. The Hinkley cumulative sum stopping rule is utilized to detect a change in the mean of this distance measure, corresponding to the detection of a change in the underlying process. The basic theory behind this two-model test is presented, and the problem of practical implementation is addressed, examining windowing methods, model estimation, and detection parameter assignment. Results from the five fault-transition simulations are presented to show the possible limitations of the detection method, and suggestions for future implementation are given.

Scholtz, P.↗
NASA NTRS1987

Improvements in the perturbation simulations of the global reference atmospheric model

The Global Reference Atmospheric Model (GRAM) program includes the capability for simulating pseudo-random perturbations in density, temperature, pressure, or wind components along a simulated reentry trajectory or other path through the atmosphere. Some concerns were expressed by GRAM users, however, that the mean-square perturbation gradients may be too large for small values of the vertical separation Delta z. The present GRAM perturbation simulations, based on a one-step autoregressive model, yield a power spectrum versus wavenumber k which is proportional to k sup -2 at high wavenumbers. This feature also produces mean-square perturbation differences which are directly proportional to Delta z, and mean-square perturbation gradients which are inversely proportional to Delta z. Thus, root-mean-square gradients, (Delta f/Delta z) sub rms, increase with decreasing Delta a as Delta z sup -1/2. A simple modification to GRAM is suggested which overcomes this problem, i.e., which produce root-mean-square gradient that remain bound as Delta z approaches zero. Possible applications of more sophisticated simulation approaches, e.g., second order autoregressive models, or fractal model techniques, were also explored briefly but found to yield improvements which appear too small to justify their considerable added complexity for use in the GRAM programs.

Justus, C. G.↗