概率逻辑
人工神经网络
概率预测
一般化
计算机科学
系列(地层学)
时间序列
过程(计算)
人工智能
状态变量
混合动力系统
统计模型
国家(计算机科学)
机器学习
动力系统理论
均方误差
数学模型
数学优化
需求预测
动力系统(定义)
面子(社会学概念)
技术预测
系统动力学
作者
Mahdi Nasiri Abarbekouh
摘要
"This paper develops an approach for multi-step forecasting of dynamical systems by integrating probabilistic input forecasting with physics-informed output prediction. Accurate multi-step forecasting of time series systems is important for the automatic control and optimization of physical processes, enabling more precise decision-making. While mechanistic-based and data-driven machine learning (ML) approaches have been employed for time series forecasting, they face significant limitations. Incomplete knowledge of process mathematical models limits mechanistic-based direct employment, while purely data-driven ML models struggle with dynamic environments, leading to poor generalization. To address these limitations, this paper proposes a dual-level strategy for physics-informed forecasting of dynamical systems. On the first level, input variables are forecast using a hybrid method that integrates a long short-term memory (LSTM) network into probabilistic state transition models (STMs). On the second level, these stochastically predicted inputs are sequentially fed into a physics-informed neural network (PINN) to generate multi-step output predictions. The experimental results of the paper demonstrate that the hybrid input forecasting models achieve a higher log-likelihood and lower mean squared errors (MSE) compared to conventional STMs. Furthermore, the PINNs driven by the input forecasting models outperform their purely data-driven counterparts in terms of MSE and log-likelihood, exhibiting stronger generalization and forecasting performance across multiple test cases. "
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