Surrogate modeling with functional nonlinear autoregressive models (F-NARX)

Schär, Styfen, Stefano Marelli and Bruno Sudret

Reliability Engineering and System Safety, 2025, vol. 264, issue PA

Abstract: We propose a novel functional approach to surrogate modeling of dynamical systems with exogenous inputs. This approach, named Functional Nonlinear AutoRegressive with eXogenous inputs (F-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, F-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.

Keywords: NARX; Dynamical systems; Surrogate modeling; Autoregressive modeling; Principal component analysis; Least angle regression (search for similar items in EconPapers)
Date: 2025
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Persistent link: https://EconPapers.repec.org/RePEc:eee:reensy:v:264:y:2025:i:pa:s0951832025004776

DOI: 10.1016/j.ress.2025.111276

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