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The dynamics of a power system with large penetration of renewable energy resources are becoming more nonlinear due to the intermittence of these resources and the switching of their power electronic devices. Therefore, it is crucial to accurately identify the dynamical modes of oscillation of such a power system when it is subject to disturbances to initiate appropriate preventive or corrective control actions. In this paper, we propose a high-order blind source identification (HOBI) algorithm based on the copula statistic to address these non-linear dynamics in modal analysis. The method combined with Hilbert transform (HOBI-HT) and iteration procedure (HOBMI) can identify all the modes as well as the model order from the observation signals obtained from the number of channels as low as one. We access the performance of the proposed method on numerical simulation signals and recorded data from a simulation of time domain analysis on the classical 11-Bus 4-Machine test system. Our simulation results outperform the state-of-the-art method in accuracy and effectiveness.

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Conformance checking techniques allow us to evaluate how well some exhibited behaviour, represented by a trace of monitored events, conforms to a specified process model. Modern monitoring and activity recognition technologies, such as those relying on sensors, the IoT, statistics and AI, can produce a wealth of relevant event data. However, this data is typically characterised by noise and uncertainty, in contrast to the assumption of a deterministic event log required by conformance checking algorithms. In this paper, we extend alignment-based conformance checking to function under a probabilistic event log. We introduce a weighted trace model and weighted alignment cost function, and a custom threshold parameter that controls the level of confidence on the event data vs. the process model. The resulting algorithm considers activities of lower but sufficiently high probability that better align with the process model. We explain the algorithm and its motivation both from formal and intuitive perspectives, and demonstrate its functionality in comparison with deterministic alignment using real-life datasets.

Nonlinearity parameter tomography leads to the problem of identifying a coefficient in a nonlinear wave equation (such as the Westervelt equation) modeling ultrasound propagation. In this paper we transfer this into frequency domain, where the Westervelt equation gets replaced by a coupled system of Helmholtz equations with quadratic nonlinearities. For the case of the to-be-determined nonlinearity coefficient being a characteristic function of an unknown, not necessarily connected domain $D$, we devise and test a reconstruction algorithm based on weighted point source approximations combined with Newton's method. In a more abstract setting, convergence of a regularised Newton type method for this inverse problem is proven by verifying a range invariance condition of the forward operator and establishing injectivity of its linearisation.

A common technique to verify complex logic specifications for dynamical systems is the construction of symbolic abstractions: simpler, finite-state models whose behaviour mimics the one of the systems of interest. Typically, abstractions are constructed exploiting an accurate knowledge of the underlying model: in real-life applications, this may be a costly assumption. By sampling random $\ell$-step trajectories of an unknown system, we build an abstraction based on the notion of $\ell$-completeness. We newly define the notion of probabilistic behavioural inclusion, and provide probably approximately correct (PAC) guarantees that this abstraction includes all behaviours of the concrete system, for finite and infinite time horizon, leveraging the scenario theory for non convex problems. Our method is then tested on several numerical benchmarks.

Long-run covariance matrix estimation is the building block of time series inference problems. The corresponding difference-based estimator, which avoids detrending, has attracted considerable interest due to its robustness to both smooth and abrupt structural breaks and its competitive finite sample performance. However, existing methods mainly focus on estimators for the univariate process while their direct and multivariate extensions for most linear models are asymptotically biased. We propose a novel difference-based and debiased long-run covariance matrix estimator for functional linear models with time-varying regression coefficients, allowing time series non-stationarity, long-range dependence, state-heteroscedasticity and their mixtures. We apply the new estimator to i) the structural stability test, overcoming the notorious non-monotonic power phenomena caused by piecewise smooth alternatives for regression coefficients, and (ii) the nonparametric residual-based tests for long memory, improving the performance via the residual-free formula of the proposed estimator. The effectiveness of the proposed method is justified theoretically and demonstrated by superior performance in simulation studies, while its usefulness is elaborated by means of real data analysis.

Dynamic Time Warping (DTW) is a popular time series distance measure that aligns the points in two series with one another. These alignments support warping of the time dimension to allow for processes that unfold at differing rates. The distance is the minimum sum of costs of the resulting alignments over any allowable warping of the time dimension. The cost of an alignment of two points is a function of the difference in the values of those points. The original cost function was the absolute value of this difference. Other cost functions have been proposed. A popular alternative is the square of the difference. However, to our knowledge, this is the first investigation of both the relative impacts of using different cost functions and the potential to tune cost functions to different tasks. We do so in this paper by using a tunable cost function {\lambda}{\gamma} with parameter {\gamma}. We show that higher values of {\gamma} place greater weight on larger pairwise differences, while lower values place greater weight on smaller pairwise differences. We demonstrate that training {\gamma} significantly improves the accuracy of both the DTW nearest neighbor and Proximity Forest classifiers.

This paper develops several interesting, significant, and interconnected approaches to nonparametric or semi-parametric statistical inferences. The overwhelmingly favoured maximum likelihood estimator (MLE) under parametric model is renowned for its strong consistency and optimality generally credited to Cramer. These properties, however, falter when the model is not regular or not completely accurate. In addition, their applicability is limited to local maxima close to the unknown true parameter value. One must therefore ascertain that the global maximum of the likelihood is strongly consistent under generic conditions (Wald, 1949). Global consistency is also a vital research problem in the context of empirical likelihood (Owen, 2001). The EL is a ground-breaking platform for nonparametric statistical inference. A subsequent milestone is achieved by placing estimating functions under the EL umbrella (Qin and Lawless, 1994). The resulting profile EL function possesses many nice properties of parametric likelihood but also shares the same shortcomings. These properties cannot be utilized unless we know the local maximum at hand is close to the unknown true parameter value. To overcome this obstacle, we first put forward a clean set of conditions under which the global maximum is consistent. We then develop a global maximum test to ascertain if the local maximum at hand is in fact a global maximum. Furthermore, we invent a global maximum remedy to ensure global consistency by expanding the set of estimating functions under EL. Our simulation experiments on many examples from the literature firmly establish that the proposed approaches work as predicted. Our approaches also provide superior solutions to problems of their parametric counterparts investigated by DeHaan (1981), Veall (1991), and Gan and Jiang (1999).

The BrainScaleS-2 (BSS-2) system implements physical models of neurons as well as synapses and aims for an energy-efficient and fast emulation of biological neurons. When replicating neuroscientific experiment results, a major challenge is finding suitable model parameters. This study investigates the suitability of the sequential neural posterior estimation (SNPE) algorithm for parameterizing a multi-compartmental neuron model emulated on the BSS-2 analog neuromorphic hardware system. In contrast to other optimization methods such as genetic algorithms or stochastic searches, the SNPE algorithms belongs to the class of approximate Bayesian computing (ABC) methods and estimates the posterior distribution of the model parameters; access to the posterior allows classifying the confidence in parameter estimations and unveiling correlation between model parameters. In previous applications, the SNPE algorithm showed a higher computational efficiency than traditional ABC methods. For our multi-compartmental model, we show that the approximated posterior is in agreement with experimental observations and that the identified correlation between parameters is in agreement with theoretical expectations. Furthermore, we show that the algorithm can deal with high-dimensional observations and parameter spaces. These results suggest that the SNPE algorithm is a promising approach for automating the parameterization of complex models, especially when dealing with characteristic properties of analog neuromorphic substrates, such as trial-to-trial variations or limited parameter ranges.

The estimation of the generalization error of classifiers often relies on a validation set. Such a set is hardly available in few-shot learning scenarios, a highly disregarded shortcoming in the field. In these scenarios, it is common to rely on features extracted from pre-trained neural networks combined with distance-based classifiers such as nearest class mean. In this work, we introduce a Gaussian model of the feature distribution. By estimating the parameters of this model, we are able to predict the generalization error on new classification tasks with few samples. We observe that accurate distance estimates between class-conditional densities are the key to accurate estimates of the generalization performance. Therefore, we propose an unbiased estimator for these distances and integrate it in our numerical analysis. We empirically show that our approach outperforms alternatives such as the leave-one-out cross-validation strategy.

With the maturity of web services, containers, and cloud computing technologies, large services in traditional systems (e.g. the computation services of machine learning and artificial intelligence) are gradually being broken down into many microservices to increase service reusability and flexibility. Therefore, this study proposes an efficiency analysis framework based on queuing models to analyze the efficiency difference of breaking down traditional large services into n microservices. For generalization, this study considers different service time distributions (e.g. exponential distribution of service time and fixed service time) and explores the system efficiency in the worst-case and best-case scenarios through queuing models (i.e. M/M/1 queuing model and M/D/1 queuing model). In each experiment, it was shown that the total time required for the original large service was higher than that required for breaking it down into multiple microservices, so breaking it down into multiple microservices can improve system efficiency. It can also be observed that in the best-case scenario, the improvement effect becomes more significant with an increase in arrival rate. However, in the worst-case scenario, only slight improvement was achieved. This study found that breaking down into multiple microservices can effectively improve system efficiency and proved that when the computation time of the large service is evenly distributed among multiple microservices, the best improvement effect can be achieved. Therefore, this study's findings can serve as a reference guide for future development of microservice architecture.

We consider the problem of discovering $K$ related Gaussian directed acyclic graphs (DAGs), where the involved graph structures share a consistent causal order and sparse unions of supports. Under the multi-task learning setting, we propose a $l_1/l_2$-regularized maximum likelihood estimator (MLE) for learning $K$ linear structural equation models. We theoretically show that the joint estimator, by leveraging data across related tasks, can achieve a better sample complexity for recovering the causal order (or topological order) than separate estimations. Moreover, the joint estimator is able to recover non-identifiable DAGs, by estimating them together with some identifiable DAGs. Lastly, our analysis also shows the consistency of union support recovery of the structures. To allow practical implementation, we design a continuous optimization problem whose optimizer is the same as the joint estimator and can be approximated efficiently by an iterative algorithm. We validate the theoretical analysis and the effectiveness of the joint estimator in experiments.

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