A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Paper uses neural networks to predict NOx emissions from gas turbines.
Monitoring gas turbine combustors health, in particular, early detecting abnormal behaviors and incipient faults, is critical in ensuring gas turbines operating efficiently and in preventing costly unplanned maintenance. One popular means of detecting combustor abnormalities is through continuously monitoring exhaust g…
Bayesian optimization identifies optimal alloy formulations.
We present an algorithm for model-based reinforcement learning that combines Bayesian neural networks (BNNs) with random roll-outs and stochastic optimization for policy learning. The BNNs are trained by minimizing -divergences, allowing us to capture complicated statistical patterns in the transition dynamics, e.g.…
REMAL: Residual Equilibrium Manifold Active Learning for Surrogate-Based Multidisciplinary Design Analysis
Study assesses risk of upward lightning at wind turbines using direct measurements and machine learning.
We prove a modified version of Turbiner's conjecture in three dimensions and we give a counter-example to the original conjecture. The Lie algebraic Schrödinger operators corresponding to flat metrics of a certain restricted type are shown to separate partially in either Cartesian, cylindrical or spherical coordinates.
A detailed understanding of wind turbine performance status classification can improve operations and maintenance in the wind energy industry. Due to different engineering properties of wind turbines, the standard supervised learning models used for classification do not generalize across data sets obtained from differ…
Incorporating computational fluid dynamics in the design process of jets, spacecraft, or gas turbine engines is often challenged by the required computational resources and simulation time, which depend on the chosen physics-based computational models and grid resolutions. An ongoing problem in the field is how to simu…
We introduce a measure for estimating the best risk-return relation of power production in wind farms within a given time-lag, conditioned to the velocity field. The velocity field is represented by a scalar that weighs the influence of the velocity at each wind turbine at present and previous time-steps for the presen…
The installation process of offshore wind turbines requires the use of expensive jack-up vessels. These vessels regularly report their position via the Automatic Identification System (AIS). This paper introduces a novel approach of applying machine learning to AIS data from jack-up vessels. We apply the new method to …
Deep learning has been used in many areas, such as feature detections in images and the game of go. This paper presents a study that attempts to use the deep learning method to predict turbomachinery performance. Three different deep neural networks are built and trained to predict the pressure distributions of turbine…
Compact models for methane/air combustion reduce complexity without sacrificing accuracy.
Wind power, as an alternative to burning fossil fuels, is abundant and inexhaustible. To fully utilize wind power, wind farms are usually located in areas of high altitude and facing serious ice conditions, which can lead to serious consequences. Quick detection of blade ice accretion is crucial for the maintenance of …
Optimizes hydrokinetic turbine design using morphing and Bayesian optimization.
A method to improve surrogate model accuracy using multiple fidelity models.
The cost of wind energy can be reduced by using SCADA data to detect faults in wind turbine components. Normal behavior models are one of the main fault detection approaches, but there is a lack of consensus in how different input features affect the results. In this work, a new taxonomy based on the causal relations b…
This paper presents the R package GAS for the analysis of time series under the Generalized Autoregressive Score (GAS) framework of Creal et al. (2013) and Harvey (2013). The distinctive feature of the GAS approach is the use of the score function as the driver of time-variation in the parameters of nonlinear models. T…
LOL-GP model improves surrogate modeling of expensive simulators.
GAS models have been recently proposed in time-series econometrics as valuable tools for signal extraction and prediction. This paper details how financial risk managers can use GAS models for Value-at-Risk (VaR) prediction using the novel GAS package for R. Details and code snippets for prediction, comparison and back…
For a given real generic curve $\ga: S^1\to \Bbb {RP}^n$ let $D_\ga$ denote the ruled hypersurface in consisting of all osculating subspaces to $\ga$ of codimension 2. A curve $\ga: S^1\to \Bbb {RP}^n$ is called convex if the total number of its intersection points (counted with multiplicities) with any h…
Bayesian method maps high-dimensional inputs to lower dimensions for efficient multi-fidelity Gaussian Process modeling.
This paper analyzes Ethereum's gas fees and their derivatives, providing a comprehensive model.
We propose a novel Bayesian approach to modelling nonlinear alignments of time series based on latent shared information. We apply the method to the real-world problem of finding common structure in the sensor data of wind turbines introduced by the underlying latent and turbulent wind field. The proposed model allows …
Geodesic X-ray transform proves injective for smooth one-forms on gas giant manifolds.
Bayesian method models multivalued power data from wind farms.
Study the Hessian geometry of an ideal gas in a centrifuge.
The prediction of the gas production from mature gas wells, due to their complex end-of-life behavior, is challenging and crucial for operational decision making. In this paper, we apply a modified deep LSTM model for prediction of the gas flow rates in mature gas wells, including the uncertainties in input parameters.…
Introduces GA-P/E, a growth-adjusted stock valuation measure.
Improved GAS models using trees and forests for better forecasts.
This study compares GNNs and GA-MLPs, finding GA-MLPs can distinguish graphs but not count walks.
Paper proposes GAS-ALD model for financial risk prediction.
Condition monitoring is central to the efficient operation of wind farms due to the challenging operating conditions, rapid technology development and large number of aging wind turbines. In particular, predictive maintenance planning requires the early detection of faults with few false positives. Achieving this type …
Optimizes routing in decentralized exchanges with gas fees.
We calculate the free energy of Coulomb gas systems on Riemann surfaces.
Study the geometry of gas giant planets to infer their internal structure.
GAS-Norm improves deep learning time series forecasting in non-stationary settings.
Modeling gas fee competition in decentralized exchanges to optimize arbitrage profits.
The study finds a long-term relationship between Dubai crude oil and US natural gas prices.
In this work we analyse a stochastic control problem for the valuation of a natural gas power station while taking into account operating characteristics. Both electricity and gas spot price processes exhibit mean-reverting spikes and Markov regime-switches. The Levy regime-switching model incorporates the effects of d…
The objective of this paper is to introduce the notion of generalized almost statistical (briefly, GAS) convergence of bounded real sequences, which generalizes the notion of almost convergence as well as statistical convergence of bounded real sequences. As a special kind of Banach limit functional, we also introduce …
Multi-agent coordination is prevalent in many real-world applications. However, such coordination is challenging due to its combinatorial nature. An important observation in this regard is that agents in the real world often only directly affect a limited set of neighbouring agents. Leveraging such loose couplings amon…
We consider the ideal-gas models of trading markets, where each agent is identified with a gas molecule and each trading as an elastic or money-conserving (two-body) collision. Unlike in the ideal gas, we introduce saving propensity of agents, such that each agent saves a fraction of its money and trades with t…
We consider the ideal-gas models of trading markets, where each agent is identified with a gas molecule and each trading as an elastic or money-conserving (two-body) collision. Unlike in the ideal gas, we introduce saving propensity of agents, such that each agent saves a fraction of its money and trades with t…
Blockchain scaling reduces gas fees, allowing more frequent liquidity updates and concentration.
Model forecasts natural gas consumption with Fourier series and feedback.
Paper introduces a new volatility model for natural gas markets and discusses swing option pricing.
How does dynamic price information flow among Northern European electricity spot prices and prices of major electricity generation fuel sources? We use time series models combined with new advances in causal inference to answer these questions. Applying our methods to weekly Nordic and German electricity prices, and oi…