Energy
Hybrid Physics-ML Framework for Pan-Arctic Permafrost Infrastructure Risk at Record 2.9-Million Observation Scale
Arctic warming threatens over $100 billion in permafrost-dependent infrastructure across Northern territories, yet existing risk assessment frameworks lack spatiotemporal validation, uncertainty quantification, and operational decision-support capabilities. W e present a hybrid physics-machine learning framework integrating 2.9 million observations from 171,605 locations (2005-2021) combining permafrost fraction data with climate reanalysis. Our stacked ensemble model (Random F orest + Histogram Gradient Boosting + Elastic Net) achieves R=0.980 (RMSE=5.01 pp) with rigorous spatiotemporal cross-validation preventing data leakage. T o address machine learning limitations in extrapolative climate scenarios, we develop a hybrid approach combining learned climate-permafrost relationships (60%) with physical permafrost sensitivity models (40%, -10 pp/C). Under RCP8.5 forcing (+5C over 10 years), we project mean permafrost fraction decline of -20.3 pp (median: -20.0 pp), with 51.5% of Arctic Russia experiencing over 20 percentage point loss. Infrastructure risk classification identifies 15% high-risk zones (25% medium-risk) with spatially explicit uncertainty maps. Our framework represents the largest validated permafrost ML dataset globally, provides the first operational hybrid physics-ML forecasting system for Arctic infrastructure, and delivers open-source tools enabling probabilistic permafrost projections for engineering design codes and climate adaptation planning. The methodology is generalizable to other permafrost regions and demonstrates how hybrid approaches can overcome pure data-driven limitations in climate change applications.
Deep Hedging Under Non-Convexity: Limitations and a Case for AlphaZero
Maggiolo, Matteo, Nuti, Giuseppe, Štrupl, Miroslav, Szehr, Oleg
This paper examines replication portfolio construction in incomplete markets - a key problem in financial engineering with applications in pricing, hedging, balance sheet management, and energy storage planning. We model this as a two-player game between an investor and the market, where the investor makes strategic bets on future states while the market reveals outcomes. Inspired by the success of Monte Carlo Tree Search in stochastic games, we introduce an AlphaZero-based system and compare its performance to deep hedging - a widely used industry method based on gradient descent. Through theoretical analysis and experiments, we show that deep hedging struggles in environments where the $Q$-function is not subject to convexity constraints - such as those involving non-convex transaction costs, capital constraints, or regulatory limitations - converging to local optima. We construct specific market environments to highlight these limitations and demonstrate that AlphaZero consistently finds near-optimal replication strategies. On the theoretical side, we establish a connection between deep hedging and convex optimization, suggesting that its effectiveness is contingent on convexity assumptions. Our experiments further suggest that AlphaZero is more sample-efficient - an important advantage in data-scarce, overfitting-prone derivative markets.
AI Foundation Model for Time Series with Innovations Representation
This paper introduces an Artificial Intelligence (AI) foundation model for time series in engineering applications, where causal operations are required for real-time monitoring and control. Since engineering time series are governed by physical, rather than linguistic, laws, large-language-model-based AI foundation models may be ineffective or inefficient. Building on the classical innovations representation theory of Wiener, Kallianpur, and Rosenblatt, we propose Time Series GPT (TS-GPT) -- an innovations-representation-based Generative Pre-trained Transformer for engineering monitoring and control. As an example of foundation model adaptation, we consider Probabilistic Generative Forecasting, which produces future time series samples from conditional probability distributions given past realizations. We demonstrate the effectiveness of TS-GPT in forecasting real-time locational marginal prices using historical data from U.S. independent system operators.
To Augment or Not to Augment? Diagnosing Distributional Symmetry Breaking
Lawrence, Hannah, Hofgard, Elyssa, Portilheiro, Vasco, Chen, Yuxuan, Smidt, Tess, Walters, Robin
Symmetry-aware methods for machine learning, such as data augmentation and equivariant architectures, encourage correct model behavior on all transformations (e.g. rotations or permutations) of the original dataset. These methods can improve generalization and sample efficiency, under the assumption that the transformed datapoints are highly probable, or "important", under the test distribution. In this work, we develop a method for critically evaluating this assumption. In particular, we propose a metric to quantify the amount of anisotropy, or symmetry-breaking, in a dataset, via a two-sample neural classifier test that distinguishes between the original dataset and its randomly augmented equivalent. We validate our metric on synthetic datasets, and then use it to uncover surprisingly high degrees of alignment in several benchmark point cloud datasets. We show theoretically that distributional symmetry-breaking can actually prevent invariant methods from performing optimally even when the underlying labels are truly invariant, as we show for invariant ridge regression in the infinite feature limit. Empirically, we find that the implication for symmetry-aware methods is dataset-dependent: equivariant methods still impart benefits on some anisotropic datasets, but not others. Overall, these findings suggest that understanding equivariance -- both when it works, and why -- may require rethinking symmetry biases in the data.
Efficient Probabilistic Visualization of Local Divergence of 2D Vector Fields with Independent Gaussian Uncertainty
Ouermi, Timbwaoga A. J., Li, Eric, Moreland, Kenneth, Pugmire, Dave, Johnson, Chris R., Athawale, Tushar M.
This work focuses on visualizing uncertainty of local divergence of two-dimensional vector fields. Divergence is one of the fundamental attributes of fluid flows, as it can help domain scientists analyze potential positions of sources (positive divergence) and sinks (negative divergence) in the flow. However, uncertainty inherent in vector field data can lead to erroneous divergence computations, adversely impacting downstream analysis. While Monte Carlo (MC) sampling is a classical approach for estimating divergence uncertainty, it suffers from slow convergence and poor scalability with increasing data size and sample counts. Thus, we present a two-fold contribution that tackles the challenges of slow convergence and limited scalability of the MC approach. (1) We derive a closed-form approach for highly efficient and accurate uncertainty visualization of local divergence, assuming independently Gaussian-distributed vector uncertainties. (2) We further integrate our approach into Viskores, a platform-portable parallel library, to accelerate uncertainty visualization. In our results, we demonstrate significantly enhanced efficiency and accuracy of our serial analytical (speed-up up to 1946X) and parallel Viskores (speed-up up to 19698X) algorithms over the classical serial MC approach. We also demonstrate qualitative improvements of our probabilistic divergence visualizations over traditional mean-field visualization, which disregards uncertainty. We validate the accuracy and efficiency of our methods on wind forecast and ocean simulation datasets.
Enhancing Electricity-System Resilience with Adaptive Robust Optimization and Conformal Uncertainty Characterization
Chen, Shuyi, Zhu, Shixiang, Sioshansi, Ramteen
Extreme weather is straining electricity systems, exposing the limitations of reactive responses, and prompting the need for proactive resilience planning. Most existing approaches to enhance electricity system resilience employ simplified uncertainty models and decouple proactive and reactive decisions. This paper proposes a novel tri-level optimization model that integrates proactive actions, adversarial disruptions, and reactive responses. Conformal prediction is used to construct distribution-free system-disruption uncertainty sets with coverage guarantees. The tri-level problem is solved by using duality theory to derive a bi-level reformulation and employing Bender's decomposition. Numerical experiments demonstrate that our approach outperforms conventional robust and two-stage methods.
A Novel Approach for Estimating Largest Lyapunov Exponents in One-Dimensional Chaotic Time Series Using Machine Learning
Velichko, A., Belyaev, M., Boriskov, P.
Understanding and quantifying chaos from data remains challenging. We present a data-driven method for estimating the largest Lyapunov exponent (LLE) from one-dimensional chaotic time series using machine learning. A predictor is trained to produce out-of-sample, multi-horizon forecasts; the LLE is then inferred from the exponential growth of the geometrically averaged forecast error (GMAE) across the horizon, which serves as a proxy for trajectory divergence. We validate the approach on four canonical 1D maps-logistic, sine, cubic, and Chebyshev-achieving R2pos > 0.99 against reference LLE curves with series as short as M = 450. Among baselines, KNN yields the closest fits (KNN-R comparable; RF larger deviations). By design the estimator targets positive exponents: in periodic/stable regimes it returns values indistinguishable from zero. Noise robustness is assessed by adding zero-mean white measurement noise and summarizing performance versus the average SNR over parameter sweeps: accuracy saturates for SNRm > 30 dB and collapses below 27 dB, a conservative sensor-level benchmark. The method is simple, computationally efficient, and model-agnostic, requiring only stationarity and the presence of a dominant positive exponent. It offers a practical route to LLE estimation in experimental settings where only scalar time-series measurements are available, with extensions to higher-dimensional and irregularly sampled data left for future work.
MS-DFTVNet:A Long-Term Time Series Prediction Method Based on Multi-Scale Deformable Convolution
Li, Chenghan, Li, Mingchen, Liao, Yipu, Diao, Ruisheng
ABSTRACT Research on long-term time series prediction has primarily relied on Transformer and MLP models, while the potential of convolutional networks in this domain remains under-explored. To address this, we propose a novel multi-scale time series reshape module that effectively captures cross-period patch interactions and variable dependencies. Building on this, we develop MS-DFTVNet, the multi-scale 3D deformable convolutional framework tailored for long-term forecasting. Moreover, to handle the inherently uneven distribution of temporal features, we introduce a context-aware dynamic deformable convolution mechanism, which further enhances the model's ability to capture complex temporal patterns. Extensive experiments demonstrate that MS-DFTVNet not only significantly outperforms strong baselines but also achieves an average improvement of about 7.5% across six public datasets, setting new state-of-the-art results.
Software Engineering for Self-Adaptive Robotics: A Research Agenda
Sartaj, Hassan, Ali, Shaukat, Cavalcanti, Ana, Esterle, Lukas, Gomes, Cláudio, Larsen, Peter Gorm, Tefas, Anastasios, Woodcock, Jim, Zhang, Houxiang
Self-adaptive robotic systems operate autonomously in dynamic and uncertain environments, requiring robust real-time monitoring and adaptive behaviour. Unlike traditional robotic software with predefined logic, self-adaptive robots exploit artificial intelligence (AI), machine learning, and model-driven engineering to adapt continuously to changing conditions, thereby ensuring reliability, safety, and optimal performance. This paper presents a research agenda for software engineering in self-adaptive robotics, structured along two dimensions. The first concerns the software engineering lifecycle, requirements, design, development, testing, and operations, tailored to the challenges of self-adaptive robotics. The second focuses on enabling technologies such as digital twins, AI-driven adaptation, and quantum computing, which support runtime monitoring, fault detection, and automated decision-making. We identify open challenges, including verifying adaptive behaviours under uncertainty, balancing trade-offs between adaptability, performance, and safety, and integrating self-adaptation frameworks like MAPE-K/MAPLE-K. By consolidating these challenges into a roadmap toward 2030, this work contributes to the foundations of trustworthy and efficient self-adaptive robotic systems capable of meeting the complexities of real-world deployment.
Learning Low-Dimensional Embeddings for Black-Box Optimization
Busetto, Riccardo, Mejari, Manas, Forgione, Marco, Bemporad, Alberto, Piga, Dario
Black-box optimization (BBO) aims to find the solution of an optimization problem where the objective function is unknown or lacks an explicit mathematical formulation. Instead, the function can only be evaluated through queries, such as physical experiments or simulations through complex computational models. However, in many real-world scenarios, these evaluations are expensive, noisy, or time-consuming. Therefore, a key goal of black-box optimization is to find near-optimal solutions while limiting the number of costly function evaluations. Due to these challenges, BBO relies on sample-efficient strategies that select query points to balance exploration (searching unexplored regions) and exploitation (refining promising solutions).