Multifidelity Surrogate Modeling for Time-Series Outputs
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Abstract: This paper considers the surrogate modeling of a complex numerical code in a multifidelity framework when the code output is a time series. Using an experimental design of the low-and high-fidelity code levels, an original Gaussian process regression method is proposed. The code output is expanded on a basis built from the experimental design. The first coefficients of the expansion of the code output are processed by a co-kriging approach. The last coefficients are collectively processed by a kriging approach with covariance tensorization. The resulting surrogate model taking into account the uncertainty in the basis construction is shown to have better performance in terms of prediction errors and uncertainty quantification than standard dimension reduction techniques.
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- scientific article; zbMATH DE number 2237874 (Why is no real title available?)
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Cited in
(10)- Deep coregionalization for the emulation of simulation-based spatial-temporal fields
- On the construction of uncertain time series surrogates using polynomial chaos and Gaussian processes
- Fast predictive multi-fidelity prediction with models of quantized fidelity levels
- Multi-fidelity surrogate modeling using long short-term memory networks
- Surrogate modeling and multifidelity approach in computer experimentation
- Fast regression surrogates for computer models with time-dependent outputs
- Simplified cross-correlation estimation for multi-fidelity surrogate cokriging models
- Bifidelity Surrogate Modelling: Showcasing the Need for New Test Instances
- Bayesian analysis of hierarchical multifidelity codes
- On the construction of non-intrusive multifidelity models for computer codes with time-series output: comparison of three paradigms on a transient thermal problem
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