Kernel Analog Forecasting: Multiscale Test Problems

Data-driven prediction is becoming increasingly widespread as the volume of data available grows and as algorithmic development matches this growth. The nature of the predictions made, and the manner in which they should be interpreted, depends crucially on the extent to which the variables chosen for prediction are Markovian, or approximately Markovian. Multiscale systems provide a framework in which this issue can be analyzed. In this work kernel analog forecasting methods are studied from the perspective of data generated by multiscale dynamical systems. The problems chosen exhibit a variety of different Markovian closures, using both averaging and homogenization; furthermore, settings where scale-separation is not present and the predicted variables are non-Markovian, are also considered. The studies provide guidance for the interpretation of data-driven prediction methods when used in practice.Comment: 30 pages, 14 figures; clarified several ambiguous parts, added references, and a comparison with Lorenz' original method (Sec. 4.5

Kernel Analog Forecasting: Multiscale Test Problems

Data-driven prediction is becoming increasingly widespread as the volume of data available grows and as algorithmic development matches this growth. The nature of the predictions made, and the manner in which they should be interpreted, depends crucially on the extent to which the variables chosen for prediction are Markovian, or approximately Markovian. Multiscale systems provide a framework in which this issue can be analyzed. In this work kernel analog forecasting methods are studied from the perspective of data generated by multiscale dynamical systems. The problems chosen exhibit a variety of different Markovian closures, using both averaging and homogenization; furthermore, settings where scale-separation is not present and the predicted variables are non-Markovian, are also considered. The studies provide guidance for the interpretation of data-driven prediction methods when used in practice

Data-Induced Interactions of Sparse Sensors

Large-dimensional empirical data in science and engineering frequently has low-rank structure and can be represented as a combination of just a few eigenmodes. Because of this structure, we can use just a few spatially localized sensor measurements to reconstruct the full state of a complex system. The quality of this reconstruction, especially in the presence of sensor noise, depends significantly on the spatial configuration of the sensors. Multiple algorithms based on gappy interpolation and QR factorization have been proposed to optimize sensor placement. Here, instead of an algorithm that outputs a singular "optimal" sensor configuration, we take a thermodynamic view to compute the full landscape of sensor interactions induced by the training data. The landscape takes the form of the Ising model in statistical physics, and accounts for both the data variance captured at each sensor location and the crosstalk between sensors. Mapping out these data-induced sensor interactions allows combining them with external selection criteria and anticipating sensor replacement impacts.Comment: 17 RevTeX pages, 10 figure

Optimal Sensor Placement with Adaptive Constraints for Nuclear Digital Twins

Given harsh operating conditions and physical constraints in reactors, nuclear applications cannot afford to equip the physical asset with a large array of sensors. Therefore, it is crucial to carefully determine the placement of sensors within the given spatial limitations, enabling the reconstruction of reactor flow fields and the creation of nuclear digital twins. Various design considerations are imposed, such as predetermined sensor locations, restricted areas within the reactor, a fixed number of sensors allocated to a specific region, or sensors positioned at a designated distance from one another. We develop a data-driven technique that integrates constraints into an optimization procedure for sensor placement, aiming to minimize reconstruction errors. Our approach employs a greedy algorithm that can optimize sensor locations on a grid, adhering to user-defined constraints. We demonstrate the near optimality of our algorithm by computing all possible configurations for selecting a certain number of sensors for a randomly generated state space system. In this work, the algorithm is demonstrated on the Out-of-Pile Testing and Instrumentation Transient Water Irradiation System (OPTI-TWIST) prototype vessel, which is electrically heated to mimic the neutronics effect of the Transient Reactor Test facility (TREAT) at Idaho National Laboratory (INL). The resulting sensor-based reconstruction of temperature within the OPTI-TWIST minimizes error, provides probabilistic bounds for noise-induced uncertainty and will finally be used for communication between the digital twin and experimental facility