Deterministic and low-latency time-series forecasting of nonstationary signals

Abstract

Hard real-time time-series forecasting of temporal signals has applications in the field of structural health monitoring and control. Particularly for structures experiencing high-rate dynamics, examples of such structures include hypersonic vehicles and space infrastructure. This work reports on the development of a coupled softwarehardware algorithm for deterministic and low-latency online time-series forecasting of structural vibrations that is capable of learning over nonstationary events and adjusting its forecasted signal following an event. The proposed algorithm uses an ensemble of multi-layer perceptrons trained offline on experimental and simulated data relevant to the structure. A dynamic attention layer is then used to selectively scale the outputs of the individual models to obtain a unified forecasted signal over the considered prediction horizon. The scalar values of the dynamic attention layer are continuously updated by quantifying the error between the signal’s measured value and its previously predicted value. Deterministic timing of the proposed algorithm is achieved through its deployment on a field programmable gate array. The performance of the proposed algorithm is validated on experimental data taken on a test structure. Results demonstrate that a total system latency of 25.76 µs can be achieved on a Kintex-7 70T FPGA with sufficient accuracy for the considered system.This proceeding is published as Chowdhury, Puja, Vahid Barzegar, Joud Satme, Austin RJ Downey, Simon Laflamme, Jason D. Bakos, and Chao Hu. "Deterministic and low-latency time-series forecasting of nonstationary signals." In Active and Passive Smart Structures and Integrated Systems XVI, vol. 12043, pp. 466-472. SPIE, 2022. DOI: 10.1117/12.2629025. Copyright 2022 SPIE. Posted with permission

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