Eleni Chatzi

Wei Liu, Zhilu Lai, Kiran Bacsa et al.

Accurate structural response prediction forms a main driver for structural health monitoring and control applications. This often requires the proposed model to adequately capture the underlying dynamics of complex structural systems. In this work, we utilize a learnable Extended Kalman Filter (EKF), named the Neural Extended Kalman Filter (Neural EKF) throughout this paper, for learning the latent evolution dynamics of complex physical systems. The Neural EKF is a generalized version of the conventional EKF, where the modeling of process dynamics and sensory observations can be parameterized by neural networks, therefore learned by end-to-end training. The method is implemented under the variational inference framework with the EKF conducting inference from sensing measurements. Typically, conventional variational inference models are parameterized by neural networks independent of the latent dynamics models. This characteristic makes the inference and reconstruction accuracy weakly based on the dynamics models and renders the associated training inadequate. In this work, we show that the structure imposed by the Neural EKF is beneficial to the learning process. We demonstrate the efficacy of the framework on both simulated and real-world structural monitoring datasets, with the results indicating significant predictive capabilities of the proposed scheme.

Hao Dong, Ismail Nejjar, Han Sun et al.

In real-world scenarios, achieving domain generalization (DG) presents significant challenges as models are required to generalize to unknown target distributions. Generalizing to unseen multi-modal distributions poses even greater difficulties due to the distinct properties exhibited by different modalities. To overcome the challenges of achieving domain generalization in multi-modal scenarios, we propose SimMMDG, a simple yet effective multi-modal DG framework. We argue that mapping features from different modalities into the same embedding space impedes model generalization. To address this, we propose splitting the features within each modality into modality-specific and modality-shared components. We employ supervised contrastive learning on the modality-shared features to ensure they possess joint properties and impose distance constraints on modality-specific features to promote diversity. In addition, we introduce a cross-modal translation module to regularize the learned features, which can also be used for missing-modality generalization. We demonstrate that our framework is theoretically well-supported and achieves strong performance in multi-modal DG on the EPIC-Kitchens dataset and the novel Human-Animal-Cartoon (HAC) dataset introduced in this paper. Our source code and HAC dataset are available at https://github.com/donghao51/SimMMDG.

Hao Dong, Gaëtan Frusque, Yue Zhao et al.

Anomaly detection (AD) is essential in identifying rare and often critical events in complex systems, finding applications in fields such as network intrusion detection, financial fraud detection, and fault detection in infrastructure and industrial systems. While AD is typically treated as an unsupervised learning task due to the high cost of label annotation, it is more practical to assume access to a small set of labeled anomaly samples from domain experts, as is the case for semi-supervised anomaly detection. Semi-supervised and supervised approaches can leverage such labeled data, resulting in improved performance. In this paper, rather than proposing a new semi-supervised or supervised approach for AD, we introduce a novel algorithm for generating additional pseudo-anomalies on the basis of the limited labeled anomalies and a large volume of unlabeled data. This serves as an augmentation to facilitate the detection of new anomalies. Our proposed algorithm, named Nearest Neighbor Gaussian Mixup (NNG-Mix), efficiently integrates information from both labeled and unlabeled data to generate pseudo-anomalies. We compare the performance of this novel algorithm with commonly applied augmentation techniques, such as Mixup and Cutout. We evaluate NNG-Mix by training various existing semi-supervised and supervised anomaly detection algorithms on the original training data along with the generated pseudo-anomalies. Through extensive experiments on 57 benchmark datasets in ADBench, reflecting different data types, we demonstrate that NNG-Mix outperforms other data augmentation methods. It yields significant performance improvements compared to the baselines trained exclusively on the original training data. Notably, NNG-Mix yields up to 16.4%, 8.8%, and 8.0% improvements on Classical, CV, and NLP datasets in ADBench. Our source code is available at https://github.com/donghao51/NNG-Mix.

Giacomo Arcieri, Cyprien Hoelzl, Oliver Schwery et al.

Structural Health Monitoring (SHM) describes a process for inferring quantifiable metrics of structural condition, which can serve as input to support decisions on the operation and maintenance of infrastructure assets. Given the long lifespan of critical structures, this problem can be cast as a sequential decision making problem over prescribed horizons. Partially Observable Markov Decision Processes (POMDPs) offer a formal framework to solve the underlying optimal planning task. However, two issues can undermine the POMDP solutions. Firstly, the need for a model that can adequately describe the evolution of the structural condition under deterioration or corrective actions and, secondly, the non-trivial task of recovery of the observation process parameters from available monitoring data. Despite these potential challenges, the adopted POMDP models do not typically account for uncertainty on model parameters, leading to solutions which can be unrealistically confident. In this work, we address both key issues. We present a framework to estimate POMDP transition and observation model parameters directly from available data, via Markov Chain Monte Carlo (MCMC) sampling of a Hidden Markov Model (HMM) conditioned on actions. The MCMC inference estimates distributions of the involved model parameters. We then form and solve the POMDP problem by exploiting the inferred distributions, to derive solutions that are robust to model uncertainty. We successfully apply our approach on maintenance planning for railway track assets on the basis of a "fractal value" indicator, which is computed from actual railway monitoring data.

Giacomo Arcieri, Cyprien Hoelzl, Oliver Schwery et al.

Partially Observable Markov Decision Processes (POMDPs) can model complex sequential decision-making problems under stochastic and uncertain environments. A main reason hindering their broad adoption in real-world applications is the lack of availability of a suitable POMDP model or a simulator thereof. Available solution algorithms, such as Reinforcement Learning (RL), require the knowledge of the transition dynamics and the observation generating process, which are often unknown and non-trivial to infer. In this work, we propose a combined framework for inference and robust solution of POMDPs via deep RL. First, all transition and observation model parameters are jointly inferred via Markov Chain Monte Carlo sampling of a hidden Markov model, which is conditioned on actions, in order to recover full posterior distributions from the available data. The POMDP with uncertain parameters is then solved via deep RL techniques with the parameter distributions incorporated into the solution via domain randomization, in order to develop solutions that are robust to model uncertainty. As a further contribution, we compare the use of transformers and long short-term memory networks, which constitute model-free RL solutions, with a model-based/model-free hybrid approach. We apply these methods to the real-world problem of optimal maintenance planning for railway assets.

Zhilu Lai, Wei Liu, Xudong Jian et al.

The order/dimension of models derived on the basis of data is commonly restricted by the number of observations, or in the context of monitored systems, sensing nodes. This is particularly true for structural systems (e.g., civil or mechanical structures), which are typically high-dimensional in nature. In the scope of physics-informed machine learning, this paper proposes a framework -- termed Neural Modal ODEs -- to integrate physics-based modeling with deep learning for modeling the dynamics of monitored and high-dimensional engineered systems. Neural Ordinary Differential Equations -- Neural ODEs are exploited as the deep learning operator. In this initiating exploration, we restrict ourselves to linear or mildly nonlinear systems. We propose an architecture that couples a dynamic version of variational autoencoders with physics-informed Neural ODEs (Pi-Neural ODEs). An encoder, as a part of the autoencoder, learns the abstract mappings from the first few items of observational data to the initial values of the latent variables, which drive the learning of embedded dynamics via physics-informed Neural ODEs, imposing a modal model structure on that latent space. The decoder of the proposed model adopts the eigenmodes derived from an eigen-analysis applied to the linearized portion of a physics-based model: a process implicitly carrying the spatial relationship between degrees-of-freedom (DOFs). The framework is validated on a numerical example, and an experimental dataset of a scaled cable-stayed bridge, where the learned hybrid model is shown to outperform a purely physics-based approach to modeling. We further show the functionality of the proposed scheme within the context of virtual sensing, i.e., the recovery of generalized response quantities in unmeasured DOFs from spatially sparse data.

Hao Dong, Eleni Chatzi, Olga Fink

The task of open-set domain generalization (OSDG) involves recognizing novel classes within unseen domains, which becomes more challenging with multiple modalities as input. Existing works have only addressed unimodal OSDG within the meta-learning framework, without considering multimodal scenarios. In this work, we introduce a novel approach to address Multimodal Open-Set Domain Generalization (MM-OSDG) for the first time, utilizing self-supervision. To this end, we introduce two innovative multimodal self-supervised pretext tasks: Masked Cross-modal Translation and Multimodal Jigsaw Puzzles. These tasks facilitate the learning of multimodal representative features, thereby enhancing generalization and open-class detection capabilities. Additionally, we propose a novel entropy weighting mechanism to balance the loss across different modalities. Furthermore, we extend our approach to tackle also the Multimodal Open-Set Domain Adaptation (MM-OSDA) problem, especially in scenarios where unlabeled data from the target domain is available. Extensive experiments conducted under MM-OSDG, MM-OSDA, and Multimodal Closed-Set DG settings on the EPIC-Kitchens and HAC datasets demonstrate the efficacy and versatility of the proposed approach. Our source code is available at https://github.com/donghao51/MOOSA.

G. Tsialiamanis, C. Mylonas, E. Chatzi et al.

Attempts have been made recently in the field of population-based structural health monitoring (PBSHM), to transfer knowledge between SHM models of different structures. The attempts have been focussed on homogeneous and heterogeneous populations. A more general approach to transferring knowledge between structures, is by considering all plausible structures as points on a multidimensional base manifold and building a fibre bundle. The idea is quite powerful, since, a mapping between points in the base manifold and their fibres, the potential states of any arbitrary structure, can be learnt. A smaller scale problem, but still useful, is that of learning a specific point of every fibre, i.e. that corresponding to the undamaged state of structures within a population. Under the framework of PBSHM, a data-driven approach to the aforementioned problem is developed. Structures are converted into graphs and inference is attempted within a population, using a graph neural network (GNN) algorithm. The algorithm solves a major problem existing in such applications. Structures comprise different sizes and are defined as abstract objects, thus attempting to perform inference within a heterogeneous population is not trivial. The proposed approach is tested in a simulated population of trusses. The goal of the application is to predict the first natural frequency of trusses of different sizes, across different environmental temperatures and having different bar member types. After training the GNN using part of the total population, it was tested on trusses that were not included in the training dataset. Results show that the accuracy of the regression is satisfactory even in structures with higher number of nodes and members than those used to train it.

Marcus Haywood-Alexander, Wei Liu, Kiran Bacsa et al.

The intersection of physics and machine learning has given rise to the physics-enhanced machine learning (PEML) paradigm, aiming to improve the capabilities and reduce the individual shortcomings of data- or physics-only methods. In this paper, the spectrum of physics-enhanced machine learning methods, expressed across the defining axes of physics and data, is discussed by engaging in a comprehensive exploration of its characteristics, usage, and motivations. In doing so, we present a survey of recent applications and developments of PEML techniques, revealing the potency of PEML in addressing complex challenges. We further demonstrate application of select such schemes on the simple working example of a single degree-of-freedom Duffing oscillator, which allows to highlight the individual characteristics and motivations of different `genres' of PEML approaches. To promote collaboration and transparency, and to provide practical examples for the reader, the code generating these working examples is provided alongside this paper. As a foundational contribution, this paper underscores the significance of PEML in pushing the boundaries of scientific and engineering research, underpinned by the synergy of physical insights and machine learning capabilities.

Yuriy Marykovskiy, Thomas Clark, Justin Day et al.

With the rapid evolution of the wind energy sector, there is an ever-increasing need to create value from the vast amounts of data made available both from within the domain, as well as from other sectors. This article addresses the challenges faced by wind energy domain experts in converting data into domain knowledge, connecting and integrating it with other sources of knowledge, and making it available for use in next generation artificially intelligent systems. To this end, this article highlights the role that knowledge engineering can play in the process of digital transformation of the wind energy sector. It presents the main concepts underpinning Knowledge-Based Systems and summarises previous work in the areas of knowledge engineering and knowledge representation in a manner that is relevant and accessible to domain experts. A systematic analysis of the current state-of-the-art on knowledge engineering in the wind energy domain is performed, with available tools put into perspective by establishing the main domain actors and their needs and identifying key problematic areas. Finally, guidelines for further development and improvement are provided.

Hao Dong, Moru Liu, Kaiyang Zhou et al.

In real-world scenarios, achieving domain adaptation and generalization poses significant challenges, as models must adapt to or generalize across unknown target distributions. Extending these capabilities to unseen multimodal distributions, i.e., multimodal domain adaptation and generalization, is even more challenging due to the distinct characteristics of different modalities. Significant progress has been made over the years, with applications ranging from action recognition to semantic segmentation. Besides, the recent advent of large-scale pre-trained multimodal foundation models, such as CLIP, has inspired works leveraging these models to enhance adaptation and generalization performances or adapting them to downstream tasks. This survey provides the first comprehensive review of recent advances from traditional approaches to foundation models, covering: (1) Multimodal domain adaptation; (2) Multimodal test-time adaptation; (3) Multimodal domain generalization; (4) Domain adaptation and generalization with the help of multimodal foundation models; and (5) Adaptation of multimodal foundation models. For each topic, we formally define the problem and thoroughly review existing methods. Additionally, we analyze relevant datasets and applications, highlighting open challenges and potential future research directions. We maintain an active repository that contains up-to-date literature at https://github.com/donghao51/Awesome-Multimodal-Adaptation.

Hao Dong, Eleni Chatzi, Olga Fink

Test-time adaptation (TTA) has demonstrated significant potential in addressing distribution shifts between training and testing data. Open-set test-time adaptation (OSTTA) aims to adapt a source pre-trained model online to an unlabeled target domain that contains unknown classes. This task becomes more challenging when multiple modalities are involved. Existing methods have primarily focused on unimodal OSTTA, often filtering out low-confidence samples without addressing the complexities of multimodal data. In this work, we present Adaptive Entropy-aware Optimization (AEO), a novel framework specifically designed to tackle Multimodal Open-set Test-time Adaptation (MM-OSTTA) for the first time. Our analysis shows that the entropy difference between known and unknown samples in the target domain strongly correlates with MM-OSTTA performance. To leverage this, we propose two key components: Unknown-aware Adaptive Entropy Optimization (UAE) and Adaptive Modality Prediction Discrepancy Optimization (AMP). These components enhance the ability of model to distinguish unknown class samples during online adaptation by amplifying the entropy difference between known and unknown samples. To thoroughly evaluate our proposed methods in the MM-OSTTA setting, we establish a new benchmark derived from existing datasets. This benchmark includes two downstream tasks and incorporates five modalities. Extensive experiments across various domain shift situations demonstrate the efficacy and versatility of the AEO framework. Additionally, we highlight the strong performance of AEO in long-term and continual MM-OSTTA settings, both of which are challenging and highly relevant to real-world applications. Our source code is available at https://github.com/donghao51/AEO.

Xudong Jian, Kiran Bacsa, Gregory Duthé et al.

Modal identification is crucial for structural health monitoring and structural control, providing critical insights into structural dynamics and performance. This study presents a novel deep learning framework that integrates graph neural networks (GNNs), transformers, and a physics-informed loss function to achieve modal decomposition and identification across a population of structures. The transformer module decomposes multi-degrees-of-freedom (MDOF) structural dynamic measurements into single-degree-of-freedom (SDOF) modal responses, facilitating the identification of natural frequencies and damping ratios. Concurrently, the GNN captures the structural configurations and identifies mode shapes corresponding to the decomposed SDOF modal responses. The proposed model is trained in a purely physics-informed and unsupervised manner, leveraging modal decomposition theory and the independence of structural modes to guide learning without the need for labeled data. Validation through numerical simulations and laboratory experiments demonstrates its effectiveness in accurately decomposing dynamic responses and identifying modal properties from sparse structural dynamic measurements, regardless of variations in external loads or structural configurations. Comparative analyses against established modal identification techniques and model variations further underscore its superior performance, positioning it as a favorable approach for population-based structural health monitoring.

Karin L. Yu, Eleni Chatzi, Georgios Kissas

The understanding and modeling of complex physical phenomena through dynamical systems has historically driven scientific progress, as it provides the tools for predicting the behavior of different systems under diverse conditions through time. The discovery of dynamical systems has been indispensable in engineering, as it allows for the analysis and prediction of complex behaviors for computational modeling, diagnostics, prognostics, and control of engineered systems. Joining recent efforts that harness the power of symbolic regression in this domain, we propose a novel framework for the end-to-end discovery of ordinary differential equations (ODEs), termed Grammar-based ODE Discovery Engine (GODE). The proposed methodology combines formal grammars with dimensionality reduction and stochastic search for efficiently navigating high-dimensional combinatorial spaces. Grammars allow us to seed domain knowledge and structure for both constraining, as well as, exploring the space of candidate expressions. GODE proves to be more sample- and parameter-efficient than state-of-the-art transformer-based models and to discover more accurate and parsimonious ODE expressions than both genetic programming- and other grammar-based methods for more complex inference tasks, such as the discovery of structural dynamics. Thus, we introduce a tool that could play a catalytic role in dynamics discovery tasks, including modeling, system identification, and monitoring tasks.

Gregory Duthé, Imad Abdallah, Eleni Chatzi

We introduce a Graph Transformer framework that serves as a general inverse physics engine on meshes, demonstrated through the challenging task of reconstructing aerodynamic flow fields from sparse surface measurements. While deep learning has shown promising results in forward physics simulation, inverse problems remain particularly challenging due to their ill-posed nature and the difficulty of propagating information from limited boundary observations. Our approach addresses these challenges by combining the geometric expressiveness of message-passing neural networks with the global reasoning of Transformers, enabling efficient learning of inverse mappings from boundary conditions to complete states. We evaluate this framework on a comprehensive dataset of steady-state RANS simulations around diverse airfoil geometries, where the task is to reconstruct full pressure and velocity fields from surface pressure measurements alone. The architecture achieves high reconstruction accuracy while maintaining fast inference times. We conduct experiments and provide insights into the relative importance of local geometric processing and global attention mechanisms in mesh-based inverse problems. We also find that the framework is robust to reduced sensor coverage. These results suggest that Graph Transformers can serve as effective inverse physics engines across a broader range of applications where complete system states must be reconstructed from limited boundary observations.

Pantelis R. Vlachas, Konstantinos Vlachas, Eleni Chatzi

Dynamical systems play a key role in modeling, forecasting, and decision-making across a wide range of scientific domains. However, variations in system parameters, also referred to as parametric variability, can lead to drastically different model behavior and output, posing challenges for constructing models that generalize across parameter regimes. In this work, we introduce the Parametric Hypernetwork for Learning Interpolated Networks (PHLieNet), a framework that simultaneously learns: (a) a global mapping from the parameter space to a nonlinear embedding and (b) a mapping from the inferred embedding to the weights of a dynamics propagation network. The learned embedding serves as a latent representation that modulates a base network, termed the hypernetwork, enabling it to generate the weights of a target network responsible for forecasting the system's state evolution conditioned on the previous time history. By interpolating in the space of models rather than observations, PHLieNet facilitates smooth transitions across parameterized system behaviors, enabling a unified model that captures the dynamic behavior across a broad range of system parameterizations. The performance of the proposed technique is validated in a series of dynamical systems with respect to its ability to extrapolate in time and interpolate and extrapolate in the parameter space, i.e., generalize to dynamics that were unseen during training. In all cases, our approach outperforms or matches state-of-the-art baselines in both short-term forecast accuracy and in capturing long-term dynamical features, such as attractor statistics.

Hanshuo Wu, Xudong Jian, Christos Lataniotis et al.

Bridges, as critical components of civil infrastructure, are increasingly affected by deterioration, making reliable traffic monitoring essential for assessing their remaining service life. Among operational loads, traffic load plays a pivotal role, and recent advances in deep learning - particularly in computer vision (CV) - have enabled progress toward continuous, automated monitoring. However, CV-based approaches suffer from limitations, including privacy concerns and sensitivity to lighting conditions, while traditional non-vision-based methods often lack flexibility in deployment and validation. To bridge this gap, we propose a fully automated deep-learning pipeline for continuous traffic monitoring using structural health monitoring (SHM) sensor networks. Our approach integrates CV-assisted high-resolution dataset generation with supervised training and inference, leveraging graph neural networks (GNNs) to capture the spatial structure and interdependence of sensor data. By transferring knowledge from CV outputs to SHM sensors, the proposed framework enables sensor networks to achieve comparable accuracy of vision-based systems, with minimal human intervention. Applied to accelerometer and strain gauge data in a real-world case study, the model achieves state-of-the-art performance, with classification accuracies of 99% for light vehicles and 94% for heavy vehicles.

Giacomo Arcieri, David Wölfle, Eleni Chatzi

The need for algorithms able to solve Reinforcement Learning (RL) problems with few trials has motivated the advent of model-based RL methods. The reported performance of model-based algorithms has dramatically increased within recent years. However, it is not clear how much of the recent progress is due to improved algorithms or due to improved models. While different modeling options are available to choose from when applying a model-based approach, the distinguishing traits and particular strengths of different models are not clear. The main contribution of this work lies precisely in assessing the model influence on the performance of RL algorithms. A set of commonly adopted models is established for the purpose of model comparison. These include Neural Networks (NNs), ensembles of NNs, two different approximations of Bayesian NNs (BNNs), that is, the Concrete Dropout NN and the Anchored Ensembling, and Gaussian Processes (GPs). The model comparison is evaluated on a suite of continuous control benchmarking tasks. Our results reveal that significant differences in model performance do exist. The Concrete Dropout NN reports persistently superior performance. We summarize these differences for the benefit of the modeler and suggest that the model choice is tailored to the standards required by each specific application.

Wei Liu, Zhilu Lai, Kiran Bacsa et al.

In this paper, we propose a probabilistic physics-guided framework, termed Physics-guided Deep Markov Model (PgDMM). The framework targets the inference of the characteristics and latent structure of nonlinear dynamical systems from measurement data, where exact inference of latent variables is typically intractable. A recently surfaced option pertains to leveraging variational inference to perform approximate inference. In such a scheme, transition and emission functions of the system are parameterized via feed-forward neural networks (deep generative models). However, due to the generalized and highly versatile formulation of neural network functions, the learned latent space often lacks physical interpretation and structured representation. To address this, we bridge physics-based state space models with Deep Markov Models, thus delivering a hybrid modeling framework for unsupervised learning and identification of nonlinear dynamical systems. The proposed framework takes advantage of the expressive power of deep learning, while retaining the driving physics of the dynamical system by imposing physics-driven restrictions on the side of the latent space. We demonstrate the benefits of such a fusion in terms of achieving improved performance on illustrative simulation examples and experimental case studies of nonlinear systems. Our results indicate that the physics-based models involved in the employed transition and emission functions essentially enforce a more structured and physically interpretable latent space, which is essential for enhancing and generalizing the predictive capabilities of deep learning-based models.

Charilaos Mylonas, Imad Abdallah, Eleni Chatzi

Graph Networks (GNs) enable the fusion of prior knowledge and relational reasoning with flexible function approximations. In this work, a general GN-based model is proposed which takes full advantage of the relational modeling capabilities of GNs and extends these to probabilistic modeling with Variational Bayes (VB). To that end, we combine complementary pre-existing approaches on VB for graph data and propose an approach that relies on graph-structured latent and conditioning variables. It is demonstrated that Neural Processes can also be viewed through the lens of the proposed model. We show applications on the problem of structured probability density modeling for simulated and real wind farm monitoring data, as well as on the meta-learning of simulated Gaussian Process data. We release the source code, along with the simulated datasets.

George Tsialiamanis, Charilaos Mylonas, Eleni Chatzi et al.

One of the requirements of the population-based approach to Structural Health Monitoring (SHM) proposed in the earlier papers in this sequence, is that structures be represented by points in an abstract space. Furthermore, these spaces should be metric spaces in a loose sense; i.e. there should be some measure of distance applicable to pairs of points; similar structures should then be close in the metric. However, this geometrical construction is not enough for the framing of problems in data-based SHM, as it leaves undefined the notion of feature spaces. Interpreting the feature values on a structure-by-structure basis as a type of field over the space of structures, it seems sensible to borrow an idea from modern theoretical physics, and define feature assignments as sections in a vector bundle over the structure space. With this idea in place, one can interpret the effect of environmental and operational variations as gauge degrees of freedom, as in modern gauge field theories. This paper will discuss the various geometrical structures required for an abstract theory of feature spaces in SHM, and will draw analogies with how these structures have shown their power in modern physics. In the second part of the paper, the problem of determining the normal condition cross section of a feature bundle is addressed. The solution is provided by the application of Graph Neural Networks (GNN), a versatile non-Euclidean machine learning algorithm which is not restricted to inputs and outputs from vector spaces. In particular, the algorithm is well suited to operating directly on the sort of graph structures which are an important part of the proposed framework for PBSHM. The solution of the normal section problem is demonstrated for a heterogeneous population of truss structures for which the feature of interest is the first natural frequency.

Charilaos Mylonas, Eleni Chatzi

In this work, a novel approach for the construction and training of time series models is presented that deals with the problem of learning on large time series with non-equispaced observations, which at the same time may possess features of interest that span multiple scales. The proposed method is appropriate for constructing predictive models for non-stationary stochastic time series.The efficacy of the method is demonstrated on a simulated stochastic degradation dataset and on a real-world accelerated life testing dataset for ball-bearings. The proposed method, which is based on GraphNets, implicitly learns a model that describes the evolution of the system at the level of a state-vector rather than of a raw observation. The proposed approach is compared to a recurrent network with a temporal convolutional feature extractor head (RNN-tCNN) which forms a known viable alternative for the problem context considered. Finally, by taking advantage of recent advances in the computation of reparametrization gradients for learning probability distributions, a simple yet effective technique for representing prediction uncertainty as a Gamma distribution over remaining useful life predictions is employed.

C. P. Andriotis, K. G. Papakonstantinou, E. N. Chatzi

Efficient integration of uncertain observations with decision-making optimization is key for prescribing informed intervention actions, able to preserve structural safety of deteriorating engineering systems. To this end, it is necessary that scheduling of inspection and monitoring strategies be objectively performed on the basis of their expected value-based gains that, among others, reflect quantitative metrics such as the Value of Information (VoI) and the Value of Structural Health Monitoring (VoSHM). In this work, we introduce and study the theoretical and computational foundations of the above metrics within the context of Partially Observable Markov Decision Processes (POMDPs), thus alluding to a broad class of decision-making problems of partially observable stochastic deteriorating environments that can be modeled as POMDPs. Step-wise and life-cycle VoI and VoSHM definitions are devised and their bounds are analyzed as per the properties stemming from the Bellman equation and the resulting optimal value function. It is shown that a POMDP policy inherently leverages the notion of VoI to guide observational actions in an optimal way at every decision step, and that the permanent or intermittent information provided by SHM or inspection visits, respectively, can only improve the cost of this policy in the long-term, something that is not necessarily true under locally optimal policies, typically adopted in decision-making of structures and infrastructure. POMDP solutions are derived based on point-based value iteration methods, and the various definitions are quantified in stationary and non-stationary deteriorating environments, with both infinite and finite planning horizons, featuring single- or multi-component engineering systems.