Safe Active Learning for Time-Series Modeling with Gaussian Processes
This work addresses the challenge of safe data generation for time-series modeling in technical domains, though it appears incremental as it builds on existing Gaussian process methods with added safety considerations.
The paper tackled the problem of actively learning time-series models under safety constraints using Gaussian processes, and the results demonstrated its effectiveness in a realistic technical application.
Learning time-series models is useful for many applications, such as simulation and forecasting. In this study, we consider the problem of actively learning time-series models while taking given safety constraints into account. For time-series modeling we employ a Gaussian process with a nonlinear exogenous input structure. The proposed approach generates data appropriate for time series model learning, i.e. input and output trajectories, by dynamically exploring the input space. The approach parametrizes the input trajectory as consecutive trajectory sections, which are determined stepwise given safety requirements and past observations. We analyze the proposed algorithm and evaluate it empirically on a technical application. The results show the effectiveness of our approach in a realistic technical use case.