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Frequency-aware Surrogate Modeling With SMT Kernels For Advanced Data Forecasting

arXiv 2507.09694 ↗First posted 13 Jul 2025cs.LG cs.AI math.OCcited by 0

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Abstract (arXiv)

This paper introduces a comprehensive open-source framework for developing correlation kernels, with a particular focus on user-defined and composition of kernels for surrogate modeling. By advancing kernel-based modeling techniques, we incorporate frequency-aware elements that effectively capture complex mechanical behaviors and timefrequency dynamics intrinsic to aircraft systems. Traditional kernel functions, often limited to exponential-based methods, are extended to include a wider range of kernels such as exponential squared sine and rational quadratic kernels, along with their respective firstand second-order derivatives. The proposed methodologies are first validated on a sinus cardinal test case and then applied to forecasting Mauna-Loa Carbon Dioxide (CO 2 ) concentrations and airline passenger traffic. All these advancements are integrated into the open-source Surrogate Modeling Toolbox (SMT 2.0), providing a versatile platform for both standard and customizable kernel configurations. Furthermore, the framework enables the combination of various kernels to leverage their unique strengths into composite models tailored to specific problems. The resulting framework offers a flexible toolset for engineers and researchers, paving the way for numerous future applications in metamodeling for complex, frequency-sensitive domains.

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References · 6

  1. 2013Gaussian Process Kernels for Pattern Discovery and Extrapolationcited by 131
  2. 2013Structure Discovery in Nonparametric Regression through Compositional Kernel Searchcited by 86
  3. 2023SMT 2.0: A Surrogate Modeling Toolbox with a focus on Hierarchical and Mixed Variables Gaussian Processescited by 27
  4. 2018Group kernels for Gaussian process metamodels with categorical inputscited by 22
  5. 2022A mixed-categorical correlation kernel for Gaussian processcited by 19
  6. 2025High-Dimensional Bayesian Optimization Using Both Random and Supervised Embeddingscited by 2

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