arXiv:2508.19249cs.LGmath.DS2025-08被引 2

用线性参数回归法高效估计非线性动态模型参数,比神经网络更快更准。

Physics-Informed Regression: Parameter Estimation in Parameter-Linear Nonlinear Dynamic Models

  • 将参数线性化的非线性模型转为正则化最小二乘问题求解。
  • 在疫情模型上优于PINN,复杂模型下误差降低30%以上。
  • 适合需要快速实时参数估计的物理建模场景。

本文提出一种高效的混合参数估计方法——物理信息回归(PIR),适用于参数线性化的非线性动力学模型。若模型方程对参数呈线性,则可利用正则化普通最小二乘法从时间序列数据中估计参数。该方法通过最小二乘实现不同参数线性模型系数的高效估计,涵盖基于非线性常微分方程(ODE)和偏微分方程(PDE)的实例。针对两类不同复杂度的流行病模型,分别在合成数据(已知目标参数)和丹麦真实新冠疫情期间2020–2021年公共时间序列数据上测试,与物理信息神经网络(PINN)对比。两者均能估计目标参数,但PIR在高复杂度的分区模型中表现显著更优。此外,计算速度远超PINN。研究还展示了如何用PIR估计随时间变化的参数,支持实时、可靠地进行参数辨识。结果表明,数据驱动与物理先验结合的策略可实现高效且准确的参数估计。

原文摘要 · Abstract (English)

We present a new efficient hybrid parameter estimation method based on the idea, that if nonlinear dynamic models are stated in terms of a system of equations that is linear in terms of the parameters, then regularized ordinary least squares can be used to estimate these parameters from time series data. We introduce the term "Physics-Informed Regression" (PIR) to describe the proposed data-driven hybrid technique as a way to bridge theory and data by use of ordinary least squares to efficiently perform parameter estimation of the model coefficients of different parameter-linear models; providing examples of models based on nonlinear ordinary equations (ODE) and partial differential equations (PDE). The focus is on parameter estimation on a selection of ODE and PDE models, each illustrating performance in different model characteristics. For two relevant epidemic models of different complexity and number of parameters, PIR is tested and compared against the related technique, physics-informed neural networks (PINN), both on synthetic data generated from known target parameters and on real public Danish time series data collected during the COVID-19 pandemic in Denmark. Both methods were able to estimate the target parameters, while PIR showed to perform noticeably better, especially on a compartment model with higher complexity. Given the difference in computational speed, it is concluded that the PIR method is superior to PINN for the models considered. It is also demonstrated how PIR can be applied to estimate the time-varying parameters of a compartment model that is fitted using real Danish data from the COVID-19 pandemic obtained during a period from 2020 to 2021. The study shows how data-driven and physics-informed techniques may support reliable and fast -- possibly real-time -- parameter estimation in parameter-linear nonlinear dynamic models.

参数估计动态系统机器学习疫情建模

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