High-Rate Machine Learning for Forecasting Time-Series Signals

"Active structures" are physical structures that incorporate real-time monitoring and control. Examples include active vibration damping or blast mitigation systems. Evaluating physics-based models in real-time is generally not feasible for such systems having high-rate dynamics which require microsecond response times, but data-driven machine-learning-based models can potentially offer a solution. This paper compares the cost and performance of two FPGA-based implementations of real-time, continuously-trained models for forecasting time-series signals with non-stationarities, with one using High-Level Synthesis (HLS) and the other a programmable overlay architecture. The proposed model accepts a uni-variate vibration signal and seeks to forecast future samples to inform high-rate controllers. The proposed forecasting method performs two concurrent neural inference operations. One inference forecasts the state of the signal f samples into the future as a function of the most recent h samples, while the other forecasts the current sample given h samples starting from h+f−1 samples into the past. The first forecast produces the forecast while the second forecast allows the system to calculate the model’s loss and perform an immediate model update before the next sample period.