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.

通过使用高斯过程和非线性外部输入结构在考虑给定安全约束条件的情况下，活跃地学习时间序列模型，使用动态探索输入空间生成适用于时间序列模型学习的数据，然后通过逐步确定安全要求和过去观察结果来对输入轨迹进行参数化分析，并在技术应用中进行实证评估，结果显示我们的方法在现实技术用例中的有效性。

基于高斯过程的安全主动学习用于时间序列建模