Data-Driven Battery Characterization and Prognosis: Recent Progress, Challenges, and Prospects.

Battery characterization and prognosis are essential for analyzing underlying electrochemical mechanisms and ensuring safe operation, especially with the assistance of superior data-driven artificial intelligence systems. This review provides a unique perspective on recent progress in data-driven battery characterization and prognosis methods. First, recent informative image characterization and impedance spectrum as well as high-throughput screening approaches on revealing battery electrochemical mechanisms at multiple scales are summarized. Thereafter, battery prognosis tasks and strategies are described, with the comparison of various physics-informed modeling strategies. Considering unlocking mechanisms from tremendous battery data, the dominant role of physics-informed interpretable learning in accelerating energy device development is presented. Finally, challenges and prospects on data-driven characterization and prognosis are discussed toward accelerating energy device development with much-enhanced electrochemical transparency and generalization. This review is hoped to supply new ideas and inspirations to the next-generation battery development.

Regression-type analysis for multivariate extreme values.

This paper devises a regression-type model for the situation where both the response and covariates are extreme. The proposed approach is designed for the setting where the response and covariates are modeled as multivariate extreme values, and thus contrarily to standard regression methods it takes into account the key fact that the limiting distribution of suitably standardized componentwise maxima is an extreme value copula. An important target in the proposed framework is the regression manifold, which consists of a family of regression lines obeying the latter asymptotic result. To learn about the proposed model from data, we employ a Bernstein polynomial prior on the space of angular densities which leads to an induced prior on the space of regression manifolds. Numerical studies suggest a good performance of the proposed methods, and a finance real-data illustration reveals interesting aspects on the conditional risk of extreme losses in two leading international stock markets. Supplementary Information: The online version contains supplementary material available at 10.1007/s10687-022-00446-6.