arXiv AI By Matteo Rufolo, Dario Piga, Filippo Pura, Marco Forgione

In-Context Learning for System Identification: Probabilistic Formulation, Long-Sequence Handling, and Benchmark Validation

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The paper presents an in-context learning framework for system identification that replaces traditional two-step model estimation with a meta model mapping training data and query inputs directly to outputs. It introduces a probabilistic Transformer-based architecture capable of handling long training sequences and producing calibrated predictions over extended horizons. Additionally, the authors demonstrate that a pre-trained meta model can generate uncertainty-aware synthetic data to aid classical identification methods and validate their approach on standard nonlinear benchmarks and challenging out-of-distribution scenarios, achieving competitive accuracy and strong generalization.

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