Beyond Prediction: Interval Neural Networks for Uncertainty-Aware System Identification

System identification (SysID) is critical for modeling dynamical systems from experimental data, yet traditional approaches often fail to capture nonlinear behaviors. While deep learning offers powerful tools for modeling such dynamics, incorporating uncertainty quantification is essential to ensure reliable predictions. This paper presents a systematic framework for constructing and training interval Neural Networks (INNs) for uncertainty-aware SysID. By extending crisp neural networks into interval counterparts, we develop Interval LSTM and NODE models that propagate uncertainty through interval arithmetic without probabilistic assumptions. This design allows them to represent uncertainty and produce prediction intervals. For training, we propose two strategies: Cascade INN (C-INN), a two-stage approach converting a trained crisp NN into an INN, and Joint INN (J-INN), a one-stage framework jointly optimizing prediction accuracy and interval precision. Both strategies employ uncertainty-aware loss functions and parameterization tricks to ensure reliable learning. Comprehensive experiments on multiple SysID datasets demonstrate the effectiveness of both approaches and benchmark their performance against well-established uncertainty-aware baselines: C-INN achieves superior point prediction accuracy, whereas J-INN yields more accurate and better-calibrated prediction intervals. Furthermore, to reveal how uncertainty is represented across model parameters, the concept of channel-wise elasticity is introduced, which is used to identify distinct patterns across the two training strategies. The results of this study demonstrate that the proposed framework effectively integrates deep learning with uncertainty-aware modeling.

Introducing Interval Neural Networks for Uncertainty-Aware System Identification

System Identification (SysID) is crucial for modeling and understanding dynamical systems using experimental data. While traditional SysID methods emphasize linear models, their inability to fully capture nonlinear dynamics has driven the adoption of Deep Learning (DL) as a more powerful alternative. However, the lack of uncertainty quantification (UQ) in DL-based models poses challenges for reliability and safety, highlighting the necessity of incorporating UQ. This paper introduces a systematic framework for constructing and learning Interval Neural Networks (INNs) to perform UQ in SysID tasks. INNs are derived by transforming the learnable parameters (LPs) of pre-trained neural networks into interval-valued LPs without relying on probabilistic assumptions. By employing interval arithmetic throughout the network, INNs can generate Prediction Intervals (PIs) that capture target coverage effectively. We extend Long Short-Term Memory (LSTM) and Neural Ordinary Differential Equations (Neural ODEs) into Interval LSTM (ILSTM) and Interval NODE (INODE) architectures, providing the mathematical foundations for their application in SysID. To train INNs, we propose a DL framework that integrates a UQ loss function and parameterization tricks to handle constraints arising from interval LPs. We introduce novel concept "elasticity" for underlying uncertainty causes and validate ILSTM and INODE in SysID experiments, demonstrating their effectiveness.