English

Calibrated Forecasts of Quasi-Periodic Climate Processes with Deep Echo State Networks and Penalized Quantile Regression

Atmospheric and Oceanic Physics 2023-08-09 v1 Applications

Abstract

Among the most relevant processes in the Earth system for human habitability are quasi-periodic, ocean-driven multi-year events whose dynamics are currently incompletely characterized by physical models, and hence poorly predictable. This work aims at showing how 1) data-driven, stochastic machine learning approaches provide an affordable yet flexible means to forecast these processes; 2) the associated uncertainty can be properly calibrated with fast ensemble-based approaches. While the methodology introduced and discussed in this work pertains to synoptic scale events, the principle of augmenting incomplete or highly sensitive physical systems with data-driven models to improve predictability is far more general and can be extended to environmental problems of any scale in time or space.

Keywords

Cite

@article{arxiv.2308.04391,
  title  = {Calibrated Forecasts of Quasi-Periodic Climate Processes with Deep Echo State Networks and Penalized Quantile Regression},
  author = {Matthew Bonas and Christopher K. Wikle and Stefano Castruccio},
  journal= {arXiv preprint arXiv:2308.04391},
  year   = {2023}
}