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Accurate time series forecasting is critical for a wide range of problems with temporal data. Ensemble modeling is a well-established technique for leveraging multiple predictive models to increase accuracy and robustness, as the…

Machine Learning · Computer Science 2023-04-11 Dimitris Bertsimas , Leonard Boussioux

Multiple time scale stochastic dynamical systems are ubiquitous in science and engineering, and the reduction of such systems and their models to only their slow components is often essential for scientific computation and further analysis.…

Dynamical Systems · Mathematics 2015-01-22 Carmeline J. Dsilva , Ronen Talmon , C. William Gear , Ronald R. Coifman , Ioannis G. Kevrekidis

Chaotic dynamical systems exhibit strong sensitivity to initial conditions and often contain unresolved multiscale processes, making deterministic forecasting fundamentally limited. Generative models offer an appealing alternative by…

Machine Learning · Computer Science 2026-01-01 Patrick Wyrod , Ashesh Chattopadhyay , Daniele Venturi

Heterogeneities in environmental conditions often induce corresponding heterogeneities in the distribution of species. In the extreme case of a localized patch of increased growth rates, reproducing populations can become strongly…

Populations and Evolution · Quantitative Biology 2013-01-17 Lukas Geyrhofer , Oskar Hallatschek

We study the problem of parameter estimation for time-series possessing two, widely separated, characteristic time scales. The aim is to understand situations where it is desirable to fit a homogenized singlescale model to such multiscale…

Statistics Theory · Mathematics 2009-11-11 G. A. Pavliotis , A. M. Stuart

4D-variational data assimilation is applied to the Lorenz '63 model to introduce a new method for parameter estimation in chaotic climate models. The approach aims to optimise an Earth system model (ESM), for which no adjoint exists, by…

Atmospheric and Oceanic Physics · Physics 2025-04-18 Philip David Kennedy , Abhirup Banerjee , Armin Köhl , Detlef Stammer

This paper studies whether numerically preserving monotonic properties can offer modelling advantages in data assimilation, particularly when the signal or data is a realization of a stochastic partial differential equation (SPDE) or…

Computational Physics · Physics 2025-02-19 James Woodfield

Local climate information is crucial for impact assessment and decision-making, yet coarse global climate simulations cannot capture small-scale phenomena. Current statistical downscaling methods infer these phenomena as temporally…

Machine Learning · Computer Science 2025-09-24 Jonathan Schmidt , Luca Schmidt , Felix Strnad , Nicole Ludwig , Philipp Hennig

Quantifying forecast uncertainty is a key aspect of state-of-the-art numerical weather prediction and data assimilation systems. Ensemble-based data assimilation systems incorporate state-dependent uncertainty quantification based on…

Atmospheric and Oceanic Physics · Physics 2023-05-17 Maximiliano A. Sacco , Manuel Pulido , Juan J. Ruiz , Pierre Tandeo

We explore a stochastic model that enables capturing external influences in two specific ways. The model allows for the expression of uncertainty in the parametrisation of the stochastic dynamics and incorporates patterns to account for…

Pricing of Securities · Quantitative Finance 2024-04-11 Felix L. Wolf , Griselda Deelstra , Lech A. Grzelak

In the last decade, stochastic models have shown to be very useful for quantitative modelling of social processes. Here, a configurational master equation for the description of behavioral changes by pair interactions of individuals is…

Statistical Mechanics · Physics 2009-10-31 Dirk Helbing

Data-driven prediction and physics-agnostic machine-learning methods have attracted increased interest in recent years achieving forecast horizons going well beyond those to be expected for chaotic dynamical systems. In a separate strand of…

Data Analysis, Statistics and Probability · Physics 2021-05-19 Georg A. Gottwald , Sebastian Reich

We commonly refer to state-estimation theory in geosciences as data assimilation. This term encompasses the entire sequence of operations that, starting from the observations of a system, and from additional statistical and dynamical…

Atmospheric and Oceanic Physics · Physics 2018-06-11 Alberto Carrassi , Marc Bocquet , Laurent Bertino , Geir Evensen

Data assimilation refers to the problem of finding trajectories of a prescribed dynamical model in such a way that the output of the model (usually some function of the model states) follows a given time series of observations. Typically…

Atmospheric and Oceanic Physics · Physics 2015-05-30 Jochen Bröcker , Ivan G. Szendro

Data assimilation algorithms estimate the state of a dynamical system from partial observations, where the successful performance of these algorithms hinges on costly parameter tuning and on employing an accurate model for the dynamics.…

Machine Learning · Statistics 2026-03-24 Melissa Adrian , Daniel Sanz-Alonso , Rebecca Willett

This chapter provides various perspective on an important challenge in data assimilation: model error. While the overall goal is to understand the implication of model error of any type in data assimilation, we emphasize on the effect of…

Dynamical Systems · Mathematics 2015-07-02 John Harlim

Probabilistic forecasting is crucial for real-world spatiotemporal systems, such as climate, energy, and urban environments, where quantifying uncertainty is essential for informed, risk-aware decision-making. While diffusion models have…

Machine Learning · Computer Science 2025-09-30 Zhi Sheng , Yuan Yuan , Yudi Zhang , Jingtao Ding , Yong Li

The parameterization of moist convection contributes to uncertainty in climate modeling and numerical weather prediction. Machine learning (ML) can be used to learn new parameterizations directly from high-resolution model output, but it…

Atmospheric and Oceanic Physics · Physics 2018-11-30 Paul A. O'Gorman , John G. Dwyer

Machine learning models have shown great success in predicting weather up to two weeks ahead, outperforming process-based benchmarks. However, existing approaches mostly focus on the prediction task, and do not incorporate the necessary…

We introduce a nonstationary spatio-temporal statistical model for gridded data on the sphere. The model specifies a computationally convenient covariance structure that depends on heterogeneous geography. Widely used statistical models on…

Applications · Statistics 2016-02-25 Stefano Castruccio , Joseph Guinness
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