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Variance estimation is important for statistical inference. It becomes non-trivial when observations are masked by serial dependence structures and time-varying mean structures. Existing methods either ignore or sub-optimally handle these…

Methodology · Statistics 2022-01-03 Kin Wai Chan

In this paper, the Ensemble Kalman Filter is compared with a 4DVAR Data Assimilation System in chaotic dynamics. The Lorenz model is chosen for its simplicity in structure and its dynamical similarities with primitive equation models, such…

Chaotic Dynamics · Physics 2026-04-13 Fabrício Pereira Harter , Cleber Souza Corrêa

We propose experimentally feasible ways to probe universal features of absorbing phase transitions from two different approaches, both based on numerical validations. On one hand, we numerically study a probability distribution of…

Statistical Mechanics · Physics 2018-12-20 Keiichi Tamai , Masaki Sano

The four-dimensional variational data assimilation methodology for assimilating noisy observations into a deterministic model has been the workhorse of forecasting centers for over three decades. While this method provides a computationally…

Optimization and Control · Mathematics 2023-07-19 Shady E Ahmed , Omer San , Sivaramakrishnan Lakshmivarahan , John M Lewis

A 4D-Var data assimilation technique is applied to a ORCA-2 configuration of the NEMO in order to identify the optimal parametrization of the boundary conditions on the lateral boundaries as well as on the bottom and on the surface of the…

Atmospheric and Oceanic Physics · Physics 2015-06-12 Eugene Kazantsev

With the increasing penetration of high-frequency sensors across a number of biological and physical systems, the abundance of the resulting observations offers opportunities for higher statistical accuracy of down-stream estimates, but…

Optimization and Control · Mathematics 2020-11-06 Shushu Zhang , Vivak Patel

In this work, we aim at studying ensemble based optimal control strategies for data assimilation. Such formulation nicely combines the ingredients of ensemble Kalman filters and variational data assimilation (4DVar). In the same way as…

Mathematical Physics · Physics 2014-01-17 Yin Yang , Cordelia Robinson , Dominique Heitz , Etienne Mémin

Data assimilation of observational data into full atmospheric states is essential for weather forecast model initialization. Recently, methods for deep generative data assimilation have been proposed which allow for using new input data…

Shallow water equations are extensively considered in the domains of oceans, atmospheric modelling, and engineering research (Franca et al., 2022), which play significant roles in floods and tsunami governance. Nonetheless, the accurate…

Fluid Dynamics · Physics 2023-09-22 Ruijia Yu

Forecasting non-stationary time series is a challenging task because their statistical properties often change over time, making it hard for deep models to generalize well. Instance-level normalization techniques can help address shifts in…

Machine Learning · Computer Science 2025-06-09 Junpeng Lin , Tian Lan , Bo Zhang , Ke Lin , Dandan Miao , Huiru He , Jiantao Ye , Chen Zhang , Yan-fu Li

The weather and climate domains are undergoing a significant transformation thanks to advances in AI-based foundation models such as FourCastNet, GraphCast, ClimaX and Pangu-Weather. While these models show considerable potential, they are…

Machine Learning · Computer Science 2024-07-18 Junqi Yin , Siming Liang , Siyan Liu , Feng Bao , Hristo G. Chipilski , Dan Lu , Guannan Zhang

Turbulent dynamical systems characterized by both a high-dimensional phase space and a large number of instabilities are ubiquitous among many complex systems in science and engineering. The existence of a strange attractor in the turbulent…

Fluid Dynamics · Physics 2018-02-23 Andrew J. Majda , Di Qi

Data assimilation (DA) addresses the problem of sequentially estimating the state of a dynamical system from noisy and incomplete observations. In this work, we employ a diffusion model as a world model to simulate and predict the system's…

Machine Learning · Statistics 2026-05-26 Lifu Wei , Yinuo Ren , Naichen Shi , Yiping Lu

Time delays in communication channels present significant challenges for bilateral teleoperation systems, affecting both transparency and stability. Although traditional wave variable-based methods for a four-channel architecture ensure…

Systems and Control · Electrical Eng. & Systems 2025-12-10 Nour Mitiche , Farid Ferguene , Mourad Oussalah

This work is motivated by the ECMWF CAMS reanalysis data, a valuable resource for researchers in environmental-related areas, as they contain the most updated atmospheric composition information on a global scale. Unlike observational data…

Statistics Theory · Mathematics 2023-04-10 Xiaoqing Chen , Ross Bannister , Gavin Shaddick , James V. Zidek

In this paper, we aim to improve multivariate anomaly detection (AD) by modeling the \textit{time-varying non-linear spatio-temporal correlations} found in multivariate time series data . In multivariate time series data, an anomaly may be…

Machine Learning · Computer Science 2025-09-19 Padmaksha Roy , Almuatazbellah Boker , Lamine Mili

We adapt a previously introduced continuous in time data assimilation (downscaling) algorithm for the 2D Navier-Stokes equations to the more realistic case when the measurements are obtained discretely in time and may be contaminated by…

Analysis of PDEs · Mathematics 2016-05-24 Ciprian Foias , Cecilia F. Mondaini , Edriss S. Titi

Severe storms, tropical cyclones, and associated tornadoes, floods, lightning, and microbursts threaten life and property. Reliable, precise, and accurate alerts of these phenomena can trigger defensive actions and preparations. However,…

Atmospheric and Oceanic Physics · Physics 2011-02-15 Ross N. Hoffman , John M. Henderson , Thomas Nehrkorn

We consider data-adaptive wavelet estimation of a trend function in a time series model with strongly dependent Gaussian residuals. Asymptotic expressions for the optimal mean integrated squared error and corresponding optimal smoothing and…

Statistics Theory · Mathematics 2012-03-05 Jan Beran , Yevgen Shumeyko

A stochastic subgrid-scale parameterization based on the Ruelle's response theory and proposed in Wouters and Lucarini [2012] is tested in the context of a low-order coupled ocean-atmosphere model for which a part of the atmospheric modes…

Atmospheric and Oceanic Physics · Physics 2017-01-18 Jonathan Demaeyer , Stéphane Vannitsem