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The problem of determining the underlying dynamics of a system when only given data of its state over time has challenged scientists for decades. In this paper, the approach of using machine learning to model the updates of the phase space…

Machine Learning · Computer Science 2024-02-01 Michael F. Zimmer

Artificial intelligence (AI)-based weather prediction research is growing rapidly and has shown to be competitive with the advanced dynamic numerical weather prediction models. However, research combining AI-based weather prediction models…

Machine Learning · Computer Science 2025-10-16 Shunji Kotsuki , Kenta Shiraishi , Atsushi Okazaki

In practical applications, data is used to make decisions in two steps: estimation and optimization. First, a machine learning model estimates parameters for a structural model relating decisions to outcomes. Second, a decision is chosen to…

Optimization and Control · Mathematics 2022-10-28 Samuel Tan , Peter I. Frazier

Traditionally model averaging has been viewed as an alternative to model selection with the ultimate goal to incorporate the uncertainty associated with the model selection process in standard errors and confidence intervals by using a…

Methodology · Statistics 2021-03-05 Michael Schomaker , Christian Heumann

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

It was recently found with the aid of machine learning that for a variety of toy data assimilation systems with chaotic Lorenz-96 model it is possible to achieve a nearly-optimal data assimilation without carrying the state error covariance…

Chaotic Dynamics · Physics 2025-01-24 Pavel Sakov

When performing supervised learning with the model selected using validation error from sample splitting and cross validation, the minimum value of the validation error can be biased downward. We propose two simple methods that use the…

Methodology · Statistics 2018-02-13 Leying Guan

We study the problem of identifying the dynamics of a linear system when one has access to samples generated by a similar (but not identical) system, in addition to data from the true system. We use a weighted least squares approach and…

Systems and Control · Electrical Eng. & Systems 2022-04-13 Lei Xin , Lintao Ye , George Chiu , Shreyas Sundaram

The effectiveness of univariate forecasting models is often hampered by conditions that cause them stress. A model is considered to be under stress if it shows a negative behaviour, such as higher-than-usual errors or increased uncertainty.…

Machine Learning · Computer Science 2024-07-03 Ricardo Inácio , Vitor Cerqueira , Marília Barandas , Carlos Soares

As the use of machine learning in high impact domains becomes widespread, the importance of evaluating safety has increased. An important aspect of this is evaluating how robust a model is to changes in setting or population, which…

Machine Learning · Computer Science 2021-03-16 Adarsh Subbaswamy , Roy Adams , Suchi Saria

Real-world applications of machine learning models are often subject to legal or policy-based regulations. Some of these regulations require ensuring the validity of the model, i.e., the approximation error being smaller than a threshold. A…

Machine Learning · Statistics 2024-06-18 Sven Lämmle , Can Bogoclu , Robert Voßhall , Anselm Haselhoff , Dirk Roos

The analysis of high-dimensional dynamical systems generally requires the integration of simulation data with experimental measurements. Experimental data often has substantial amounts of measurement noise that compromises the ability to…

Numerical Analysis · Mathematics 2019-10-02 Samuel Rudy , Steven Brunton , J. Nathan Kutz

Data-driven model identification strategies can be used to obtain phenomenological models that capture the temporal evolution of observable data. While it is usually straightforward to obtain such a model from time series data, for instance…

Dynamical Systems · Mathematics 2026-03-25 Mohamed Akrout , Dan Wilson

The identification of a linear system model from data has wide applications in control theory. The existing work that provides finite sample guarantees for linear system identification typically uses data from a single long system…

Machine Learning · Statistics 2025-05-09 Lei Xin , Baike She , Qi Dou , George Chiu , Shreyas Sundaram

Today's ocean numerical prediction skills depend on the availability of in-situ and remote ocean observations at the time of the predictions only. Because observations are scarce and discontinuous in time and space, numerical models are…

Signal Processing · Electrical Eng. & Systems 2022-06-06 Ali Muhamed Ali , Hanqi Zhuang , Yu Huang , Ali K. Ibrahim , Ali Salem Altaher , Laurent Chérubin

For the first time we introduce an error estimator for the numerical approximation of the equations describing the dynamics of sea ice. The idea of the estimator is to identify different error contributions coming from spatial and temporal…

Numerical Analysis · Mathematics 2020-08-11 Carolin Mehlmann , Thomas Richter

The generation of initial conditions via accurate data assimilation is crucial for weather forecasting and climate modeling. We propose DiffDA as a denoising diffusion model capable of assimilating atmospheric variables using predicted…

Computational Engineering, Finance, and Science · Computer Science 2024-06-11 Langwen Huang , Lukas Gianinazzi , Yuejiang Yu , Peter D. Dueben , Torsten Hoefler

Numerous studies have focused on learning and understanding the dynamics of physical systems from video data, such as spatial intelligence. Artificial intelligence requires quantitative assessments of the uncertainty of the model to ensure…

Machine Learning · Computer Science 2024-12-18 Aoming Liang , Qi Liu , Lei Xu , Fahad Sohrab , Weicheng Cui , Changhui Song , Moncef Gabbouj

The method of model averaging has become an important tool to deal with model uncertainty, for example in situations where a large amount of different theories exist, as are common in economics. Model averaging is a natural and formal…

Applications · Statistics 2019-02-05 Mark F. J. Steel

Models of many engineering and natural systems are imperfect. The discrepancy between the mathematical representations of a true physical system and its imperfect model is called the model error. These model errors can lead to substantial…

Computational Physics · Physics 2022-06-28 Rambod Mojgani , Ashesh Chattopadhyay , Pedram Hassanzadeh
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