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A data-driven method for improving the correlation estimation in serial ensemble Kalman filters is introduced. The method finds a linear map that transforms, at each assimilation cycle, the poorly estimated sample correlation into an…

Statistics Theory · Mathematics 2017-04-05 Michèle De La Chevrotière , John Harlim

For oceanographic applications, probabilistic forecasts typically have to deal with i) high-dimensional complex models, and ii) very sparse spatial observations. In search-and-rescue operations at sea, for instance, the short-term…

Applications · Statistics 2023-02-15 Florian Beiser , Håvard Heitlo Holm , Jo Eidsvik

We explore the potential of three-dimensional data assimilation for assimilating sparsely-distributed 2-metre temperature observations across the coupled atmosphere-land interface into the soil moisture. Using idealised twin experiments…

Atmospheric and Oceanic Physics · Physics 2022-09-29 Tobias Finn , Gernot Geppert , Felix Ament

Data assimilation is an iterative approach to the problem of estimating the state of a dynamical system using both current and past observations of the system together with a model for the system's time evolution. Rather than solving the…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Brian R. Hunt , Eric J. Kostelich , Istvan Szunyogh

In this paper, we introduce a new, local formulation of the ensemble Kalman Filter approach for atmospheric data assimilation. Our scheme is based on the hypothesis that, when the Earth's surface is divided up into local regions of moderate…

Data assimilation techniques, such as ensemble Kalman filtering, have been shown to be a highly effective and efficient way to combine noisy data with a mathematical model to track and forecast dynamical systems. However, when dealing with…

Dynamical Systems · Mathematics 2023-05-17 Stephen A Falconer , David J. B. Lloyd , Naratip Santitissadeekorn

Chaos is ubiquitous in physical systems. The associated sensitivity to initial conditions is a significant obstacle in forecasting the weather and other geophysical fluid flows. Data assimilation is the process whereby the uncertainty in…

Data Analysis, Statistics and Probability · Physics 2020-11-03 Alberto Carrassi , Marc Bocquet , Jonathan Demaeyer , Colin Grudzien , Patrick Raanes , Stephane Vannitsem

Data assimilation algorithms are used to estimate the states of a dynamical system using partial and noisy observations. The ensemble Kalman filter has become a popular data assimilation scheme due to its simplicity and robustness for a…

Numerical Analysis · Mathematics 2021-06-23 Gottfried Hastermann , Maria Reinhardt , Rupert Klein , Sebastian Reich

Data assimilation provides algorithms for widespread applications in various fields. It is of practical use to deal with a large amount of information in the complex system that is hard to estimate. Weather forecasting is one of the…

Optimization and Control · Mathematics 2023-03-23 Yihua Yang

Data assimilation is the task to combine evolution models and observational data in order to produce reliable predictions. In this paper, we focus on ensemble-based recursive data assimilation problems. Our main contribution is a hybrid…

Numerical Analysis · Mathematics 2016-02-26 Nawinda Chustagulprom , Sebastian Reich , Maria Reinhardt

A hybrid data assimilation algorithm is developed for complex dynamical systems with partial observations. The method starts with applying a spectral decomposition to the entire spatiotemporal fields, followed by creating a machine learning…

Computational Physics · Physics 2022-12-27 Changhong Mou , Leslie M. Smith , Nan Chen

Complex systems are often described with competing models. Such divergence of interpretation on the system may stem from model fidelity, mathematical simplicity, and more generally, our limited knowledge of the underlying processes.…

Numerical Analysis · Mathematics 2017-07-21 Lun Yang , Akil Narayan , Peng Wang

Global maps of the solar photospheric magnetic flux are fundamental drivers for simulations of the corona and solar wind and therefore are important predictors of geoeffective events. However, observations of the solar photosphere are only…

Mathematical Physics · Physics 2015-06-23 Kyle S. Hickmann , Humberto C. Godinez , Carl J. Henney , C. Nick Arge

We consider the problem of data-assisted forecasting of chaotic dynamical systems when the available data is in the form of noisy partial measurements of the past and present state of the dynamical system. Recently there have been several…

Machine Learning · Computer Science 2021-06-02 Alexander Wikner , Jaideep Pathak , Brian R. Hunt , Istvan Szunyogh , Michelle Girvan , Edward Ott

There has been a recent surge in development of accurate machine learning (ML) weather prediction models, but evaluation of these models has mainly been focused on medium-range forecasts, not their performance in cycling data assimilation…

Atmospheric and Oceanic Physics · Physics 2024-12-25 Laura C. Slivinski , Jeffrey S. Whitaker , Sergey Frolov , Timothy A. Smith , Niraj Agarwal

A thermal convection loop is a annular chamber filled with water, heated on the bottom half and cooled on the top half. With sufficiently large forcing of heat, the direction of fluid flow in the loop oscillates chaotically, dynamics…

Dynamical Systems · Mathematics 2016-06-24 Andrew J. Reagan , Yves Dubief , Peter Sheridan Dodds , Christopher M. Danforth

This paper proposes a novel framework for fusing multi-temporal, multispectral satellite images and OpenStreetMap (OSM) data for the classification of local climate zones (LCZs). Feature stacking is the most commonly-used method of data…

Machine Learning · Computer Science 2019-10-23 Guichen Zhang , Pedram Ghamisi , Xiao Xiang Zhu

Filtering in spatially-extended dynamical systems is a challenging problem with significant practical applications such as numerical weather prediction. Particle filters allow asymptotically consistent inference but require infeasibly large…

Computation · Statistics 2019-06-04 Matthew M. Graham , Alexandre H. Thiery

Satellite observations play a critical role in numerical weather prediction where they are assimilated through an observation operator that maps model states to radiances. In the traditional Ensemble Kalman Filter, these observations are…

Atmospheric and Oceanic Physics · Physics 2026-03-24 Gian Luca Buono , Stefanie Hollborn , Roland Potthast , Jörg Schäfer , Martin Simon

A large variety of geospatial data layers is available around the world ranging from remotely-sensed raster data like satellite imagery, digital elevation models, predicted land cover maps, and human-annotated data, to data derived from…

Computer Vision and Pattern Recognition · Computer Science 2025-07-21 Arjun Rao , Esther Rolf
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