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Data assimilation techniques are widely used to predict complex dynamical systems with uncertainties, based on time-series observation data. Error covariance matrices modelling is an important element in data assimilation algorithms which…

Machine Learning · Computer Science 2021-11-15 Sibo Cheng , Mingming Qiu

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

Accurate estimation of error covariances (both background and observation) is crucial for efficient observation compression approaches in data assimilation of large-scale dynamical problems. We propose a new combination of a covariance…

Numerical Analysis · Mathematics 2021-06-11 Sibo Cheng , Didier Lucor , Jean-Philippe Argaud

The performance of ensemble-based data assimilation techniques that estimate the state of a dynamical system from partial observations depends crucially on the prescribed uncertainty of the model dynamics and of the observations. These are…

Computation · Statistics 2021-02-24 Tadeo Javier Cocucci , Manuel Pulido , Magdalena Lucini , Pierre Tandeo

In this study, two classes of methods including statistical and variational data assimilation algorithms will be described. In statistical methods, the model state is updated sequentially based on the previous estimate. Variational methods,…

Systems and Control · Electrical Eng. & Systems 2021-10-25 Loc Luong

Data assimilation involves estimating the state of a system by combining observations from various sources with a background estimate of the state. The weights given to the observations and background state depend on their specified error…

Numerical Analysis · Mathematics 2025-03-13 Olivier Goux , Anthony Weaver , Selime Gürol , Oliver Guillet , Andrea Piacentini

In numerical weather prediction (NWP), a large number of observations are used to create initial conditions for weather forecasting through a process known as data assimilation. An assessment of the value of these observations for NWP can…

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

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 propose two new methods based/inspired by machine learning for tabular data and distance-free localization to enhance the covariance estimations in an ensemble data assimilation. The main goal is to enhance the data assimilation results…

Machine Learning · Computer Science 2025-07-31 Vinicius L. S. Silva , Gabriel S. Seabra , Alexandre A. Emerick

In order to leverage the information embedded in the background state and observations, covariance matrices modelling is a pivotal point in data assimilation algorithms. These matrices are often estimated from an ensemble of observations or…

Methodology · Statistics 2019-10-22 Sibo Cheng , Jean-Philippe Argaud , Bertrand Iooss , Didier Lucor , Angélique Ponçot

As machine learning models grow increasingly competent, their predictions can supplement scarce or expensive data in various important domains. In support of this paradigm, algorithms have emerged to combine a small amount of high-fidelity…

Machine Learning · Computer Science 2025-07-08 Zhun Deng , Thomas P Zollo , Benjamin Eyre , Amogh Inamdar , David Madras , Richard Zemel

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

Predictions in the form of probability distributions are crucial for effective decision-making. Quantile regression enables such predictions within spatial prediction settings that aim to create improved precipitation datasets by merging…

Machine Learning · Computer Science 2025-08-05 Georgia Papacharalampous , Hristos Tyralis , Nikolaos Doulamis , Anastasios Doulamis

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

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

Using a dynamical model to make predictions about a system has many sources of error. These can include errors in how the model was initialised but also errors in the dynamics of the model itself. For many applications in data assimilation,…

Numerical Analysis · Mathematics 2025-07-07 P. A. Browne

The accuracy of simulation-based forecasting in chaotic systems is heavily dependent on high-quality estimates of the system state at the time the forecast is initialized. Data assimilation methods are used to infer these initial conditions…

Machine Learning · Computer Science 2021-11-02 Michael McCabe , Jed Brown

An important class of nonlinear weighted least-squares problems arises from the assimilation of observations in atmospheric and ocean models. In variational data assimilation, inverse error covariance matrices define the weighting matrices…

Numerical Analysis · Mathematics 2022-12-06 Olivier Goux , Selime Gürol , Anthony T. Weaver , Oliver Guillet , Youssef Diouane

Data assimilation is the process to fuse information from priors, observations of nature, and numerical models, in order to obtain best estimates of the parameters or state of a physical system of interest. Presence of large errors in some…

Numerical Analysis · Mathematics 2015-11-06 Vishwas Rao , Adrian Sandu , Michael Ng , Elias Nino-Ruiz
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