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We propose the use of the Extended Kalman Filter (EKF) for online data assimilation and update of a dynamic model, preliminary identified through the Sparse Identification of Nonlinear Dynamics (SINDy). This data-driven technique may avoid…

Dynamical Systems · Mathematics 2024-11-08 Luca Rosafalco , Paolo Conti , Andrea Manzoni , Stefano Mariani , Attilio Frangi

We propose spectral methods for long-term forecasting of temporal signals stemming from linear and nonlinear quasi-periodic dynamical systems. For linear signals, we introduce an algorithm with similarities to the Fourier transform but…

Machine Learning · Computer Science 2020-04-02 Henning Lange , Steven L. Brunton , Nathan Kutz

Higher variability in rainfall and river discharge could be of major importance in landslide generation in the north-western Argentine Andes. Annual layered (varved) deposits of a landslide dammed lake in the Santa Maria Basin (26 deg S, 66…

Chaotic Dynamics · Physics 2007-05-23 N. Marwan , M. H. Trauth , M. Vuille , J. Kurths

An accurate load forecast is always important for the power industry and energy players as it enables stakeholders to make critical decisions. In addition, its importance is further increased with growing uncertainties in the generation…

Signal Processing · Electrical Eng. & Systems 2018-11-26 Muhammad Qamar Raza , N. Mithulananthan , Jiaming Li , Kwang Y. Lee

The North Pacific exhibits patterns of low-frequency variability on the intra-annual to decadal time scales, which manifest themselves in both model data and the observational record, and prediction of such low-frequency modes of…

Numerical Analysis · Mathematics 2016-06-22 Darin Comeau , Zhizhen Zhao , Dimitrios Giannakis , Andrew J. Majda

In this paper, we propose and develop a methodology for nonlinear systems health monitoring by modeling the damage and degradation mechanism dynamics as "slow" states that are augmented with the system "fast" dynamical states. This…

Systems and Control · Computer Science 2017-10-17 Najmeh Daroogheh , Nader Meskin , Khashayar Khorasani

Deep learning is revolutionizing weather forecasting, with new data-driven models achieving accuracy on par with operational physical models for medium-term predictions. However, these models often lack interpretability, making their…

Machine Learning · Computer Science 2024-09-11 David Millard , Arielle Carr , Stéphane Gaudreault

Many machine learning approaches for decision making, such as reinforcement learning, rely on simulators or predictive models to forecast the time-evolution of quantities of interest, e.g., the state of an agent or the reward of a policy.…

Machine Learning · Computer Science 2024-01-17 Petar Bevanda , Max Beier , Armin Lederer , Stefan Sosnowski , Eyke Hüllermeier , Sandra Hirche

Faithful uncertainty quantification (UQ) is paramount in high stakes climate prediction. Deep ensembles, or ensembles of probabilistic neural networks, are state of the art for UQ in machine learning (ML) and are growing increasingly…

Atmospheric and Oceanic Physics · Physics 2026-03-24 Devin M. McAfee , Elizabeth A. Barnes

Among algorithms used for sensor fusion for attitude estimation in unmanned aerial vehicles, the Extended Kalman Filter (EKF) is the most commonly used for estimation. In this paper, we propose a new version of H2 estimation called extended…

Optimization and Control · Mathematics 2020-09-08 Sunsoo Kim , Vaishnav Tadiparthi , Raktim Bhattacharya

Power system dynamic state estimation is essential to monitoring and controlling power system stability. Kalman filtering approaches are predominant in estimation of synchronous machine dynamic states (i.e. rotor angle and rotor speed).…

Systems and Control · Computer Science 2017-02-03 Shahrokh Akhlaghi , Ning Zhou

This article aims at proving the feasibility of the forecast of all the most relevant classical atmospherical parameters for astronomical applications (wind speed and direction, temperature) above the ESO ground-base site of Cerro Paranal…

Instrumentation and Methods for Astrophysics · Physics 2015-04-08 Franck Lascaux , Elena Masciadri , Luca Fini

Spatio-temporal area-level datasets play a critical role in official statistics, providing valuable insights for policy-making and regional planning. Accurate modeling and forecasting of these datasets can be extremely useful for…

Machine Learning · Computer Science 2026-01-06 Zhenhua Wang , Scott H. Holan , Christopher K. Wikle

State estimation of nonlinear dynamical systems has long aimed to balance accuracy, computational efficiency, robustness, and reliability. The rapid evolution of various industries has amplified the demand for estimation frameworks that…

Systems and Control · Electrical Eng. & Systems 2024-05-15 Reza Ahmadvand , Sarah Safura Sharif , Yaser Mike Banad

Many Inertial Navigation Systems (INS) use Global Navigation Satellite System (GNSS) position as the primary measurement to drive filter performance and bound error growth. However, commercial-grade GNSS receivers introduce unknown…

Robotics · Computer Science 2026-05-14 Giulio Delama , Martin Scheiber , Yixiao Ge , Tarek Hamel , Stephan Weiss , Robert Mahony

In many physical applications, the system's state varies with spatial variables as well as time. The state of such systems is modelled by partial differential equations and evolves on an infinite-dimensional space. Systems modelled by…

Optimization and Control · Mathematics 2022-02-17 Sepideh Afshar , Fabian Germ , Kirsten A. Morris

Data assimilation (DA) is a key component of many forecasting models in science and engineering. DA allows one to estimate better initial conditions using an imperfect dynamical model of the system and noisy/sparse observations available…

Machine Learning · Computer Science 2023-02-01 Ashesh Chattopadhyay , Ebrahim Nabizadeh , Eviatar Bach , Pedram Hassanzadeh

The El Ni\~no Southern Oscillation (ENSO) is the Earth's strongest climate fluctuation on inter-annual time-scales and has global impacts although originating in the tropical Pacific. Many point indices have been developed to describe ENSO…

Atmospheric and Oceanic Physics · Physics 2012-06-27 A. Mazzarella , A. Giuliacci , N. Scafetta

We investigate the Continuous-Time Koopman Autoencoder (CT-KAE) as a lightweight surrogate model for long-horizon ocean state forecasting in a two-layer quasi-geostrophic (QG) system. By projecting nonlinear dynamics into a latent space…

Machine Learning · Computer Science 2026-03-20 Rares Grozavescu , Pengyu Zhang , Mark Girolami , Etienne Meunier

Koopman operator theory is a popular candidate for data-driven modeling because it provides a global linearization representation for nonlinear dynamical systems. However, existing Koopman operator-based methods suffer from shortcomings in…

Machine Learning · Computer Science 2025-03-26 Yuhong Jin , Andong Cong , Lei Hou , Qiang Gao , Xiangdong Ge , Chonglong Zhu , Yongzhi Feng , Jun Li