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Short-term forecasting models typically assume the availability of input data (features) when they are deployed and in use. However, equipment failures, disruptions, cyberattacks, may lead to missing features when such models are used…

Machine Learning · Statistics 2025-06-30 Akylas Stratigakos , Panagiotis Andrianesis

Ensemble data assimilation is a problem in determining the most likely phase space trajectory of a model of an observed dynamical sys- tem as it receives inputs from measurements passing information to the model. Using methods developed in…

Chaotic Dynamics · Physics 2015-05-13 Henry D. I. Abarbanel

Ensemble-based data assimilation (DA) methods have become increasingly popular due to their inherent ability to address nonlinear dynamic problems. However, these methods often face a trade-off between analysis accuracy and computational…

Machine Learning · Computer Science 2026-05-26 Zhilin Li , Zhou Yao , Xianglong Li , Zeng Liu , Zhaokuan Lu , Shanlin Xu , Seungnam Kim , Guangyao Wang

We demonstrate that combining machine learning with data assimilation leads to a major improvement in phytoplankton short-range (1-5 day) forecasts for the North-West European Shelf (NWES) seas. We show that excess nitrate concentrations…

Quantitative Methods · Quantitative Biology 2025-08-05 Deep S Banerjee , Jozef Skakala , David Ford

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

It is well understood that dynamic instability is among the primary drivers of forecast uncertainty in chaotic, physical systems. Data assimilation techniques have been designed to exploit this phenomena, reducing the effective dimension of…

Optimization and Control · Mathematics 2018-07-27 Colin Grudzien , Alberto Carrassi , Marc Bocquet

Accurate and computationally-viable representations of clouds and turbulence are a long-standing challenge for climate model development. Traditional parameterizations that crudely but efficiently approximate these processes are a leading…

Atmospheric and Oceanic Physics · Physics 2024-01-05 Jerry Lin , Mohamed Aziz Bhouri , Tom Beucler , Sungduk Yu , Michael Pritchard

Data assimilation is uniquely challenging in weather forecasting due to the high dimensionality of the employed models and the nonlinearity of the governing equations. Although current operational schemes are used successfully, our…

Atmospheric and Oceanic Physics · Physics 2018-05-09 Lea Oljača , Jochen Bröcker , Tobias Kuna

Through ensemble-based data assimilation (DA), we address one of the most notorious difficulties in phase-resolved ocean wave forecast, regarding the deviation of numerical solution from the true surface elevation due to the chaotic nature…

Atmospheric and Oceanic Physics · Physics 2021-07-01 Guangyao Wang , Yulin Pan

We address data assimilation for linear and nonlinear dynamical systems via the so-called \emph{model reference adaptive system}. Continuing our theoretical developments in \cite{Tram_Kaltenbacher_2021}, we deliver the first practical…

Optimization and Control · Mathematics 2026-02-12 Benedikt Kaltenbach , Christian Aarset , Tram Thi Ngoc Nguyen

We show that modifying a Bayesian data assimilation scheme by incorporating kinematically-consistent displacement corrections produces a scheme that is demonstrably better at estimating partially observed state vectors in a setting where…

Data Analysis, Statistics and Probability · Physics 2016-12-06 W. Steven Rosenthal , Shankar C. Venkataramani , Arthur J. Mariano , Juan M. Restrepo

To understand and predict the performance of scientific applications, several analytical and machine learning approaches have been proposed, each having its advantages and disadvantages. In this paper, we propose and validate a hybrid…

Performance · Computer Science 2019-02-27 Huda Ibeid , Siping Meng , Oliver Dobon , Luke Olson , William Gropp

The modeling of dynamical systems is essential in many fields, but applying machine learning techniques is often challenging due to incomplete or noisy data. This study introduces a variant of stochastic interpolation (SI) for probabilistic…

Computational Physics · Physics 2025-03-18 Siddharth Rout , Eldad Haber , Stéphane Gaudreault

This paper presents an adaptive Kalman filter for a linear dynamic system perturbed by an additive disturbance. The objective is to estimate both of the state and the unknown disturbance concurrently, while learning the disturbance as a…

Optimization and Control · Mathematics 2019-10-23 Taeyoung Lee

Standard methods of data assimilation assume prior knowledge of a model that describes the system dynamics and an observation function that maps the model state to a predicted output. An accurate mapping from model state to observation…

Dynamical Systems · Mathematics 2019-05-22 Franz Hamilton , Tyrus Berry , Timothy Sauer

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

The forecasting combination puzzle is a well-known phenomenon in forecasting literature, stressing the challenge of outperforming the simple average when aggregating forecasts from diverse methods. This study proposes a Reinforcement…

Econometrics · Economics 2025-08-29 Marcelo C. Medeiros , Jeronymo M. Pinro

Data Assimilation is a cornerstone of atmospheric system modeling, tasked with reconstructing system states by integrating sparse, noisy observations with prior estimation. While traditional approaches like variational and ensemble Kalman…

Machine Learning · Computer Science 2025-11-04 Hao Wang , Zixuan Weng , Jindong Han , Wei Fan , Hao Liu

We develop an algebraic framework for sequential data assimilation of partially observed dynamical systems. In this framework, Bayesian data assimilation is embedded in a non-abelian operator algebra, which provides a representation of…

Statistics Theory · Mathematics 2023-03-29 David Freeman , Dimitrios Giannakis , Brian Mintz , Abbas Ourmazd , Joanna Slawinska

Scientific analysis often relies on the ability to make accurate predictions of a system's dynamics. Mechanistic models, parameterized by a number of unknown parameters, are often used for this purpose. Accurate estimation of the model…

Dynamical Systems · Mathematics 2017-11-01 Franz Hamilton , Alun Lloyd , Kevin Flores