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This article develops a novel data assimilation methodology, addressing challenges that are common in real-world settings, such as severe sparsity of observations, lack of reliable models, and non-stationarity of the system dynamics. These…

Optimization and Control · Mathematics 2024-11-05 David J. Abers , George Hripcsak , Lena Mamykina , Melike Sirlanci , Esteban G. Tabak

In many longitudinal settings, time-varying covariates may not be measured at the same time as responses and are often prone to measurement error. Naive last-observation-carried-forward methods incur estimation biases, and existing…

Methodology · Statistics 2023-03-10 Xinyue Chang , Yehua Li , Yi Li

Data assimilation of observational data into full atmospheric states is essential for weather forecast model initialization. Recently, methods for deep generative data assimilation have been proposed which allow for using new input data…

Data assimilation combines (imperfect) knowledge of a flow's physical laws with (noisy, time-lagged, and otherwise imperfect) observations to produce a more accurate prediction of flow statistics. Assimilation by nudging (from 1964), while…

Numerical Analysis · Mathematics 2024-07-31 Aytekin Çıbık , Rui Fang , William Layton , Farjana Siddiqua

Reservoir observers provide a data-driven approach to the inference of unmeasured variables from observed ones for nonlinear dynamical systems. While previous studies have demonstrated wide applicability, their performance may vary…

Machine Learning · Computer Science 2026-04-13 Yichen Liu , Wei Xiao , Tianguang Chu

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

Calibrating simulation models that take large quantities of multi-dimensional data as input is a hard simulation optimization problem. Existing adaptive sampling strategies offer a methodological solution. However, they may not sufficiently…

Methodology · Statistics 2024-07-17 Pranav Jain , Sara Shashaani , Eunshin Byon

Data assimilation (DA) aims at forecasting the state of a dynamical system by combining a mathematical representation of the system with noisy observations taking into account their uncertainties. State of the art methods are based on the…

Machine Learning · Computer Science 2023-05-26 Pierre Boudier , Anthony Fillion , Serge Gratton , Selime Gürol , Sixin Zhang

In applications such as free-space optical communication, a signal is often recovered after propagation through a turbulent medium. In this setting, it is common to assume that limited information is known about the turbulent medium, such…

Optics · Physics 2025-10-13 Anjali Nair , Qin Li , Samuel N. Stechmann

Understanding and predicting people flow in urban areas is useful for decision-making in urban planning and marketing strategies. Traditional methods for understanding people flow can be divided into measurement-based approaches and…

Human-Computer Interaction · Computer Science 2024-01-18 Ryo Murata , Kenji Tanaka

We analyze the performance of a data-assimilation algorithm based on a linear feedback control when used with observational data that contains measurement errors. Our model problem consists of dynamics governed by the two-dimension…

Analysis of PDEs · Mathematics 2015-06-19 Hakima Bessaih , Eric Olson , E. S. Titi

Recent studies have demonstrated improved skill in numerical weather prediction via the use of spatially correlated observation error covariance information in data assimilation systems. In this case, the observation weighting matrices…

Numerical Analysis · Mathematics 2022-01-05 Guannan Hu , Sarah L. Dance

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 (DA) is widely used to combine physical knowledge and observations. It is nowadays commonly used in geosciences to perform parametric calibration. In a context of climate change, old calibrations can not necessarily be…

Machine Learning · Statistics 2021-06-23 Rem-Sophia Mouradi , Cédric Goeury , Olivier Thual , Fabrice Zaoui , Pablo Tassi

In this computational paper, we perform sensitivity analysis of long-time (or ensemble) averages in the chaotic regime using the shadowing algorithm. We introduce automatic differentiation to eliminate the tangent/adjoint equation solvers…

Dynamical Systems · Mathematics 2020-11-18 Nisha Chandramoorthy , Luca Magri , Qiqi Wang

Continuous data assimilation addresses time-dependent problems with unknown initial conditions by incorporating observations of the solution into a nudging term. For the prototypical heat equation with variable conductivity and the Neumann…

Numerical Analysis · Mathematics 2025-04-01 Vladimir Yushutin

Variational data assimilation technique applied to the identification of the optimal discretization of interpolation operators and derivatives in the nodes adjacent to the boundary of the domain is discussed in frames of the linear shallow…

Atmospheric and Oceanic Physics · Physics 2009-05-29 Eugene Kazantsev

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…

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

We propose a new 'Bi-Reduced Space' approach to solving 3D Variational Data Assimilation using Convolutional Autoencoders. We prove that our approach has the same solution as previous methods but has significantly lower computational…

Machine Learning · Computer Science 2021-01-07 Julian Mack , Rossella Arcucci , Miguel Molina-Solana , Yi-Ke Guo