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Data assimilation (DA) is integrated with machine learning in order to perform entirely data-driven online state estimation. To achieve this, recurrent neural networks (RNNs) are implemented as surrogate models to replace key components of…

Artificial Neural Networks (ANNs) can be viewed as nonlinear sieves that can approximate complex functions of high dimensional variables more effectively than linear sieves. We investigate the performance of various ANNs in nonparametric…

Econometrics · Economics 2022-10-06 Jiafeng Chen , Xiaohong Chen , Elie Tamer

Essentials of the scientific discovery process have remained largely unchanged for centuries: systematic human observation of natural phenomena is used to form hypotheses that, when validated through experimentation, are generalized into…

Disordered Systems and Neural Networks · Physics 2019-06-21 Yi Zhang , A. Mesaros , K. Fujita , S. D. Edkins , M. H. Hamidian , K. Ch'ng , H. Eisaki , S. Uchida , J. C. Séamus Davis , E. Khatami , Eun-Ah Kim

This paper presents a reduced-order approach for four-dimensional variational data assimilation, based on a prior EO F analysis of a model trajectory. This method implies two main advantages: a natural model-based definition of a mul…

One of the most common and universal problems in science is to investigate a function. The prediction can be made by an Artificial Neural Network (ANN) or a mathematical model. Both approaches have their advantages and disadvantages.…

Neural and Evolutionary Computing · Computer Science 2022-02-22 Szymon Buchaniec , Marek Gnatowski , Grzegorz Brus

Variational data assimilation in continuous time is revisited. The central techniques applied in this paper are in part adopted from the theory of optimal nonlinear control. Alternatively, the investigated approach can be considered as a…

Atmospheric and Oceanic Physics · Physics 2015-05-18 Jochen Bröcker

Artificial neural networks (ANNs) are highly flexible predictive models. However, reliably quantifying uncertainty for their predictions is a continuing challenge. There has been much recent work on "recalibration" of predictive…

Methodology · Statistics 2024-03-12 R. Torres , D. J. Nott , S. A. Sisson , T. Rodrigues , J. G. Reis , G. S. Rodrigues

Data-driven machine learning (ML) models are reshaping weather forecasting and have shown the potential to accelerate and surpass traditional physics-based approaches, leading to a second revolution in the field after data assimilation.…

Machine Learning · Computer Science 2026-05-19 Hang Fan , Yi Xiao , Yongquan Qu , Juan Nathaniel , Fenghua Ling , Ben Fei , Lei Bai , Pierre Gentine

Ensemble forecasting is, so far, the most successful approach to produce relevant forecasts with an estimation of their uncertainty. The main limitations of ensemble forecasting are the high computational cost and the difficulty to capture…

Machine Learning · Computer Science 2022-12-21 Maximiliano A. Sacco , Juan J. Ruiz , Manuel Pulido , Pierre Tandeo

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

Data assimilation schemes are confronted with the presence of model errors arising from the imperfect description of atmospheric dynamics. These errors are usually modeled on the basis of simple assumptions such as bias, white noise, first…

Chaotic Dynamics · Physics 2009-11-13 A. Carrassi , S. Vannitsem , C. Nicolis

Modern data assimilation schemes typically use the same discrete dynamical model to evolve the state estimate in time also to approximate the evolution, or propagation, of the estimation error covariance. Ensemble-based methods, such as the…

Analysis of PDEs · Mathematics 2025-08-25 Shay Gilpin

Emulator embedded neural networks, which are a type of physics informed neural network, leverage multi-fidelity data sources for efficient design exploration of aerospace engineering systems. Multiple realizations of the neural network…

Machine Learning · Computer Science 2023-09-14 Atticus Beachy , Harok Bae , Jose Camberos , Ramana Grandhi

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

Here, we use Machine Learning (ML) algorithms to update and improve the efficiencies of fitting GARCH model parameters to empirical data. We employ an Artificial Neural Network (ANN) to predict the parameters of these models. We present a…

Econometrics · Economics 2022-01-11 Luke De Clerk , Sergey Savl'ev

Computer models play a key role in many scientific and engineering problems. One major source of uncertainty in computer model experiment is input parameter uncertainty. Computer model calibration is a formal statistical procedure to infer…

Machine Learning · Statistics 2020-09-09 Saumya Bhatnagar , Won Chang , Seonjin Kim Jiali Wang

The present research work proposes advancement for Data Assimilation strategies using Convolutional Neural Networks (CNN). More precisely, multi-fidelity and multi-level algorithms for the Ensemble Kalman Filter are enhanced by CNN tools,…

Fluid Dynamics · Physics 2025-07-21 Tom Moussie , Paolo Errante , Marcello Meldi

For many years, strongly and weakly constrained approaches were the only options to deal with errors in four-dimensional variational data assimilation (4DVar), with the aim of balancing the degrees of freedom and model constraints. Strong…

Atmospheric and Oceanic Physics · Physics 2022-12-21 Xiangjun Tian , Hongqin Zhang , Zhe Jin , Min Zhao , Yilong Wang , Yinhai Luo , Ziqing Zhang , Yanyan Tan

Hardware reliability is adversely affected by the downscaling of semiconductor devices and the scale-out of systems necessitated by modern applications. Apart from crashes, this unreliability often manifests as silent data corruptions…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-11-30 Vassilis Vassiliadis , Konstantinos Parasyris , Christos D. Antonopoulos , Spyros Lalis , Nikolaos Bellas

It was recently found with the aid of machine learning that for a variety of toy data assimilation systems with chaotic Lorenz-96 model it is possible to achieve a nearly-optimal data assimilation without carrying the state error covariance…

Chaotic Dynamics · Physics 2025-01-24 Pavel Sakov