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Postprocessing ensemble weather predictions to correct systematic errors has become a standard practice in research and operations. However, only few recent studies have focused on ensemble postprocessing of wind gust forecasts, despite its…

Machine Learning · Statistics 2022-03-14 Benedikt Schulz , Sebastian Lerch

A data-driven method for improving the correlation estimation in serial ensemble Kalman filters is introduced. The method finds a linear map that transforms, at each assimilation cycle, the poorly estimated sample correlation into an…

Statistics Theory · Mathematics 2017-04-05 Michèle De La Chevrotière , John Harlim

Representing and quantifying uncertainty in physical parameterisations is a central challenge in weather and climate modelling, and approaches are often developed separately for different timescales. Here, we introduce a unified framework…

Atmospheric and Oceanic Physics · Physics 2025-12-01 Laura A. Mansfield , Hannah M. Christensen

Data Assimilation is the process in which we improve the representation of the state of a physical system by combining information coming from a numerical model, real-world observations, and some prior modelling. It is widely used to model…

Optimization and Control · Mathematics 2025-01-09 Victor Trappler , Arthur Vidard

Ensemble data assimilation methods such as the Ensemble Kalman Filter (EnKF) are a key component of probabilistic weather forecasting. They represent the uncertainty in the initial conditions by an ensemble which incorporates information…

Applications · Statistics 2018-10-17 Sylvain Robert , Daniel Leuenberger , Hans R. Künsch

Uncertainty quantification is an important part of many performance critical applications. This paper provides a simple alternative to existing approaches such as ensemble learning and bayesian neural networks. By directly modeling the loss…

Machine Learning · Computer Science 2024-08-28 Yi Hung Lim

We investigate the ability to discover data assimilation (DA) schemes meant for chaotic dynamics with deep learning. The focus is on learning the analysis step of sequential DA, from state trajectories and their observations, using a simple…

Deep probabilistic time series forecasting has gained attention for its ability to provide nonlinear approximation and valuable uncertainty quantification for decision-making. However, existing models often oversimplify the problem by…

Machine Learning · Statistics 2024-10-22 Vincent Zhihao Zheng , Seongjin Choi , Lijun Sun

Data-driven model identification strategies can be used to obtain phenomenological models that capture the temporal evolution of observable data. While it is usually straightforward to obtain such a model from time series data, for instance…

Dynamical Systems · Mathematics 2026-03-25 Mohamed Akrout , Dan Wilson

Ensemble weather predictions require statistical post-processing of systematic errors to obtain reliable and accurate probabilistic forecasts. Traditionally, this is accomplished with distributional regression models in which the parameters…

Machine Learning · Statistics 2019-04-01 Stephan Rasp , Sebastian Lerch

Ensemble data assimilation techniques form an indispensable part of numerical weather prediction. As the ensemble size grows and model resolution increases, the amount of required storage becomes a major issue. Data compression schemes may…

Accurate prediction of extreme weather events remains a major challenge for artificial intelligence-based weather prediction systems. While deterministic models such as FuXi, GraphCast, and SFNO have achieved competitive forecast skill…

Atmospheric and Oceanic Physics · Physics 2026-05-01 Rodrigo Almeida , Noelia Otero , Miguel-Ángel Fernández-Torres , Jackie Ma

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

In the context of an increasing popularity of data-driven models to represent dynamical systems, many machine learning-based implementations of the Koopman operator have recently been proposed. However, the vast majority of those works are…

Machine Learning · Computer Science 2024-03-14 Anthony Frion , Lucas Drumetz , Guillaume Tochon , Mauro Dalla Mura , Albdeldjalil Aïssa El Bey

Complex systems are often described with competing models. Such divergence of interpretation on the system may stem from model fidelity, mathematical simplicity, and more generally, our limited knowledge of the underlying processes.…

Numerical Analysis · Mathematics 2017-07-21 Lun Yang , Akil Narayan , Peng Wang

Critical heat flux is a key quantity in boiling system modeling due to its impact on heat transfer and component temperature and performance. This study investigates the development and validation of an uncertainty-aware hybrid modeling…

Machine Learning · Computer Science 2025-07-17 Aidan Furlong , Xingang Zhao , Robert Salko , Xu Wu

Filtering is concerned with online estimation of the state of a dynamical system from partial and noisy observations. In applications where the state is high dimensional, ensemble Kalman filters are often the method of choice. This paper…

Dynamical Systems · Mathematics 2024-12-20 Daniel Sanz-Alonso , Nathan Waniorek

Among the most relevant processes in the Earth system for human habitability are quasi-periodic, ocean-driven multi-year events whose dynamics are currently incompletely characterized by physical models, and hence poorly predictable. This…

Atmospheric and Oceanic Physics · Physics 2023-08-09 Matthew Bonas , Christopher K. Wikle , Stefano Castruccio

The fusion between an inertial navigation system and global navigation satellite systems is regularly used in many platforms such as drones, land vehicles, and marine vessels. The fusion is commonly carried out in a model-based extended…

Systems and Control · Electrical Eng. & Systems 2022-09-05 Barak Or , Itzik Klein

This book chapter introduces the principles and practical applications of uncertainty quantification in machine learning. It explains how to identify and distinguish between different types of uncertainty and presents methods for…

Machine Learning · Computer Science 2025-10-08 Hans Weytjens , Wouter Verbeke
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