Related papers: Variability of echo state network prediction horiz…
We introduce an interpretable-by-design method, optimized model-analog, that integrates deep learning with model-analog forecasting which generates forecasts from similar initial climate states in a repository of model simulations. This…
The Earth's climate system is a classical example of a multiscale, multiphysics dynamical system with an extremely large number of active degrees of freedom, exhibiting variability on scales ranging from micrometers and seconds in cloud…
The increasing availability of sensing techniques provides a great opportunity for engineers to design state estimation methods, which are optimal for the system under observation and the observed noise patterns. However, these patterns…
We propose a moving horizon estimation scheme for estimating the states and time-varying parameters of nonlinear systems. We consider the case where observability of the parameters depends on the excitation of the system and may be absent…
State estimation of a dynamical system refers to estimating the state of a system given an imperfect model, noisy measurements and some or no information about the initial state. While Kalman filtering is optimal for estimation of linear…
Noise reduction is a relevant topic when considering the application of chaotic signals in practical problems, such as communication systems or modeling biomedical signals. In this paper an echo state network (ESN) is employed to denoise a…
This is the last part of four series papers, aiming at stabilization for signal-input-signaloutput (SISO) linear finite-dimensional systems corrupted by general input disturbances. A new observer, referred to as Extended Dynamics Observer…
We consider the problem of learning stabilizable systems governed by nonlinear state equation $h_{t+1}=\phi(h_t,u_t;\theta)+w_t$. Here $\theta$ is the unknown system dynamics, $h_t $ is the state, $u_t$ is the input and $w_t$ is the…
Predicting sea surface temperature (SST) within the El Ni\~no-Southern Oscillation (ENSO) region has been extensively studied due to its significant influence on global temperature and precipitation patterns. Statistical models such as…
In reservoir computing, an input sequence is processed by a recurrent neural network, the reservoir, which transforms it into a spatial pattern that a shallow readout network can then exploit for tasks such as memorization and time-series…
We consider the problem of learning the dynamics of autonomous linear systems (i.e., systems that are not affected by external control inputs) from observations of multiple trajectories of those systems, with finite sample guarantees.…
In this work we introduce a new framework for performing temporal predictions in the presence of uncertainty. It is based on a simple idea of disentangling components of the future state which are predictable from those which are inherently…
In this paper we introduce a new framework to train an Echo State Network to predict real valued time-series. The method consists in projecting the output of the internal layer of the network on a space with lower dimensionality, before…
In this paper, the performance of three deep learning methods for predicting short-term evolution and for reproducing the long-term statistics of a multi-scale spatio-temporal Lorenz 96 system is examined. The methods are: echo state…
We show that a neural network originally designed for language processing can learn the dynamical rules of a stochastic system by observation of a single dynamical trajectory of the system, and can accurately predict its emergent behavior…
Recent studies have shown that deep learning (DL) models can skillfully predict the El Ni\~no-Southern Oscillation (ENSO) forecasts over 1.5 years ahead. However, concerns regarding the reliability of predictions made by DL methods persist,…
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…
Motivated by recent progress in data assimilation, we develop an algorithm to dynamically learn the parameters of a chaotic system from partial observations. Under reasonable assumptions, we rigorously establish the convergence of this…
Macroscopic dynamical descriptions of complex physical systems are crucial for understanding and controlling material behavior. With the growing availability of data and compute, machine learning has become a promising alternative to…
Chaotic dynamics, commonly seen in weather systems and fluid turbulence, are characterized by their sensitivity to initial conditions, which makes accurate prediction challenging. Recent approaches have focused on developing data-driven…