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We introduce a data assimilation strategy aimed at accurately capturing key non-Gaussian structures in probability distributions using a small ensemble size. A major challenge in statistical forecasting of nonlinearly coupled multiscale…

Numerical Analysis · Mathematics 2025-04-01 Di Qi , Jian-Guo Liu

Data assimilation is a central problem in many geophysical applications, such as weather forecasting. It aims to estimate the state of a potentially large system, such as the atmosphere, from sparse observations, supplemented by prior…

Machine Learning · Computer Science 2024-06-24 Matthieu Blanke , Ronan Fablet , Marc Lelarge

Data assimilation (DA) provides a general framework for estimation in dynamical systems based on the concepts of Bayesian inference. This constitutes a common basis for the different linear and nonlinear filtering and smoothing techniques…

Optimization and Control · Mathematics 2023-03-08 Tarek Diaa-Eldeen , Marcus Krogh Nielsen , Carl Fredrik Berg , Morten Hovd , John Bagterp Jørgensen

Since with massive data growth, the need for autonomous and generic anomaly detection system is increased. However, developing one stand-alone generic anomaly detection system that is accurate and fast is still a challenge. In this paper,…

Machine Learning · Computer Science 2018-12-03 Sooyeon Lee , Huy Kang Kim

This document describes in detail a new hybrid ensemble-variational algorithm that generalizes existing ensemble or variational data assimilation approaches and would enable joint state/parameter estimations in ECMWF's Integrated…

Atmospheric and Oceanic Physics · Physics 2019-10-28 Nicolas Bousserez

Although the governing equations of many systems, when derived from first principles, may be viewed as known, it is often too expensive to numerically simulate all the interactions they describe. Therefore researchers often seek simpler…

Computation · Statistics 2021-05-03 Tapio Schneider , Andrew M. Stuart , Jin-Long Wu

Constraining a numerical weather prediction (NWP) model with observations via 4D variational (4D-Var) data assimilation is often difficult to implement in practice due to the need to develop and maintain a software-based tangent linear…

Machine Learning · Computer Science 2024-08-07 Kylen Solvik , Stephen G. Penny , Stephan Hoyer

Recent studies have shown that it is possible to combine machine learning methods with data assimilation to reconstruct a dynamical system using only sparse and noisy observations of that system. The same approach can be used to correct the…

Machine Learning · Statistics 2021-09-09 Alban Farchi , Marc Bocquet , Patrick Laloyaux , Massimo Bonavita , Quentin Malartic

Short-term precipitation forecasting is essential for planning of human activities in multiple scales, ranging from individuals' planning, urban management to flood prevention. Yet the short-term atmospheric dynamics are highly nonlinear…

Machine Learning · Computer Science 2021-01-26 Donlapark Ponnoprat

The use of machine learning (ML) models in meteorology has attracted significant attention for their potential to improve weather forecasting efficiency and accuracy. GraphCast and NeuralGCM, two promising ML-based weather models, are at…

Atmospheric and Oceanic Physics · Physics 2024-11-25 Xiaoxu Tian , Daniel Holdaway , Daryl Kleist

This paper presents an ensemble forecasting method that shows strong results on the M4 Competition dataset by decreasing feature and model selection assumptions, termed DONUT (DO Not UTilize human beliefs). Our assumption reductions,…

Machine Learning · Computer Science 2022-11-29 Lars Lien Ankile , Kjartan Krange

Modeling the joint distribution of extreme weather events in multiple locations is a challenging task with important applications. In this study, we use max-stable models to study extreme daily precipitation events in Switzerland. The…

Methodology · Statistics 2018-11-29 Clément Chevalier , David Ginsbourger , Olivia Martius

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

We propose a hybrid method combining the deep long short-term memory (LSTM) model with the inexact empirical model of dynamical systems to predict high-dimensional chaotic systems. The deep hierarchy is encoded into the LSTM by…

Signal Processing · Electrical Eng. & Systems 2020-02-04 Youming Lei , Jian Hu , Jianpeng Ding

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

A challenge arising from the local Bayesian assimilation of data in an atmospheric flow simulation is the imbalances it may introduce. Acoustic fast-mode imbalances of the order of the slower dynamics can be negated by employing a blended…

Numerical Analysis · Mathematics 2024-03-11 Ray Chew , Tommaso Benacchio , Gottfried Hastermann , Rupert Klein

This paper contains the latest installment of the authors' project on developing ensemble based data assimilation methodology for high dimensional fluid dynamics models. The algorithm presented here is a particle filter that combines model…

Numerical Analysis · Mathematics 2020-04-22 Colin Cotter , Dan Crisan , Darryl Holm , Wei Pan , Igor Shevchenko

A hybrid data assimilation algorithm is developed for complex dynamical systems with partial observations. The method starts with applying a spectral decomposition to the entire spatiotemporal fields, followed by creating a machine learning…

Computational Physics · Physics 2022-12-27 Changhong Mou , Leslie M. Smith , Nan Chen

We address the issue of how to identify the equations of a largely unknown chaotic system from knowledge about its state evolution. The technique can be applied to the estimation of parameters that drift slowly with time. To accomplish…

Disordered Systems and Neural Networks · Physics 2009-09-17 Francesco Sorrentino , Edward Ott

Growing set of optimization and regression techniques, based upon sparse representations of signals, to build models from data sets has received widespread attention recently with the advent of compressed sensing. This paper deals with the…

Dynamical Systems · Mathematics 2021-10-26 Amartya Mukherjee , Yusuf Aydogdu , Thambirajah Ravichandran , Navaratnam Sri Namachchivaya
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