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Data assimilation algorithms estimate the state of a dynamical system from partial observations, where the successful performance of these algorithms hinges on costly parameter tuning and on employing an accurate model for the dynamics.…

Machine Learning · Statistics 2026-03-24 Melissa Adrian , Daniel Sanz-Alonso , Rebecca Willett

Climate projections continue to be marred by large uncertainties, which originate in processes that need to be parameterized, such as clouds, convection, and ecosystems. But rapid progress is now within reach. New computational tools and…

Machine Learning · Statistics 2018-02-14 Tapio Schneider , Shiwei Lan , Andrew Stuart , João Teixeira

Chaos arises in many complex dynamical systems, from weather to power grids, but is difficult to accurately model using data-driven emulators, including neural operator architectures. For chaotic systems, the inherent sensitivity to initial…

Machine Learning · Statistics 2026-04-24 Gabriel Melo , Leonardo Santiago , Peter Y. Lu

Earth system modeling presents a fundamental challenge in scientific computing: capturing complex, multiscale nonlinear dynamics in computationally efficient models while minimizing forecast errors caused by necessary simplifications. Even…

Machine Learning · Computer Science 2025-08-04 Yongquan Qu , Matthieu Blanke , Sara Shamekh , Pierre Gentine

This paper develops a computational framework for optimizing the parameters of data assimilation systems in order to improve their performance. The approach formulates a continuous meta-optimization problem for parameters; the…

Computational Engineering, Finance, and Science · Computer Science 2015-06-16 Alexandru Cioaca , Adrian Sandu

The celebrated Takens' embedding theorem provides a theoretical foundation for reconstructing the full state of a dynamical system from partial observations. However, the classical theorem assumes that the underlying system is deterministic…

Dynamical Systems · Mathematics 2025-11-07 Jonah Botvinick-Greenhouse , Maria Oprea , Romit Maulik , Yunan Yang

Characterizing the long term behavior of dynamical systems given limited measurements is a common challenge throughout the physical and biological sciences. This is a challenging task due to the sparsity and noise inherent to empirical…

Machine Learning · Computer Science 2026-03-10 Roy Friedman , Noa Moriel , Matthew Ricci , Guy Pelc , Yair Weiss , Mor Nitzan

Data assimilation algorithms integrate prior information from numerical model simulations with observed data. Ensemble-based filters, regarded as state-of-the-art, are widely employed for large-scale estimation tasks in disciplines such as…

Numerical Analysis · Mathematics 2024-05-24 Iris Rammelmüller , Gottfried Hastermann , Jana de Wiljes

Multivariate time series (MTS) forecasting is crucial for decision-making in domains such as weather, energy, and finance. It remains challenging because real-world sequences intertwine slow trends, multi-rate seasonalities, and irregular…

Machine Learning · Computer Science 2026-02-06 Shunya Nagashima , Shuntaro Suzuki , Shuitsu Koyama , Shinnosuke Hirano

Performing Data Assimilation (DA) at a low cost is of prime concern in Earth system modeling, particularly at the time of big data where huge quantities of observations are available. Capitalizing on the ability of Neural Networks…

Machine Learning · Computer Science 2021-11-24 Mathis Peyron , Anthony Fillion , Selime Gürol , Victor Marchais , Serge Gratton , Pierre Boudier , Gael Goret

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…

Machine Learning · Computer Science 2020-07-07 Ashesh Chattopadhyay , Pedram Hassanzadeh , Devika Subramanian

Dynamic Mode Decomposition (DMD) yields a linear, approximate model of a system's dynamics that is built from data. We seek to reduce the order of this model by identifying a reduced set of modes that best fit the output. We adopt a model…

Machine Learning · Statistics 2020-01-20 John Graff , Xianzhang Xu , Francis D. Lagor , Tarunraj Singh

We propose closed-form conditional diffusion models for data assimilation. Diffusion models use data to learn the score function (defined as the gradient of the log-probability density of a data distribution), allowing them to generate new…

Machine Learning · Statistics 2026-04-02 Brianna Binder , Agnimitra Dasgupta , Assad Oberai

The increasing complexity of distribution network calls for advancement in distribution system state estimation (DSSE) to monitor the operating conditions more accurately. Sufficient number of measurements is imperative for a reliable and…

Applications · Statistics 2018-11-09 Mehdi Shafiei , Ghavameddin Nourbakhsh , Ali Arefi , Gerard Ledwich , Houman Pezeshki

In using data assimilation to import information from observations to estimate parameters and state variables of a model, one must assume a distribution for the noise in the measurements and in the model errors. Using the path integral…

Chaotic Dynamics · Physics 2010-12-10 Henry D. I. Abarbanel

Multiscale dynamics are frequently present in real-world processes, such as the atmosphere-ocean and climate science. Because of time scale separation between a small set of slowly evolving variables and much larger set of rapidly changing…

Dynamical Systems · Mathematics 2016-04-08 Rafail V. Abramov

Stochastic parameterizations are increasingly being used to represent the uncertainty associated with model errors in ensemble forecasting and data assimilation. One of the challenges associated with the use of these parameterizations is…

Computation · Statistics 2019-10-23 Guillermo Scheffler , Juan Ruiz , Manuel Pulido

Weather forecasting is fundamentally challenged by the chaotic nature of the atmosphere, necessitating probabilistic approaches to quantify uncertainty. While traditional ensemble prediction (EPS) addresses this through computationally…

Machine Learning · Computer Science 2025-11-19 Xinlei Xiong , Wenbo Hu , Shuxun Zhou , Kaifeng Bi , Lingxi Xie , Ying Liu , Richang Hong , Qi Tian

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

Satellite images have become increasingly valuable for modelling regional climate change effects. Earth surface forecasting represents one such task that integrates satellite images with meteorological data to capture the joint evolution of…

Machine Learning · Computer Science 2024-08-13 Tushar Verma , Sudipan Saha