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We use standard deep neural networks to classify univariate time series generated by discrete and continuous dynamical systems based on their chaotic or non-chaotic behaviour. Our approach to circumvent the lack of precise models for some…

Signal Processing · Electrical Eng. & Systems 2020-02-26 Nicolas Boullé , Vassilios Dallas , Yuji Nakatsukasa , D. Samaddar

Deep learning is widely used to predict complex dynamical systems in many scientific and engineering areas. However, the black-box nature of these deep learning models presents significant challenges for carrying out simultaneous data…

Machine Learning · Computer Science 2025-04-04 Chuanqi Chen , Nan Chen , Yinling Zhang , Jin-Long Wu

This paper presents AFD-STA Net, a neural framework integrating adaptive filtering and spatiotemporal dynamics learning for predicting high-dimensional chaotic systems governed by partial differential equations. The architecture combines:…

Machine Learning · Computer Science 2025-05-26 Chunlin Gong , Yin Wang , Jingru Li , Hanleran Zhang

Data assimilation (DA) estimates a dynamical system's state from noisy observations. Recent generative models like the ensemble score filter (EnSF) improve DA in high-dimensional nonlinear settings but are computationally expensive. We…

Machine Learning · Statistics 2025-09-30 Taos Transue , Bohan Chen , So Takao , Bao Wang

The study of experimental data is a relevant task in several physical, chemical and biological applications. In particular, the analysis of chaotic dynamics in cardiac systems is crucial as it can be related to some pathological…

Low-dimensional chaotic systems such as the Lorenz-63 model are commonly used to benchmark system-agnostic methods for learning dynamics from data. Here we show that learning from noise-free observations in such systems can be achieved up…

Chaotic Dynamics · Physics 2025-07-15 Christof Schötz , Niklas Boers

The majority of data assimilation (DA) methods in the geosciences are based on Gaussian assumptions. While these assumptions facilitate efficient algorithms, they cause analysis biases and subsequent forecast degradations. Non-parametric,…

Methodology · Statistics 2025-05-12 Hristo G. Chipilski

Complex nonlinear turbulent dynamical systems are ubiquitous in many areas. Recovering unobserved state variables is an important topic for the data assimilation of turbulent systems. In this article, an efficient continuous in time data…

Fluid Dynamics · Physics 2021-11-03 Nan Chen , Yuchen Li , Evelyn Lunasin

Data assimilation (DA) combines partial observations with dynamical models to improve state estimation. Filter-based DA uses only past and present data and is the prerequisite for real-time forecasts. Smoother-based DA exploits both past…

Systems and Control · Electrical Eng. & Systems 2026-01-21 Marios Andreou , Nan Chen , Yingda Li

Data assimilation (DA) methods combine model predictions with observational data to improve state estimation in dynamical systems, inspiring their increasingly prominent role in geophysical and climate applications. Classical DA methods…

Numerical Analysis · Mathematics 2025-10-23 Lizuo Liu , Tongtong Li , Anne Gelb

Data assimilation algorithms are used to estimate the states of a dynamical system using partial and noisy observations. The ensemble Kalman filter has become a popular data assimilation scheme due to its simplicity and robustness for a…

Numerical Analysis · Mathematics 2021-06-23 Gottfried Hastermann , Maria Reinhardt , Rupert Klein , Sebastian Reich

We study the fundamental problem of learning a marginally stable unknown nonlinear dynamical system. We describe an algorithm for this problem, based on the technique of spectral filtering, which learns a mapping from past observations to…

Machine Learning · Computer Science 2025-08-19 Evan Dogariu , Anand Brahmbhatt , Elad Hazan

The data-driven recovery of the unknown governing equations of dynamical systems has recently received an increasing interest. However, the identification of governing equations remains challenging when dealing with noisy and partial…

Machine Learning · Computer Science 2021-02-17 Duong Nguyen , Said Ouala , Lucas Drumetz , Ronan Fablet

This paper presents an adaptive Kalman filter for a linear dynamic system perturbed by an additive disturbance. The objective is to estimate both of the state and the unknown disturbance concurrently, while learning the disturbance as a…

Optimization and Control · Mathematics 2019-10-23 Taeyoung Lee

Data assimilation (DA) integrates observations with model forecasts to produce optimized atmospheric states, whose physical consistency is critical for stable weather forecasting and reliable climate research. Traditional Bayesian DA…

Atmospheric and Oceanic Physics · Physics 2026-03-05 Hang Fan , Lei Bai , Ben Fei , Yi Xiao , Kun Chen , Yubao Liu , Yongquan Qu , Fenghua Ling , Pierre Gentine

We present a deep neural network for a model-free prediction of a chaotic dynamical system from noisy observations. The proposed deep learning model aims to predict the conditional probability distribution of a state variable. The Long…

Machine Learning · Computer Science 2017-10-05 Kyongmin Yeo

Data assimilation is concerned with sequentially estimating a temporally-evolving state. This task, which arises in a wide range of scientific and engineering applications, is particularly challenging when the state is high-dimensional and…

Machine Learning · Statistics 2021-07-21 Yuming Chen , Daniel Sanz-Alonso , Rebecca Willett

We apply two data assimilation (DA) methods, a smoother and a filter, and a model-free machine learning (ML) shallow network to forecast two weakly turbulent systems. We analyse the effect of the spatial sparsity of observations on accuracy…

Fluid Dynamics · Physics 2024-07-16 Vikrant Gupta , Yuanqing Chen , Minping Wan

There has been a recent surge in development of accurate machine learning (ML) weather prediction models, but evaluation of these models has mainly been focused on medium-range forecasts, not their performance in cycling data assimilation…

Atmospheric and Oceanic Physics · Physics 2024-12-25 Laura C. Slivinski , Jeffrey S. Whitaker , Sergey Frolov , Timothy A. Smith , Niraj Agarwal

Data assimilation (DA) methods use priors arising from differential equations to robustly interpolate and extrapolate data. Popular techniques such as ensemble methods that handle high-dimensional, nonlinear PDE priors focus mostly on state…

Machine Learning · Statistics 2024-06-05 Rafael Anderka , Marc Peter Deisenroth , So Takao