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State-space models can be used to incorporate subject knowledge on the underlying dynamics of a time series by the introduction of a latent Markov state-process. A user can specify the dynamics of this process together with how the state…

Computation · Statistics 2017-09-14 Paul Fearnhead , Hans Künsch

Accurate cyclone forecasting is essential for minimizing loss of life, infrastructure damage, and economic disruption. Traditional numerical weather prediction models, though effective, are computationally intensive and prone to error due…

Machine Learning · Computer Science 2025-09-30 Ethan Zachary Lo , Dan Chie-Tien Lo

Sub-seasonal climate forecasting (SSF) focuses on predicting key climate variables such as temperature and precipitation in the 2-week to 2-month time scales. Skillful SSF would have immense societal value, in areas such as agricultural…

Machine Learning · Computer Science 2020-06-25 Sijie He , Xinyan Li , Timothy DelSole , Pradeep Ravikumar , Arindam Banerjee

Methods to deal with systematic model errors are an increasingly important component of modern data assimilation systems and their effectiveness has increased in recent years thanks to advances in methodology and the quality and density of…

Applications · Statistics 2022-09-26 Massimo Bonavita , Patrick Laloyaux

Accurately representing surface precipitation is crucial for the operational use of weather and climate models. Presently, global numerical weather prediction (NWP) models struggle to accurately generate precipitation due to their…

Atmospheric and Oceanic Physics · Physics 2026-03-30 Raul Moreno , Dale Durran

In data assimilation, an ensemble provides a way to propagate the probability density of a system described by a nonlinear prediction model. Although a large ensemble size is required for statistical accuracy, the ensemble size is typically…

Numerical Analysis · Mathematics 2024-11-12 Bosu Choi , Yoonsang Lee

Data assimilation combines information from models, measurements, and priors to estimate the state of a dynamical system such as the atmosphere. The Ensemble Kalman filter (EnKF) is a family of ensemble-based data assimilation approaches…

Computational Engineering, Finance, and Science · Computer Science 2014-12-09 Ahmed Attia , Adrian Sandu

State estimation in multi-layer turbulent flow fields with only a single layer of partial observation remains a challenging yet practically important task. Applications include inferring the state of the deep ocean by exploiting surface…

Fluid Dynamics · Physics 2025-09-30 Zhongrui Wang , Nan Chen , Di Qi

Machine learning (ML) is often viewed as a black-box regression technique that is unable to provide considerable scientific insight. ML models are universal function approximators and - if used correctly - can provide scientific information…

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

Weather forecasting remains a crucial yet challenging domain, where recently developed models based on deep learning (DL) have approached the performance of traditional numerical weather prediction (NWP) models. However, these DL models,…

Atmospheric and Oceanic Physics · Physics 2024-02-13 Zhanxiang Hua , Yutong He , Chengqian Ma , Alexandra Anderson-Frey

We describe a new approach allowing for systematic causal attribution of weather and climate-related events, in near-real time. The method is purposely designed to facilitate its implementation at meteorological centers by relying on data…

The accuracy of simulation-based forecasting in chaotic systems is heavily dependent on high-quality estimates of the system state at the time the forecast is initialized. Data assimilation methods are used to infer these initial conditions…

Machine Learning · Computer Science 2021-11-02 Michael McCabe , Jed Brown

The success of the ensemble Kalman filter has triggered a strong interest in expanding its scope beyond classical state estimation problems. In this paper, we focus on continuous-time data assimilation where the model and measurement errors…

Numerical Analysis · Mathematics 2019-06-26 Nikolas Nüsken , Sebastian Reich , Paul J. Rozdeba

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

Data assimilation (DA), as an indispensable component within contemporary Numerical Weather Prediction (NWP) systems, plays a crucial role in generating the analysis that significantly impacts forecast performance. Nevertheless, the…

Machine Learning · Computer Science 2026-03-17 Xiaoze Xu , Xiuyu Sun , Wei Han , Xiaohui Zhong , Lei Chen , Hao Li

Through ensemble-based data assimilation (DA), we address one of the most notorious difficulties in phase-resolved ocean wave forecast, regarding the deviation of numerical solution from the true surface elevation due to the chaotic nature…

Atmospheric and Oceanic Physics · Physics 2021-07-01 Guangyao Wang , Yulin Pan

While machine learning-based weather prediction (MLWP) has achieved significant advancements, research on assimilating real observations or ensemble forecasts within MLWP models remains limited. We introduce ClimaX-LETKF, the first purely…

Machine Learning · Computer Science 2025-12-17 Akira Takeshima , Kenta Shiraishi , Atsushi Okazaki , Tadashi Tsuyuki , Shunji Kotsuki

Extreme weather variations and the increasing unpredictability of load behavior make it difficult to determine power grid dispatches that are robust to uncertainties. While machine learning (ML) methods have improved the ability to model…

Systems and Control · Electrical Eng. & Systems 2025-07-21 Aayushya Agarwal , Larry Pileggi

Seasonal climate forecasts are commonly based on model runs from fully coupled forecasting systems that use Earth system models to represent interactions between the atmosphere, ocean, land and other Earth-system components. Recently,…