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We present DEF (\textbf{\ul{D}}iffusion-augmented \textbf{\ul{E}}nsemble \textbf{\ul{F}}orecasting), a novel approach for generating initial condition perturbations. Modern approaches to initial condition perturbations are primarily…

Machine Learning · Computer Science 2025-06-10 David Millard , Arielle Carr , Stéphane Gaudreault , Ali Baheri

Polynomial chaos based methods enable the efficient computation of output variability in the presence of input uncertainty in complex models. Consequently, they have been used extensively for propagating uncertainty through a wide variety…

Optimization and Control · Mathematics 2020-09-18 Tuhin Sahai

Physical parameterizations are used as representations of unresolved subgrid processes within weather and global climate models or coarse-scale turbulent models, whose resolutions are too coarse to resolve small-scale processes. These…

Machine Learning · Statistics 2022-10-27 Mohamed Aziz Bhouri , Pierre Gentine

Strongly nonlinear flows, which commonly arise in geophysical and engineering turbulence, are characterized by persistent and intermittent energy transfer between various spatial and temporal scales. These systems are difficult to model and…

Dynamical Systems · Mathematics 2022-01-25 Hassan Arbabi , Themistoklis Sapsis

In autonomous driving, accurate motion prediction is crucial for safe and efficient motion planning. To ensure safety, planners require reliable uncertainty estimates of the predicted behavior of surrounding agents, yet this aspect has…

Robotics · Computer Science 2025-03-03 Aron Distelzweig , Andreas Look , Eitan Kosman , Faris Janjoš , Jörg Wagner , Abhinav Valada

Ensemble forecasting is a technique devised to palliate sensitivity to initial conditions in nonlinear dynamical systems. The basic idea to avoid this sensitivity is to run the model many times under several slightly-different initial…

Atmospheric and Oceanic Physics · Physics 2015-06-26 F J Tapiador , R Verdejo

The goal of ensemble forecasting is to maximise sharpness subject to reliability. Marginal reliability means that, over all cases, the ensemble is statistically consistent with reality: the ensemble mean is unbiased, the expected ensemble…

Atmospheric and Oceanic Physics · Physics 2026-04-08 Jonas Spaeth , Christopher D. Roberts

We consider a class of uncertain linear time-invariant overparametrized systems affected by bounded disturbances, which are described by a known exosystem with unknown initial conditions. For such systems an exponentially stable extended…

Systems and Control · Electrical Eng. & Systems 2024-02-14 Anton Glushchenko , Konstantin Lastochkin

Ensemble data assimilation techniques form an indispensable part of numerical weather prediction. As the ensemble size grows and model resolution increases, the amount of required storage becomes a major issue. Data compression schemes may…

Data-driven reduced order modeling of chaotic dynamics can result in systems that either dissipate or diverge catastrophically. Leveraging non-linear dimensionality reduction of autoencoders and the freedom of non-linear operator inference…

Machine Learning · Computer Science 2023-05-16 Andrey A. Popov , Renato Zanetti

Mesoscale forecasts are now routinely performed as elements of operational forecasts and their outputs do appear convincing. However, despite their realistic appearance at times the comparison to observations is less favorable. At the grid…

Atmospheric and Oceanic Physics · Physics 2016-10-26 Markus Gross

Many natural systems exhibit chaotic behaviour such as the weather, hydrology, neuroscience and population dynamics. Although many chaotic systems can be described by relatively simple dynamical equations, characterizing these systems can…

Dynamical Systems · Mathematics 2022-06-15 H. Ribera , S. Shirman , A. V. Nguyen , N. M. Mangan

Weather forecasting has seen a shift in methods from numerical simulations to data-driven systems. While initial research in the area focused on deterministic forecasting, recent works have used diffusion models to produce skillful ensemble…

Machine Learning · Computer Science 2025-04-15 Martin Andrae , Tomas Landelius , Joel Oskarsson , Fredrik Lindsten

Statistical post-processing techniques are now widely used to correct systematic biases and errors in calibration of ensemble forecasts obtained from multiple runs of numerical weather prediction models. A standard approach is the ensemble…

Methodology · Statistics 2018-05-23 Sándor Baran , Sebastian Lerch

Probabilistic forecasts in the form of ensemble of scenarios are required for complex decision making processes. Ensemble forecasting systems provide such products but the spatio-temporal structures of the forecast uncertainty is lost when…

Applications · Statistics 2016-12-21 Zied Ben Bouallegue , Tobias Heppelmann , Susanne E. Theis , Pierre Pinson

Statistical learning algorithms provide a generally-applicable framework to sidestep time-consuming experiments, or accurate physics-based modeling, but they introduce a further source of error on top of the intrinsic limitations of the…

Chemical Physics · Physics 2024-05-17 Matthias Kellner , Michele Ceriotti

AI weather prediction ensembles with latent noise injection and optimized with the continuous ranked probability score (CRPS) have produced both accurate and well-calibrated predictions with far less computational cost compared with…

Often the underlying system of differential equations driving a stochastic dynamical system is assumed to be known, with inference conditioned on this assumption. We present a Bayesian framework for discovering this system of differential…

Methodology · Statistics 2021-01-13 Kushagra Gupta , Dootika Vats , Snigdhansu Chatterjee

Contemporary weather forecasts are typically based on ensemble prediction systems, which consist of multiple runs of numerical weather prediction models that vary with respect to in the initial conditions and/or the the parameterization of…

Methodology · Statistics 2016-05-04 Roman Schefzik

Accurate forecasting is important for decision-makers. Recently, the Amazon rainforest is reaching record levels of the number of fires, a situation that concerns both climate and public health problems. Obtaining the desired forecasting…

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