相关论文: Observation Error Covariance Specification in Dyna…

Accurate estimation of error covariances (both background and observation) is crucial for efficient observation compression approaches in data assimilation of large-scale dynamical problems. We propose a new combination of a covariance…

This paper investigates an important problem of an appropriate variance-covariance matrix estimation in the Modern Portfolio Theory. We propose a novel framework for variancecovariance matrix estimation for purposes of the portfolio…

Data assimilation combines forecasts from a numerical model with observations. Most of the current data assimilation algorithms consider the model and observation error terms as additive Gaussian noise, specified by their covariance…

Quantifying forecast uncertainty is a key aspect of state-of-the-art numerical weather prediction and data assimilation systems. Ensemble-based data assimilation systems incorporate state-dependent uncertainty quantification based on…

The performance of ensemble-based data assimilation techniques that estimate the state of a dynamical system from partial observations depends crucially on the prescribed uncertainty of the model dynamics and of the observations. These are…

Chimeras and branching are two archetypical complex phenomena that appear in many physical systems; because of their different intrinsic dynamics, they delineate opposite non-trivial limits in the complexity of wave motion and present…

There exist several data-driven approaches that enable us model time series data including traditional regression-based modeling approaches (i.e., ARIMA). Recently, deep learning techniques have been introduced and explored in the context…

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…

The recurrent neural network and its variants have shown great success in processing sequences in recent years. However, this deep neural network has not aroused much attention in anomaly detection through predictively process monitoring.…

There is an urgent need to build models to tackle Indoor Air Quality issue. Since the model should be accurate and fast, Reduced Order Modelling technique is used to reduce the dimensionality of the problem. The accuracy of the model, that…

Standard methods of data assimilation assume prior knowledge of a model that describes the system dynamics and an observation function that maps the model state to a predicted output. An accurate mapping from model state to observation…

Accurate short-term energy consumption forecasting is essential for efficient power grid management, resource allocation, and market stability. Traditional time-series models often fail to capture the complex, non-linear dependencies and…

Data-driven approaches to automated machine condition monitoring are gaining popularity due to advancements made in sensing technologies and computing algorithms. This paper proposes the use of a deep learning model, based on Long…

Data assimilation (DA) is integrated with machine learning in order to perform entirely data-driven online state estimation. To achieve this, recurrent neural networks (RNNs) are implemented as surrogate models to replace key components of…

The machine learning approaches are applied in the dynamical simulation of open quantum systems. The long short-term memory recurrent neural network (LSTM-RNN) models are used to simulate the long-time quantum dynamics, which are built…

With the advent of Big Data, nowadays in many applications databases containing large quantities of similar time series are available. Forecasting time series in these domains with traditional univariate forecasting procedures leaves great…

Data assimilation involves estimating the state of a system by combining observations from various sources with a background estimate of the state. The weights given to the observations and background state depend on their specified error…

Data assimilation (DA) aims at forecasting the state of a dynamical system by combining a mathematical representation of the system with noisy observations taking into account their uncertainties. State of the art methods are based on the…

Data assimilation (DA) enables hydrologic models to update their internal states using near-real-time observations for more accurate forecasts. With deep neural networks like long short-term memory (LSTM), using either lagged observations…

In many longitudinal settings, time-varying covariates may not be measured at the same time as responses and are often prone to measurement error. Naive last-observation-carried-forward methods incur estimation biases, and existing…