Subscribe to the gold package and get unlimited access to Shamra Academy
Register a new userCombining data assimilation and machine learning to emulate a dynamical model from sparse and noisy observations: a case study with the Lorenz 96 model
124
0
0.0
(
0
)
Ask ChatGPT about the research
No Arabic abstract
A novel method, based on the combination of data assimilation and machine learning is introduced. The new hybrid approach is designed for a two-fold scope: (i) emulating hidden, possibly chaotic, dynamics and (ii) predicting their future states. The method consists in applying iteratively a data assimilation step, here an ensemble Kalman filter, and a neural network. Data assimilation is used to optimally combine a surrogate model with sparse noisy data. The output analysis is spatially complete and is used as a training set by the neural network to update the surrogate model. The two steps are then repeated iteratively. Numerical experiments have been carried out using the chaotic 40-variables Lorenz 96 model, proving both convergence and statistical skill of the proposed hybrid approach. The surrogate model shows short-term forecast skill up to two Lyapunov times, the retrieval of positive Lyapunov exponents as well as the more energetic frequencies of the power density spectrum. The sensitivity of the method to critical setup parameters is also presented: the forecast skill decreases smoothly with increased observational noise but drops abruptly if less than half of the model domain is observed. The successful synergy between data assimilation and machine learning, proven here with a low-dimensional system, encourages further investigation of such hybrids with more sophisticated dynamics.
rate research
Read More
Data-driven prediction and physics-agnostic machine-learning methods have attracted increased interest in recent years achieving forecast horizons going well beyond those to be expected for chaotic dynamical systems. In a separate strand of research data-assimilation has been successfully used to optimally combine forecast models and their inherent uncertainty with incoming noisy observations. The key idea in our work here is to achieve increased forecast capabilities by judiciously combining machine-learning algorithms and data assimilation. We combine the physics-agnostic data-driven approach of random feature maps as a forecast model within an ensemble Kalman filter data assimilation procedure. The machine-learning model is learned sequentially by incorporating incoming noisy observations. We show that the obtained forecast model has remarkably good forecast skill while being computationally cheap once trained. Going beyond the task of forecasting, we show that our method can be used to generate reliable ensembles for probabilistic forecasting as well as to learn effective model closure in multi-scale systems.
We present a supervised learning method to learn the propagator map of a dynamical system from partial and noisy observations. In our computationally cheap and easy-to-implement framework a neural network consisting of random feature maps is trained sequentially by incoming observations within a data assimilation procedure. By employing Takens embedding theorem, the network is trained on delay coordinates. We show that the combination of random feature maps and data assimilation, called RAFDA, outperforms standard random feature maps for which the dynamics is learned using batch data.
Stochastic parameterizations account for uncertainty in the representation of unresolved sub-grid processes by sampling from the distribution of possible sub-grid forcings. Some existing stochastic parameterizations utilize data-driven approaches to characterize uncertainty, but these approaches require significant structural assumptions that can limit their scalability. Machine learning models, including neural networks, are able to represent a wide range of distributions and build optimized mappings between a large number of inputs and sub-grid forcings. Recent research on machine learning parameterizations has focused only on deterministic parameterizations. In this study, we develop a stochastic parameterization using the generative adversarial network (GAN) machine learning framework. The GAN stochastic parameterization is trained and evaluated on output from the Lorenz 96 model, which is a common baseline model for evaluating both parameterization and data assimilation techniques. We evaluate different ways of characterizing the input noise for the model and perform model runs with the GAN parameterization at weather and climate timescales. Some of the GAN configurations perform better than a baseline bespoke parameterization at both timescales, and the networks closely reproduce the spatio-temporal correlations and regimes of the Lorenz 96 system. We also find that in general those models which produce skillful forecasts are also associated with the best climate simulations.
This paper presents a novel spatio-temporal LSTM (SPATIAL) architecture for time series forecasting applied to environmental datasets. The framework was evaluated across multiple sensors and for three different oceanic variables: current speed, temperature, and dissolved oxygen. Network implementation proceeded in two directions that are nominally separated but connected as part of a natural environmental system -- across the spatial (between individual sensors) and temporal components of the sensor data. Data from four sensors sampling current speed, and eight measuring both temperature and dissolved oxygen evaluated the framework. Results were compared against RF and XGB baseline models that learned on the temporal signal of each sensor independently by extracting the date-time features together with the past history of data using sliding window matrix. Results demonstrated ability to accurately replicate complex signals and provide comparable performance to state-of-the-art benchmarks. Notably, the novel framework provided a simpler pre-processing and training pipeline that handles missing values via a simple masking layer. Enabling learning across the spatial and temporal directions, this paper addresses two fundamental challenges of ML applications to environmental science: 1) data sparsity and the challenges and costs of collecting measurements of environmental conditions such as ocean dynamics, and 2) environmental datasets are inherently connected in the spatial and temporal directions while classical ML approaches only consider one of these directions. Furthermore, sharing of parameters across all input steps makes SPATIAL a fast, scalable, and easily-parameterized forecasting framework.
Data assimilation (DA) aims at optimally merging observational data and model outputs to create a coherent statistical and dynamical picture of the system under investigation. Indeed, DA aims at minimizing the effect of observational and model error, and at distilling the correct ingredients of its dynamics. DA is of critical importance for the analysis of systems featuring sensitive dependence on the initial conditions, as chaos wins over any finitely accurate knowledge of the state of the system, even in absence of model error. Clearly, the skill of DA is guided by the properties of dynamical system under investigation, as merging optimally observational data and model outputs is harder when strong instabilities are present. In this paper we reverse the usual angle on the problem and show that it is indeed possible to use the skill of DA to infer some basic properties of the tangent space of the system, which may be hard to compute in very high-dimensional systems. Here, we focus our attention on the first Lyapunov exponent and the Kolmogorov-Sinai entropy, and perform numerical experiments on the Vissio-Lucarini 2020 model, a recently proposed generalisation of the Lorenz 1996 model that is able to describe in a simple yet meaningful way the interplay between dynamical and thermodynamical variables.
suggested questions
Log in to be able to interact and post comments
comments
Fetching comments
Sign in to be able to follow your search criteria
