论文标题
结合数据同化和机器学习,从稀疏和嘈杂的观察结果模仿动力学模型:与Lorenz 96模型的案例研究
Combining data assimilation and machine learning to emulate a dynamical model from sparse and noisy observations: a case study with the Lorenz 96 model
论文作者
论文摘要
引入了基于数据同化和机器学习的组合的一种新颖方法。新的混合方法是针对两个范围设计的:(i)模拟隐藏的,可能是混乱的,动态的,以及(ii)预测其未来状态。该方法在于迭代地应用数据同化步骤,这里是一个集合的卡尔曼过滤器和神经网络。数据同化用于将替代模型与稀疏噪声数据最佳结合。输出分析在空间上完成,并用作神经网络设置的培训,以更新替代模型。然后,这两个步骤迭代重复。已经使用混乱的40多种变量Lorenz 96模型进行了数值实验,证明了所提出的混合方法的收敛和统计技能。替代模型显示出短期预测技能,最多两次Lyapunov时代,即阳性Lyapunov指数的检索以及功率密度频谱的更有能力的频率。还显示了该方法对关键设置参数的敏感性:预测技能随着观察噪声的增加而平稳降低,但如果观察到少于一半的模型域,则突然下降。在这里通过低维系统证明,数据同化和机器学习之间的成功协同作用鼓励进一步研究具有更复杂的动态的此类混合体。
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.