Articles | Volume 21, issue 5
https://doi.org/10.5194/npg-21-955-2014
© Author(s) 2014. This work is distributed under
the Creative Commons Attribution 3.0 License.
the Creative Commons Attribution 3.0 License.
https://doi.org/10.5194/npg-21-955-2014
© Author(s) 2014. This work is distributed under
the Creative Commons Attribution 3.0 License.
the Creative Commons Attribution 3.0 License.
Research article
| 
23 Sep 2014
Research article |
| 23 Sep 2014
Improving the ensemble transform Kalman filter using a second-order Taylor approximation of the nonlinear observation operator
State Key Laboratory of Remote Sensing Science, College of Global Change and Earth System Science, Beijing Normal University, Beijing, China
X. Yi
State Key Laboratory of Remote Sensing Science, College of Global Change and Earth System Science, Beijing Normal University, Beijing, China
L. Wang
Department of Statistics, University of Manitoba, Winnipeg, Canada
X. Liang
National Meteorological Information Center, China Meteorological Administration, Beijing, China
S. Zhang
State Key Laboratory of Remote Sensing Science, College of Global Change and Earth System Science, Beijing Normal University, Beijing, China
X. Zhang
State Key Laboratory of Remote Sensing Science, College of Global Change and Earth System Science, Beijing Normal University, Beijing, China
X. Zheng
State Key Laboratory of Remote Sensing Science, College of Global Change and Earth System Science, Beijing Normal University, Beijing, China
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Subject: Predictability, probabilistic forecasts, data assimilation, inverse problems | Topic: Climate, atmosphere, ocean, hydrology, cryosphere, biosphere
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Zhao Liu, Shaoqing Zhang, Yang Shen, Yuping Guan, and Xiong Deng
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Guillaume Evin, Matthieu Lafaysse, Maxime Taillardat, and Michaël Zamo
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Forecasting the height of new snow is essential for avalanche hazard surveys, road and ski resort management, tourism attractiveness, etc. Météo-France operates a probabilistic forecasting system using a numerical weather prediction system and a snowpack model. It provides better forecasts than direct diagnostics but exhibits significant biases. Post-processing methods can be applied to provide automatic forecasting products from this system.
Davide Faranda, Mathieu Vrac, Pascal Yiou, Flavio Maria Emanuele Pons, Adnane Hamid, Giulia Carella, Cedric Ngoungue Langue, Soulivanh Thao, and Valerie Gautard
Nonlin. Processes Geophys., 28, 423–443, https://doi.org/10.5194/npg-28-423-2021, https://doi.org/10.5194/npg-28-423-2021, 2021
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Stephen Jewson, Giuliana Barbato, Paola Mercogliano, Jaroslav Mysiak, and Maximiliano Sassi
Nonlin. Processes Geophys., 28, 329–346, https://doi.org/10.5194/npg-28-329-2021, https://doi.org/10.5194/npg-28-329-2021, 2021
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Climate model simulations are uncertain. In some cases this makes it difficult to know how to use them. Significance testing is often used to deal with this issue but has various shortcomings. We describe two alternative ways to manage uncertainty in climate model simulations that avoid these shortcomings. We test them on simulations of future rainfall over Europe and show they produce more accurate projections than either using unadjusted climate model output or statistical testing.
Sagar K. Tamang, Ardeshir Ebtehaj, Peter J. van Leeuwen, Dongmian Zou, and Gilad Lerman
Nonlin. Processes Geophys., 28, 295–309, https://doi.org/10.5194/npg-28-295-2021, https://doi.org/10.5194/npg-28-295-2021, 2021
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Data assimilation aims to improve hydrologic and weather forecasts by combining available information from Earth system models and observations. The classical approaches to data assimilation usually proceed with some preconceived assumptions about the shape of their probability distributions. As a result, when such assumptions are invalid, the forecast accuracy suffers. In the proposed methodology, we relax such assumptions and demonstrate improved performance.
Abd AlRahman AlMomani and Erik Bollt
Nonlin. Processes Geophys., 28, 153–166, https://doi.org/10.5194/npg-28-153-2021, https://doi.org/10.5194/npg-28-153-2021, 2021
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This paper introduces a tool for data-driven discovery of early warning signs of critical transitions in ice shelves from remote sensing data. Our directed spectral clustering method considers an asymmetric affinity matrix along with the associated directed graph Laplacian. We applied our approach to reprocessing the ice velocity data and remote sensing satellite images of the Larsen C ice shelf.
Yvonne Ruckstuhl, Tijana Janjić, and Stephan Rasp
Nonlin. Processes Geophys., 28, 111–119, https://doi.org/10.5194/npg-28-111-2021, https://doi.org/10.5194/npg-28-111-2021, 2021
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The assimilation of observations using standard algorithms can lead to a violation of physical laws (e.g. mass conservation), which is shown to have a detrimental impact on the system's forecast. We use a neural network (NN) to correct this mass violation, using training data generated from expensive algorithms that can constrain such physical properties. We found that, in an idealized set-up, the NN can match the performance of these expensive algorithms at negligible computational costs.
Shin'ya Nakano
Nonlin. Processes Geophys., 28, 93–109, https://doi.org/10.5194/npg-28-93-2021, https://doi.org/10.5194/npg-28-93-2021, 2021
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The ensemble-based variational method is a method for solving nonlinear data assimilation problems by using an ensemble of multiple simulation results. Although this method is derived based on a linear approximation, highly uncertain problems, in which system nonlinearity is significant, can also be solved by applying this method iteratively. This paper reformulated this iterative algorithm to analyze its behavior in high-dimensional nonlinear problems and discuss the convergence.
Sangeetika Ruchi, Svetlana Dubinkina, and Jana de Wiljes
Nonlin. Processes Geophys., 28, 23–41, https://doi.org/10.5194/npg-28-23-2021, https://doi.org/10.5194/npg-28-23-2021, 2021
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To infer information of an unknown quantity that helps to understand an associated system better and to predict future outcomes, observations and a physical model that connects the data points to the unknown parameter are typically used as information sources. Yet this problem is often very challenging due to the fact that the unknown is generally high dimensional, the data are sparse and the model can be non-linear. We propose a novel approach to address these challenges.
Olivier Pannekoucke, Richard Ménard, Mohammad El Aabaribaoune, and Matthieu Plu
Nonlin. Processes Geophys., 28, 1–22, https://doi.org/10.5194/npg-28-1-2021, https://doi.org/10.5194/npg-28-1-2021, 2021
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Numerical weather prediction involves numerically solving the mathematical equations, which describe the geophysical flow, by transforming them so that they can be computed. Through this transformation, it appears that the equations actually solved by the machine are then a modified version of the original equations, introducing an error that contributes to the model error. This work helps to characterize the covariance of the model error that is due to this modification of the equations.
Pengcheng Yan, Guolin Feng, Wei Hou, and Ping Yang
Nonlin. Processes Geophys., 27, 489–500, https://doi.org/10.5194/npg-27-489-2020, https://doi.org/10.5194/npg-27-489-2020, 2020
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A system transiting from one stable state to another has to experience a period. Can we predict the end moment (state) if the process has not been completed? This paper presents a method to solve this problem. This method is based on the quantitative relationship among the parameters, which is used to describe the transition process of the abrupt change. By using the historical data, we extract some parameters for predicting the uncompleted climate transition process.
Reinhold Hess
Nonlin. Processes Geophys., 27, 473–487, https://doi.org/10.5194/npg-27-473-2020, https://doi.org/10.5194/npg-27-473-2020, 2020
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Forecasts of ensemble systems are statistically aligned to synoptic observations at DWD in order to provide support for warning decision management. Motivation and design consequences for extreme and rare meteorological events are presented. Especially for probabilities of severe wind gusts global logistic parameterisations are developed that generate robust statistical forecasts for extreme events, while local characteristics are preserved.
Ashesh Chattopadhyay, Pedram Hassanzadeh, and Devika Subramanian
Nonlin. Processes Geophys., 27, 373–389, https://doi.org/10.5194/npg-27-373-2020, https://doi.org/10.5194/npg-27-373-2020, 2020
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The performance of three machine-learning methods for data-driven modeling of a multiscale chaotic Lorenz 96 system is examined. One of the methods is found to be able to predict the future evolution of the chaotic system well from just knowing the past observations of the large-scale component of the multiscale state vector. Potential applications to data-driven and data-assisted surrogate modeling of complex dynamical systems such as weather and climate are discussed.
Maxime Taillardat and Olivier Mestre
Nonlin. Processes Geophys., 27, 329–347, https://doi.org/10.5194/npg-27-329-2020, https://doi.org/10.5194/npg-27-329-2020, 2020
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Statistical post-processing of ensemble forecasts is now a well-known procedure in order to correct biased and misdispersed ensemble weather predictions. But practical application in European national weather services is in its infancy. Different applications of ensemble post-processing using machine learning at an industrial scale are presented. Forecast quality and value are improved compared to the raw ensemble, but several facilities have to be made to adjust to operational constraints.
Jonathan Demaeyer and Stéphane Vannitsem
Nonlin. Processes Geophys., 27, 307–327, https://doi.org/10.5194/npg-27-307-2020, https://doi.org/10.5194/npg-27-307-2020, 2020
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Postprocessing schemes used to correct weather forecasts are no longer efficient when the model generating the forecasts changes. An approach based on response theory to take the change into account without having to recompute the parameters based on past forecasts is presented. It is tested on an analytical model and a simple model of atmospheric variability. We show that this approach is effective and discuss its potential application for an operational environment.
Carlos Osácar, Manuel Membrado, and Amalio Fernández-Pacheco
Nonlin. Processes Geophys., 27, 235–237, https://doi.org/10.5194/npg-27-235-2020, https://doi.org/10.5194/npg-27-235-2020, 2020
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We deduce that after a global thermal perturbation, the Earth's
atmosphere would need about a couple of months to come back to equilibrium.
Michiel Van Ginderachter, Daan Degrauwe, Stéphane Vannitsem, and Piet Termonia
Nonlin. Processes Geophys., 27, 187–207, https://doi.org/10.5194/npg-27-187-2020, https://doi.org/10.5194/npg-27-187-2020, 2020
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A generic methodology is developed to estimate the model error and simulate the model uncertainty related to a specific physical process. The method estimates the model error by comparing two different representations of the physical process in otherwise identical models. The found model error can then be used to perturb the model and simulate the model uncertainty. When applying this methodology to deep convection an improvement in the probabilistic skill of the ensemble forecast is found.
Valentin Resseguier, Wei Pan, and Baylor Fox-Kemper
Nonlin. Processes Geophys., 27, 209–234, https://doi.org/10.5194/npg-27-209-2020, https://doi.org/10.5194/npg-27-209-2020, 2020
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Geophysical flows span a broader range of temporal and spatial scales than can be resolved numerically. One way to alleviate the ensuing numerical errors is to combine simulations with measurements, taking account of the accuracies of these two sources of information. Here we quantify the distribution of numerical simulation errors without relying on high-resolution numerical simulations. Specifically, small-scale random vortices are added to simulations while conserving energy or circulation.
André Düsterhus
Nonlin. Processes Geophys., 27, 121–131, https://doi.org/10.5194/npg-27-121-2020, https://doi.org/10.5194/npg-27-121-2020, 2020
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Seasonal prediction of the of the North Atlantic Oscillation (NAO) has been improved in recent years by improving dynamical models and ensemble predictions. One step therein was the so-called sub-sampling, which combines statistical and dynamical predictions. This study generalises this approach and makes it much more accessible. Furthermore, it presents a new verification approach for such predictions.
Courtney Quinn, Terence J. O'Kane, and Vassili Kitsios
Nonlin. Processes Geophys., 27, 51–74, https://doi.org/10.5194/npg-27-51-2020, https://doi.org/10.5194/npg-27-51-2020, 2020
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This study presents a novel method for reduced-rank data assimilation of multiscale highly nonlinear systems. Time-varying dynamical properties are used to determine the rank and projection of the system onto a reduced subspace. The variable reduced-rank method is shown to succeed over other fixed-rank methods. This work provides implications for performing strongly coupled data assimilation with a limited number of ensemble members on high-dimensional coupled climate models.
Nina Schuhen
Nonlin. Processes Geophys., 27, 35–49, https://doi.org/10.5194/npg-27-35-2020, https://doi.org/10.5194/npg-27-35-2020, 2020
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We present a new way to adaptively improve weather forecasts by incorporating last-minute observation information. The recently measured error, together with a statistical model, gives us an indication of the expected future error of wind speed forecasts, which are then adjusted accordingly. This new technique can be especially beneficial for customers in the wind energy industry, where it is important to have reliable short-term forecasts, as well as providers of extreme weather warnings.
Sebastian Scher and Gabriele Messori
Nonlin. Processes Geophys., 26, 381–399, https://doi.org/10.5194/npg-26-381-2019, https://doi.org/10.5194/npg-26-381-2019, 2019
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Neural networks are a technique that is widely used to predict the time evolution of physical systems. For this the past evolution of the system is shown to the neural network – it is
trained– and then can be used to predict the evolution in the future. We show some limitations in this approach for certain systems that are important to consider when using neural networks for climate- and weather-related applications.
Patrick Nima Raanes, Andreas Størksen Stordal, and Geir Evensen
Nonlin. Processes Geophys., 26, 325–338, https://doi.org/10.5194/npg-26-325-2019, https://doi.org/10.5194/npg-26-325-2019, 2019
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A popular variational ensemble smoother for data assimilation and history matching is simplified. An exact relationship between ensemble linearizations (linear regression) and adjoints (analytic derivatives) is established.
Fei Lu, Nils Weitzel, and Adam H. Monahan
Nonlin. Processes Geophys., 26, 227–250, https://doi.org/10.5194/npg-26-227-2019, https://doi.org/10.5194/npg-26-227-2019, 2019
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ll-posedness of the inverse problem and sparse noisy data are two major challenges in the modeling of high-dimensional spatiotemporal processes. We present a Bayesian inference method with a strongly regularized posterior to overcome these challenges, enabling joint state-parameter estimation and quantifying uncertainty in the estimation. We demonstrate the method on a physically motivated nonlinear stochastic partial differential equation arising from paleoclimate construction.
Keiichi Kondo and Takemasa Miyoshi
Nonlin. Processes Geophys., 26, 211–225, https://doi.org/10.5194/npg-26-211-2019, https://doi.org/10.5194/npg-26-211-2019, 2019
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This study investigates non-Gaussian statistics of the data from a 10240-member ensemble Kalman filter. The large ensemble size can resolve the detailed structures of the probability density functions (PDFs) and indicates that the non-Gaussian PDF is caused by multimodality and outliers. While the outliers appear randomly, large multimodality corresponds well with large analysis error, mainly in the tropical regions and storm track regions where highly nonlinear processes appear frequently.
Frank Kwasniok
Nonlin. Processes Geophys., 26, 195–209, https://doi.org/10.5194/npg-26-195-2019, https://doi.org/10.5194/npg-26-195-2019, 2019
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The stability properties as characterized by finite-time Lyapunov exponents are investigated in an intermediate-complexity atmospheric model. Firstly, the dominant patterns of collective excitation are identified by an empirical orthogonal function analysis of the fluctuation field of all of the finite-time Lyapunov exponents. Secondly, a large-deviation principle is established for all of the Lyapunov exponents and the large-deviation rate functions are estimated.
Ali Aydoğdu, Alberto Carrassi, Colin T. Guider, Chris K. R. T Jones, and Pierre Rampal
Nonlin. Processes Geophys., 26, 175–193, https://doi.org/10.5194/npg-26-175-2019, https://doi.org/10.5194/npg-26-175-2019, 2019
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Computational models involving adaptive meshes can both evolve dynamically and be remeshed. Remeshing means that the state vector dimension changes in time and across ensemble members, making the ensemble Kalman filter (EnKF) unsuitable for assimilation of observational data. We develop a modification in which analysis is performed on a fixed uniform grid onto which the ensemble is mapped, with resolution relating to the remeshing criteria. The approach is successfully tested on two 1-D models.
Marc Bocquet, Julien Brajard, Alberto Carrassi, and Laurent Bertino
Nonlin. Processes Geophys., 26, 143–162, https://doi.org/10.5194/npg-26-143-2019, https://doi.org/10.5194/npg-26-143-2019, 2019
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This paper describes an innovative way to use data assimilation to infer the dynamics of a physical system from its observation only. The method can operate with noisy and partial observation of the physical system. It acts as a deep learning technique specialised to dynamical models without the need for machine learning tools. The method is successfully tested on chaotic dynamical systems: the Lorenz-63, Lorenz-96, and Kuramoto–Sivashinski models and a two-scale Lorenz model.
Andrey A. Popov and Adrian Sandu
Nonlin. Processes Geophys., 26, 109–122, https://doi.org/10.5194/npg-26-109-2019, https://doi.org/10.5194/npg-26-109-2019, 2019
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This work has to do with a small part of existing algorithms that are used in applications such as predicting the weather. We provide empirical evidence that our new technique works well on small but representative models. This might lead to creation of a better weather forecast and potentially save lives as in the case of hurricane prediction.
Sonja Totz, Stefan Petri, Jascha Lehmann, Erik Peukert, and Dim Coumou
Nonlin. Processes Geophys., 26, 1–12, https://doi.org/10.5194/npg-26-1-2019, https://doi.org/10.5194/npg-26-1-2019, 2019
Alban Farchi and Marc Bocquet
Nonlin. Processes Geophys., 25, 765–807, https://doi.org/10.5194/npg-25-765-2018, https://doi.org/10.5194/npg-25-765-2018, 2018
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Data assimilation looks for an optimal way to learn from observations of a dynamical system to improve the quality of its predictions. The goal is to filter out the noise (both observation and model noise) to retrieve the true signal. Among all possible methods, particle filters are promising; the method is fast and elegant, and it allows for a Bayesian analysis. In this review paper, we discuss implementation techniques for (local) particle filters in high-dimensional systems.
Thomas Gastaldo, Virginia Poli, Chiara Marsigli, Pier Paolo Alberoni, and Tiziana Paccagnella
Nonlin. Processes Geophys., 25, 747–764, https://doi.org/10.5194/npg-25-747-2018, https://doi.org/10.5194/npg-25-747-2018, 2018
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Accuracy of numerical weather prediction forecasts is strongly related to the quality of initial conditions employed. To improve them, it seems advantageous to use radar reflectivity observations because of their high spatial and temporal resolution. This is tested in a high-resolution model whose domain covers Italy. Results show that the employment of reflectivity observations improves precipitation forecast accuracy, but the positive impact is lost after a few hours of forecast.
Sangeetika Ruchi and Svetlana Dubinkina
Nonlin. Processes Geophys., 25, 731–746, https://doi.org/10.5194/npg-25-731-2018, https://doi.org/10.5194/npg-25-731-2018, 2018
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Accurate estimation of subsurface geological parameters is essential for the oil industry. This is done by combining observations with an estimation from a model. Ensemble Kalman filter is a widely used method for inverse modeling, while ensemble transform particle filtering is a recently developed method that has been applied to estimate only a small number of parameters and in fluids. We show that for a high-dimensional inverse problem it is superior to an ensemble Kalman filter.
Massimo Bonavita, Peter Lean, and Elias Holm
Nonlin. Processes Geophys., 25, 713–729, https://doi.org/10.5194/npg-25-713-2018, https://doi.org/10.5194/npg-25-713-2018, 2018
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This paper deals with the effects of nonlinearity in a state-of-the-art atmospheric global data assimilation system. It is shown that these effects have become increasingly important over the years due to increased model resolution and use of nonlinear observations. The ability to deal with nonlinearities has thus become a crucial asset of data assimilation algorithms. At ECMWF this is done in a perturbative fashion. Advantages and limitations of this technique are discussed.
Linlin Zhang, Bin Mu, Shijin Yuan, and Feifan Zhou
Nonlin. Processes Geophys., 25, 693–712, https://doi.org/10.5194/npg-25-693-2018, https://doi.org/10.5194/npg-25-693-2018, 2018
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We propose a novel approach to solve conditional nonlinear optimal perturbation for identifying sensitive areas for tropical cyclone adaptive observations. This method is free of adjoint models and overcomes two obstacles, not having adjoint models and having dimensions higher than the problem space. All experimental results prove that it is a meaningful and effective method for solving CNOP and provides a new way for such research. This work aims to solve CNOP and identify sensitive areas.
Colin Grudzien, Alberto Carrassi, and Marc Bocquet
Nonlin. Processes Geophys., 25, 633–648, https://doi.org/10.5194/npg-25-633-2018, https://doi.org/10.5194/npg-25-633-2018, 2018
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Using the framework Lyapunov vectors, we analyze the asymptotic properties of ensemble based Kalman filters and how these are influenced by dynamical chaos, especially in the context of random model errors and small ensemble sizes. Particularly, we show a novel derivation of the evolution of forecast uncertainty for ensemble-based Kalman filters with weakly-nonlinear error growth, and discuss its impact for filter design in geophysical models.
Mohamed Jardak and Olivier Talagrand
Nonlin. Processes Geophys., 25, 565–587, https://doi.org/10.5194/npg-25-565-2018, https://doi.org/10.5194/npg-25-565-2018, 2018
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Ensemble variational assimilation (EnsVAR) has been implemented on two small-dimension non-linear chaotic toy models, as well as on a linearized version of those models. In the linear case, EnsVAR is exactly Bayesian and produced
highly reliable ensembles. In the non-linear case, EnsVAR, implemented on temporal windows on the order of magnitude of the predictability time of the systems, shows as good performance as in the exactly linear case. EnsVar is as good an estimator as EnKF and PF.
Mohamed Jardak and Olivier Talagrand
Nonlin. Processes Geophys., 25, 589–604, https://doi.org/10.5194/npg-25-589-2018, https://doi.org/10.5194/npg-25-589-2018, 2018
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EnsVAR is fundamentally successful in that, even in conditions where Bayesianity cannot be expected, it produces ensembles which possess a high degree of statistical reliability. In non-linear strong-constraint cases, EnsVAR has been successful here only through the use of quasi-static variational assimilation. In the weak-constraint case, without QSVA, EnsVAR provided new evidence as to the favourable effect.
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