Combining Stochastic Parameterized Reduced-Order Models with Machine Learning for Data Assimilation and Uncertainty Quantification with Partial Observations

TL;DR

This paper introduces a hybrid data assimilation approach combining spectral decomposition, machine learning, and stochastic filtering to improve state estimation and uncertainty quantification in complex, partially observed geophysical models.

Contribution

It develops a novel hybrid algorithm that integrates stochastic reduced-order models with machine learning for enhanced data assimilation in nonlinear dynamical systems.

Findings

The hybrid method accurately recovers observed states in a precipitating quasi-geostrophic model.

Machine learning effectively estimates chaotic unobserved signals.

The approach remains robust across different geophysical scenarios with varying cloud cover.

Abstract

A hybrid data assimilation algorithm is developed for complex dynamical systems with partial observations. The method starts with applying a spectral decomposition to the entire spatiotemporal fields, followed by creating a machine learning model that builds a nonlinear map between the coefficients of observed and unobserved state variables for each spectral mode. A cheap low-order nonlinear stochastic parameterized extended Kalman filter (SPEKF) model is employed as the forecast model in the ensemble Kalman filter to deal with each mode associated with the observed variables. The resulting ensemble members are then fed into the machine learning model to create an ensemble of the corresponding unobserved variables. In addition to the ensemble spread, the training residual in the machine learning-induced nonlinear map is further incorporated into the state estimation that advances the quantification of the posterior uncertainty. The hybrid data assimilation algorithm is applied to a precipitating quasi-geostrophic (PQG) model, which includes the effects of water vapor, clouds, and rainfall beyond the classical two-level QG model. The complicated nonlinearities in the PQG equations prevent traditional methods from building simple and accurate reduced-order forecast models. In contrast, the SPEKF model is skillful in recovering the intermittent observed states, and the machine learning model effectively estimates the chaotic unobserved signals. Utilizing the calibrated SPEKF and machine learning models under a moderate cloud fraction, the resulting hybrid data assimilation remains reasonably accurate when applied to other geophysical scenarios with nearly clear skies or relatively heavy rainfall, implying the robustness of the algorithm for extrapolation.