Ensemble Kalman filter for GAN-ConvLSTM based long lead-time forecasting
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Published version
Author(s)
Cheng, Meiling
Fang, Fangxin
Navon, Ionel M
Pain, Christopher
Type
Journal Article
Abstract
Data-driven machine learning techniques have been increasingly utilized for accelerating nonlinear dynamic system prediction. However, machine learning-based models for long lead-time forecasts remain a significant challenge due to the accumulation of uncertainty along the time dimension in online deployment. To tackle this issue, the ensemble Kalman filter (EnKF) has been introduced to machine learning-based long-term forecast models to reduce the uncertainty of long lead-time forecasts of chaotic dynamic systems. Both the deep convolutional generative adversarial network (DCGAN) and convolutional long short term memory (ConvLSTM) are used for learning the complex nonlinear relationships between the past and future states of dynamic systems. Using an iterative Multi-Input Multi-Output (MIMO) algorithm, the two-hybrid forecast models (DCGAN-EnKF and ConvLSTM-EnKF) are able to yield long lead-time forecasts of dynamic states. The performance of the hybrid models has been demonstrated by one-level and two-level Lorenz 96 models. Our results show that the use of EnKF in ConvLSTM and DCGAN models successfully corrects online model errors and significantly improves the real-time forecasting of dynamic systems for a long lead-time.
Date Issued
2023-05
Date Acceptance
2023-03-28
Citation
Journal of Computational Science, 2023, 69, pp.1-16
ISSN
1877-7503
Publisher
Elsevier BV
Start Page
1
End Page
16
Journal / Book Title
Journal of Computational Science
Volume
69
Copyright Statement
© 2023 The Author(s). Published by Elsevier B.V. This is an open access article under the CC BY license (http://creativecommons.org/licenses/by/4.0/).
License URL
Identifier
http://dx.doi.org/10.1016/j.jocs.2023.102024
Publication Status
Published
Article Number
102024
Date Publish Online
2023-04-08