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Combining machine learning and data assimilation to forecast dynamical systems from noisy partial observations.

Georg A Gottwald1, Sebastian Reich2

  • 1School of Mathematics and Statistics, The University of Sydney, Sydney, NSW 2006, Australia.

Chaos (Woodbury, N.Y.)
|October 31, 2021
PubMed
Summary
This summary is machine-generated.

We developed a fast, easy method using neural networks and data assimilation to learn dynamical system behavior from incomplete, noisy data. This approach, called RAFDA, improves upon standard methods by training sequentially on observations.

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Area of Science:

  • Dynamical Systems
  • Machine Learning
  • Data Assimilation

Background:

  • Learning the propagator map of dynamical systems is crucial for prediction and control.
  • Traditional methods often struggle with partial and noisy observational data.
  • Supervised learning offers a potential avenue for improving propagator map estimation.

Purpose of the Study:

  • To present a novel supervised learning method for learning the propagator map of dynamical systems.
  • To develop a computationally efficient and easy-to-implement framework.
  • To enhance the accuracy of learning from partial and noisy observations.

Main Methods:

  • A neural network utilizing random feature maps is sequentially trained.
  • Data assimilation procedures are integrated for sequential training.
  • Takens's embedding theorem is employed to train the network on delay coordinates.

Main Results:

  • The proposed method, RAFDA (Random Feature Maps and Data Assimilation), demonstrates superior performance.
  • RAFDA outperforms standard random feature maps trained on batch data.
  • The framework is computationally cheap and easy to implement.

Conclusions:

  • RAFDA offers an effective approach for learning dynamical system propagators from observational data.
  • Sequential training within a data assimilation framework enhances learning accuracy.
  • The method provides a practical solution for real-world applications with limited data.