Inference of stochastic parametrizations for model error treatment using nested ensemble Kalman filters

Autores
Scheffler, Guillermo Federico; Ruiz Holgado, Juan Daniel; Pulido, Manuel Arturo
Año de publicación
2019
Idioma
inglés
Tipo de recurso
artículo
Estado
versión publicada
Descripción
Stochastic parametrizations are increasingly used to represent the uncertainty associated with model errors in ensemble forecasting and data assimilation. One of the challenges associated with the use of these parametrizations is the characterization of the statistical properties of the stochastic processes within their formulation. In this work, a hierarchical Bayesian approach based on two nested ensemble Kalman filters is proposed for inferring parameters associated with stochastic parametrizations. The proposed technique is based on the Rao-Blackwellization of the parameter estimation problem. It consists of an ensemble of ensemble Kalman filters, each of them using a different set of stochastic parameter values. We show the ability of the technique to infer parameters related to the covariance of stochastic representations of model error in the Lorenz-96 dynamical system. The evaluation is conducted with stochastic twin experiments and with imperfect model experiments with unresolved physics in the forecast model. The technique performs successfully under different model error covariance structures. The technique is conceived to be applied offline as part of an apriori optimization of the data assimilation system and could, in principle, be extended to the estimation of other hyperparameters of the data assimilation system.
Fil: Scheffler, Guillermo Federico. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Centro de Investigaciones del Mar y la Atmósfera. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Centro de Investigaciones del Mar y la Atmósfera; Argentina. Universidad Nacional del Nordeste; Argentina
Fil: Ruiz Holgado, Juan Daniel. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Centro de Investigaciones del Mar y la Atmósfera. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Centro de Investigaciones del Mar y la Atmósfera; Argentina
Fil: Pulido, Manuel Arturo. Universidad Nacional del Nordeste; Argentina. University of Reading; Reino Unido. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina
Materia
HIERARCHICAL KALMAN FILTERS
MODEL ERROR
PARAMETER ESTIMATION
STOCHASTIC PARAMETRIZATION
Nivel de accesibilidad
acceso abierto
Condiciones de uso
https://creativecommons.org/licenses/by-nc-nd/2.5/ar/
Repositorio
CONICET Digital (CONICET)
Institución
Consejo Nacional de Investigaciones Científicas y Técnicas
OAI Identificador
oai:ri.conicet.gov.ar:11336/121017

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network_name_str CONICET Digital (CONICET)
spelling Inference of stochastic parametrizations for model error treatment using nested ensemble Kalman filtersScheffler, Guillermo FedericoRuiz Holgado, Juan DanielPulido, Manuel ArturoHIERARCHICAL KALMAN FILTERSMODEL ERRORPARAMETER ESTIMATIONSTOCHASTIC PARAMETRIZATIONhttps://purl.org/becyt/ford/1.5https://purl.org/becyt/ford/1https://purl.org/becyt/ford/1.5https://purl.org/becyt/ford/1Stochastic parametrizations are increasingly used to represent the uncertainty associated with model errors in ensemble forecasting and data assimilation. One of the challenges associated with the use of these parametrizations is the characterization of the statistical properties of the stochastic processes within their formulation. In this work, a hierarchical Bayesian approach based on two nested ensemble Kalman filters is proposed for inferring parameters associated with stochastic parametrizations. The proposed technique is based on the Rao-Blackwellization of the parameter estimation problem. It consists of an ensemble of ensemble Kalman filters, each of them using a different set of stochastic parameter values. We show the ability of the technique to infer parameters related to the covariance of stochastic representations of model error in the Lorenz-96 dynamical system. The evaluation is conducted with stochastic twin experiments and with imperfect model experiments with unresolved physics in the forecast model. The technique performs successfully under different model error covariance structures. The technique is conceived to be applied offline as part of an apriori optimization of the data assimilation system and could, in principle, be extended to the estimation of other hyperparameters of the data assimilation system.Fil: Scheffler, Guillermo Federico. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Centro de Investigaciones del Mar y la Atmósfera. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Centro de Investigaciones del Mar y la Atmósfera; Argentina. Universidad Nacional del Nordeste; ArgentinaFil: Ruiz Holgado, Juan Daniel. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Centro de Investigaciones del Mar y la Atmósfera. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Centro de Investigaciones del Mar y la Atmósfera; ArgentinaFil: Pulido, Manuel Arturo. Universidad Nacional del Nordeste; Argentina. University of Reading; Reino Unido. Consejo Nacional de Investigaciones Científicas y Técnicas; ArgentinaJohn Wiley & Sons Ltd2019-04info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionhttp://purl.org/coar/resource_type/c_6501info:ar-repo/semantics/articuloapplication/pdfapplication/pdfapplication/pdfapplication/pdfhttp://hdl.handle.net/11336/121017Scheffler, Guillermo Federico; Ruiz Holgado, Juan Daniel; Pulido, Manuel Arturo; Inference of stochastic parametrizations for model error treatment using nested ensemble Kalman filters; John Wiley & Sons Ltd; Quarterly Journal of the Royal Meteorological Society; 145; 722; 4-2019; 2028-20450035-9009CONICET DigitalCONICETenginfo:eu-repo/semantics/altIdentifier/doi/10.1002/qj.3542info:eu-repo/semantics/altIdentifier/url/https://rmets.onlinelibrary.wiley.com/doi/abs/10.1002/qj.3542info:eu-repo/semantics/openAccesshttps://creativecommons.org/licenses/by-nc-nd/2.5/ar/reponame:CONICET Digital (CONICET)instname:Consejo Nacional de Investigaciones Científicas y Técnicas2025-09-29T09:49:20Zoai:ri.conicet.gov.ar:11336/121017instacron:CONICETInstitucionalhttp://ri.conicet.gov.ar/Organismo científico-tecnológicoNo correspondehttp://ri.conicet.gov.ar/oai/requestdasensio@conicet.gov.ar; lcarlino@conicet.gov.arArgentinaNo correspondeNo correspondeNo correspondeopendoar:34982025-09-29 09:49:20.754CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicasfalse
dc.title.none.fl_str_mv Inference of stochastic parametrizations for model error treatment using nested ensemble Kalman filters
title Inference of stochastic parametrizations for model error treatment using nested ensemble Kalman filters
spellingShingle Inference of stochastic parametrizations for model error treatment using nested ensemble Kalman filters
Scheffler, Guillermo Federico
HIERARCHICAL KALMAN FILTERS
MODEL ERROR
PARAMETER ESTIMATION
STOCHASTIC PARAMETRIZATION
title_short Inference of stochastic parametrizations for model error treatment using nested ensemble Kalman filters
title_full Inference of stochastic parametrizations for model error treatment using nested ensemble Kalman filters
title_fullStr Inference of stochastic parametrizations for model error treatment using nested ensemble Kalman filters
title_full_unstemmed Inference of stochastic parametrizations for model error treatment using nested ensemble Kalman filters
title_sort Inference of stochastic parametrizations for model error treatment using nested ensemble Kalman filters
dc.creator.none.fl_str_mv Scheffler, Guillermo Federico
Ruiz Holgado, Juan Daniel
Pulido, Manuel Arturo
author Scheffler, Guillermo Federico
author_facet Scheffler, Guillermo Federico
Ruiz Holgado, Juan Daniel
Pulido, Manuel Arturo
author_role author
author2 Ruiz Holgado, Juan Daniel
Pulido, Manuel Arturo
author2_role author
author
dc.subject.none.fl_str_mv HIERARCHICAL KALMAN FILTERS
MODEL ERROR
PARAMETER ESTIMATION
STOCHASTIC PARAMETRIZATION
topic HIERARCHICAL KALMAN FILTERS
MODEL ERROR
PARAMETER ESTIMATION
STOCHASTIC PARAMETRIZATION
purl_subject.fl_str_mv https://purl.org/becyt/ford/1.5
https://purl.org/becyt/ford/1
https://purl.org/becyt/ford/1.5
https://purl.org/becyt/ford/1
dc.description.none.fl_txt_mv Stochastic parametrizations are increasingly used to represent the uncertainty associated with model errors in ensemble forecasting and data assimilation. One of the challenges associated with the use of these parametrizations is the characterization of the statistical properties of the stochastic processes within their formulation. In this work, a hierarchical Bayesian approach based on two nested ensemble Kalman filters is proposed for inferring parameters associated with stochastic parametrizations. The proposed technique is based on the Rao-Blackwellization of the parameter estimation problem. It consists of an ensemble of ensemble Kalman filters, each of them using a different set of stochastic parameter values. We show the ability of the technique to infer parameters related to the covariance of stochastic representations of model error in the Lorenz-96 dynamical system. The evaluation is conducted with stochastic twin experiments and with imperfect model experiments with unresolved physics in the forecast model. The technique performs successfully under different model error covariance structures. The technique is conceived to be applied offline as part of an apriori optimization of the data assimilation system and could, in principle, be extended to the estimation of other hyperparameters of the data assimilation system.
Fil: Scheffler, Guillermo Federico. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Centro de Investigaciones del Mar y la Atmósfera. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Centro de Investigaciones del Mar y la Atmósfera; Argentina. Universidad Nacional del Nordeste; Argentina
Fil: Ruiz Holgado, Juan Daniel. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Centro de Investigaciones del Mar y la Atmósfera. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Centro de Investigaciones del Mar y la Atmósfera; Argentina
Fil: Pulido, Manuel Arturo. Universidad Nacional del Nordeste; Argentina. University of Reading; Reino Unido. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina
description Stochastic parametrizations are increasingly used to represent the uncertainty associated with model errors in ensemble forecasting and data assimilation. One of the challenges associated with the use of these parametrizations is the characterization of the statistical properties of the stochastic processes within their formulation. In this work, a hierarchical Bayesian approach based on two nested ensemble Kalman filters is proposed for inferring parameters associated with stochastic parametrizations. The proposed technique is based on the Rao-Blackwellization of the parameter estimation problem. It consists of an ensemble of ensemble Kalman filters, each of them using a different set of stochastic parameter values. We show the ability of the technique to infer parameters related to the covariance of stochastic representations of model error in the Lorenz-96 dynamical system. The evaluation is conducted with stochastic twin experiments and with imperfect model experiments with unresolved physics in the forecast model. The technique performs successfully under different model error covariance structures. The technique is conceived to be applied offline as part of an apriori optimization of the data assimilation system and could, in principle, be extended to the estimation of other hyperparameters of the data assimilation system.
publishDate 2019
dc.date.none.fl_str_mv 2019-04
dc.type.none.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
http://purl.org/coar/resource_type/c_6501
info:ar-repo/semantics/articulo
format article
status_str publishedVersion
dc.identifier.none.fl_str_mv http://hdl.handle.net/11336/121017
Scheffler, Guillermo Federico; Ruiz Holgado, Juan Daniel; Pulido, Manuel Arturo; Inference of stochastic parametrizations for model error treatment using nested ensemble Kalman filters; John Wiley & Sons Ltd; Quarterly Journal of the Royal Meteorological Society; 145; 722; 4-2019; 2028-2045
0035-9009
CONICET Digital
CONICET
url http://hdl.handle.net/11336/121017
identifier_str_mv Scheffler, Guillermo Federico; Ruiz Holgado, Juan Daniel; Pulido, Manuel Arturo; Inference of stochastic parametrizations for model error treatment using nested ensemble Kalman filters; John Wiley & Sons Ltd; Quarterly Journal of the Royal Meteorological Society; 145; 722; 4-2019; 2028-2045
0035-9009
CONICET Digital
CONICET
dc.language.none.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv info:eu-repo/semantics/altIdentifier/doi/10.1002/qj.3542
info:eu-repo/semantics/altIdentifier/url/https://rmets.onlinelibrary.wiley.com/doi/abs/10.1002/qj.3542
dc.rights.none.fl_str_mv info:eu-repo/semantics/openAccess
https://creativecommons.org/licenses/by-nc-nd/2.5/ar/
eu_rights_str_mv openAccess
rights_invalid_str_mv https://creativecommons.org/licenses/by-nc-nd/2.5/ar/
dc.format.none.fl_str_mv application/pdf
application/pdf
application/pdf
application/pdf
dc.publisher.none.fl_str_mv John Wiley & Sons Ltd
publisher.none.fl_str_mv John Wiley & Sons Ltd
dc.source.none.fl_str_mv reponame:CONICET Digital (CONICET)
instname:Consejo Nacional de Investigaciones Científicas y Técnicas
reponame_str CONICET Digital (CONICET)
collection CONICET Digital (CONICET)
instname_str Consejo Nacional de Investigaciones Científicas y Técnicas
repository.name.fl_str_mv CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicas
repository.mail.fl_str_mv dasensio@conicet.gov.ar; lcarlino@conicet.gov.ar
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