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
- Institución
- Consejo Nacional de Investigaciones Científicas y Técnicas
- OAI Identificador
- oai:ri.conicet.gov.ar:11336/121017
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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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1844613528465440768 |
score |
13.070432 |