Simple, low-cost and accurate data-driven geophysical forecasting with learned kernels

B. Hamzi, R. Maulik, H. Owhadi

Research output: Contribution to journalArticlepeer-review

15 Scopus citations

Abstract

Modelling geophysical processes as low-dimensional dynamical systems and regressing their vector field from data is a promising approach for learning emulators of such systems. We show that when the kernel of these emulators is also learned from data (using kernel flows, a variant of cross-validation), then the resulting data-driven models are not only faster than equation-based models but are easier to train than neural networks such as the long short-term memory neural network. In addition, they are also more accurate and predictive than the latter. When trained on geophysical observational data, for example the weekly averaged global sea-surface temperature, considerable gains are also observed by the proposed technique in comparison with classical partial differential equation-based models in terms of forecast computational cost and accuracy. When trained on publicly available re-analysis data for the daily temperature of the North American continent, we see significant improvements over classical baselines such as climatology and persistence-based forecast techniques. Although our experiments concern specific examples, the proposed approach is general, and our results support the viability of kernel methods (with learned kernels) for interpretable and computationally efficient geophysical forecasting for a large diversity of processes.

Original languageEnglish (US)
Article number20210326
JournalProceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences
Volume477
Issue number2252
DOIs
StatePublished - Aug 25 2021

All Science Journal Classification (ASJC) codes

  • General Mathematics
  • General Engineering
  • General Physics and Astronomy

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