用隐空间动态替代全量模拟,实现稀疏观测下的快速高精度数据同化。
LD-EnSF: Synergizing Latent Dynamics with Ensemble Score Filters for Fast Data Assimilation with Sparse Observations
- 在隐空间直接演化系统动态,跳过昂贵的全尺度模拟
- 在多个高维稀疏观测任务中速度提升数个数量级,误差低于10%
- 适合需要实时处理稀疏观测的气象、海洋等复杂系统建模
数据同化技术对于融合观测数据与数值预报以准确追踪复杂动力系统至关重要。近年来,基于分数的方法成为高维非线性数据同化的有力工具,但其仍需大量计算资源进行昂贵的前向模拟。本文提出LD-EnSF,一种新型基于分数的数据同化方法,通过在紧凑隐空间中直接演化动态,无需完整空间模拟。该方法引入改进的隐空间动态网络(LDNets)学习精确代理动态,并采用历史感知的LSTM编码器高效处理稀疏且不规则的观测数据。由于完全在隐空间运行,LD-EnSF相比现有方法实现数量级的速度提升,同时保持高精度与鲁棒性。我们在多个具有高度稀疏(时空均稀疏)且含噪观测的高维基准任务上验证了该方法的有效性。
原文摘要 · Abstract (English)
Data assimilation techniques are crucial for accurately tracking complex dynamical systems by integrating observational data with numerical forecasts. Recently, score-based data assimilation methods emerged as powerful tools for high-dimensional and nonlinear data assimilation. However, these methods still incur substantial computational costs due to the need for expensive forward simulations. In this work, we propose LD-EnSF, a novel score-based data assimilation method that eliminates the need for full-space simulations by evolving dynamics directly in a compact latent space. Our method incorporates improved Latent Dynamics Networks (LDNets) to learn accurate surrogate dynamics and introduces a history-aware LSTM encoder to effectively process sparse and irregular observations. By operating entirely in the latent space, LD-EnSF achieves speedups orders of magnitude over existing methods while maintaining high accuracy and robustness. We demonstrate the effectiveness of LD-EnSF on several challenging high-dimensional benchmarks with highly sparse (in both space and time) and noisy observations.
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