arXiv:2503.12273physics.comp-phcs.LG2025-03被引 1

用概率方法预测有缺失数据的动态系统,更准确可靠。

Probabilistic Forecasting for Dynamical Systems with Missing or Imperfect Data

  • 基于随机插值法建模未来状态分布
  • 在天气预测等复杂系统上表现优异
  • 适合处理数据不全或含噪声的场景

动态系统建模在众多领域至关重要,但机器学习应用常受限于数据不完整或噪声干扰。本研究提出一种改进的随机插值(Stochastic Interpolation, SI)方法,用于概率性预测,将未来状态表示为概率分布而非单一数值。我们深入探讨其数学基础,并在多个动态系统上验证其有效性,包括具有挑战性的WeatherBench数据集,结果表明该方法能有效应对缺失与噪声数据,提升预测鲁棒性。

原文摘要 · Abstract (English)

The modeling of dynamical systems is essential in many fields, but applying machine learning techniques is often challenging due to incomplete or noisy data. This study introduces a variant of stochastic interpolation (SI) for probabilistic forecasting, estimating future states as distributions rather than single-point predictions. We explore its mathematical foundations and demonstrate its effectiveness on various dynamical systems, including the challenging WeatherBench dataset.

概率预测动态系统数据缺失

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