Combining data assimilation and machine learning to emulate a dynamical model from sparse and noisy observations: a case study with the Lorenz 96 model.

A novel method, based on the combination of data assimilation and machine learning is introduced. The new hybrid approach is designed for a two-fold scope: (i) emulating a hidden, possibly chaotic, dynamics and (ii) predicting its future states. The method applies alternatively a data assimilation step, here an ensemble Kalman filter, and a neural network. Data assimilation is used to combine optimally a surrogate model with sparse noisy data. The resulting analysis is spatially complete and can thus be used as a training set by the neural network to upgrade the surrogate model. The two steps are then repeated iteratively. Numerical experiments have been carried out using the chaotic Lorenz 96, a 40-variables model, proving both convergence and statistical skills. The skill metrics include the short-term forecast skills out to two Lyapunov times, the retrieval of positive Lyapunov exponents and the power density spectrum. The sensitivity of the method to critical setup parameters is also presented: forecast skills decrease smoothly with increased observational noise but drops abruptly if less then half of the model domain is observed. The synergy demonstrated with a low-dimensional system is encouraging for more sophisticated dynamics and motivates further investigation to merge data assimilation and machine learning. [ABSTRACT FROM AUTHOR]