Building Physics-Based Solar Cycle Forecasts Using the Ensemble Kalman Filter Method
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Physics-Based Solar Cycle Forecast Using the Ensemble Kalman Filter Method
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SMD↗
The Principle of Energetic Consistency
A basic result in estimation theory is that the minimum variance estimate of the dynamical state, given the observations, is the conditional mean estimate. This result holds independently of the specifics of any dynamical or observation nonlinearity or stochasticity, requiring only that the probability density function of the state, conditioned on the observations, has two moments. For nonlinear dynamics that conserve a total energy, this general result implies the principle of energetic consistency: if the dynamical variables are taken to be the natural energy variables, then the sum of the total energy of the conditional mean and the trace of the conditional covariance matrix (the total variance) is constant between observations. Ensemble Kalman filtering methods are designed to approximate the evolution of the conditional mean and covariance matrix. For them the principle of energetic consistency holds independently of ensemble size, even with covariance localization. However, full Kalman filter experiments with advection dynamics have shown that a small amount of numerical dissipation can cause a large, state-dependent loss of total variance, to the detriment of filter performance. The principle of energetic consistency offers a simple way to test whether this spurious loss of variance limits ensemble filter performance in full-blown applications. The classical second-moment closure (third-moment discard) equations also satisfy the principle of energetic consistency, independently of the rank of the conditional covariance matrix. Low-rank approximation of these equations offers an energetically consistent, computationally viable alternative to ensemble filtering. Current formulations of long-window, weak-constraint, four-dimensional variational methods are designed to approximate the conditional mode rather than the conditional mean. Thus they neglect the nonlinear bias term in the second-moment closure equation for the conditional mean. The principle of energetic consistency implies that, to precisely the extent that growing modes are important in data assimilation, this term is also important.
Cohn, Stephen E.↗
Global Evolution of Solar Magnetic Fields and Prediction of Solar Activity Cycles
Prediction of solar activity cycles is challenging because the physical processes inside the Sun involve a broad range of multiscale dynamics that no model can reproduce, and the available observations are highly limited and cover mostly surface layers. Helioseismology makes it possible to probe solar dynamics in the convective zone, but variations in the differential rotation and meridional circulation are currently available for only two solar activity cycles. It has been demonstrated that sunspot observations, which cover over 400 years, can be used to calibrate the Parker-Kleeorin-Ruzmaikin model and that the Ensemble Kalman Filter (EnKF) method can be used to link the model magnetic fields to sunspot observations to make reliable predictions of a following cycle. However, for more accurate predictions, it is necessary to use actual observations of the solar magnetic fields, which are available for only four solar cycles. This raises the question of how limitations in observational data and model uncertainties affect predictive capabilities and implies the need for the development of new forecast methodologies and validation criteria. In this presentation, I will discuss the influence of the limited number of available observations on the accuracy of EnKF estimates of solar cycle parameters.
Kitiashvili, Irina N.↗
Application of Synoptic Magnetograms for Prediction of Solar Activity Using Ensemble Kalman Filter
Solar activity predictions using the data assimilation approach have demonstrated great potential to build reliable long-term forecasts of solar activity. In particular, it has been shown that the Ensemble Kalman Filter (EnKF) method applied to a non-linear dynamo model is capable of predicting solar activity up to one sunspot cycle ahead in time, as well as estimating the properties of the next cycle a few years before it begins. These developments assume an empirical relationship between the mean toroidal magnetic field flux and the sunspot number. Estimated from the sunspot number series, variations of the toroidal field have been used to assimilate the data into the Parker-Kleeorin-Ruzmakin (PKR) dynamo model by applying the EnKF method. The dynamo model describes the evolution of the toroidal and poloidal components of the magnetic field and the magnetic helicity. Full-disk magnetograms provide more accurate and complete input data by constraining both the toroidal and poloidal global field components, but these data are available only for the last four solar cycles. In this presentation, using the available magnetogram data, we discuss development of the methodology and forecast quality criteria (including forecast uncertainties and sources of errors). We demonstrate the influence of limited time series observations on the accuracy of solar activity predictions. We present EnKF predictions of the upcoming Solar Cycle 25 based on both the sunspot number series and observed magnetic fields and discuss the uncertainties and potential of the data assimilation approach.
Kitiashvili, Irina N.↗
Solar Activity Modeling: From Subgranular Dynamical Scales to the Solar Cycles
Dynamical effects of solar magnetoconvection span a wide range spatial and temporal scales that extends from the interior to the corona and from fast turbulent motions to the global-Sun magnetic activity. To study the solar activity on short temporal scales (from minutes to hours), we use 3D radiative MHD simulations that allow us to investigate complex turbulent interactions that drive various phenomena, such as plasma eruptions, spontaneous formation of magnetic structures, funnel-like structures and magnetic loops in the corona, and others. In particular, we focus on multi-scale processes of energy exchange across the different layers, which contribute to the corona heating and eruptive dynamics, as well as interlinks between different layers of the solar interior and atmosphere. For modeling the global-scale activity we use the data assimilation approach that has demonstrated great potential for building reliable long-term forecasts of solar activity. In particular, it has been shown that the Ensemble Kalman Filter (EnKF) method applied to the Parker-Kleeorin-Ruzmakin dynamo model is capable of predicting solar activity up to one sunspot cycle ahead in time, as well as estimating the properties of the next cycle a few years before it begins. In this presentation, using the available magnetogram data, we discuss development of the methodology and forecast quality criteria (including forecast uncertainties and sources of errors). We demonstrate the influence of observational limitation on the prediction accuracy. We present the EnKF predictions of the upcoming Solar Cycle 25 based on both the sunspot number series and observed magnetic fields, and discuss the uncertainties and potential of the data assimilation approach for modeling and forecasting the solar activity.
Kitiashvili, I. N.↗
Solar Activity Modeling: From Subgranular Dynamical Scales to the Solar Cycles
The dynamical effects of solar magnetoconvection span a wide range spatial and temporal scales that extend from the interior to the corona and from fast turbulent motions to global magnetic activity. To study the solar activity on short temporal scales (from minutes to hours), we use 3D radiative MHD simulations that allow us to investigate complex turbulent interactions that drive various phenomena, such as plasma eruptions, spontaneous formation of magnetic structures, funnel-like structures and magnetic loops in the corona, and others. In particular, we focus on multi-scale processes of energy exchange across layers of the solar interior and atmosphere, which contribute to coronal heating and eruptive dynamics. For modeling global-scale activity, we use a data assimilation approach that has demonstrated great potential for building reliable long-term forecasts of solar activity. In particular, it has been shown that the Ensemble Kalman Filter (EnKF) method applied to the Parker-Kleeorin-Ruzmakin dynamo model is capable of predicting solar activity up to one sunspot cycle ahead in time, as well as estimating the properties of the next cycle a few years before it begins. In this presentation, using the available magnetogram data, we discuss development of the methodology and forecast quality criteria (including forecast uncertainties and sources of errors). We demonstrate the influence of observational limitations on prediction accuracy, and we present the EnKF predictions of the upcoming Solar Cycle (25) based on both the sunspot number series and observed magnetic fields and discuss the uncertainties and potential of the data assimilation approach for modeling and forecasting solar activity.
Kitiashvili, I. N.↗
Early Estimation of Solar Activity Cycle: Potential Capability and Limits
The variable solar magnetic activity known as the 11-year solar cycle has the longest history of solar observations. These cycles dramatically affect conditions in the heliosphere and the Earth's space environment. Our current understanding of the physical processes that make up global solar dynamics and the dynamo that generates the magnetic fields is sketchy, resulting in unrealistic descriptions in theoretical and numerical models of the solar cycles. The absence of long-term observations of solar interior dynamics and photospheric magnetic fields hinders development of accurate dynamo models and their calibration. In such situations, mathematical data assimilation methods provide an optimal approach for combining the available observational data and their uncertainties with theoretical models in order to estimate the state of the solar dynamo and predict future cycles. In this presentation, we will discuss the implementation and performance of an Ensemble Kalman Filter data assimilation method based on the Parker migratory dynamo model, complemented by the equation of magnetic helicity conservation and longterm sunspot data series. This approach has allowed us to reproduce the general properties of solar cycles and has already demonstrated a good predictive capability for the current cycle, 24. We will discuss further development of this approach, which includes a more sophisticated dynamo model, synoptic magnetogram data, and employs the DART Data Assimilation Research Testbed.
Kitiashvili, Irina N.↗
Using Data Assimilation Methods of Prediction of Solar Activity
The variable solar magnetic activity known as the 11-year solar cycle has the longest history of solar observations. These cycles dramatically affect conditions in the heliosphere and the Earth's space environment. Our current understanding of the physical processes that make up global solar dynamics and the dynamo that generates the magnetic fields is sketchy, resulting in unrealistic descriptions in theoretical and numerical models of the solar cycles. The absence of long-term observations of solar interior dynamics and photospheric magnetic fields hinders development of accurate dynamo models and their calibration. In such situations, mathematical data assimilation methods provide an optimal approach for combining the available observational data and their uncertainties with theoretical models in order to estimate the state of the solar dynamo and predict future cycles. In this presentation, we will discuss the implementation and performance of an Ensemble Kalman Filter data assimilation method based on the Parker migratory dynamo model, complemented by the equation of magnetic helicity conservation and long-term sunspot data series. This approach has allowed us to reproduce the general properties of solar cycles and has already demonstrated a good predictive capability for the current cycle, 24. We will discuss further development of this approach, which includes a more sophisticated dynamo model, synoptic magnetogram data, and employs the DART Data Assimilation Research Testbed.
Prediction↗
Using Data Assimilation Methods for Prediction of Solar Activity
The variability of solar magnetic activity known as the 11-‐year solar cycles has the longest history of observations. These solar cycles dramatically affect conditions in the heliosphere and the Earth’s space environment. Our current understanding of the physical processes that make up global solar dynamics and the dynamo that generates the magnetic fields is sketchy, resulting in unrealistic descriptions in theoretical and numerical models of the solar cycles. The absence of long-‐term observations of solar interior dynamics and photospheric magnetic fields hinders development of accurate dynamo models and their calibration. In such situations, mathematical data assimilation methods provide an optimal approach for combining the available observational data and their uncertainties with theoretical models in order to estimate the state of the solar dynamo and predict future cycles. In this presentation, we will discuss the implementation and performance of an Ensemble Kalman Filter data assimilation method based on the Parker migratory dynamo model complemented by the equation of magnetic helicity conservation and long-‐term sunspot data series. This approach has allowed us to reproduce the general properties of the solar cycles and has already demonstrated a good predictive capability for the current cycle, 24. We will discuss further development of this approach, which includes a more sophisticated dynamo model, synoptic magnetogram data, and employs the DART Data Assimilation Research Testbed.
Solar Activity↗
A Particle Batch Smoother Approach to Snow Water Equivalent Estimation
This paper presents a newly proposed data assimilation method for historical snow water equivalent SWE estimation using remotely sensed fractional snow-covered area fSCA. The newly proposed approach consists of a particle batch smoother (PBS), which is compared to a previously applied Kalman-based ensemble batch smoother (EnBS) approach. The methods were applied over the 27-yr Landsat 5 record at snow pillow and snow course in situ verification sites in the American River basin in the Sierra Nevada (United States). This basin is more densely vegetated and thus more challenging for SWE estimation than the previous applications of the EnBS. Both data assimilation methods provided significant improvement over the prior (modeling only) estimates, with both able to significantly reduce prior SWE biases. The prior RMSE values at the snow pillow and snow course sites were reduced by 68%-82% and 60%-68%, respectively, when applying the data assimilation methods. This result is encouraging for a basin like the American where the moderate to high forest cover will necessarily obscure more of the snow-covered ground surface than in previously examined, less-vegetated basins. The PBS generally outperformed the EnBS: for snow pillows the PBSRMSE was approx.54%of that seen in the EnBS, while for snow courses the PBSRMSE was approx.79%of the EnBS. Sensitivity tests show relative insensitivity for both the PBS and EnBS results to ensemble size and fSCA measurement error, but a higher sensitivity for the EnBS to the mean prior precipitation input, especially in the case where significant prior biases exist.
EnBS↗
Ensemble Data Assimilation Without Ensembles: Methodology and Application to Ocean Data Assimilation
Two methods to estimate background error covariances for data assimilation are introduced. While both share properties with the ensemble Kalman filter (EnKF), they differ from it in that they do not require the integration of multiple model trajectories. Instead, all the necessary covariance information is obtained from a single model integration. The first method is referred-to as SAFE (Space Adaptive Forecast error Estimation) because it estimates error covariances from the spatial distribution of model variables within a single state vector. It can thus be thought of as sampling an ensemble in space. The second method, named FAST (Flow Adaptive error Statistics from a Time series), constructs an ensemble sampled from a moving window along a model trajectory. The underlying assumption in these methods is that forecast errors in data assimilation are primarily phase errors in space and/or time.
Data Assimilation↗
Advances in Land Data Assimilation at the NASA Goddard Space Flight Center
Research in land surface data assimilation has grown rapidly over the last decade. In this presentation we provide a brief overview of key research contributions by the NASA Goddard Space Flight Center (GSFC). The GSFC contributions to land assimilation primarily include the continued development and application of the Land Information System (US) and the ensemble Kalman filter (EnKF). In particular, we have developed a method to generate perturbation fields that are correlated in space, time, and across variables and that permit the flexible modeling of errors in land surface models and observations, along with an adaptive filtering approach that estimates observation and model error input parameters. A percentile-based scaling method that addresses soil moisture biases in model and observational estimates opened the path to the successful application of land data assimilation to satellite retrievals of surface soil moisture. Assimilation of AMSR-E surface soil moisture retrievals into the NASA Catchment model provided superior surface and root zone assimilation products (when validated against in situ measurements and compared to the model estimates or satellite observations alone). The multi-model capabilities of US were used to investigate the role of subsurface physics in the assimilation of surface soil moisture observations. Results indicate that the potential of surface soil moisture assimilation to improve root zone information is higher when the surface to root zone coupling is stronger. Building on this experience, GSFC leads the development of the Level 4 Surface and Root-Zone Soil Moisture (L4_SM) product for the planned NASA Soil-Moisture-Active-Passive (SMAP) mission. A key milestone was the design and execution of an Observing System Simulation Experiment that quantified the contribution of soil moisture retrievals to land data assimilation products as a function of retrieval and land model skill and yielded an estimate of the error budget for the SMAP L4_SM product. Terrestrial water storage observations from GRACE satellite system were also successfully assimilated into the NASA Catchment model and provided improved estimates of groundwater variability when compared to the model estimates alone. Moreover, satellite-based land surface temperature (LST) observations from the ISCCP archive were assimilated using a bias estimation module that was specifically designed for LST assimilation. As with soil moisture, LST assimilation provides modest yet statistically significant improvements when compared to the model or satellite observations alone. To achieve the improvement, however, the LST assimilation algorithm must be adapted to the specific formulation of LST in the land model. An improved method for the assimilation of snow cover observations was also developed. Finally, the coupling of LIS to the mesoscale Weather Research and Forecasting (WRF) model enabled investigations into how the sensitivity of land-atmosphere interactions to the specific choice of planetary boundary layer scheme and land surface model varies across surface moisture regimes, and how it can be quantified and evaluated against observations. The on-going development and integration of land assimilation modules into the Land Information System will enable the use of GSFC software with a variety of land models and make it accessible to the research community.
Reichle, Rolf↗
A Localized Ensemble Kalman Smoother
Numerous geophysical inverse problems prove difficult because the available measurements are indirectly related to the underlying unknown dynamic state and the physics governing the system may involve imperfect models or unobserved parameters. Data assimilation addresses these difficulties by combining the measurements and physical knowledge. The main challenge in such problems usually involves their high dimensionality and the standard statistical methods prove computationally intractable. This paper develops and addresses the theoretical convergence of a new high-dimensional Monte-Carlo approach called the localized ensemble Kalman smoother.
recursive estimation↗
Simultaneous Estimation of Model State Variables and Observation and Forecast Biases Using a Two-Stage Hybrid Kalman Filter
In this paper, we present a two-stage hybrid Kalman filter to estimate both observation and forecast bias in hydrologic models, in addition to state variables. The biases are estimated using the discrete Kalman filter, and the state variables using the ensemble Kalman filter. A key issue in this multi-component assimilation scheme is the exact partitioning of the difference between observation and forecasts into state, forecast bias and observation bias updates. Here, the error covariances of the forecast bias and the unbiased states are calculated as constant fractions of the biased state error covariance, and the observation bias error covariance is a function of the observation prediction error covariance. In a series of synthetic experiments, focusing on the assimilation of discharge into a rainfall-runoff model, it is shown that both static and dynamic observation and forecast biases can be successfully estimated. The results indicate a strong improvement in the estimation of the state variables and resulting discharge as opposed to the use of a bias-unaware ensemble Kalman filter. Furthermore, minimal code modification in existing data assimilation software is needed to implement the method. The results suggest that a better performance of data assimilation methods should be possible if both forecast and observation biases are taken into account.
Data Assimilation↗
Underlying Fundamentals of Kalman Filtering for River Network Modeling
The grand challenge of producing hydrometeorological estimates every time and everywhere has motivated the fusion of sparse observations with dense numerical models, with a particular interest on discharge in river modeling. Ensemble methods are largely preferred as they enable the estimation of error properties, but at the expense of computational load and generally with underestimations. These imperfect stochastic estimates motivate the use of correction methods, that is, error localization and inflation, although the physical justifications for their optimality are limited. The purpose of this study is to use one of the simplest forms of data assimilation when applied to river modeling and reveal the underlying mechanisms impacting its performance. Our framework based on assimilating daily averaged in situ discharge measurements to correct daily averaged runoff was tested over a 4-yr case study of two rivers in Texas. Results show that under optimal conditions of inflation and localization, discharge simulations are consistently improved such that the mean values of Nash–Sutcliffe efficiency are enhanced from211.32 to 0.55 at observed gauges and from212.24 to21.10 at validation gauges. Yet, parameters controlling the inflation and the localization have a large impact on the performance. Further investigations of these sensitivities showed that optimal inflation occurs when compensating exactly for discrepancies in the magnitude of errors while optimal localization matches the distance traveled during one assimilation window. These results may be applicable to more advanced data assimilation methods as well as for larger applications motivated by upcoming river-observing satellite missions, such as NASA’s Surface Water and Ocean Topography mission.
Streamflow↗
NASA Tech Briefs, October 2008
Topics covered include: Control Architecture for Robotic Agent Command and Sensing; Algorithm for Wavefront Sensing Using an Extended Scene; CO2 Sensors Based on Nanocrystalline SnO2 Doped with CuO; Improved Airborne System for Sensing Wildfires; VHF Wide-Band, Dual-Polarization Microstrip-Patch Antenna; Onboard Data Processor for Change-Detection Radar Imaging; Using LDPC Code Constraints to Aid Recovery of Symbol Timing; System for Measuring Flexing of a Large Spaceborne Structure; Integrated Formation Optical Communication and Estimation System; Making Superconducting Welds between Superconducting Wires; Method for Thermal Spraying of Coatings Using Resonant-Pulsed Combustion; Coating Reduces Ice Adhesion; Hybrid Multifoil Aerogel Thermal Insulation; SHINE Virtual Machine Model for In-flight Updates of Critical Mission Software; Mars Image Collection Mosaic Builder; Providing Internet Access to High-Resolution Mars Images; Providing Internet Access to High-Resolution Lunar Images; Expressions Module for the Satellite Orbit Analysis Program Virtual Satellite; Small-Body Extensions for the Satellite Orbit Analysis Program (SOAP); Scripting Module for the Satellite Orbit Analysis Program (SOAP); XML-Based SHINE Knowledge Base Interchange Language; Core Technical Capability Laboratory Management System; MRO SOW Daily Script; Tool for Inspecting Alignment of Twinaxial Connectors; An ATP System for Deep-Space Optical Communication; Polar Traverse Rover Instrument; Expert System Control of Plant Growth in an Enclosed Space; Detecting Phycocyanin-Pigmented Microbes in Reflected Light; DMAC and NMP as Electrolyte Additives for Li-Ion Cells; Mass Spectrometer Containing Multiple Fixed Collectors; Waveguide Harmonic Generator for the SIM; Whispering Gallery Mode Resonator with Orthogonally Reconfigurable Filter Function; Stable Calibration of Raman Lidar Water-Vapor Measurements; Bimaterial Thermal Compensators for WGM Resonators; Root Source Analysis/ValuStream[Trade Mark] - A Methodology for Identifying and Managing Risks; Ensemble: an Architecture for Mission-Operations Software; Object Recognition Using Feature-and Color-Based Methods; On-Orbit Multi-Field Wavefront Control with a Kalman Filter; and The Interplanetary Overlay Networking Protocol Accelerator.
Source record↗
An Ensemble-Based Smoother with Retrospectively Updated Weights for Highly Nonlinear Systems
Monte Carlo computational methods have been introduced into data assimilation for nonlinear systems in order to alleviate the computational burden of updating and propagating the full probability distribution. By propagating an ensemble of representative states, algorithms like the ensemble Kalman filter (EnKF) and the resampled particle filter (RPF) rely on the existing modeling infrastructure to approximate the distribution based on the evolution of this ensemble. This work presents an ensemble-based smoother that is applicable to the Monte Carlo filtering schemes like EnKF and RPF. At the minor cost of retrospectively updating a set of weights for ensemble members, this smoother has demonstrated superior capabilities in state tracking for two highly nonlinear problems: the double-well potential and trivariate Lorenz systems. The algorithm does not require retrospective adaptation of the ensemble members themselves, and it is thus suited to a streaming operational mode. The accuracy of the proposed backward-update scheme in estimating non-Gaussian distributions is evaluated by comparison to the more accurate estimates provided by a Markov chain Monte Carlo algorithm.
Monte Carlo↗