Ensemble Kalman filter for GAN-ConvLSTM based long lead-time forecasting & nbsp;

Data-driven machine learning techniques have been increasingly utilized for accelerating nonlinear dynamic system prediction. However, machine learning-based models for long lead-time forecasts remain a significant challenge due to the accumulation of uncertainty along the time dimension in online deployment. To tackle this issue, the ensemble Kalman filter (EnKF) has been introduced to machine learning-based long-term forecast models to reduce the uncertainty of long lead-time forecasts of chaotic dynamic systems. Both the deep convolutional generative adversarial network (DCGAN) and convolutional long short term memory (ConvLSTM) are used for learning the complex nonlinear relationships between the past and future states of dynamic systems. Using an iterative Multi-Input Multi-Output (MIMO) algorithm, the two-hybrid forecast models (DCGAN-EnKF and ConvLSTM-EnKF) are able to yield long lead-time forecasts of dynamic states. The performance of the hybrid models has been demonstrated by one-level and two-level Lorenz 96 models. Our results show that the use of EnKF in ConvLSTM and DCGAN models successfully corrects online model errors and significantly improves the real-time forecasting of dynamic systems for a long lead-time.