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Author: Kody Law
Publisher: Springer
ISBN: 3319203258
Category : Mathematics
Languages : en
Pages : 256
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Book Description
This book provides a systematic treatment of the mathematical underpinnings of work in data assimilation, covering both theoretical and computational approaches. Specifically the authors develop a unified mathematical framework in which a Bayesian formulation of the problem provides the bedrock for the derivation, development and analysis of algorithms; the many examples used in the text, together with the algorithms which are introduced and discussed, are all illustrated by the MATLAB software detailed in the book and made freely available online. The book is organized into nine chapters: the first contains a brief introduction to the mathematical tools around which the material is organized; the next four are concerned with discrete time dynamical systems and discrete time data; the last four are concerned with continuous time dynamical systems and continuous time data and are organized analogously to the corresponding discrete time chapters. This book is aimed at mathematical researchers interested in a systematic development of this interdisciplinary field, and at researchers from the geosciences, and a variety of other scientific fields, who use tools from data assimilation to combine data with time-dependent models. The numerous examples and illustrations make understanding of the theoretical underpinnings of data assimilation accessible. Furthermore, the examples, exercises and MATLAB software, make the book suitable for students in applied mathematics, either through a lecture course, or through self-study.
Author: Kody Law
Publisher: Springer
ISBN: 3319203258
Category : Mathematics
Languages : en
Pages : 256
Get Book Here
Book Description
This book provides a systematic treatment of the mathematical underpinnings of work in data assimilation, covering both theoretical and computational approaches. Specifically the authors develop a unified mathematical framework in which a Bayesian formulation of the problem provides the bedrock for the derivation, development and analysis of algorithms; the many examples used in the text, together with the algorithms which are introduced and discussed, are all illustrated by the MATLAB software detailed in the book and made freely available online. The book is organized into nine chapters: the first contains a brief introduction to the mathematical tools around which the material is organized; the next four are concerned with discrete time dynamical systems and discrete time data; the last four are concerned with continuous time dynamical systems and continuous time data and are organized analogously to the corresponding discrete time chapters. This book is aimed at mathematical researchers interested in a systematic development of this interdisciplinary field, and at researchers from the geosciences, and a variety of other scientific fields, who use tools from data assimilation to combine data with time-dependent models. The numerous examples and illustrations make understanding of the theoretical underpinnings of data assimilation accessible. Furthermore, the examples, exercises and MATLAB software, make the book suitable for students in applied mathematics, either through a lecture course, or through self-study.
Author: Henry D. I. Abarbanel
Publisher: Cambridge University Press
ISBN: 1316519635
Category : Computers
Languages : en
Pages : 207
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Book Description
The theory of data assimilation and machine learning is introduced in an accessible manner for undergraduate and graduate students.
Author: John M. Lewis
Publisher: Cambridge University Press
ISBN: 0521851556
Category : Mathematics
Languages : en
Pages : 601
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Book Description
Publisher description
Author: Steven J. Fletcher
Publisher: Elsevier
ISBN: 0128044845
Category : Science
Languages : en
Pages : 978
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Book Description
Data Assimilation for the Geosciences: From Theory to Application brings together all of the mathematical,statistical, and probability background knowledge needed to formulate data assimilation systems in one place. It includes practical exercises for understanding theoretical formulation and presents some aspects of coding the theory with a toy problem. The book also demonstrates how data assimilation systems are implemented in larger scale fluid dynamical problems related to the atmosphere, oceans, as well as the land surface and other geophysical situations. It offers a comprehensive presentation of the subject, from basic principles to advanced methods, such as Particle Filters and Markov-Chain Monte-Carlo methods. Additionally, Data Assimilation for the Geosciences: From Theory to Application covers the applications of data assimilation techniques in various disciplines of the geosciences, making the book useful to students, teachers, and research scientists. Includes practical exercises, enabling readers to apply concepts in a theoretical formulation Offers explanations for how to code certain parts of the theory Presents a step-by-step guide on how, and why, data assimilation works and can be used
Author: Dan Gabriel Cacuci
Publisher: CRC Press
ISBN: 1584887362
Category : Mathematics
Languages : en
Pages : 372
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Book Description
Data evaluation and data combination require the use of a wide range of probability theory concepts and tools, from deductive statistics mainly concerning frequencies and sample tallies to inductive inference for assimilating non-frequency data and a priori knowledge. Computational Methods for Data Evaluation and Assimilation presents interdiscipli
Author: Sebastian Reich
Publisher: Cambridge University Press
ISBN: 1316299422
Category : Computers
Languages : en
Pages : 308
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Book Description
In this book the authors describe the principles and methods behind probabilistic forecasting and Bayesian data assimilation. Instead of focusing on particular application areas, the authors adopt a general dynamical systems approach, with a profusion of low-dimensional, discrete-time numerical examples designed to build intuition about the subject. Part I explains the mathematical framework of ensemble-based probabilistic forecasting and uncertainty quantification. Part II is devoted to Bayesian filtering algorithms, from classical data assimilation algorithms such as the Kalman filter, variational techniques, and sequential Monte Carlo methods, through to more recent developments such as the ensemble Kalman filter and ensemble transform filters. The McKean approach to sequential filtering in combination with coupling of measures serves as a unifying mathematical framework throughout Part II. Assuming only some basic familiarity with probability, this book is an ideal introduction for graduate students in applied mathematics, computer science, engineering, geoscience and other emerging application areas.
Author: Seon Ki Park
Publisher: Cambridge University Press
ISBN: 1108923895
Category : Science
Languages : en
Pages : 413
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Book Description
Data assimilation is theoretically founded on probability, statistics, control theory, information theory, linear algebra, and functional analysis. At the same time, data assimilation is a very practical subject, given its goal of estimating the posterior probability density function in realistic high-dimensional applications. This puts data assimilation at the intersection between the contrasting requirements of theory and practice. Based on over twenty years of teaching courses in data assimilation, Principles of Data Assimilation introduces a unique perspective that is firmly based on mathematical theories, but also acknowledges practical limitations of the theory. With the inclusion of numerous examples and practical case studies throughout, this new perspective will help students and researchers to competently interpret data assimilation results and to identify critical challenges of developing data assimilation algorithms. The benefit of information theory also introduces new pathways for further development, understanding, and improvement of data assimilation methods.
Author: Mark Asch
Publisher: SIAM
ISBN: 1611974542
Category : Mathematics
Languages : en
Pages : 310
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Book Description
Data assimilation is an approach that combines observations and model output, with the objective of improving the latter. This book places data assimilation into the broader context of inverse problems and the theory, methods, and algorithms that are used for their solution. It provides a framework for, and insight into, the inverse problem nature of data assimilation, emphasizing why and not just how. Methods and diagnostics are emphasized, enabling readers to readily apply them to their own field of study. Readers will find a comprehensive guide that is accessible to nonexperts; numerous examples and diverse applications from a broad range of domains, including geophysics and geophysical flows, environmental acoustics, medical imaging, mechanical and biomedical engineering, economics and finance, and traffic control and urban planning; and the latest methods for advanced data assimilation, combining variational and statistical approaches.
Author: Max Bramer
Publisher: Springer
ISBN: 1447173074
Category : Computers
Languages : en
Pages : 530
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Book Description
This book explains and explores the principal techniques of Data Mining, the automatic extraction of implicit and potentially useful information from data, which is increasingly used in commercial, scientific and other application areas. It focuses on classification, association rule mining and clustering. Each topic is clearly explained, with a focus on algorithms not mathematical formalism, and is illustrated by detailed worked examples. The book is written for readers without a strong background in mathematics or statistics and any formulae used are explained in detail. It can be used as a textbook to support courses at undergraduate or postgraduate levels in a wide range of subjects including Computer Science, Business Studies, Marketing, Artificial Intelligence, Bioinformatics and Forensic Science. As an aid to self study, this book aims to help general readers develop the necessary understanding of what is inside the 'black box' so they can use commercial data mining packages discriminatingly, as well as enabling advanced readers or academic researchers to understand or contribute to future technical advances in the field. Each chapter has practical exercises to enable readers to check their progress. A full glossary of technical terms used is included. This expanded third edition includes detailed descriptions of algorithms for classifying streaming data, both stationary data, where the underlying model is fixed, and data that is time-dependent, where the underlying model changes from time to time - a phenomenon known as concept drift.
Author: Éric Blayo
Publisher: OUP Oxford
ISBN: 0191035777
Category : Science
Languages : en
Pages : 609
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Book Description
Data assimilation aims at determining as accurately as possible the state of a dynamical system by combining heterogeneous sources of information in an optimal way. Generally speaking, the mathematical methods of data assimilation describe algorithms for forming optimal combinations of observations of a system, a numerical model that describes its evolution, and appropriate prior information. Data assimilation has a long history of application to high-dimensional geophysical systems dating back to the 1960s, with application to the estimation of initial conditions for weather forecasts. It has become a major component of numerical forecasting systems in geophysics, and an intensive field of research, with numerous additional applications in oceanography, atmospheric chemistry, and extensions to other geophysical sciences. The physical complexity and the high dimensionality of geophysical systems have led the community of geophysics to make significant contributions to the fundamental theory of data assimilation. This book gathers notes from lectures and seminars given by internationally recognized scientists during a three-week school held in the Les Houches School of physics in 2012, on theoretical and applied data assimilation. It is composed of (i) a series of main lectures, presenting the fundamentals of the most commonly used methods, and the information theory background required to understand and evaluate the role of observations; (ii) a series of specialized lectures, addressing various aspects of data assimilation in detail, from the most recent developments of the theory to the specificities of various thematic applications.
