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Application Track

Overview


Extreme Values Modeling

The first application track we have are looking at extreme values. This allows us to slowly introduce some core concepts that will be useful in the later application tracks.

Ds=[Altitude, Longitude, Latitude]Ω=[Unstructured Weather Stations]Δt={Daily, Hourly}Dy=[Temperature, Precipitation, Wind Speed]\begin{aligned} D_s &= \left[ \text{Altitude, Longitude, Latitude}\right] \\ \Omega &= \left[ \text{Unstructured Weather Stations}\right] \\ \Delta t &= \left\{ \text{Daily, Hourly} \right\} \\ D_y &= \left[ \text{Temperature, Precipitation, Wind Speed}\right] \end{aligned}

Sea Surface Mapping

The second application track is working with sea surface mapping of variables like temperature, height, and ocean colour. In this setting, we will deal with how to transform between different geometries like the alongtrack satellite observations and the regular gridded applications. These measurements feature a lot of missing values, so we will learn how to deal with this. The bulk of this application will involve learning-to-learn, whereby we find various ways to learn prior models

Ds=[Depth, Longitude, Latitude]Ω=[Irregular Along Track, Regular Gridded]Δt={Daily, Hourly}Dy=[Temperature, Height, Salinity, Colour]\begin{aligned} D_s &= \left[ \text{Depth, Longitude, Latitude}\right] \\ \Omega &= \left[ \text{Irregular Along Track, Regular Gridded}\right] \\ \Delta t &= \left\{ \text{Daily, Hourly} \right\} \\ D_y &= \left[ \text{Temperature, Height, Salinity, Colour}\right] \end{aligned}

Instrument-2-Instrument Translation

In this third application track, we will investigate how we can apply a method to translate one type of satellite to another type of satellite. Here, we have to do all tasks including interpolation, X-casting, and variable transformation. The interpolation component is due to the non-consistent geometry amongst the satellites. The X-casting component comes from the We also have to deal with a

Ds=[Height, Longitude, Latitude]Ω=[Irregular Polar-Orbiting Satellite, Regular Geostationary Satellite]Δt={Days, 15 Minutes}Dy=[Spectral Signature]\begin{aligned} D_s &= \left[ \text{Height, Longitude, Latitude}\right] \\ \Omega &= \left[ \text{Irregular Polar-Orbiting Satellite, Regular Geostationary Satellite}\right] \\ \Delta t &= \left\{ \text{Days, 15 Minutes} \right\} \\ D_y &= \left[ \text{Spectral Signature}\right] \end{aligned}

Break Down

Here, we have a breakdown of how we will structure the application section. We will analyse the data which will be used to learn. Then, we will do whatever interpolation or discretization necessary to transform it to the form we want. Then, we will do some parameter estimation to learn a representation of the system. Lastly, we will do state estimation using whichever form is

  • Data Acquisition - GPs, Simulations, L1 Data, L2 Data, L3 Data
  • Interpolation & Discretization - Histograms, Nearest Neighbors, Gaussian Processes
  • Learning Priors - Gaussian Processes, L2 Data, L3 Data, Simulations
  • Parameter Estimation - Representation Learning, Dynamical Systems
  • State Estimation - 3DVar, Strong-Constrained 4D Var, Weak-Constrained 4DVar, Deep Equillibrium

Walk-Through

For each of these sections

Download EO Data

Examples: Sea Surface Height/Temperature/Salinity, Satellite Data, Weather Stations

LS Data:[GP Priors,Simulations]L1 Data:[Weather Stations,ARGO Floats,Satellite]L2 Data:[Interpolated Data]L3 Data:[Reanalysis]L4 Data:[Reanalysis]\begin{aligned} \text{LS Data}: && && &\left[\text{GP Priors}, \text{Simulations} \right] \\ \text{L1 Data}: && && &\left[\text{Weather Stations}, \text{ARGO Floats}, \text{Satellite}\right] \\ \text{L2 Data}: && && &\left[\text{Interpolated Data} \right] \\ \text{L3 Data}: && && &\left[\text{Reanalysis} \right] \\ \text{L4 Data}: && && &\left[\text{Reanalysis} \right] \\ \end{aligned}

Discretizations

Examples: Histogram, Nearest Neighbours, Radius Neighbours, Kernel Density Estimation

p(y1:T,θ)=n=1NTp(ytθ)p(θsn,tn)p(y_{1:T},\boldsymbol{\theta}) = \prod_{n=1}^{N_T}p(y_t|\theta)p(\theta|s_n, t_n)

Functional Regression

Examples: Nearest Neighbors, Gaussian Processes, Neural Fields

p(y1:N,s1:N,t1:N,θ)=p(θ)n=1NTp(ynsn,tn,θ)p(y_{1:N},s_{1:N},t_{1:N},\boldsymbol{\theta}) = p(\theta)\prod_{n=1}^{N_T}p(y_n|s_n, t_n,\theta)

Param. Est. - GP Priors

Examples: RBF, Matern

Joint:p(f,α,z,θ)=p(fz)p(zα,θ)p(θ)Posterior:q(α,z,f,θ)=q(α)n=1Nq(zf,α)\begin{aligned} \text{Joint}: && && p(f, \alpha, z, \theta) &= p(f|z)p(z|\alpha,\theta)p(\theta) \\ \text{Posterior}: && && q(\alpha, z, f, \theta) &= q(\alpha) \prod_{n=1}^N q(z|f,\alpha) \\ \end{aligned}

State Estimation

q(y1:T,z1:T,α,θ)=q(θ)q()q(y_{1:T},z_{1:T}^*,\alpha^*,\theta) = q(\theta^*)q()

Param. Est. - Simulations


Param. Est. - Spatial Field Priors

Joint:p(y,z,θ)=p(θ)n=1Np(ynzn)p(znθ)Posterior:q(z,y,θ)=q(θ)n=1Nq(zy,θ)\begin{aligned} \text{Joint}: && && p(y,z,\theta) &= p(\theta)\prod_{n=1}^Np(y_n|z_n)p(z_n|\theta) \\ \text{Posterior}: && && q(z,y,\theta) &= q(\theta)\prod_{n=1}^N q(z|y,\theta) \end{aligned}

State Estimation

q(z,y,θ)=q(zθ,ϕ)q(θϕ)q(z,y,\theta) = q(z|\theta,\phi^*)q(\theta|\phi^*)

Equilibrium Models

z=f(z,y,x,θ)z^* = f(z^*, y, x, \theta)

Param. Est. - Strong-Constrained Dynamical Priors

Joint:p(y1:T,z0:T,θ)=p(θ)p(z0)n=1Np(ytzt,θ)Variational:q(z0:T,y1:T,θ)=q(θ)q(z0)n=1Nq(ztyt,θ)\begin{aligned} \text{Joint}: && && p(y_{1:T},z_{0:T},\theta) &= p(\theta)p(z_0) \prod_{n=1}^N p(y_t|z_t,\theta) \\ \text{Variational}: && && q(z_{0:T},y_{1:T},\theta) &= q(\theta) q(z_0) \prod_{n=1}^N q(z_t|y_t,\theta) \end{aligned}

State Estimation


Param. Est. - Weak-Constrained Dynamical Prior

Joint:p(y1:T,z0:T,θ)=p(θ)p(z0)n=1Np(ytzt)p(ztzt1,θ)Variational:q(z0:T,y1:T,θ)=q(θ)q(z0)n=1Nq(ztzt1,yt)q(ztzt1,θ)\begin{aligned} \text{Joint}: && && p(y_{1:T},z_{0:T},\theta) &= p(\theta)p(z_0) \prod_{n=1}^N p(y_t|z_t)p(z_t|z_{t-1},\theta) \\ \text{Variational}: && && q(z_{0:T},y_{1:T},\theta) &= q(\theta) q(z_0) \prod_{n=1}^N q(z_t|z_{t-1},y_t) q(z_t|z_{t-1},\theta) \end{aligned}

State Estimation

q(y1:T,z1:T,θ)=q(θ)q(z0)t=1Tq(ztzt1,yt)q(y_{1:T},z_{1:T}^*,\theta^*) = q(\theta^*)q(z_0^*) \prod_{t=1}^Tq(z_t|z_{t-1},y_t)

We download some


Applications

Extreme Values. Here, we learn how we can estimate the parameters of a model for extreme values.

Ocean Surface Height. We will learn how to create mapping products for Sea Surface Height (SSH) and Sea Surface Temperature (SST).

Instrument-2-Instrument. We will learn how to map one set of spatio-spectral channels to a different spatio-spectral channels.


Application I - Extremes

In this application, we are interested in modeling temperatures, and in particular, temperature extremes.

Datasets. We will use some standard datasets that are found within the AEMET database.

D={(tn,sn),xn,yn}n=1N,ynRDyxnRDysnRDstnR+\begin{aligned} \mathcal{D} &= \left\{(t_n, \mathbf{s}_n), \mathbf{x}_n, \mathbf{y}_n \right\}_{n=1}^{N}, && && \mathbf{y}_n\in\mathbb{R}^{D_y} && \mathbf{x}_n\in\mathbb{R}^{D_y} && \mathbf{s}_n\in\mathbb{R}^{D_s} && t_n\in\mathbb{R}^{+} \end{aligned}
  • Covariante, xnx_n
    • Global Mean Surface Temperature Anomaly (GMSTA)
  • Measurement, yny_n:
    • Daily Mean Temperature (TMax)
    • Daily Maximum Temperature (TMean)

Extreme Events.

D={yn}n=1N \mathcal{D} = \left\{y_n\right\}_{n=1}^N

We will use some standard techniques to extract the extreme events from the time series.

  • Block Maximum (BM)
  • Peak-Over-Threshold (POT)
  • Temporal Point Process (TPP)

Data Likelihood.

yp(yz)y \sim p(y|z)

We need to decide which likelihood we want to use. For the mean data, we can assume that it follows a Gaussian distribution or a long-tailed T-Student distribution. However, for the maximum values, we need to assume an EVD like the GEVD, GPD or TPP.

  • Mean -> Gaussian, T-Student
  • Maximum -> GEVD, GPD, TPP

Parameterizations.

p(y,z,θ)=p(yz)p(zθ)p(θ) p(\mathbf{y},\mathbf{z},\boldsymbol{\theta}) = p(y|z)p(z|\theta)p(\theta)

We have to decide the parameterization we wish to use.

  • IID
  • Hierarchical
  • Strong-Constrained Dynamical, i.e., Neural ODE/PDE
  • Weak-Constrained Dynamical, i.e., SSM, EnsKF

State Estimation

z(θ)=arg minJ(z;θ)z^*(\theta) = \argmin \hspace{2mm}\boldsymbol{J}(z;\theta)
  • Weak-Constrained
    • Gradient-Based - 4DVar
    • Derivative-Free - Ensemble Kalman Filter
    • Minimization-Based - DEQ

Predictions

up(uz)p(zD)u \sim p(u|z^*)p(z^*|\mathcal{D})

Our final task is to use a our new model to make predictions.

  • Feature Representation
  • Interpolation
  • HindCasting
  • Forecasting

Application II - Sea Surface Height Mapping

In this application, we will investigate different ways that we can create maps of sea surface height (SSH).