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• W2890876655 abstract "Long-lead forecasting for spatio-temporal systems can often entail complex nonlinear dynamics that are difficult to specify it a priori. Current statistical methodologies for modeling these processes are often highly parameterized and thus, challenging to implement from a computational perspective. One potential parsimonious solution to this problem is a method from the dynamical systems and engineering literature referred to as an echo state network (ESN). ESN models use so-called {it reservoir computing} to efficiently compute recurrent neural network (RNN) forecasts. Moreover, so-called models have recently been shown to be successful at predicting high-dimensional complex nonlinear processes, particularly those with multiple spatial and temporal scales of variability (such as we often find in spatio-temporal environmental data). Here we introduce a deep ensemble ESN (D-EESN) model. We present two versions of this model for spatio-temporal processes that both produce forecasts and associated measures of uncertainty. The first approach utilizes a bootstrap ensemble framework and the second is developed within a hierarchical Bayesian framework (BD-EESN). This more general hierarchical Bayesian framework naturally accommodates non-Gaussian data types and multiple levels of uncertainties. The methodology is first applied to a data set simulated from a novel non-Gaussian multiscale Lorenz-96 dynamical system simulation model and then to a long-lead United States (U.S.) soil moisture forecasting application." @default.
• W2890876655 created "2018-09-27" @default.
• W2890876655 creator A5040468104 @default.
• W2890876655 creator A5067284113 @default.
• W2890876655 date "2018-06-28" @default.
• W2890876655 modified "2023-09-27" @default.
• W2890876655 title "Deep Echo State Networks with Uncertainty Quantification for Spatio-Temporal Forecasting" @default.
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• W2890876655 hasPublicationYear "2018" @default.
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