This package provides data assimilation (DA) methods for easy implementation by python.
For a quick installation::
$ pip install pyassim
or
$ easy_install pyassim
Alternatively, you can get the latest and greatest from github::
$ git clone https://github.com/ZoneTsuyoshi/pyassim.git
$ cd pyassim
$ sudo python setup.py install
pyassim depends on following packages:
numpy >= 1.13.3(for core functionality)cupy(for gpu calculation. This package is not automatically installed as dependencies)
Please see the codes under samples/
sample_dom.pyis an example w.r.t. KF and LOCK through a twin experiment of dample oscillation model.sample_advection.pyis an example w.r.t. LLOCK, SLOCK, and LSLOCK through a twin experiment of advection equation.sample_Lorenz.pyis an example w.r.t. EnKF, NEnKF, PF, and GPF through a twin experiment of Lorenz 63 model.
This repository includes following methods:
| Methods | Paper | link |
|---|---|---|
| Kalman Filter (KF) | Kalman R.E. (1960): A New Approach to Linear Filtering and Prediction Problems | ASME |
| Ensemble KF (EnKF) | Evensen G. (2003): The Ensemble Kalman Filter: theoretical formulation and practical implementation | SpringerLink |
| Local Ensemble Transform KF (LETKF) | Hunt B.R. + (2006): Efficient data assimilation for spatiotemporal chaos: A local ensemble transform Kalman filter | ScienceDirect |
| Particle Filter (PF) | Kitagawa G. (1996): Monte Carlo Filter and Smoother for Non-Gaussian Nonlinear State Space Models | JSTOR |
| Gaussian PF (GPF) | Kotecha J.H. + (2003): Gaussian particle filtering | IEEE |
| Variational Mapping PF (VMPF) | Pulido M. + (2018): Kernel embedding of maps for sequential Bayesian inference: The variational mapping particle filter | arXiv |
| Linear Opeartor Construction with the Kalman Filter (LOCK) | Ishizone T. + (2020): Real-time Linear Operator Construction and State Estimation with the Kalman Filter | arXiv |
| Local LOCK (LLOCK) | Ishizone T. + (2020): Real-time Linear Operator Construction and State Estimation with the Kalman Filter | arXiv |
| Spatially Uniform LOCK (SLOCK) | Ishizone T. + (2020): Real-time Linear Operator Construction and State Estimation with the Kalman Filter | arXiv |
| Locally and Spatially Uniform LOCK (LSLOCK) | Ishizone T. + (2020): LSLOCK: A Method to Estimate State Space Model by Spatiotemporal Continuity | SpringerLink |