dapper.mods.Lorenz96.bocquet2010_m40

From bib.bocquet2010beyond (again), but ndim=40 (i.e. Fig. 5 of paper).

 1"""From `bib.bocquet2010beyond` (again), but `ndim=40` (i.e. Fig. 5 of paper)."""
 2
 3import numpy as np
 4
 5import dapper.mods as modelling
 6from dapper.mods.Lorenz96.bocquet2010 import Dyn, tseq
 7
 8Nx = 40
 9Dyn["M"] = Nx
10
11X0 = modelling.GaussRV(M=Nx, C=0.001)
12
13jj = np.arange(0, Nx, 2)
14Obs = modelling.partial_Id_Obs(Nx, jj)
15Obs["noise"] = 1.5
16
17HMM = modelling.HiddenMarkovModel(Dyn, Obs, tseq, X0)
18
19####################
20# Suggested tuning
21####################
22#                                                         # rmse.a
23# xps += EnKF_N(      N=24,      rot=True ,infl=1.01)     # 0.38
24# xps += iEnKS('Sqrt',N=19,Lag=2,rot=False,infl=1.04)     # 0.39
25# xps += iEnKS('Sqrt',N=19,Lag=2,rot=False,xN=1.5)        # 0.39
26
27# NB: Particle filter scores very sensitive to rare events => Need T>=2000.
28# xps += PartFilt(N=3000,NER=0.20,reg=1.2)                # 0.77
29# xps += PartFilt(N=5000,NER=0.10,reg=1.1)                # 0.72
30# xps += PartFilt(N=10000,NER=0.05,reg=0.8)               # 0.45
31
32# xps += PFxN(    N=100, xN=1000,NER=0.9,Qs=1.0)          # 0.87
33# xps += PFxN(    N=100, xN=1000,NER=0.3,Qs=0.9)          # 0.72 Diverges
34# xps += PFxN(    N=1000,xN=100, NER=0.9,Qs=0.6)          # 0.51
Nx = 40
X0 = GaussRV({ 'C': <CovMat> M: 40 kind: 'diag' trunc: 1.0 rk: 40 full: (only computing/printing corners) [[0.001 0. 0. ... 0. 0. 0. ] [0. 0.001 0. ... 0. 0. 0. ] [0. 0. 0.001 ... 0. 0. 0. ] ... [0. 0. 0. ... 0.001 0. 0. ] [0. 0. 0. ... 0. 0.001 0. ] [0. 0. 0. ... 0. 0. 0.001]] diag: [0.001 0.001 0.001 ... 0.001 0.001 0.001], 'mu': array([0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.]), 'M': 40 })
jj = array([ 0, 2, 4, 6, 8, 10, 12, 14, 16, 18, 20, 22, 24, 26, 28, 30, 32, 34, 36, 38])
Obs = {'M': 20, 'model': Direct obs. at [ 0 2 4 6 8 10 12 14 16 18 20 22 24 26 28 30 32 34 36 38] <function partial_Id_Obs.<locals>.model>, 'linear': Constant matrix [[1. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0.] [0. 0. 1. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0.] [0. 0. 0. 0. 1. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0.] [0. 0. 0. 0. 0. 0. 1. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0.] [0. 0. 0. 0. 0. 0. 0. 0. 1. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0.] [0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0.] [0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0.] [0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0.] [0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0.] [0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0.] [0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0.] [0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0.] [0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0.] [0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0.] [0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0.] [0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1. 0. 0. 0. 0. 0. 0. 0. 0. 0.] [0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1. 0. 0. 0. 0. 0. 0. 0.] [0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1. 0. 0. 0. 0. 0.] [0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1. 0. 0. 0.] [0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1. 0.]] <function partial_Id_Obs.<locals>.linear>, 'noise': 1.5}
HMM = HiddenMarkovModel({ 'Dyn': Operator({ 'M': 40, 'model': <function step>, 'noise': GaussRV({ 'mu': array([0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.]), 'M': 40, 'C': 0 }) }), 'Obs': <TimeDependentOperator> CONSTANT operator sepcified by .Op1: Operator({ 'M': 20, 'model': Direct obs. at [ 0 2 4 6 8 10 12 14 16 18 20 22 24 26 28 30 32 34 36 38] <function partial_Id_Obs.<locals>.model>, 'noise': GaussRV({ 'C': <CovMat> M: 20 kind: 'diag' trunc: 1.0 rk: 20 full: [[1.5 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. ] [0. 1.5 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. ] [0. 0. 1.5 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. ] [0. 0. 0. 1.5 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. ] [0. 0. 0. 0. 1.5 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. ] [0. 0. 0. 0. 0. 1.5 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. ] [0. 0. 0. 0. 0. 0. 1.5 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. ] [0. 0. 0. 0. 0. 0. 0. 1.5 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. ] [0. 0. 0. 0. 0. 0. 0. 0. 1.5 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. ] [0. 0. 0. 0. 0. 0. 0. 0. 0. 1.5 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. ] [0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1.5 0. 0. 0. 0. 0. 0. 0. 0. 0. ] [0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1.5 0. 0. 0. 0. 0. 0. 0. 0. ] [0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1.5 0. 0. 0. 0. 0. 0. 0. ] [0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1.5 0. 0. 0. 0. 0. 0. ] [0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1.5 0. 0. 0. 0. 0. ] [0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1.5 0. 0. 0. 0. ] [0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1.5 0. 0. 0. ] [0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1.5 0. 0. ] [0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1.5 0. ] [0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1.5]] diag: [1.5 1.5 1.5 ... 1.5 1.5 1.5], 'mu': array([0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.]), 'M': 20 }), 'linear': Constant matrix [[1. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0.] [0. 0. 1. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0.] [0. 0. 0. 0. 1. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0.] [0. 0. 0. 0. 0. 0. 1. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0.] [0. 0. 0. 0. 0. 0. 0. 0. 1. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0.] [0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0.] [0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0.] [0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0.] [0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0.] [0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0.] [0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0.] [0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0.] [0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0.] [0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0.] [0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0.] [0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1. 0. 0. 0. 0. 0. 0. 0. 0. 0.] [0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1. 0. 0. 0. 0. 0. 0. 0.] [0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1. 0. 0. 0. 0. 0.] [0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1. 0. 0. 0.] [0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1. 0.]] <function partial_Id_Obs.<locals>.linear> }), 'tseq': <Chronology> - K: 1280 - Ko: 1279 - T: 64.0 - BurnIn: 20 - dto: 0.05 - dt: 0.05, 'X0': GaussRV({ 'C': <CovMat> M: 40 kind: 'diag' trunc: 1.0 rk: 40 full: (only computing/printing corners) [[0.001 0. 0. ... 0. 0. 0. ] [0. 0.001 0. ... 0. 0. 0. ] [0. 0. 0.001 ... 0. 0. 0. ] ... [0. 0. 0. ... 0.001 0. 0. ] [0. 0. 0. ... 0. 0.001 0. ] [0. 0. 0. ... 0. 0. 0.001]] diag: [0.001 0.001 0.001 ... 0.001 0.001 0.001], 'mu': array([0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.]), 'M': 40 }), 'liveplotters': [], 'sectors': {}, 'name': 'Lorenz96/bocquet2010_m40.py' })