Abstract:Deep learning has transformed weather forecasting by improving both its accuracy and computational efficiency. However, before any forecast can begin, weather centers must identify the current atmospheric state from vast amounts of observational data. To address this challenging problem, we introduce Appa, a score-based data assimilation model producing global atmospheric trajectories at 0.25-degree resolution and 1-hour intervals. Powered by a 1.5B-parameter spatio-temporal latent diffusion model trained on ERA5 reanalysis data, Appa can be conditioned on any type of observations to infer the posterior distribution of plausible state trajectories, without retraining. Our unified probabilistic framework flexibly tackles multiple inference tasks -- reanalysis, filtering, and forecasting -- using the same model, eliminating the need for task-specific architectures or training procedures. Experiments demonstrate physical consistency on a global scale and good reconstructions from observations, while showing competitive forecasting skills. Our results establish latent score-based data assimilation as a promising foundation for future global atmospheric modeling systems.
Abstract:The Unit Commitment (UC) problem is a key optimization task in power systems to forecast the generation schedules of power units over a finite time period by minimizing costs while meeting demand and technical constraints. However, many parameters required by the UC problem are unknown, such as the costs. In this work, we estimate these unknown costs using simulation-based inference on an illustrative UC problem, which provides an approximated posterior distribution of the parameters given observed generation schedules and demands. Our results highlight that the learned posterior distribution effectively captures the underlying distribution of the data, providing a range of possible values for the unknown parameters given a past observation. This posterior allows for the estimation of past costs using observed past generation schedules, enabling operators to better forecast future costs and make more robust generation scheduling forecasts. We present avenues for future research to address overconfidence in posterior estimation, enhance the scalability of the methodology and apply it to more complex UC problems modeling the network constraints and renewable energy sources.