Hybrid modeling and prediction of dynamical systems
Fig 3
Predicting Lorenz-63 x dynamics at three different noise levels.
Training data corrupted by noise with variance of (a) 1, (b) 4 and (c) 16. Error bars denote standard error over 500 realizations. Hybrid prediction with 80% uncertainty (solid red line), which utilizes mechanistic equations in describing x only and nonparametrically represents y and z, offers an improvement in prediction accuracy over standalone nonparametric prediction (solid blue line). While the accuracy of both methods decreases as the noise level increases, the hybrid method offers improved prediction accuracy.