Stochastic parameterization with VARX processes

@article{Verheul2020StochasticPW,
  title={Stochastic parameterization with VARX processes},
  author={Nick Verheul and Daan T. Crommelin},
  journal={ArXiv},
  year={2020},
  volume={abs/2010.03293}
}
In this study we investigate a data-driven stochastic methodology to parameterize small-scale features in a prototype multiscale dynamical system, the Lorenz '96 (L96) model. We propose to model the small-scale features using a vector autoregressive process with exogenous variable (VARX), estimated from given sample data. To reduce the number of parameters of the VARX we impose a diagonal structure on its coefficient matrices. We apply the VARX to two different configurations of the 2-layer L96… 
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