Data-driven multiscale modeling for correcting dynamical systems

We propose a multiscale approach for predicting quantities in dynamical systems which is explicitly structured to extract information in both fine-to-coarse and coarse-to-fine directions. We envision this method being generally applicable to problems with significant self-similarity or in which the prediction task is challenging and where stability of a learned model's impact on the target dynamical system is important. We evaluate our approach on a climate subgrid parameterization task in which our multiscale networks correct chaotic underlying models to reflect the contributions of unresolved, fine-scale dynamics.