Dynamic calibration of agent based models using data assimilation

Abstract

A widespread approach to investigating the dynamical behaviour of complex social systems is via agent-based models (ABMs). In this paper, we describe how such models can be dynamically calibrated using the ensemble Kalman filter (EnKF), a standard method of data assimilation. Our goal is twofold. First, we want to present the EnKF in a simple setting for the benefit of ABM practitioners who are unfamiliar with it.