Ensemble Kalman filter

The Ensemble Kalman Filter is a type of computer program that scientists and engineers use to predict how a system (like weather or the stock market) will change over time. It takes data from the past, combines it with what we already know about the system, and tries to predict what will happen in the future. It's kind of like trying to figure out how a game of chess will turn out based on how the last few moves have gone.