Assessment of parameter uncertainty in hydrological model using a Markov-Chain-Monte-Carlo-based multilevel-factorial-analysis method

2016 ◽  
Vol 538 ◽  
pp. 471-486 ◽  
Author(s):  
Junlong Zhang ◽  
Yongping Li ◽  
Guohe Huang ◽  
Xi Chen ◽  
Anming Bao
2002 ◽  
Vol 6 (5) ◽  
pp. 883-898 ◽  
Author(s):  
K. Engeland ◽  
L. Gottschalk

Abstract. This study evaluates the applicability of the distributed, process-oriented Ecomag model for prediction of daily streamflow in ungauged basins. The Ecomag model is applied as a regional model to nine catchments in the NOPEX area, using Bayesian statistics to estimate the posterior distribution of the model parameters conditioned on the observed streamflow. The distribution is calculated by Markov Chain Monte Carlo (MCMC) analysis. The Bayesian method requires formulation of a likelihood function for the parameters and three alternative formulations are used. The first is a subjectively chosen objective function that describes the goodness of fit between the simulated and observed streamflow, as defined in the GLUE framework. The second and third formulations are more statistically correct likelihood models that describe the simulation errors. The full statistical likelihood model describes the simulation errors as an AR(1) process, whereas the simple model excludes the auto-regressive part. The statistical parameters depend on the catchments and the hydrological processes and the statistical and the hydrological parameters are estimated simultaneously. The results show that the simple likelihood model gives the most robust parameter estimates. The simulation error may be explained to a large extent by the catchment characteristics and climatic conditions, so it is possible to transfer knowledge about them to ungauged catchments. The statistical models for the simulation errors indicate that structural errors in the model are more important than parameter uncertainties. Keywords: regional hydrological model, model uncertainty, Bayesian analysis, Markov Chain Monte Carlo analysis


2012 ◽  
Vol 140 (6) ◽  
pp. 1957-1974 ◽  
Author(s):  
Derek J. Posselt ◽  
Craig H. Bishop

Abstract This paper explores the temporal evolution of cloud microphysical parameter uncertainty using an idealized 1D model of deep convection. Model parameter uncertainty is quantified using a Markov chain Monte Carlo (MCMC) algorithm. A new form of the ensemble transform Kalman smoother (ETKS) appropriate for the case where the number of ensemble members exceeds the number of observations is then used to obtain estimates of model uncertainty associated with variability in model physics parameters. Robustness of the parameter estimates and ensemble parameter distributions derived from ETKS is assessed via comparison with MCMC. Nonlinearity in the relationship between parameters and model output gives rise to a non-Gaussian posterior probability distribution for the parameters that exhibits skewness early and multimodality late in the simulation. The transition from unimodal to multimodal posterior probability density function (PDF) reflects the transition from convective to stratiform rainfall. ETKS-based estimates of the posterior mean are shown to be robust, as long as the posterior PDF has a single mode. Once multimodality manifests in the solution, the MCMC posterior parameter means and variances differ markedly from those from the ETKS. However, it is also shown that if the ETKS is given a multimode prior ensemble, multimodality is preserved in the ETKS posterior analysis. These results suggest that the primary limitation of the ETKS is not the inability to deal with multimodal, non-Gaussian priors. Rather it is the inability of the ETKS to represent posterior perturbations as nonlinear functions of prior perturbations that causes the most profound difference between MCMC posterior PDFs and ETKS posterior PDFs.


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