Assessment of the SWMM model uncertainties within the generalized likelihood uncertainty estimation (GLUE) framework for a high‐resolution urban sewershed

This research incorporates the generalized likelihood uncertainty estimation (GLUE) methodology in a high‐resolution Environmental Protection Agency Storm Water Management Model (SWMM), which we developed for a highly urbanized sewershed in Syracuse, NY, to assess SWMM modelling uncertainties and estimate parameters. We addressed two issues that have long been suggested having a great impact on the GLUE uncertainty estimation: the observations used to construct the likelihood measure and the sampling approach to obtain the posterior samples of the input parameters and prediction bounds of the model output. First, on the basis of the Bayes' theorem, we compared the prediction bounds generated from the same Gaussian distribution likelihood measure conditioned on flow observations of varying magnitude. Second, we employed two sampling techniques, the sampling importance resampling (SIR) and the threshold sampling methods, to generate posterior parameter distributions and prediction bounds, based on which the sampling efficiency was compared. In addition, for a better understanding of the hydrological responses of different pervious land covers in urban areas, we developed new parameter sets in SWMM representing the hydrological properties of trees and lawns, which were estimated through the GLUE procedure. The results showed that SIR was a more effective alternative to the conventional threshold sampling method. The combined total flow and peak flow data were an efficient alternative to the intensive 5‐min flow data for reducing SWMM parameter and output uncertainties. Several runoff control parameters were found to have a great effect on peak flows, including the newly introduced parameters for trees. Copyright © 2013 John Wiley & Sons, Ltd.     

Generalized likelihood uncertainty estimation (GLUE) using adaptive Markov Chain Monte Carlo sampling

In the last few decades hydrologists have made tremendous progress in using dynamic simulation models for the analysis and understanding of hydrologic systems. However, predictions with these models are often deterministic and as such they focus on the most probable forecast, without an explicit estimate of the associated uncertainty. This uncertainty arises from incomplete process representation, uncertainty in initial conditions, input, output and parameter error. The generalized likelihood uncertainty estimation (GLUE) framework was one of the first attempts to represent prediction uncertainty within the context of Monte Carlo (MC) analysis coupled with Bayesian estimation and propagation of uncertainty. Because of its flexibility, ease of implementation and its suitability for parallel implementation on distributed computer systems, the GLUE method has been used in a wide variety of applications. However, the MC based sampling strategy of the prior parameter space typically utilized in GLUE is not particularly efficient in finding behavioral simulations. This becomes especially problematic for high-dimensional parameter estimation problems, and in the case of complex simulation models that require significant computational time to run and produce the desired output. In this paper we improve the computational efficiency of GLUE by sampling the prior parameter space using an adaptive Markov Chain Monte Carlo scheme (the Shuffled Complex Evolution Metropolis (SCEM-UA) algorithm). Moreover, we propose an alternative strategy to determine the value of the cutoff threshold based on the appropriate coverage of the resulting uncertainty bounds. We demonstrate the superiority of this revised GLUE method with three different conceptual watershed models of increasing complexity, using both synthetic and real-world streamflow data from two catchments with different hydrologic regimes.     

Incorporating structural uncertainty of hydrological models in likelihood functions via an ensemble range approach

ABSTRACT

Model ensembles are possibly the most powerful tool to assess uncertainties in runoff predictions stemming from inadequacies in model structure. But in many applications little knowledge is gained about the specific weaknesses of the individual models. Here we introduce the ensemble range approach (ERA). Compared to other ensemble techniques, ERA is primarily intended to facilitate hydrological reasoning about model structural uncertainty. This is attempted by separate modelling of data uncertainty and structural uncertainty with two different error density functions that are combined in one likelihood function. The width of the structural error density is in accordance with the range of runoff predictions calculated by a small model ensemble at each individual time step. Albeit not the only choice, this study is restricted on the use of a modified beta density to represent structural uncertainty. The performance of ERA is assessed in some synthetic and real data case studies. Ensembles of two structurally identical models are applied, made possible by estimating the parameters of ERA and both models simultaneously.

Editor D. Koutsoyiannis; GUEST editor S. Weijs     

Assessment of flood forecasting lead time based on generalized likelihood uncertainty estimation approach

Real time updating of rainfall-runoff (RR) models is traditionally performed by state-space formulation in the context of flood forecasting systems. In this paper, however, we examine applicability of generalized likelihood uncertainty estimation (GLUE) approach in real time modification of forecasts. Real time updating and parameter uncertainty analysis was conducted for Abmark catchment, a part of the great Karkheh basin in south west of Iran. A conceptual-distributed RR model, namely ModClark, was used for basin simulation, such that the basin’s hydrograph was determined by the superposition of runoff generated by individual cells in a raster-based discretization. In real time updating of RR model by GLUE method, prior and posterior likelihoods were computed using forecast errors that were obtained from the results of behavioral models and real time recorded discharges. Then, prior and posterior likelihoods were applied to modify forecast confidence limits in each time step. Calibration of parameters was performed using historical data while distribution of parameters was modified in real time based on new data records. Two scenarios of rainfall forecast including prefect-rainfall-forecast and no-rainfall-forecast were assumed in absence of a robust rainfall forecast model in the study catchment. The results demonstrated that GLUE application could offer an acceptable lead time for peak discharge forecast at the expense of high computational demand.     

A method to reduce the computational requirement while assessing uncertainty of complex hydrological models

The quantification of uncertainty in the simulations from complex physically based distributed hydrologic models is important for developing reliable applications. The generalized likelihood uncertainty estimation method (GLUE) is one of the most commonly used methods in the field of hydrology. The GLUE helps reduce the parametric uncertainty by deriving the probability distribution function of parameters, and help analyze the uncertainty in model output. In the GLUE, the uncertainty of model output is analyzed through Monte Carlo simulations, which require large number of model runs. This induces high computational demand for the GLUE to characterize multi-dimensional parameter space, especially in the case of complex hydrologic models with large number of parameters. While there are a lot of variants of GLUE that derive the probability distribution of parameters, none of them have addressed the computational requirement in the analysis. A method to reduce such computational requirement for GLUE is proposed in this study. It is envisaged that conditional sampling, while generating ensembles for the GLUE, can help reduce the number of model simulations. The mutual relationship between the parameters was used for conditional sampling in this study. The method is illustrated using a case study of Soil and Water Assessment Tool (SWAT) model on a watershed in the USA. The number of simulations required for the uncertainty analysis was reduced by 90 % in the proposed method compared to existing methods. The proposed method also resulted in an uncertainty reduction in terms of reduced average band width and high containing ratio.     

Application of distributed hydrological models for predictions in ungauged basins: a method to quantify predictive uncertainty

Stream flow predictions in ungauged basins are one of the most challenging tasks in surface water hydrology because of nonavailability of data and system heterogeneity. This study proposes a method to quantify stream flow predictive uncertainty of distributed hydrologic models for ungauged basins. The method is based on the concepts of deriving probability distribution of model's sensitive parameters by using measured data from a gauged basin and transferring the distribution to hydrologically similar ungauged basins for stream flow predictions. A Monte Carlo simulation of the hydrologic model using sampled parameter sets with assumed probability distribution is conducted. The posterior probability distributions of the sensitive parameters are then computed using a Bayesian approach. In addition, preselected threshold values of likelihood measure of simulations are employed for sizing the parameter range, which helps reduce the predictive uncertainty. The proposed method is illustrated through two case studies using two hydrologically independent sub‐basins in the Cedar Creek watershed located in Texas, USA, using the Soil and Water Assessment Tool (SWAT) model. The probability distribution of the SWAT parameters is derived from the data from one of the sub‐basins and is applied for simulation in the other sub‐basin considered as pseudo‐ungauged. In order to assess the robustness of the method, the numerical exercise is repeated by reversing the gauged and pseudo‐ungauged basins. The results are subsequently compared with the measured stream flow from the sub‐basins. It is observed that the measured stream flow in the pseudo‐ungauged basin lies well within the estimated confidence band of predicted stream flow. Copyright © 2013 John Wiley & Sons, Ltd.     

Quantification of parametric uncertainty of ANN models with GLUE method for different streamflow dynamics

This study describes the parametric uncertainty of artificial neural networks (ANNs) by employing the generalized likelihood uncertainty estimation (GLUE) method. The ANNs are used to forecast daily streamflow for three sub-basins of the Rhine Basin (East Alpine, Main, and Mosel) having different hydrological and climatological characteristics. We have obtained prior parameter distributions from 5000 ANNs in the training period to capture the parametric uncertainty and subsequently 125,000 correlated parameter sets were generated. These parameter sets were used to quantify the uncertainty in the forecasted streamflow in the testing period using three uncertainty measures: percentage of coverage, average relative length, and average asymmetry degree. The results indicated that the highest uncertainty was obtained for the Mosel sub-basin and the lowest for the East Alpine sub-basin mainly due to hydro-climatic differences between these basins. The prediction results and uncertainty estimates of the proposed methodology were compared to the direct ensemble and bootstrap methods. The GLUE method successfully captured the observed discharges with the generated prediction intervals, especially the peak flows. It was also illustrated that uncertainty bands are sensitive to the selection of the threshold value for the Nash–Sutcliffe efficiency measure used in the GLUE method by employing the Wilcoxon–Mann–Whitney test.     

Sensitivity of hydrological models to uncertainty in rainfall input

Abstract

Different approaches used in hydrological modelling are compared in terms of the way each one takes the rainfall data into account. We examine the errors associated with accounting for rainfall variability, whether in hydrological modelling (distributed vs lumped models) or in computing catchment rainfall, as well as the impact of each approach on the representativeness of the parameters it uses. The database consists of 1859 rainfall events, distributed on 500 basins, located in the southeast of France with areas ranging from 6.2 to 2851 km². The study uses as reference the hydrographs computed by a distributed hydrological model from radar rainfall. This allows us to compare and to test the effects of various simplifications to the process when taking rainfall information (complete rain field vs sampled rainfall) and rainfall–runoff modelling (lumped vs distributed) into account. The results appear to show that, in general, the sampling effect can lead to errors in discharge at the outlet that are as great as, or even greater than, those one would get with a fully lumped approach. We found that small catchments are more sensitive to the uncertainties in catchment rainfall input generated by sampling rainfall data as seen through a raingauge network. Conversely, the larger catchments are more sensitive to uncertainties generated when the spatial variability of rainfall events is not taken into account. These uncertainties can be compensated for relatively easily by recalibrating the parameters of the hydrological model, although such recalibrations cause the parameter in question to completely lose physical meaning.

Citation Arnaud, P., Lavabre, J., Fouchier, C., Diss, S. & Javelle, P. (2011) Sensitivity of hydrological models to uncertainty of rainfall input. Hydrol. Sci. J. 56(3), 397–410.     

A new measure for assessing the efficiency of hydrological data-driven forecasting models

Abstract

There is a lack of consistency and generality in assessing the performance of hydrological data-driven forecasting models, and this paper presents a new measure for evaluating that performance. Despite the fact that the objectives of hydrological data-driven forecasting models differ from those of the conventional hydrological simulation models, criteria designed to evaluate the latter models have been used until now to assess the performance of the former. Thus, the objectives of this paper are, firstly, to examine the limitations in applying conventional methods for evaluating the data-driven forecasting model performance, and, secondly, to present new performance evaluation methods that can be used to evaluate hydrological data-driven forecasting models with consistency and objectivity. The relative correlation coefficient (RCC) is used to estimate the forecasting efficiency relative to the naïve model (unchanged situation) in data-driven forecasting. A case study with 12 artificial data sets was performed to assess the evaluation measures of Persistence Index (PI), Nash-Sutcliffe coefficient of efficiency (NSC) and RCC. In particular, for six of the data sets with strong persistence and autocorrelation coefficients of 0.966–0.713 at correlation coefficients of 0.977–0.989, the PIs varied markedly from 0.368 to 0.930 and the NSCs were almost constant in the range 0.943–0.972, irrespective of the autocorrelation coefficients and correlation coefficients. However, the RCCs represented an increase of forecasting efficiency from 2.1% to 37.8% according to the persistence. The study results show that RCC is more useful than conventional evaluation methods as the latter do not provide a metric rating of model improvement relative to naïve models in data-driven forecasting.

Editor D. Koutsoyiannis, Associate editor D. Yang

Citation Hwang, S.H., Ham, D.H., and Kim, J.H., 2012. A new measure for assessing the efficiency of hydrological data-driven forecasting models. Hydrological Sciences Journal, 57 (7), 1257–1274.     

Application of hydrological and hydraulic models for hydrological data transfer

This paper presents an application of hydrological and hydraulic models for transferring instantaneous discharges from a water gauge station to budgeting sites on rivers. Calculations were done using the following models: MIKE NAM rainfall-runoff model and a hydrodynamic MIKE 11 HD model. The simulations were carried out for the catchment of Warta River and its tributaries for the multiyear period 1999–2009.     

A comparison of non-linear least square and GLUE for model calibration and uncertainty estimation for pesticide transport in soils

The problems of calibrating soil hydraulic and transport parameters are well documented, particularly when data are limited. Programs such as CXTFIT, UUCODE and PEST, based on well established principles of statistical inference, will often provide good fits to limited observations giving the impression that a useful model of a particular soil system has been obtained. This may be the case, but such an approach may grossly underestimate the uncertainties associated with future predictions of the system and resulting dependent variables. In this paper, this is illustrated by an application of CXTFIT within the generalised likelihood uncertainty estimation (GLUE) approach to model calibration which is based on a quite different philosophy. CXTFIT gives very good fits to the observed breakthrough curves for several different model formulations, resulting in very small parameter uncertainty estimates. The application of GLUE, however, shows that much wider ranges of parameter values can provide acceptable fits to the data. The wider range of potential outcomes should be more robust in model prediction, especially when used to constrain field scale models.     

A review of continental scale hydrological models and their suitability for drought forecasting in (sub-Saharan) Africa

The aim of this review is to provide a basis for selecting a suitable hydrological model, or combination of models, for hydrological drought forecasting in Africa at different temporal and spatial scales; for example short and medium range (1–10 days or monthly) forecasts at medium to large river basin scales or seasonal forecasts at the Pan-African scale. Several global hydrological models are currently available with different levels of complexity and data requirements. However, most of these models are likely to fail to properly represent the water balance components that are particularly relevant in arid and semi-arid basins in sub-Saharan Africa. This review critically looks at weaknesses and strengths in the representation of different hydrological processes and fluxes of each model. The major criteria used for assessing the suitability of the models are (1) the representation of the processes that are most relevant for simulating drought conditions, such as interception, evaporation, surface water-groundwater interactions in wetland areas and flood plains and soil moisture dynamics; (2) the capability of the model to be downscaled from a continental scale to a large river basin scale model; and (3) the applicability of the model to be used operationally for drought early warning, given the data availability of the region. This review provides a framework for selecting models for hydrological drought forecasting, conditional on spatial scale, data availability and end-user forecast requirements. Among 16 well known hydrological and land surface models selected for this review, PCR-GLOBWB, GWAVA, HTESSEL, LISFLOOD and SWAT show higher potential and suitability for hydrological drought forecasting in Africa based on the criteria used in this evaluation.     

基于轮廓似然估计的广义极值分布在地震中长期预测中的应用

为描述强震预测的不确定性,在地震预报极值分析模型的参数估计中,引入轮廓似然估计法。对广义极值分布中形状参数和地震重现水平的轮廓似然估计原理及数值算法进行了详细地阐述,并利用构建的广义极值分布模型对东昆仑地震带进行了地震危险性分析。关于形状参数和重现水平的点估计,以及10年以内的重现水平置信区间的估计,轮廓似然估计法与极大似然估计法效果基本相同,但在中长期地震重现水平置信区间的预测中,轮廓似然估计法得到的关于置信水平不对称的置信区间,在强震水平下对预测震级的不确定性表达更准确,预测结果更加有效。     

Application of Generalized Likelihood Uncertainty Estimation (GLUE) at different temporal scales to reduce the uncertainty level in modelled river flows

ABSTRACT

In this study, the distributed catchment-scale model, DiCaSM, was applied on five catchments across the UK. Given its importance, river flow was selected to study the uncertainty in streamflow prediction using the Generalized Likelihood Uncertainty Estimation (GLUE) methodology at different timescales (daily, monthly, seasonal and annual). The uncertainty analysis showed that the observed river flows were within the predicted bounds/envelope of 5% and 95% percentiles. These predicted river flow bounds contained most of the observed river flows, as expressed by the high containment ratio, CR. In addition to CR, other uncertainty indices – bandwidth B, relative bandwidth RB, degrees of asymmetry S and T, deviation amplitude D, relative deviation amplitude RD and the R factor – also indicated that the predicted river flows have acceptable uncertainty levels. The results show lower uncertainty in predicted river flows when increasing the timescale from daily to monthly to seasonal, with the lowest uncertainty associated with annual flows.     

Parametric uncertainty assessment of hydrological models: coupling UNEEC-P and a fuzzy general regression neural network

Due to the complicated nature of environmental processes, consideration of uncertainty is an important part of environmental modelling. In this paper, a new variant of the machine learning-based method for residual estimation and parametric model uncertainty is presented. This method is based on the UNEEC-P (UNcertainty Estimation based on local Errors and Clustering – Parameter) method, but instead of multilayer perceptron uses a “fuzzified” version of the general regression neural network (GRNN). Two hydrological models are chosen and the proposed method is used to evaluate their parametric uncertainty. The approach can be classified as a hybrid uncertainty estimation method, and is compared to the group method of data handling (GMDH) and ordinary kriging with linear external drift (OKLED) methods. It is shown that, in terms of inherent complexity, measured by Akaike information criterion (AIC), the proposed fuzzy GRNN method has advantages over other techniques, while its accuracy is comparable. Statistical metrics on verification datasets demonstrate the capability and appropriate efficiency of the proposed method to estimate the uncertainty of environmental models.     

The comparison of sensitivity analysis of hydrological uncertainty estimates by GLUE and Bayesian method under the impact of precipitation errors

The input uncertainty is as significant as model error, which affects the parameter estimation, yields bias and misleading results. This study performed a comprehensive comparison and evaluation of uncertainty estimates according to the impact of precipitation errors by GLUE and Bayesian methods using the Metropolis Hasting algorithm in a validated conceptual hydrological model (WASMOD). It aims to explain the sensitivity and differences between the GLUE and Bayesian method applied to hydrological model under precipitation errors with constant multiplier parameter and random multiplier parameter. The 95 % confidence interval of monthly discharge in low flow, medium flow and high flow were selected for comparison. Four indices, i.e. the average relative interval length, the percentage of observations bracketed by the confidence interval, the percentage of observations bracketed by the unit confidence interval and the continuous rank probability score (CRPS) were used in this study for sensitivity analysis under model input error via GLUE and Bayesian methods. It was found that (1) the posterior distributions derived by the Bayesian method are narrower and sharper than those obtained by the GLUE under precipitation errors, but the differences are quite small; (2) Bayesian method performs more sensitive in uncertainty estimates of discharge than GLUE according to the impact of precipitation errors; (3) GLUE and Bayesian methods are more sensitive in uncertainty estimate of high flow than the other flows by the impact of precipitation errors; and (4) under the impact of precipitation, the results of CRPS for low and medium flows are quite stable from both GLUE and Bayesian method while it is sensitive for high flow by Bayesian method.     

Probabilistic and ensemble simulation approaches for input uncertainty quantification of artificial neural network hydrological models

Artificial neural network (ANN) has been demonstrated to be a promising modelling tool for the improved prediction/forecasting of hydrological variables. However, the quantification of uncertainty in ANN is a major issue, as high uncertainty would hinder the reliable application of these models. While several sources have been ascribed, the quantification of input uncertainty in ANN has received little attention. The reason is that each measured input quantity is likely to vary uniquely, which prevents quantification of a reliable prediction uncertainty. In this paper, an optimization method, which integrates probabilistic and ensemble simulation approaches, is proposed for the quantification of input uncertainty of ANN models. The proposed approach is demonstrated through rainfall-runoff modelling for the Leaf River watershed, USA. The results suggest that ignoring explicit quantification of input uncertainty leads to under/over estimation of model prediction uncertainty. It also facilitates identification of appropriate model parameters for better characterizing the hydrological processes.     

Calibration of rainfall-runoff models in ungauged basins: A regional maximum likelihood approach

Parameter estimation for rainfall-runoff models in ungauged basins is a challenging task that is receiving significant attention by the scientific community. In fact, many practical applications suffer from problems induced by data scarcity, given that hydrological observations are often sparse or unavailable. This study focuses on regional calibration for a generic rainfall-runoff model. The maximum likelihood function in the spectral domain proposed by Whittle [40] is approximated in the time domain by maximising the fit of selected statistics of the river flow process, with the aim to propose a calibration procedure that can be applied at regional scale. Accordingly, the statistics above are related to the dominant climate and catchment characteristics, through regional regression relationships. The proposed technique is applied to the case study of 4 catchments located in central Italy, which are treated as ungauged and are located in a region where detailed hydrological, as well as geomorphologic and climatic information, is available. The results obtained with the regional calibration are compared with those provided by a classical least squares calibration in the time domain. The outcomes of the analysis confirm the potential of the proposed methodology and show that regional information can be very effective for setting up hydrological models.     

A hybrid optimization approach for efficient calibration of computationally intensive hydrological models

ABSTRACT

The calibration of hydrological models is formulated as a blackbox optimization problem where the only information available is the objective function value. Distributed hydrological models are generally computationally intensive, and their calibration may require several hours or days which can be an issue for many operational contexts. Different optimization algorithms have been developed over the years and exhibit different strengths when applied to the calibration of computationally intensive hydrological models. This paper shows how the dynamically dimensioned search (DDS) and the mesh adaptive direct search (MADS) algorithms can be combined to significantly reduce the computational time of calibrating distributed hydrological models while ensuring robustness and stability regarding the final objective function values. Five transitional features are described to adequately merge both algorithms. The hybrid approach is applied to the distributed and computationally intensive HYDROTEL model on three different river basins located in Québec (Canada).