1 Uncertainty in rainfall-runoff simulations An introduction and review of different techniques M. Shafii, Dept. Of Hydrology, Feb. 2009.

Slides:



Advertisements
Similar presentations
Chapter 5 One- and Two-Sample Estimation Problems.
Advertisements

McGraw-Hill/Irwin Copyright © 2013 by The McGraw-Hill Companies, Inc. All rights reserved. A PowerPoint Presentation Package to Accompany Applied Statistics.
R_SimuSTAT_2 Prof. Ke-Sheng Cheng Dept. of Bioenvironmental Systems Eng. National Taiwan University.
Keith Beven Lancaster University, UK
Bayesian inference Lee Harrison York Neuroimaging Centre 01 / 05 / 2009.
SADC Course in Statistics Introduction to Non- Parametric Methods (Session 19)
Motivating Markov Chain Monte Carlo for Multiple Target Tracking
Review bootstrap and permutation
Bayesian inference of normal distribution
Estimation, Variation and Uncertainty Simon French
Psychology 290 Special Topics Study Course: Advanced Meta-analysis April 7, 2014.
Uncertainty and confidence intervals Statistical estimation methods, Finse Friday , 12.45–14.05 Andreas Lindén.
Bayesian calibration and comparison of process-based forest models Marcel van Oijen & Ron Smith (CEH-Edinburgh) Jonathan Rougier (Durham Univ.)
A Brief Introduction to Bayesian Inference Robert Van Dine 1.
Latif Kalin, Ph.D. School of Forestry and Wildlife Sciences, Auburn University Auburn, AL 2007 ALABAMA WATER RESOURCES CONFERENCE and ALABAMA SECTION OF.
Testing hydrological models as hypotheses: a limits of acceptability approach and the issue of disinformation Keith Beven, Paul Smith and Andy Wood Lancaster.
Importance Sampling. What is Importance Sampling ? A simulation technique Used when we are interested in rare events Examples: Bit Error Rate on a channel,
Introduction  Bayesian methods are becoming very important in the cognitive sciences  Bayesian statistics is a framework for doing inference, in a principled.
Descriptive statistics Experiment  Data  Sample Statistics Experiment  Data  Sample Statistics Sample mean Sample mean Sample variance Sample variance.
Sampling Distributions
1 The Basics of Regression Regression is a statistical technique that can ultimately be used for forecasting.
Data assimilation Derek Karssenberg, Faculty of Geosciences, Utrecht University.
Extreme Value Analysis, August 15-19, Bayesian analysis of extremes in hydrology A powerful tool for knowledge integration and uncertainties assessment.
Using ranking and DCE data to value health states on the QALY scale using conventional and Bayesian methods Theresa Cain.
Lecture II-2: Probability Review
Standard error of estimate & Confidence interval.
Overview G. Jogesh Babu. Probability theory Probability is all about flip of a coin Conditional probability & Bayes theorem (Bayesian analysis) Expectation,
Applications of Bayesian sensitivity and uncertainty analysis to the statistical analysis of computer simulators for carbon dynamics Marc Kennedy Clive.
Introduction to Statistical Inference Chapter 11 Announcement: Read chapter 12 to page 299.
Statistics for Data Miners: Part I (continued) S.T. Balke.
1 Institute of Engineering Mechanics Leopold-Franzens University Innsbruck, Austria, EU H.J. Pradlwarter and G.I. Schuëller Confidence.
Bayesian inference review Objective –estimate unknown parameter  based on observations y. Result is given by probability distribution. Bayesian inference.
Exam I review Understanding the meaning of the terminology we use. Quick calculations that indicate understanding of the basis of methods. Many of the.
Estimating parameters in a statistical model Likelihood and Maximum likelihood estimation Bayesian point estimates Maximum a posteriori point.
TRADING SPACE FOR TIME IN BAYESIAN FRAMEWORK Nataliya Bulygina 1, Susana L. Almeida 1, Thorsten Wagener 2, Wouter Buytaert 1, Neil McIntyre 1 1 Department.
Center for Hydrometeorology and Remote Sensing, University of California, Irvine Basin Scale Precipitation Data Merging Using Markov Chain Monte Carlo.
Computer Science, Software Engineering & Robotics Workshop, FGCU, April 27-28, 2012 Fault Prediction with Particle Filters by David Hatfield mentors: Dr.
1 A Bayesian statistical method for particle identification in shower counters IX International Workshop on Advanced Computing and Analysis Techniques.
Why it is good to be uncertain ? Martin Wattenbach, Pia Gottschalk, Markus Reichstein, Dario Papale, Jagadeesh Yeluripati, Astley Hastings, Marcel van.
Statistical Decision Theory Bayes’ theorem: For discrete events For probability density functions.
MATH 643 Bayesian Statistics. 2 Discrete Case n There are 3 suspects in a murder case –Based on available information, the police think the following.
Institut für Wasser- und Umweltsystemmodellierung Lehrstuhl für Hydrologie und Geohydrologie Prof. Dr. rer. nat. Dr.-Ing. András Bárdossy Pfaffenwaldring.
- 1 - Overall procedure of validation Calibration Validation Figure 12.4 Validation, calibration, and prediction (Oberkampf and Barone, 2004 ). Model accuracy.
Summarizing Risk Analysis Results To quantify the risk of an output variable, 3 properties must be estimated: A measure of central tendency (e.g. µ ) A.
Review Normal Distributions –Draw a picture. –Convert to standard normal (if necessary) –Use the binomial tables to look up the value. –In the case of.
Reducing MCMC Computational Cost With a Two Layered Bayesian Approach
Bayesian Approach Jake Blanchard Fall Introduction This is a methodology for combining observed data with expert judgment Treats all parameters.
10.1 – Estimating with Confidence. Recall: The Law of Large Numbers says the sample mean from a large SRS will be close to the unknown population mean.
- 1 - Outline Introduction to the Bayesian theory –Bayesian Probability –Bayes’ Rule –Bayesian Inference –Historical Note Coin trials example Bayes rule.
G. Cowan Lectures on Statistical Data Analysis Lecture 9 page 1 Statistical Data Analysis: Lecture 9 1Probability, Bayes’ theorem 2Random variables and.
Parameter Estimation. Statistics Probability specified inferred Steam engine pump “prediction” “estimation”
Bayesian Brain Probabilistic Approaches to Neural Coding 1.1 A Probability Primer Bayesian Brain Probabilistic Approaches to Neural Coding 1.1 A Probability.
Density Estimation in R Ha Le and Nikolaos Sarafianos COSC 7362 – Advanced Machine Learning Professor: Dr. Christoph F. Eick 1.
Outline Historical note about Bayes’ rule Bayesian updating for probability density functions –Salary offer estimate Coin trials example Reading material:
Ch 1. Introduction Pattern Recognition and Machine Learning, C. M. Bishop, Updated by J.-H. Eom (2 nd round revision) Summarized by K.-I.
Dr.Theingi Community Medicine
Canadian Bioinformatics Workshops
Dealing with Uncertainty: A Survey of Theories and Practice Yiping Li, Jianwen Chen and Ling Feng IEEE Transactions on Knowledge and Data Engineering,
Performance assessment of a Bayesian Forecasting System (BFS) for realtime flood forecasting Biondi D. , De Luca D.L. Laboratory of Cartography and Hydrogeological.
Data Analysis Patrice Koehl Department of Biological Sciences
Statistical Inference
Lead discusser: Yu Wang
Why Stochastic Hydrology ?
Inference: Conclusion with Confidence
Introduction Osborn.
Bayes for Beginners Stephanie Azzopardi & Hrvoje Stojic
When we free ourselves of desire,
CS639: Data Management for Data Science
How Confident Are You?.
Uncertainty Propagation
Presentation transcript:

1 Uncertainty in rainfall-runoff simulations An introduction and review of different techniques M. Shafii, Dept. Of Hydrology, Feb. 2009

Pag. 2 Overview 1. Introduction –Different sources of uncertainty –Non-stationarity –Calibration and uncertainty 2. Methods –Probabilistic method –Monte Carlo simulations (GLUE) –Fuzzy Logic based method –Multi-objective calibration –Bayesian inference 3. Summary and conclusions...

Pag. 3 Introduction Different uncertainty sources –Natural randomness –Data –Model parameters –Model structure Note 1. Non-Stationarity –Methods to deal with uncertainty –Probability rainfall-runoff model –Monte Carlo Simulations –Dealing with error series –Possibilistic approaches –Hybrid methods

Pag. 4 Introduction Note 2. Data uncertainty and calibration –Data errors and uncertainties are transformed to the model parameters in terms of bias in the parameters (e.g. deviations from their true value). –Melching (1990) says, data uncertainties need not be explicitly considered in reliability analysis, and instead, they may be assumed to be included in parameter uncertainties.

Pag. 5 Methods 1. Early methods –Probabilistic methods –Probability density function of model output –Potential information: –Sharpness of PDF –Rule-of-thumb to assess the quality of modeling would be to investigate whether or not the measured values fall within 95% confidence interval of the predictions.

Pag. 6 Methods 2. GLUE (Monte Carlo Simulations) Process: (a) Taking a large number of samples (b) Calculation of likelihood (c) Dividing the samples into behavioral and non-behavioral (d) Rescale the likelihood and produce PDF of output (e) Determination of Confidene Intervals (CI) Keith Beven, equifinality

Pag. 7 Methods 2. GLUE (Monte Carlo Simulations)

Pag. 8 Methods 3. Input uncertainty and Fuzzy Logic –Maskey et al. (2004): Treatment of precipitation uncertainty in rainfall-runoff modeling for flood forecasting. –Fuzzy Logic, Prof Zadeh (1965) –Crisp and Fuzzy Sets Crisp Set Fuzzy Set

Pag. 9 Methods 3. Input uncertainty and Fuzzy Logic Conclusion: using time-averaged precipitation over the catchment may lead to erroneous forecasts

Pag. 10 Methods 4. Structural uncertainty –Imperfect representation of catchment processes: structural uncertainty. –Multi-objective calibration: Pareto front –Drawbacks of this method!!!

Pag. 11 Methods 5. Parameter uncertainty, Bayesian Inf. –Bayesian inference: aiming at deriving the posterior distribution of a future hydrological response allowing for both natural and parameter uncertainty. –Bayes theorem: allowing us to update the prior PDF of parameters by observing data, resulting in so-called posterior PDF.

Pag. 12 Methods 5. Parameter uncertainty, Bayesian Inf.

Pag. 13 Summary Summary and conclusions 1.Uncertainty assessment is an essential part of modeling process and should not be neglected at all. 2.We have to be aware of which kind of uncertainty we are estimating. 3.We, as modelers, should be aware of all possible methods, their peculiarities, and underlying hypotheses. 4.An uncertainty assessment method must be able to take into account any type of useful information (Hybrid methods). 5.To be blunt, there is currently no unifying framework that has been proven to properly address uncertainty in hydrological modeling.

Pag. 14 The End Thank you for your attention… Any question? And then, discussion…