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Statistics, data, and deterministic models NRCSE.

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Presentation on theme: "Statistics, data, and deterministic models NRCSE."— Presentation transcript:

1 Statistics, data, and deterministic models NRCSE

2 Some issues in model assessment Spatiotemporal misalignment Grid boxes vs observations Types of error Measurement error and bias Model error Approximation error Manipulate data or model output? Two case studies: SARMAP – kriging MODELS-3 – Bayesian melding Other uses of Bayesian hierarchical models

3 Assessing the SARMAP model 60 days of hourly observations at 32 sites in Sacramento region Hourly model runs for three “episodes”

4 Task Estimate from data the ozone level at x’s in a grid square. Use sum to estimate integral over grid square. Issues: Transformation Diurnal cycle Temporal dependence Spatial dependence Space-time interaction

5 Transformation Heterogeneous variability–mean and variance positively related Square root transformation All modeling now on square root scale– approximately normal

6 Diurnal cycle

7 Temporal dependence

8 Spatial dependence

9 Estimating a grid square average Estimate using (not averages of squares of kriging estimates on the square root scale)

10 Looking at an episode

11 Afternoon comparison

12 Nighttime comparison

13 A Bayesian approach SARMAP study spatially data rich If spatially sparse data, how estimate grid squares? P =  Z + M + A +  O = (  )Z + B + E P = process model output O = observations Z = truth Calculate (Z | P,O) for prediction Calculate (O | P,  = 1, M = S = A = 0) for model assessment

14 CASTNet and Models-3 CASTNet is a dry deposition network Models-3 sophisticated air quality model Average fluxes on 36x36 km 2 grid Weekly data and hourly output

15 Estimated model bias The multiplicatice bias  is taken spatially constant (= 0.5). The additive bias E(M+A+  ) is spatially distributed.

16 Assessing model fit Predict CASTNet observation O i from posterior mean of prediction using Models-3 output P i and remaining observations O -I. Average length of 90% credible intervals is 7 ppb Average length using only Models-3 is 3.5 ppb

17 Crossvalidation

18 The Bayesian hierarchical approach Three levels of modelling: Data model: f(data | process, parameters) Process model: f(process | parameters) Parameter model: f(parameters) Use Bayes’ theorem to compute posterior f(process, parameters | data)

19 Some applications Data assimilation Satellite tracking Precipitation measurement Combination of data on different scales Image analysis Agricultural field trials

20 Application to Models-3 where  (I) are samples from the posterior distribution of  MEILNCINFLMI CASTNet0.153.290.903.140.571.02 Models-30.333.335.329.590.521.04 Adjusted Models-3 0.122.881.093.120.441.01

21 Predictions

22 NCAR-GSP (IMAGe) Theme for 2005: Data Assimilation in the Geosciences

23 ENSO project El Niño/Southern Oscillation is driven by surface temperature in tropical Pacific Data 2 o x2 o monthly SST anomalies at 2261 locations; zonal 10m wind Previous work indicates EOFs of SST may develop in a Markovian fashion Forecast 7 months ahead uses data from Jan 70 through latest available. Cressie-Wikle-Berliner (http://www.stat.ohio-state.edu/ ~sses/collab_enso.php)

24 Model Data model: Process model: Parameter model: The current state is a mixture over three regimes (determined by SOI), with mixing probabilities that depend on the wind statistic Standardize by subtracting climatology (monthly average 1971-2000) EOFs regimes winds

25 Latest ENSO forecast

26 Latest forecast with data forecast data

27 Relative performance Performance measure for anomalies: ave((forecast - data) 2 } over all pixels in Niño3.4-region Relative Performance of Forecast A relative to Forecast B is RP(A,B)=log(Perf B / Perf A) RP(A,B)>0 indicates A better than B Persistence: Predict using data 7 months ago Climatology: Predict using 0

28 Comparison to climatology and persistence


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