Mechanism based emulation of dynamic simulation models: Concept and application in hydrology

Reichert, P., White, G., Bayarri, M. J. and Pitman, E. B. (2011) Mechanism based emulation of dynamic simulation models: Concept and application in hydrology. Computational Statistics & Data Analysis, 55 4: 1638-1655. doi:10.1016/j.csda.2010.10.011

Author Reichert, P.
White, G.
Bayarri, M. J.
Pitman, E. B.
Title Mechanism based emulation of dynamic simulation models: Concept and application in hydrology
Journal name Computational Statistics & Data Analysis   Check publisher's open access policy
ISSN 0167-9473
Publication date 2011-04-01
Year available 2010
Sub-type Article (original research)
DOI 10.1016/j.csda.2010.10.011
Volume 55
Issue 4
Start page 1638
End page 1655
Total pages 18
Place of publication The Netherlands
Publisher Elsevier
Collection year 2012
Language eng
Abstract Many model-based investigation techniques, such as sensitivity analysis, optimization, and statistical inference, require a large number of model evaluations to be performed at different input and/or parameter values. This limits the application of these techniques to models that can be implemented in computationally efficient computer codes. Emulators, by providing efficient interpolation between outputs of deterministic simulation models, can considerably extend the field of applicability of such computationally demanding techniques. So far, the dominant techniques for developing emulators have been priors in the form of Gaussian stochastic processes (GASP) that were conditioned with a design data set of inputs and corresponding model outputs. In the context of dynamic models, this approach has two essential disadvantages: (i) these emulators do not consider our knowledge of the structure of the model, and (ii) they run into numerical difficulties if there are a large number of closely spaced input points as is often the case in the time dimension of dynamic models. To address both of these problems, a new concept of developing emulators for dynamic models is proposed. This concept is based on a prior that combines a simplified linear state space model of the temporal evolution of the dynamic model with Gaussian stochastic processes for the innovation terms as functions of model parameters and/or inputs. These innovation terms are intended to correct the error of the linear model at each output step. Conditioning this prior to the design data set is done by Kalman smoothing. This leads to an efficient emulator that, due to the consideration of our knowledge about dominant mechanisms built into the simulation model, can be expected to outperform purely statistical emulators at least in cases in which the design data set is small. The feasibility and potential difficulties of the proposed approach are demonstrated by the application to a simple hydrological model. © 2010 Published by Elsevier B.V.
Keyword Dynamic model
Sensitivity analysis
Statistical inference
Q-Index Code C1
Q-Index Status Confirmed Code
Institutional Status Non-UQ
Additional Notes Available online 26 October, 2010.

Document type: Journal Article
Sub-type: Article (original research)
Collections: Institute for Social Science Research - Publications
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Created: Fri, 11 Feb 2011, 14:17:28 EST by Dr Gentry White on behalf of ISSR - Research Groups