Geostatistical upscaling of rain gauge data to support uncertainty analysis of lumped urban hydrological models

In this study we develop a method to estimate the spatially averaged rainfall intensity together with associated level of uncertainty using geostatistical upscaling. Rainfall data collected from a cluster of eight paired rain gauges in a 400 × 200m urban catchment are used in combination with spatial stochastic simulation to obtain optimal predictions of the spatially averaged rainfall intensity at any point in time within the urban catchment. The uncertainty in the prediction of catchment average rainfall intensity is obtained for multiple combinations of intensity ranges and temporal averaging intervals. The two main challenges addressed in this study are scarcity of rainfall measurement locations and non-normality of rainfall data, both of which need to be considered when adopting a geostatistical approach. Scarcity of measurement points is dealt with by pooling sample variograms of repeated rainfall measurements with similar characteristics. Normality of rainfall data is achieved through the use of normal score transformation. Geostatistical models in the form of variograms are derived for transformed rainfall intensity. Next spatial stochastic simulation which is robust to nonlinear data transformation is applied to produce realisations of rainfall fields. These realisations in transformed space are first back-transformed and next spatially aggregated to derive a random sample of the spatially averaged rainfall intensity. Results show that the prediction uncertainty comes mainly from two sources: spatial variability of rainfall and measurement error. At smaller temporal averaging intervals both these effects are high, resulting in a relatively high uncertainty in prediction. With longer temporal averaging intervals the uncertainty becomes lower due to stronger spatial correlation of rainfall data and relatively smaller measurement error. Results also show that the measurement error increases with decreasing rainfall intensity resulting in a higher uncertainty at lower intensities. Results from this study can be used for uncertainty analyses of hydrologic and hydrodynamic modelling of similar-sized urban catchments as it provides information on uncertainty associated with rainfall estimation, which is arguably the most important input in these models. This will help to better interpret model results and avoid false calibration and force-fitting of model parameters

Measuring stellar differential rotation with high-precision space-borne photometry

We introduce a method of measuring a lower limit to the amplitude of surface differential rotation from high-precision, evenly sampled photometric time series. It is applied to main-sequence late-type stars whose optical flux modulation is dominated by starspots. An autocorrelation of the time series was used to select stars that allow an accurate determination of starspot rotation periods. A simple two-spot model was applied together with a Bayesian information criterion to preliminarily select intervals of the time series showing evidence of differential rotation with starspots of almost constant area. Finally, the significance of the differential rotation detection and a measurement of its amplitude and uncertainty were obtained by an a posteriori Bayesian analysis based on a Monte Carlo Markov Chain approach. We applied our method to the Sun and eight other stars for which previous spot modelling had been performed to compare our results with previous ones. We find that autocorrelation is a simple method for selecting stars with a coherent rotational signal that is a prerequisite for successfully measuring differential rotation through spot modelling. For a proper Monte Carlo Markov Chain analysis, it is necessary to take the strong correlations among different parameters that exist in spot modelling into account. For the planet-hosting star Kepler-30, we derive a lower limit to the relative amplitude of the differential rotation of \Delta P / P = 0.0523 \pm 0.0016. We confirm that the Sun as a star in the optical passband is not suitable for measuring differential rotation owing to the rapid evolution of its photospheric active regions. In general, our method performs well in comparison to more sophisticated and time-consuming approaches.Comment: Accepted to Astronomy and Astrophysics, 15 pages, 13 figures, 4 tables and an Appendi

Probabilistic Perspectives on Collecting Human Uncertainty in Predictive Data Mining

In many areas of data mining, data is collected from humans beings. In this contribution, we ask the question of how people actually respond to ordinal scales. The main problem observed is that users tend to be volatile in their choices, i.e. complex cognitions do not always lead to the same decisions, but to distributions of possible decision outputs. This human uncertainty may sometimes have quite an impact on common data mining approaches and thus, the question of effective modelling this so called human uncertainty emerges naturally. Our contribution introduces two different approaches for modelling the human uncertainty of user responses. In doing so, we develop techniques in order to measure this uncertainty at the level of user inputs as well as the level of user cognition. With support of comprehensive user experiments and large-scale simulations, we systematically compare both methodologies along with their implications for personalisation approaches. Our findings demonstrate that significant amounts of users do submit something completely different (action) than they really have in mind (cognition). Moreover, we demonstrate that statistically sound evidence with respect to algorithm assessment becomes quite hard to realise, especially when explicit rankings shall be built

Calibration and improved prediction of computer models by universal Kriging

This paper addresses the use of experimental data for calibrating a computer model and improving its predictions of the underlying physical system. A global statistical approach is proposed in which the bias between the computer model and the physical system is modeled as a realization of a Gaussian process. The application of classical statistical inference to this statistical model yields a rigorous method for calibrating the computer model and for adding to its predictions a statistical correction based on experimental data. This statistical correction can substantially improve the calibrated computer model for predicting the physical system on new experimental conditions. Furthermore, a quantification of the uncertainty of this prediction is provided. Physical expertise on the calibration parameters can also be taken into account in a Bayesian framework. Finally, the method is applied to the thermal-hydraulic code FLICA 4, in a single phase friction model framework. It allows to improve the predictions of the thermal-hydraulic code FLICA 4 significantly

Multivariate space-time modelling of multiple air pollutants and their health effects accounting for exposure uncertainty

The long-term health effects of air pollution are often estimated using a spatio-temporal ecological areal unit study, but this design leads to the following statistical challenges: (1) how to estimate spatially representative pollution concentrations for each areal unit; (2) how to allow for the uncertainty in these estimated concentrations when estimating their health effects; and (3) how to simultaneously estimate the joint effects of multiple correlated pollutants. This article proposes a novel 2-stage Bayesian hierarchical model for addressing these 3 challenges, with inference based on Markov chain Monte Carlo simulation. The first stage is a multivariate spatio-temporal fusion model for predicting areal level average concentrations of multiple pollutants from both monitored and modelled pollution data. The second stage is a spatio-temporal model for estimating the health impact of multiple correlated pollutants simultaneously, which accounts for the uncertainty in the estimated pollution concentrations. The novel methodology is motivated by a new study of the impact of both particulate matter and nitrogen dioxide concentrations on respiratory hospital admissions in Scotland between 2007 and 2011, and the results suggest that both pollutants exhibit substantial and independent health effects

Statistical modelling of international migration flows

The paper deals with uncertainty in estimating international migration flows for an interlinked system of countries. The related problems are discussed on the example of a dedicated model 'IMEM' (Integrated Model of European Migration). The IMEM is a hierarchical Bayesian model, which allows for combining data from different countries with meta-data on definitions and collection methods, as well as with relevant expert information. The model is applied to 31 EU and EFTA countries for the period 2002–2008. The expert opinion comes from a two-round Delphi survey carried out amongst 11 European experts on issues related to migration statistics. The adopted Bayesian approach allows for a coherent quantification of uncertainty stemming from different sources (data discrepancies, model parameters, and expert judgement). The outcomes produced by the model – whole posterior distributions of estimated flows – can be then used for assessing the true magnitude of flows at the European level, taking into account relative costs of overestimating or underestimating of migration flows. In this context, problems related to application of the decision statistical analysis to multidimensional problems are briefly discusse

Fuzzy finite element model updating of a laboratory wind turbine blade for structural modification detection

Peer reviewedPublisher PD

Real-time representations of the output gap

Methods are described for the appropriate use of data obtained and analysed in real time to represent the output gap. The methods employ cointegrating VAR techniques to model real-time measures and realizations of output series jointly. The model is used to mitigate the impact of data revisions; to generate appropriate forecasts that can deliver economically meaningful output trends and that can take into account the end-of-sample problems encountered in measuring these trends; and to calculate probability forecasts that convey in a clear way the uncertainties associated with the gap measures. The methods are applied to data for the United States 1965q4–2004q4, and the improvements over standard methods are illustrated