Bayesian Learning and Predictability in a Stochastic Nonlinear Dynamical Model

Bayesian inference methods are applied within a Bayesian hierarchical modelling framework to the problems of joint state and parameter estimation, and of state forecasting. We explore and demonstrate the ideas in the context of a simple nonlinear marine biogeochemical model. A novel approach is proposed to the formulation of the stochastic process model, in which ecophysiological properties of plankton communities are represented by autoregressive stochastic processes. This approach captures the effects of changes in plankton communities over time, and it allows the incorporation of literature metadata on individual species into prior distributions for process model parameters. The approach is applied to a case study at Ocean Station Papa, using Particle Markov chain Monte Carlo computational techniques. The results suggest that, by drawing on objective prior information, it is possible to extract useful information about model state and a subset of parameters, and even to make useful long-term forecasts, based on sparse and noisy observations

Distributed Particle Filters for Data Assimilation in Simulation of Large Scale Spatial Temporal Systems

Assimilating real time sensor into a running simulation model can improve simulation results for simulating large-scale spatial temporal systems such as wildfire, road traffic and flood. Particle filters are important methods to support data assimilation. While particle filters can work effectively with sophisticated simulation models, they have high computation cost due to the large number of particles needed in order to converge to the true system state. This is especially true for large-scale spatial temporal simulation systems that have high dimensional state space and high computation cost by themselves. To address the performance issue of particle filter-based data assimilation, this dissertation developed distributed particle filters and applied them to large-scale spatial temporal systems. We first implemented a particle filter-based data assimilation framework and carried out data assimilation to estimate system state and model parameters based on an application of wildfire spread simulation. We then developed advanced particle routing methods in distributed particle filters to route particles among the Processing Units (PUs) after resampling in effective and efficient manners. In particular, for distributed particle filters with centralized resampling, we developed two routing policies named minimal transfer particle routing policy and maximal balance particle routing policy. For distributed PF with decentralized resampling, we developed a hybrid particle routing approach that combines the global routing with the local routing to take advantage of both. The developed routing policies are evaluated from the aspects of communication cost and data assimilation accuracy based on the application of data assimilation for large-scale wildfire spread simulations. Moreover, as cloud computing is gaining more and more popularity; we developed a parallel and distributed particle filter based on Hadoop & MapReduce to support large-scale data assimilation

Dual state-parameter estimation of hydrological models using ensemble Kalman filter

Hydrologic models are twofold: models for understanding physical processes and models for prediction. This study addresses the latter, which modelers use to predict, for example, streamflow at some future time given knowledge of the current state of the system and model parameters. In this respect, good estimates of the parameters and state variables are needed to enable the model to generate accurate forecasts. In this paper, a dual state-parameter estimation approach is presented based on the Ensemble Kalman Filter (EnKF) for sequential estimation of both parameters and state variables of a hydrologic model. A systematic approach for identification of the perturbation factors used for ensemble generation and for selection of ensemble size is discussed. The dual EnKF methodology introduces a number of novel features: (1) both model states and parameters can be estimated simultaneously; (2) the algorithm is recursive and therefore does not require storage of all past information, as is the case in the batch calibration procedures; and (3) the various sources of uncertainties can be properly addressed, including input, output, and parameter uncertainties. The applicability and usefulness of the dual EnKF approach for ensemble streamflow forecasting is demonstrated using a conceptual rainfall-runoff model. © 2004 Elsevier Ltd. All rights reserved

Ensemble Data Assimilation for Flood Forecasting in Operational Settings: from Noah-MP to WRF-Hydro and the National Water Model

The National Water Center (NWC) started using the National Water Model (NWM) in 2016. The NWM delivers state-of-the-science hydrologic forecasts in the nation. The NWM aims at operationally forecasting streamflow in more than 2,000,000 river reaches while currently river forecasts are issued for 4,000. The NWM is a specific configuration of the community WRF-Hydro Land Surface Model (LSM) which has recently been introduced to the hydrologic community. The WRF-Hydro model, itself, uses another newly-developed LSM called Noah-MP as the core hydrologic model. In WRF-Hydro, Noah-MP results (such as soil moisture and runoff) are passed to routing modules. Riverine water level and discharge, among other variables, are outputted by WRF-Hydro. The NWM, WRF-Hydro, and Noah-MP have recently been developed and more research for operational accuracy is required on these models. The overarching goal in this dissertation is improving the ability of these three models in simulating and forecasting hydrological variables such as streamflow and soil moisture. Therefore, data assimilation (DA) is implemented on these models throughout this dissertation. State-of-the art DA is a procedure to integrate observations obtained from in situ gages or remotely sensed products with model output in order to improve the model forecast. In the first chapter, remotely sensed satellite soil moisture data are assimilated into the Noah-MP model in order to improve the model simulations. The performances of two DA techniques are evaluated and compared in this chapter. To tackle the computational burden of DA, Massage Passing Interface protocols are used to augment the computational power. Successful implementation of this algorithm is demonstrated to simulate soil moisture during the Colorado flood of 2013. In the second chapter, the focus is on the WRF-Hydro model. Similarly, the ability of DA techniques in improving the performance of WRF-Hydro in simulating soil moisture and streamflow is investigated. The results of chapter 2 show that the assimilation of soil moisture can significantly improve the performance of WRF-Hydro. The improvement can reach 58% depending on the study location. Also, assimilation of USGS streamflow observations can improve the performance up to 25%. It was also observed that soil moisture assimilation does not affect streamflow. Similarly, streamflow assimilation does not improve soil moisture. Therefore, joint assimilation of soil moisture and streamflow using multivariate DA is suggested. Finally, in chapter 3, the uncertainties associated with flood forecasting are studied. Currently, the only uncertainty source that is taken into account is the meteorological forcings uncertainty. However, the results of the third chapter show that the initial condition uncertainty associated with the land state at the time of forecast is an important factor that has been overlooked in practice. The initial condition uncertainty is quantified using the DA. USGS streamflow observations are assimilated into the WRF-Hydro model for the past ten days before the forecasting date. The results show that short-range forecasts are significantly sensitive to the initial condition and its associated uncertainty. It is shown that quantification of this uncertainty can improve the forecasts by approximately 80%. The findings of this dissertation highlight the importance of DA to extract the information content from the observations and then incorporate this information into the land surface models. The findings could be beneficial for flood forecasting in research and operation

Multivariate data assimilation in snow modelling at Alpine sites

The knowledge of snowpack dynamics is of critical importance to several real-time applications such as agricultural production, water resource management, flood prevention, hydropower generation, especially in mountain basins. Snowpack state can be estimated by models or from observations, even though both these sources of information are affected by several errors