Understanding predictive uncertainty in hydrologic modeling: The challenge of identifying input and structural errors

Meaningful quantification of data and structural uncertainties in conceptual rainfall-runoff modeling is a major scientific and engineering challenge. This paper focuses on the total predictive uncertainty and its decomposition into input and structural components under different inference scenarios. Several Bayesian inference schemes are investigated, differing in the treatment of rainfall and structural uncertainties, and in the precision of the priors describing rainfall uncertainty. Compared with traditional lumped additive error approaches, the quantification of the total predictive uncertainty in the runoff is improved when rainfall and/or structural errors are characterized explicitly. However, the decomposition of the total uncertainty into individual sources is more challenging. In particular, poor identifiability may arise when the inference scheme represents rainfall and structural errors using separate probabilistic models. The inference becomes ill‐posed unless sufficiently precise prior knowledge of data uncertainty is supplied; this ill‐posedness can often be detected from the behavior of the Monte Carlo sampling algorithm. Moreover, the priors on the data quality must also be sufficiently accurate if the inference is to be reliable and support meaningful uncertainty decomposition. Our findings highlight the inherent limitations of inferring inaccurate hydrologic models using rainfall‐runoff data with large unknown errors. Bayesian total error analysis can overcome these problems using independent prior information. The need for deriving independent descriptions of the uncertainties in the input and output data is clearly demonstrated.Benjamin Renard, Dmitri Kavetski, George Kuczera, Mark Thyer, and Stewart W. Frank

Forecasting Models for Integration of Large-Scale Renewable Energy Generation to Electric Power Systems

Amid growing concerns about climate change and non-renewable energy sources deple¬tion, vari¬able renewable energy sources (VRESs) are considered as a feasible substitute for conventional environment-polluting fossil fuel-based power plants. Furthermore, the transition towards clean power systems requires additional transmission capacity. Dynamic thermal line rating (DTLR) is being considered as a potential solution to enhance the current transmission line capacity and omit/postpone transmission system expansion planning, while DTLR is highly dependent on weather variations. With increasing the accommodation of VRESs and application of DTLR, fluctuations and variations thereof impose severe and unprecedented challenges on power systems operation. Therefore, short-term forecasting of large-scale VERSs and DTLR play a crucial role in the electric power system op¬eration problems. To this end, this thesis devotes on developing forecasting models for two large-scale VRESs types (i.e., wind and tidal) and DTLR. Deterministic prediction can be employed for a variety of power system operation problems solved by deterministic optimization. Also, the outcomes of deterministic prediction can be employed for conditional probabilistic prediction, which can be used for modeling uncertainty, used in power system operation problems with robust optimization, chance-constrained optimization, etc. By virtue of the importance of deterministic prediction, deterministic prediction models are developed. Prevalently, time-frequency decomposition approaches are adapted to decompose the wind power time series (TS) into several less non-stationary and non-linear components, which can be predicted more precisely. However, in addition to non-stationarity and nonlinearity, wind power TS demonstrates chaotic characteristics, which reduces the predictability of the wind power TS. In this regard, a wind power generation prediction model based on considering the chaosity of the wind power generation TS is addressed. The model consists of a novel TS decomposition approach, named multi-scale singular spectrum analysis (MSSSA), and least squares support vector machines (LSSVMs). Furthermore, deterministic tidal TS prediction model is developed. In the proposed prediction model, a variant of empirical mode decomposition (EMD), which alleviates the issues associated with EMD. To further improve the prediction accuracy, the impact of different components of wind power TS with different frequencies (scales) in the spatiotemporal modeling of the wind farm is assessed. Consequently, a multiscale spatiotemporal wind power prediction is developed, using information theory-based feature selection, wavelet decomposition, and LSSVM. Power system operation problems with robust optimization and interval optimization require prediction intervals (PIs) to model the uncertainty of renewables. The advanced PI models are mainly based on non-differentiable and non-convex cost functions, which make the use of heuristic optimization for tuning a large number of unknown parameters of the prediction models inevitable. However, heuristic optimization suffers from several issues (e.g., being trapped in local optima, irreproducibility, etc.). To this end, a new wind power PI (WPPI) model, based on a bi-level optimization structure, is put forward. In the proposed WPPI, the main unknown parameters of the prediction model are globally tuned based on optimizing a convex and differentiable cost function. In line with solving the non-differentiability and non-convexity of PI formulation, an asymmetrically adaptive quantile regression (AAQR) which benefits from a linear formulation is proposed for tidal uncertainty modeling. In the prevalent QR-based PI models, for a specified reliability level, the probabilities of the quantiles are selected symmetrically with respect the median probability. However, it is found that asymmetrical and adaptive selection of quantiles with respect to median can provide more efficient PIs. To make the formulation of AAQR linear, extreme learning machine (ELM) is adapted as the prediction engine. Prevalently, the parameters of activation functions in ELM are selected randomly; while different sets of random values might result in dissimilar prediction accuracy. To this end, a heuristic optimization is devised to tune the parameters of the activation functions. Also, to enhance the accuracy of probabilistic DTLR, consideration of latent variables in DTLR prediction is assessed. It is observed that convective cooling rate can provide informative features for DTLR prediction. Also, to address the high dimensional feature space in DTLR, a DTR prediction based on deep learning and consideration of latent variables is put forward. Numerical results of this thesis are provided based on realistic data. The simulations confirm the superiority of the proposed models in comparison to traditional benchmark models, as well as the state-of-the-art models

Bayesian Multi-Model Frameworks - Properly Addressing Conceptual Uncertainty in Applied Modelling

We use models to understand or predict a system. Often, there are multiple plausible but competing model concepts. Hence, modelling is associated with conceptual uncertainty, i.e., the question about proper handling of such model alternatives. For mathematical models, it is possible to quantify their plausibility based on data and rate them accordingly. Bayesian probability calculus offers several formal multi-model frameworks to rate models in a finite set and to quantify their conceptual uncertainty as model weights. These frameworks are Bayesian model selection and averaging (BMS/BMA), Pseudo-BMS/BMA and Bayesian Stacking. The goal of this dissertation is to facilitate proper utilization of these Bayesian multi-model frameworks. They follow different principles in model rating, which is why derived model weights have to be interpreted differently, too. These principles always concern the model setting, i.e., how the models in the set relate to one another and the true model of the system that generated observed data. This relation is formalized in model scores that are used for model weighting within each framework. The scores resemble framework-specific compromises between the ability of a model to fit the data and the therefore required model complexity. Hence, first, the scores are investigated systematically regarding their respective take on model complexity and are allocated in a developed classification scheme. This shows that BMS/BMA always pursues to identify the true model in the set, that Pseudo-BMS/BMA searches the model with largest predictive power despite none of the models being the true one, and that, on that condition, Bayesian Stacking seeks reliability in prediction by combining predictive distributions of multiple models. An application example with numerical models illustrates these behaviours and demonstrates which misinterpretations of model weights impend, if a certain framework is applied despite being unsuitable for the underlying model setting. Regarding applied modelling, first, a new setting is proposed that allows to identify a ``quasi-true'' model in a set. Second, Bayesian Bootstrapping is employed to take into account that rating of predictive capability is based on only limited data. To ensure that the Bayesian multi-model frameworks are employed properly and goal-oriented, a guideline is set up. With respect to a clearly defined modelling goal and the allocation of available models to the respective setting, it leads to the suitable multi-model framework. Aside of the three investigated frameworks, this guideline further contains an additional one that allows to identify a (quasi-)true model if it is composed of a linear combination of the model alternatives in the set. The gained insights enable a broad range of users in science practice to properly employ Bayesian multi-model frameworks in order to quantify and handle conceptual uncertainty. Thus, maximum reliability in system understanding and prediction with multiple models can be achieved. Further, the insights pave the way for systematic model development and improvement.Wir benutzen Modelle, um ein System zu verstehen oder vorherzusagen. Oft gibt es dabei mehrere plausible aber konkurrierende Modellkonzepte. Daher geht Modellierung einher mit konzeptioneller Unsicherheit, also der Frage nach dem angemessenen Umgang mit solchen Modellalternativen. Bei mathematischen Modellen ist es möglich, die Plausibilität jedes Modells anhand von Daten des Systems zu quantifizieren und Modelle entsprechend zu bewerten. Bayes'sche Wahrscheinlichkeitsrechnung bietet dazu verschiedene formale Multi-Modellrahmen, um Modellalternativen in einem endlichen Set zu bewerten und ihre konzeptionelle Unsicherheit als Modellgewichte zu beziffern. Diese Rahmen sind Bayes'sche Modellwahl und -mittelung (BMS/BMA), Pseudo-BMS/BMA und Bayes'sche Modellstapelung. Das Ziel dieser Dissertation ist es, den adäquaten Umgang mit diesen Bayes'schen Multi-Modellrahmen zu ermöglichen. Sie folgen unterschiedlichen Prinzipien in der Modellbewertung weshalb die abgeleiteten Modellgewichte auch unterschiedlich zu interpretieren sind. Diese Prinzipien beziehen sich immer auf das Modellsetting, also darauf, wie sich die Modelle im Set zueinander und auf das wahre Modell des Systems beziehen, welches bereits gemessene Daten erzeugt hat. Dieser Bezug ist in Kenngrößen formalisiert, die innerhalb jedes Rahmens der Modellgewichtung dienen. Die Kenngrößen stellen rahmenspezifische Kompromisse dar, zwischen der Fähigkeit eines Modells die Daten zu treffen und der dazu benötigten Modellkomplexität. Daher werden die Kenngrößen zunächst systematisch auf ihre jeweilige Bewertung von Modellkomplexität untersucht und in einem entsprechend entwickelten Klassifikationschema zugeordnet. Dabei zeigt sich, dass BMS/BMA stets verfolgt das wahre Modell im Set zu identifizieren, dass Pseudo-BMS/BMA das Modell mit der höchsten Vorsagekraft sucht, obwohl kein wahres Modell verfügbar ist, und dass Bayes'sche Modellstapelung unter dieser Bedingung Verlässlichkeit von Vorhersagen anstrebt, indem die Vorhersageverteilungen mehrerer Modelle kombiniert werden. Ein Anwendungsbeispiel mit numerischen Modellen verdeutlicht diese Verhaltenweisen und zeigt auf, welche Fehlinterpretationen der Modellgewichte drohen, wenn ein bestimmter Rahmen angewandt wird, obwohl er nicht zum zugrundeliegenden Modellsetting passt. Mit Bezug auf anwendungsorientierte Modellierung wird dabei erstens ein neues Setting vorgestellt, das es ermöglicht, ein ``quasi-wahres'' Modell in einem Set zu identifizieren. Zweitens wird Bayes'sches Bootstrapping eingesetzt um bei der Bewertung der Vorhersagegüte zu berücksichtigen, dass diese auf Basis weniger Daten erfolgt. Um zu gewährleisten, dass die Bayes'schen Multi-Modellrahmen angemessen und zielführend eingesetzt werden, wird schließlich ein Leitfaden erstellt. Anhand eines klar definierten Modellierungszieles und der Einordnung der gegebenen Modelle in das entspechende Setting leitet dieser zum geeigneten Multi-Modellrahmen. Neben den drei untersuchten Rahmen enthält dieser Leitfaden zudem einen weiteren, der es ermöglicht ein (quasi-)wahres Modell zu identifizieren, wenn dieses aus einer Linearkombination der Modellalternativen im Set besteht. Die gewonnenen Erkenntnisse ermöglichen es einer breiten Anwenderschaft in Wissenschaft und Praxis, Bayes'sche Multi-Modellrahmen zur Quantifizierung und Handhabung konzeptioneller Unsicherheit adäquat einzusetzen. Dadurch lässt sich maximale Verlässlichkeit in Systemverständis und -vorhersage durch mehrere Modelle erreichen. Die Erkenntnisse ebnen darüber hinaus den Weg für systematische Modellentwicklung und -verbesserung

Predicting the Impact of Climate Change on Threatened Species in UK Waters

Global climate change is affecting the distribution of marine species and is thought to represent a threat to biodiversity. Previous studies project expansion of species range for some species and local extinction elsewhere under climate change. Such range shifts raise concern for species whose long-term persistence is already threatened by other human disturbances such as fishing. However, few studies have attempted to assess the effects of future climate change on threatened vertebrate marine species using a multi-model approach. There has also been a recent surge of interest in climate change impacts on protected areas. This study applies three species distribution models and two sets of climate model projections to explore the potential impacts of climate change on marine species by 2050. A set of species in the North Sea, including seven threatened and ten major commercial species were used as a case study. Changes in habitat suitability in selected candidate protected areas around the UK under future climatic scenarios were assessed for these species. Moreover, change in the degree of overlap between commercial and threatened species ranges was calculated as a proxy of the potential threat posed by overfishing through bycatch. The ensemble projections suggest northward shifts in species at an average rate of 27 km per decade, resulting in small average changes in range overlap between threatened and commercially exploited species. Furthermore, the adverse consequences of climate change on the habitat suitability of protected areas were projected to be small. Although the models show large variation in the predicted consequences of climate change, the multi-model approach helps identify the potential risk of increased exposure to human stressors of critically endangered species such as common skate (Dipturus batis) and angelshark (Squatina squatina)

Mapping combined wildfire and heat stress hazards to improve evidence-based decision making

Heat stress and forest fires are often considered highly correlated hazards as extreme temperatures play a key role in both occurrences. This commonality can influence how civil protection and local responders deploy resources on the ground and could lead to an underestimation of potential impacts, as people could be less resilient when exposed to multiple hazards. In this work, we provide a simple methodology to identify areas prone to concurrent hazards, exemplified with, but not limited to, heat stress and fire danger. We use the combined heat and forest fire event that affected Europe in June 2017 to demonstrate that the methodology can be used for analysing past events as well as making predictions, by using reanalysis and medium-range weather forecasts, respectively. We present new spatial layers that map the combined danger and make suggestions on how these could be used in the context of a Multi-Hazard Early Warning System. These products could be particularly valuable in disaster risk reduction and emergency response management, particularly for civil protection, humanitarian agencies and other first responders whose role is to identify priorities during pre-interventions and emergencies

Models of everywhere revisited: a technological perspective

The concept ‘models of everywhere’ was first introduced in the mid 2000s as a means of reasoning about the environmental science of a place, changing the nature of the underlying modelling process, from one in which general model structures are used to one in which modelling becomes a learning process about specific places, in particular capturing the idiosyncrasies of that place. At one level, this is a straightforward concept, but at another it is a rich multi-dimensional conceptual framework involving the following key dimensions: models of everywhere, models of everything and models at all times, being constantly re-evaluated against the most current evidence. This is a compelling approach with the potential to deal with epistemic uncertainties and nonlinearities. However, the approach has, as yet, not been fully utilised or explored. This paper examines the concept of models of everywhere in the light of recent advances in technology. The paper argues that, when first proposed, technology was a limiting factor but now, with advances in areas such as Internet of Things, cloud computing and data analytics, many of the barriers have been alleviated. Consequently, it is timely to look again at the concept of models of everywhere in practical conditions as part of a trans-disciplinary effort to tackle the remaining research questions. The paper concludes by identifying the key elements of a research agenda that should underpin such experimentation and deployment