Probabilistic optimization for conceptual rainfall-runoff models: a comparison of the shuffled complex evolution and simulated annealing algorithms

Automatic optimization algorithms are used routinely to calibrate conceptual rainfall-runoff (CRR) models. The goal of calibration is to estimate a feasible and unique (global) set of parameter estimates that best fit the observed runoff data. Most if not all optimization algorithms have difficulty in locating the global optimum because of response surfaces that contain multiple local optima with regions of attraction of differing size, discontinuities, and long ridges and valleys. Extensive research has been undertaken to develop efficient and robust global optimization algorithms over the last 10 years. This study compares the performance of two probabilistic global optimization methods: the shuffled complex evolution algorithm SCE-UA, and the three-phase simulated annealing algorithm SA-SX. Both algorithms are used to calibrate two parameter sets of a modified version of Boughtoh's [1984] SFB model using data from two Australian catchments that have low and high runoff yields. For the reduced, well-identified parameter set the algorithms have a similar efficiency for the low-yielding catchment, but SCE-UA is almost twice as robust. Although the robustness of the algorithms is similar for the high-yielding catchment, SCE-UA is six times more efficient than SA-SX. When fitting the full parameter set the performance of SA-SX deteriorated markedly for both catchments. These results indicated that SCE-UA's use of multiple complexes and shuffling provided a more effective search of the parameter space than SA-SX's single simplex with stochastic step acceptance criterion, especially when the level of parameterization is increased. Examination of the response surface for the low-yielding catchment revealed some reasons why SCE-UA outperformed SA-SX and why probabilistic optimization algorithms can experience difficulty in locating the global optimum.Mark Thyer and George Kuczera, Bryson C. Bate

Forecasting Tourist Arrivals Using Origin Country Macroeconomics

This study utilizes both disaggregated data and macroeconomic indicators in order to examine the importance of the macroeconomic environment of origin countries for analysing destinations’ tourist arrivals. In particular, it is the first study to present strong empirical evidence that both of these features in tandem provide statistically significant information of tourist arrivals in Greece. The forecasting exercises presented in our analysis show that macroeconomic indicators conducive to better forecasts are mainly origin country-specific, thus highlighting the importance of considering the apparent sharp national contrasts among origin countries when investigating domestic tourist arrivals. Given the extent of the dependency of the Greek economy on tourism income, but also, given the perishable nature of the tourist product itself, results have important implications for policy makers in Greece

Design of Experiments for Screening

The aim of this paper is to review methods of designing screening experiments, ranging from designs originally developed for physical experiments to those especially tailored to experiments on numerical models. The strengths and weaknesses of the various designs for screening variables in numerical models are discussed. First, classes of factorial designs for experiments to estimate main effects and interactions through a linear statistical model are described, specifically regular and nonregular fractional factorial designs, supersaturated designs and systematic fractional replicate designs. Generic issues of aliasing, bias and cancellation of factorial effects are discussed. Second, group screening experiments are considered including factorial group screening and sequential bifurcation. Third, random sampling plans are discussed including Latin hypercube sampling and sampling plans to estimate elementary effects. Fourth, a variety of modelling methods commonly employed with screening designs are briefly described. Finally, a novel study demonstrates six screening methods on two frequently-used exemplars, and their performances are compared

The human gut phageome : origins and roles in the human gut microbiome

The investigation of the microbial populations of the human body, known as the microbiome, has led to a revolutionary field of science, and understanding of its impacts on human development and health. The majority of microbiome research to date has focussed on bacteria and other kingdoms of life, such as fungi. Trailing behind these is the interrogation of the gut viruses, specifically the phageome. Bacteriophages, viruses that infect bacterial hosts, are known to dictate the dynamics and diversity of bacterial populations in a number of ecosystems. However, the phageome of the human gut, while of apparent importance, remains an area of many unknowns. In this paper we discuss the role of bacteriophages within the human gut microbiome. We examine the methods used to study bacteriophage populations, how this evolved over time and what we now understand about the phageome. We review the phageome development in infancy, and factors that may influence phage populations in adult life. The role and action of the phageome is then discussed at both a biological-level, and in the broader context of human health and disease

Climate-informed stochastic hydrological modeling: Incorporating decadal-scale variability using paleo data

A hierarchical framework for incorporating modes of climate variability into stochastic simulations of hydrological data is developed, termed the climate-informed multi-time scale stochastic (CIMSS) framework. A case study on two catchments in eastern Australia illustrates this framework. To develop an identifiable model characterizing long-term variability for the first level of the hierarchy, paleoclimate proxies, and instrumental indices describing the Interdecadal Pacific Oscillation (IPO) and the Pacific Decadal Oscillation (PDO) are analyzed. A new paleo IPO-PDO time series dating back 440 yr is produced, combining seven IPO-PDO paleo sources using an objective smoothing procedure to fit low-pass filters to individual records. The paleo data analysis indicates that wet/dry IPO-PDO states have a broad range of run lengths, with 90% between 3 and 33 yr and a mean of 15 yr. The Markov chain model, previously used to simulate oscillating wet/dry climate states, is found to underestimate the probability of wet/dry periods >5 yr, and is rejected in favor of a gamma distribution for simulating the run lengths of the wet/dry IPO-PDO states. For the second level of the hierarchy, a seasonal rainfall model is conditioned on the simulated IPO-PDO state. The model is able to replicate observed statistics such as seasonal and multiyear accumulated rainfall distributions and interannual autocorrelations. Mean seasonal rainfall in the IPO-PDO dry states is found to be 15%-28% lower than the wet state at the case study sites. In comparison, an annual lag-one autoregressive model is unable to adequately capture the observed rainfall distribution within separate IPO-PDO states. Copyright © 2011 by the American Geophysical Union.Benjamin J. Henley, Mark A. Thyer, George Kuczera and Stewart W. Frank

Climate-informed stochastic hydrological modeling: Incorporating decadal-scale variability using paleo data

A hierarchical framework for incorporating modes of climate variability into stochastic simulations of hydrological data is developed, termed the climate-informed multi-time scale stochastic (CIMSS) framework. A case study on two catchments in eastern Australia illustrates this framework. To develop an identifiable model characterizing long-term variability for the first level of the hierarchy, paleoclimate proxies, and instrumental indices describing the Interdecadal Pacific Oscillation (IPO) and the Pacific Decadal Oscillation (PDO) are analyzed. A new paleo IPO-PDO time series dating back 440 yr is produced, combining seven IPO-PDO paleo sources using an objective smoothing procedure to fit low-pass filters to individual records. The paleo data analysis indicates that wet/dry IPO-PDO states have a broad range of run lengths, with 90% between 3 and 33 yr and a mean of 15 yr. The Markov chain model, previously used to simulate oscillating wet/dry climate states, is found to underestimate the probability of wet/dry periods >5 yr, and is rejected in favor of a gamma distribution for simulating the run lengths of the wet/dry IPO-PDO states. For the second level of the hierarchy, a seasonal rainfall model is conditioned on the simulated IPO-PDO state. The model is able to replicate observed statistics such as seasonal and multiyear accumulated rainfall distributions and interannual autocorrelations. Mean seasonal rainfall in the IPO-PDO dry states is found to be 15%-28% lower than the wet state at the case study sites. In comparison, an annual lag-one autoregressive model is unable to adequately capture the observed rainfall distribution within separate IPO-PDO states. Copyright © 2011 by the American Geophysical Union.Benjamin J. Henley, Mark A. Thyer, George Kuczera and Stewart W. Frank