Abstract
The input uncertainty is as significant as model error, which affects the parameter estimation, yields bias and misleading results. This study performed a comprehensive comparison and evaluation of uncertainty estimates according to the impact of precipitation errors by GLUE and Bayesian methods using the Metropolis Hasting algorithm in a validated conceptual hydrological model (WASMOD). It aims to explain the sensitivity and differences between the GLUE and Bayesian method applied to hydrological model under precipitation errors with constant multiplier parameter and random multiplier parameter. The 95 % confidence interval of monthly discharge in low flow, medium flow and high flow were selected for comparison. Four indices, i.e. the average relative interval length, the percentage of observations bracketed by the confidence interval, the percentage of observations bracketed by the unit confidence interval and the continuous rank probability score (CRPS) were used in this study for sensitivity analysis under model input error via GLUE and Bayesian methods. It was found that (1) the posterior distributions derived by the Bayesian method are narrower and sharper than those obtained by the GLUE under precipitation errors, but the differences are quite small; (2) Bayesian method performs more sensitive in uncertainty estimates of discharge than GLUE according to the impact of precipitation errors; (3) GLUE and Bayesian methods are more sensitive in uncertainty estimate of high flow than the other flows by the impact of precipitation errors; and (4) under the impact of precipitation, the results of CRPS for low and medium flows are quite stable from both GLUE and Bayesian method while it is sensitive for high flow by Bayesian method.
Similar content being viewed by others
References
Ajami NK, Duan Q, Sorooshian S (2007) An integrated hydrologic Bayesian multimodel combination framework: confronting input, parameter, and model structural uncertainty in hydrologic prediction. Water Resour Res 43(1):W01403
Alvisi S, Creaco E, Franchini M (2012) Crisp discharge forecasts and grey uncertainty bands using data-driven models. Hydrol Res 43(5):589–602
Bernardo JM, Smith AF (1994) Bayesian theory. Wiley, Chichester
Beven KJ, Binley A (1992) Future of distributed models: model calibration and uncertainty prediction. Hydrol Process 6(3):279–298
Beven KJ, Freer J (2001) Equifinality, data assimilation, and uncertainty estimation in mechanistic modelling of complex environmental systems using the GLUE methodology. J Hydrol 249(1–4):11–29
Blasone RS, Madsen H, Rosbjerg D (2008a) Uncertainty assessment of integrated distributed hydrological models using GLUE with Markov chain Monte Carlo sampling. J Hydrol 353(1–2):18–32
Blasone RS et al (2008b) Generalized likelihood uncertainty estimation (GLUE) using adaptive Markov Chain Monte Carlo sampling. Adv Water Resour 31(4):630–648
Carlos MJ, Bera AK (1980) Efficient tests for normality, homoscedasticity and serial independence of regression residuals. Econ Lett 6(3):255–259
Chib S, Greenberg E (1995) Understanding the Metropolis–Hastings algorithm. Am Stat 49:327–335
Duan Q, Ajami NK, Gao X, Sorooshian S (2007) Multi-model ensemble hydrologic prediction using Bayesian model averaging. Adv Water Resour 30(5):1371–1386
Engeland K, Gottschalk L (2002) Bayesian estimation of parameters in a regional hydrological model. Hydrol Earth Syst Sci 6(5):883–898
Engeland K, Xu CY, Gottschalk L (2005) Assessing uncertainties in a conceptual water balance model using Bayesian methodology. Hydrol Sci J 50(1):45–63
Engeland K, Renard B, Steinsland I, Kolberg S (2010) Evaluation of statistical models for forecast errors from the HBV model. J Hydrol 384(1–2):142–155
Freer J, Beven K, Ambroise B (1996) Bayesian estimation of uncertainty in runoff prediction and the value of data: an application of the GLUE approach. Water Resour Res 32(7):2161–2174
Gelman A, Rubin DB (1992) Inference from iterative simulation using multiple sequences. Stat Sci 7:457–472
Hastings WK (1970) Monte Carlo sampling methods using Markov chains and their applications. Biometrika 57(1):97–109
Hersbach H (2000) Decomposition of the continuous ranked probability score for ensemble prediction systems. Weather Forecast 15(5):559–570
Jin X, Xu C-Y, Zhang Q, Singh VP (2010) Parameter and modeling uncertainty simulated by GLUE and a formal Bayesian method for a conceptual hydrological model. J Hydrol 383(3–4):147–155
Kavetski D, Franks S, Kuczera G (2002) Confronting input uncertainty in environmental modelling. In: Gupta HV, Sorooshian S, Rousseau AN, Turcotte R (eds) Calibration of watershed models. AGU Water Science and Applications Series. AGU, Washington, pp 49–68
Kavetski D, Kuczera G, Franks SW (2006a) Bayesian analysis of input uncertainty in hydrological modeling: 1. Theory. Water Resour Res 42(3):W03407
Kavetski D, Kuczera G, Franks SW (2006b) Bayesian analysis of input uncertainty in hydrological modeling: 2.Application. Water Resour Res 42(3):W03407
Kizza M, Guerrero J-L, Rodhe A, Xu C-Y, Ntale HK (2013) Modelling catchment inflows into Lake Victoria: regionalisation of the parameters of a conceptual water balance model. Hydrol Res. doi:10.2166/nh.2012.152
Krzysztofowicz R (1999) Bayesian theory of probabilistic forecasting via deterministic hydrologic model. Water Resour Res 35(9):2739–2750
Kuczera G, Parent E (1998) Monte Carlo assessment of parameter uncertainty in conceptual catchment models: the Metropolis algorithm. J Hydrol 211(1–4):69–85
Li L, Xia J, Xu C-Y, Chu J, Wang R (2009) Analyse the sources of equifinality in hydrological model using GLUE methodology. Hydroinformatics in Hydrology, Hydrogeology and Water Resources. In: Proceedings of Symposium JS.4 at the Joint IAHS & IAH Convention, Hyderabad, India, September 2009. IAHS Publications, vol. 331, pp. 130–138
Li L, Xia J, Xu C-Y, Singh VP (2010) Evaluation of the subjective factors of the GLUE method and comparison with the formal Bayesian method in uncertainty assessment of hydrological models. J Hydrol 390(3–4):210–221
Li L, Xu C-Y, Xia J, Engeland K, Reggiani P (2011) Uncertainty estimates by Bayesian method with likelihood of AR (1) plus Normal model and AR (1) plus multi-normal model in different time-scales hydrological models. J Hydrol 406(1–2):54–65
Li L, Xu C-Y, Engeland K (2013a) Development and comparison in uncertainty assessment based Bayesian modularization method in hydrological modeling. J Hydrol 486:384–394
Li L, Ngongondo CS, Xu C-Y, Gong L (2013b) Comparison of the global TRMM and WFD precipitation datasets in driving a large-scale hydrological model in Southern Africa. Hydrol Res. doi:10.2166/nh.2012.175
Lilliefors HW (1967) On the Kolmogorov–Smirnov test for normality with mean and variance unknown. J Am Stat Assoc 62(318):399–402
Liu Z, Martina MLV, Todini E (2005) Flood forecasting using a fully distributed model: application of the TOPKAPI model to the Upper Xixian Catchment. Hydrol Earth Syst Sci 9(4):347–364
Marshall L, Nott D, Sharma A (2007) Towards dynamic catchment modelling: a Bayesian hierarchical mixtures of experts framework. Hydrol Process 21(7):847–861
Montanari A (2007) What do we mean by ‘uncertainty’? The need for a consistent wording about uncertainty assessment in hydrology. Hydrol Process 21:841–845
Refsgaard JC, Storm B (1996) Construction, calibration and validation of hydrological models. Distrib Hydrol Model 22:41–54
Refsgaard JC, Van der Sluijs JP, Brown J, Van der Keur P (2006) A framework for dealing with uncertainty due to model structure error. Adv Water Resour 29(11):1586–1597
Ren ZH, Wang GL, Zou FL, Zhang HZ (2003) The research of precipitation of precipitation measurement errors in China. Acta Meteorol Sin 61(5):621–627
Renard B, Kavetski D, Thyer M, Kuczera G, Franks S (2009) Understanding predictive uncertainty in hydrologic modeling: the challenge of identifying input and structural errors. Water Resour Res 46:W05521
Shen Z, Chen L, Chen T (2013) The influence of parameter distribution uncertainty on hydrological and sediment modeling: a case study of SWAT model applied to the Daning watershed of the Three Gorges Reservoir Region, China. Stoch Environ Res Risk Assess 27(1):235–251
Smith P, Beven KJ, Tawn JA (2008) Informal likelihood measures in model assessment: theoretic development and investigation. Adv Water Resour 31(8):1087–1100
Thiemann M, Trosset M, Gupta H, Sorooshian S (2001) Bayesian recursive parameter estimation for hydrologic models. Water Resour Res 37(10):2521–2535
Tsai Frank T-C (2010) Bayesian model averaging assessment on groundwater management under model structure uncertainty. Stoch Environ Res Risk Assess 24(6):845–861
Vogel RM, Stedinger JR, Batchelder R, Lee SU (2008) Appraisal of the generalized likelihood uncertainty estimation (GLUE) Method. American Society of Civil Engineers, Reston
Vrugt JA, Gupta HV, Bouten W, Sorooshian S (2003a) A shuffled complex evolution metropolis algorithm for optimization and uncertainty assessment of hydrologic model parameters. Water Resour Res 39(8):1201
Vrugt JA, Gupta HV, Bouten W, Sorooshian S (2003b) A shuffled complex evolution metropolis algorithm for optimization and uncertainty assessment of hydrologic model parameters. Water Resour Res 39(8):1201
Vrugt JA, ter Braak CJF, Gupta HV, Robinson BA (2009) Equifinality of formal (DREAM) and informal (GLUE) bayesian approaches in hydrologic modeling? Stoch Environ Res Risk Assess 23(7):1011–1026
Wang G (2005) Theory and method of distributed time-variant gain model. Institute of Geographic Sciences and Natural Resources Research, CAS. Beijing, Ph.D (in Chinese)
Wang G, Xia J, Chen J (2009) Quantification of effects of climate variations and human activities on runoff by a monthly water balance model: a case study of the Chaobai River basin in northern China. Water Resour Res 45(7):W00A11
Wolff M, Isaksen K, Brækkan R, Alfnes E, Petersen-Øverleir A, Ruud E (2013) Measurements of wind-induced loss of solid precipitation: description of a Norwegian field study. Hydrol Res 44(1):35–43. doi:10.2166/nh.2012.166
Xiong L, Wan M, Wei X, O’Connor KM (2009) Indices for assessing the prediction bounds of hydrological models and application by generalized likelihood uncertainty estimation. Hydrol Sci J 54(5):852–871
Xu C-Y (2002) WASMOD—the water and snow balance MODelling system. In: Singh VP, Frevert DK (eds) Mathematical models of small watershed hydrology and applications. Water Resources Publications, LLC, Chelsea, pp 555–590
Yang J, Reichert P, Abbaspour KC (2007a) Bayesian uncertainty analysis in distributed hydrologic modeling: a case study in the Thur River basin (Switzerland). Water Resour Res 43(10):W10401
Yang J, Reichert P, Abbaspour KC, Yang H (2007b) Hydrological modelling of the Chaohe Basin in China: statistical model formulation and Bayesian inference. J Hydrol 340(3–4):167–182
Yang J, Reichert P, Abbaspour KC, Xia J, Yang H (2008) Comparing uncertainty analysis techniques for a SWAT application to the Chaohe Basin in China. J Hydrol 358(1–2):1–23
Acknowledgments
This study was supported by the Research Council of Norway, Research Project-JOINTINDNOR 203867, Department of Science and Technology, Govt. of India, Project 190159/V10 (SoCoCA) and Project NORINDIA 806793. The second author was also supported by Program of Introducing Talents of Discipline to Universities—the 111 Project of Hohai University.
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Li, L., Xu, CY. The comparison of sensitivity analysis of hydrological uncertainty estimates by GLUE and Bayesian method under the impact of precipitation errors. Stoch Environ Res Risk Assess 28, 491–504 (2014). https://doi.org/10.1007/s00477-013-0767-1
Published:
Issue Date:
DOI: https://doi.org/10.1007/s00477-013-0767-1