論文

査読有り
2011年

Applying sequential Monte Carlo methods into a distributed hydrologic model: lagged particle filtering approach with regularization

HYDROLOGY AND EARTH SYSTEM SCIENCES
  • S. J. Noh
  • ,
  • Y. Tachikawa
  • ,
  • M. Shiiba
  • ,
  • S. Kim

15
10
開始ページ
3237
終了ページ
3251
記述言語
英語
掲載種別
研究論文(学術雑誌)
DOI
10.5194/hess-15-3237-2011
出版者・発行元
COPERNICUS GESELLSCHAFT MBH

Data assimilation techniques have received growing attention due to their capability to improve prediction. Among various data assimilation techniques, sequential Monte Carlo (SMC) methods, known as "particle filters", are a Bayesian learning process that has the capability to handle non-linear and non-Gaussian state-space models. In this paper, we propose an improved particle filtering approach to consider different response times of internal state variables in a hydrologic model. The proposed method adopts a lagged filtering approach to aggregate model response until the uncertainty of each hydrologic process is propagated. The regularization with an additional move step based on the Markov chain Monte Carlo (MCMC) methods is also implemented to preserve sample diversity under the lagged filtering approach. A distributed hydrologic model, water and energy transfer processes (WEP), is implemented for the sequential data assimilation through the updating of state variables. The lagged regularized particle filter (LRPF) and the sequential importance resampling (SIR) particle filter are implemented for hindcasting of streamflow at the Katsura catchment, Japan. Control state variables for filtering are soil moisture content and overland flow. Streamflow measurements are used for data assimilation. LRPF shows consistent forecasts regardless of the process noise assumption, while SIR has different values of optimal process noise and shows sensitive variation of confidential intervals, depending on the process noise. Improvement of LRPF forecasts compared to SIR is particularly found for rapidly varied high flows due to preservation of sample diversity from the kernel, even if particle impoverishment takes place.

リンク情報
DOI
https://doi.org/10.5194/hess-15-3237-2011
Web of Science
https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=JSTA_CEL&SrcApp=J_Gate_JST&DestLinkType=FullRecord&KeyUT=WOS:000296745600017&DestApp=WOS_CPL
URL
http://repository.kulib.kyoto-u.ac.jp/dspace/handle/2433/193808
ID情報
  • DOI : 10.5194/hess-15-3237-2011
  • ISSN : 1027-5606
  • eISSN : 1607-7938
  • Web of Science ID : WOS:000296745600017

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