2017
DOI: 10.1016/j.jhydrol.2017.03.073
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Bayesian forecasting and uncertainty quantifying of stream flows using Metropolis–Hastings Markov Chain Monte Carlo algorithm

Abstract: This paper presents a Bayesian approach using Metropolis-Hastings Markov Chain Monte Carlo algorithm and applies this method for daily river flow rate forecast and uncertainty quantification for Zhujiachuan River using data collected from Qiaotoubao Gage Station and other 13 gage stations in Zhujiachuan watershed in China. The proposed method is also compared with the conventional maximum likelihood estimation (MLE) for parameter estimation and quantification of associated uncertainties. While the Bayesian met… Show more

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Cited by 46 publications
(20 citation statements)
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“…Model uncertainty for the WSP model, with an allowable parameter range, was estimated with R-FME-based uncertainty analysis and GLUE analysis. The Bayesian–MCMC method has been widely used in uncertainty analysis [ 59 ]. Parameter uncertainty, with an allowable parameter range, was quantified with the R-FME “modMCMC” function.…”
Section: Resultsmentioning
confidence: 99%
“…Model uncertainty for the WSP model, with an allowable parameter range, was estimated with R-FME-based uncertainty analysis and GLUE analysis. The Bayesian–MCMC method has been widely used in uncertainty analysis [ 59 ]. Parameter uncertainty, with an allowable parameter range, was quantified with the R-FME “modMCMC” function.…”
Section: Resultsmentioning
confidence: 99%
“…In several research fields, probabilistic methods are useful for dealing with problems related to the robustness of systems affected by uncertainties [55]. Particularly, Monte Carlo Randomized Algorithm has been used for uncertainty quantification in many applications [67][68][69]. In this paper, the Monte Carlo Randomized Algorithm is applied using the procedure described in 2.3. e number of simulations, N � 1000, is obtained with equation ( 10), adopting a confidence (δ) of 0.01 and an accuracy (ε) of 0.005. erefore, the following test demonstrates the technique success from a statistical point of view [70][71][72].…”
Section: Simulation Under Parametricmentioning
confidence: 99%
“…Lima et al [16] conduct flood frequency analysis with a hierarchical Bayesian framework, which estimates Generalized Extreme Value (GEV) distribution parameters in a local sense for explicitly modeling and uncertainties reduce. Recently, Wang et al [10] proposed a Bayesian-based method, which establishes a posterior distribution for daily flow rate forecasts and uncertainty quantifications.…”
Section: Data-driven Model For Floodmentioning
confidence: 99%
“…Data-driven model directly models mathematical interactions between different hydrological factors and run-off values based on historical observations. In other words, data-driven models learn mapping between flooding cues and flow rates without considering detailed physical processes, which is the main difference between physical models and data-driven models [10]. Due to rapid development of machine learning technology, many novel data-driven forecasting methods have been proposed and practiced, including Bayesian network [1], SVM model [11], neural network [6], and their variations and integrations.…”
Section: Introductionmentioning
confidence: 99%