WATER RESOURCES RESEARCH, VOL. 42, W03407, doi:10.

1029/2005WR004368, 2006

Bayesian analysis of input uncertainty in hydrological

modeling: 1. Theory
Dmitri Kavetski,1,2 George Kuczera,1 and Stewart W. Franks1
Received 20 June 2005; revised 12 October 2005; accepted 25 October 2005; published 8 March 2006.

[1] Parameter estimation in rainfall-runoff models is affected by uncertainties in the

measured input/output data (typically, rainfall and runoff, respectively), as well as model
error. Despite advances in data collection and model construction, we expect input
uncertainty to be particularly significant (because of the high spatial and temporal
variability of precipitation) and to remain considerable in the foreseeable future. Ignoring
this uncertainty compromises hydrological modeling, potentially yielding biased and
misleading results. This paper develops a Bayesian total error analysis methodology for
hydrological models that allows (indeed, requires) the modeler to directly and
transparently incorporate, test, and refine existing understanding of all sources of data
uncertainty in a specific application, including both rainfall and runoff uncertainties. The
methodology employs additional (latent) variables to filter out the input corruption
given the model hypothesis and the observed data. In this study, the input uncertainty is
assumed to be multiplicative Gaussian and independent for each storm, but the general
framework allows alternative uncertainty models. Several ways of incorporating vague
prior knowledge of input corruption are discussed, contrasting Gaussian and inverse
gamma assumptions; the latter method avoids degeneracies in the objective function.
Although the general methodology is computationally intensive because of the
additional latent variables, a range of modern numerical methods, particularly Monte
Carlo analysis combined with fast Newton-type optimization methods and Hessian-based
covariance analysis, can be employed to obtain practical solutions.
Citation: Kavetski, D., G. Kuczera, and S. W. Franks (2006), Bayesian analysis of input uncertainty in hydrological modeling:
1. Theory, Water Resour. Res., 42, W03407, doi:10.1029/2005WR004368.

1. Introduction and misleading parameter estimates. This is undesirable for

[2] Physical and conceptual hydrological models are
important tools for improving our understanding of catch-
ment dynamics and making meaningful predictions of
future environmental responses. Despite the physical basis
of many models, their parameters often cannot be reliably
estimated a priori and require calibration to fit observed
data. However, there is a growing realization that current
hydrological modeling methods do not systematically ac-
count for data and model uncertainties. These uncertainties
can be very significant in environmental sciences. For
example, although rainfall data often consists of limited
point samples of precipitation (which is highly variable in
both space and time), virtually all current calibration meth-
ods limit themselves to a comparison of observed and
predicted streamflows as if rainfall was known exactly.
Recently, Kavetski et al. [2002] surveyed current calibration
paradigms and illustrated that improper application of
classical least squares regression can yield grossly biased
1
Civil, Environmental Engineering and Surveying, University of
Newcastle, Callaghan, New South Wales, Australia.
2
Now at Department of Civil and Environmental Engineering, Princeton
University, Princeton, New Jersey, USA.
Copyright 2006 by the American Geophysical Union.
0043-1397/06/2005WR004368
W03407
several reasons.
[3] 1. Since the parameter bias due to input errors will
vary from catchment to catchment (because of differences in
rain gauge network quality, orographic influences, etc.), it
may significantly confound regionalization attempts, that is,
identifying relations between conceptual model parameters
and catchment properties that can be used for prediction in
ungauged basins.
[4] 2. Biased parameters can yield biased predictions,
especially if the input uncertainty structure varies between
calibration and prediction. Moreover, since rainfall uncer-
tainty affects the uncertainty structure of the calibrated
parameters, the prediction limits on future responses can
become erroneous.
[5] 3. A deeper issue arises from ignoring different types
of error in hydrologic models, which prevents meaningful
analysis of model error and hence model adequacy. While
viewing the model as a transfer function mapping inputs to
outputs can yield operationally useful results (the previous
point illustrates a case where this pragmatic approach fails),
this diminishes the scientific credibility and thus confidence
in hydrological studies. Given that the current generation of
hydrological model are highly simplified and are applied in
conditions of significant data uncertainty, their analysis
using methods that are robust with respect to data errors
can aid in detecting genuine model inadequacies and
suggest improvements.
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W03407 KAVETSKI ET AL.: INPUT UNCERTAINTY IN HYDROLOGY, 1 W03407

[6] Methods such as GLUE [e.g., Beven and Binley, 1992] 2006c] details the application of the BATEA methodology
and MOCOM [e.g., Gupta et al., 1998] were developed to several catchments, demonstrating the advantages and
specifically in hydrology and address some shortcomings limitations of current implementations of BATEA, including
of standard least squares methods using ad hoc modifications parameter estimation and model comparison.
of classical and/or Bayesian statistics. Nevertheless, they
make implicit and explicit assumptions that are often violated
2. Bayesian Analysis of Hydrological Models
in environmental modeling [e.g., Kavetski et al., 2002]. In
particular, they are no longer based on explicit error models [10] Consider a hydrological model
and their subjective nature complicates the computation of
statistically meaningful parameter distributions and predic- Y ¼ hðQ; XÞ ð1Þ
tion limits. It is stressed that formal Bayesian methods are
also subjective in their use of priors and in the formulation
of approximate error models. Indeed the very act of where the matrix Y contains the time series of model
modeling involves data interpretation and is thus in- responses (e.g., runoff, saturated areas, groundwater levels,
herently subjective. However, when modeling assumptions etc.) to forcing X (e.g., rainfall, ET, etc.). The model
are explicit, it becomes possible to test them a posteriori. hypothesis is represented by a deterministic or stochastic
Moreover, to the extent that these assumptions are correct, function h: X ! Y closed by the parameter vector Q. All
the prediction limits obtained using formal methods will hydrological models, whether lumped or distributed,
reflect the actual errors in these predictions. The challenge physical or conceptual, can be cast in the form (1). Some
is to make more meaningful assumptions. In particular, additional discussion of model structure in the context of
Kavetski et al. [2002] argue that a serious limitation of the rainfall-runoff simulations can be found in work by
majority of current calibration methods is their treatment Kavetski et al. [2002] and Kavetski et al. [2003].
of forcing (input) uncertainty; it is (explicitly or implicitly) [11] Given the model (1), a prior p(Q, h) and observations
assumed that the inputs are known exactly. ~ = {X,
D ~ Y},
~ Bayesian theory yields the posterior parameter
[7] Kavetski et al. [2002] also introduced the Bayesian ~ h). For conciseness, since all inferences
distribution p(QjD,
total error analysis (BATEA) framework for hydrological here are conditioned on the model hypothesis, explicit
modeling that explicitly accounts for sampling and measure- dependencies on the model h() will be omitted henceforth.
ment uncertainty in both forcing and response data. This The standard regression function typically used in environ-
paper further develops the BATEA methodology, discussing mental modeling is
how current understanding of data and model uncertainty can


be transparently incorporated into hydrological modeling. In ~ ¼ E YjQ; X
Y ~ þ ey ð2Þ
particular, since little is currently known about rainfall
sampling errors, it may be difficult to construct precise input which leads to the Bayesian posterior parameter probability
error models. This paper shows that parameter inference can density function (pdf)
proceed with vague input error models, although certain
noninformative data error models can cause a degeneration  
of the inference equations that may be difficult to detect.  ~ X
 p YjQ; ~ pðQÞ
p QjX;
~ Y~ ¼   ð3Þ
[8] The profound asymmetry between the effects of input ~X
p Yj ~
and output uncertainty on model estimation, even for linear
models, was noted in the 1950s by Madansky [1959]. For
example, departures of output errors from the Gaussian ~
where p(YjQ, ~ is the likelihood function describing the
X)
assumptions do not generally introduce parameter bias in sampling distribution of the observations Y ~ (this sampling
least squares estimates, whereas even homogeneous Gauss- distribution depends on the error model selected for the
ian noise in the inputs yields biased parameters. Direct analysis). In the context of regression (2) and (3), the
treatment of input uncertainty makes the most general forcing X is the regressor. Classical regression theory
form of BATEA computationally intensive, introducing embodied in (2) assumes that the regressor is known
additional latent variables as the length of data included ~ = X. Assuming the output is corrupted by
exactly, i.e., X
in the calibration increases. This is the cost of direct uncorrelated Gaussian noise ey with zero mean and un-
treatment of total forcing/response uncertainty in Bayesian known constant variance (with Jeffreys’ uninformative prior
statistics. A decade ago this cost would have been com- p(s2y ) / 1/s2y ) yields the standard least squares (SLS)
putationally prohibitive. Yet recent advances in Monte formulation
Carlo (MC) analysis and numerical methods for function
analysis and optimization, in combination with increased     Ny
computing power, can be exploited to obtain practical and p QjX;
~ Y~ / SSy Q; X;
~ Y~ 2 ð4Þ
insightful Bayesian solutions to the inference and predic-
tion equations. In addition, the Bayesian basis of the
methodology simplifies the updating of the inference as where
additional information (e.g., about the rainfall errors or
model parameters) becomes available.
[9] This paper focuses on the theoretical development
and numerical implementation of the BATEA parameter   XN   
SSy Q; X;
~ Y~ ¼ ~ 2
~yn hn Q; X ð5Þ
estimation equations. The companion paper [Kavetski et al., n¼1

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W03407 KAVETSKI ET AL.: INPUT UNCERTAINTY IN HYDROLOGY, 1
and n indexes the observations (in the context of continuous
simulations, n typically refers to the time step). The SLS
value of Q can be estimated using optimization methods; the
entire distribution can be sampled using semianalytical or
Monte Carlo methods [Kuczera and Parent, 1998]. Predic-
tion limits for responses can also be computed numerically,
for example, using first-order approximations or Monte
Carlo samples.
[12] SLS regression yields unbiased parameter estimates
with minimum variance when the output errors are inde-
pendent and have a Gaussian distribution and the regressor
is known exactly [see, e.g., White, 1981]. Generally, LS are
relatively robust against systematic deviations from the
Gaussian output error model (e.g., if the residuals are
autocorrelated) at the expense of the loss of optimality,
yielding unbiased parameter estimates with underestimated
variance. Moreover, robust regression can be used to reduce
the leverage of outliers [Rousseeuw and Leroy, 1987]. Yet
the Achilles heel of SLS is its significant sensitivity to errors
in the regressor, introducing significant parameter biases
even when fitting univariate linear models [Jefferys, 1980].
It is unduly optimistic to expect that the problems of SLS
would be reduced in nonlinear models with non-Gaussian
errors; indeed the opposite is far more likely.
[13] Of particular significance are volume errors in the
rainfall measurements. As discussed in the case study in the
companion paper, if storm depths are poorly estimated
(which would not be unusual, particularly in sparsely
gauged catchments), the mass conservative properties of
rainfall-runoff models can distort parameter values yielding
poor predictions. Hence, although attractive because of
simplicity and well-understood statistical properties, tradi-
tional SLS regression is rarely appropriate in hydrological
modeling because of significant uncertainty in the rainfall
forcing. Indeed, it is precisely rainfall errors that typically
dominate data errors because of the significant spatial and
temporal variability of rainfall fields [Zawadzki, 1973]
compared with much smaller streamflow errors. A funda-
mental problem with (4) and its precursor (3) is illustrated
by comparing calibration in two distinct cases: (1) a rain
gauge is outside a large catchment and (2) the rain gauge is
inside a small catchment. A user of (3) or (4) may be well
aware of the dramatic difference in reliability of the rainfall
records in these situations, yet is powerless to systematically
reflect this knowledge in the likelihood function; it has no
terms dependent on input uncertainty. The same problem
arises with other objective functions derived from equation
(4), for example, Nash-Sutcliffe efficiency, lenient GLUE
pseudolikelihoods and composite (multiobjective) func-
tions. Addressing this problem is a major objective of this
study.
[14] Because of the structure of hydrologic models, where
the response depends on the forcing, formal Bayesian
parameter inference accounting for both input and output
uncertainty requires the introduction of additional latent
variables that correct the forcing series. A generalization
of the BATEA framework introduced by Kavetski et al.
[2002] that explicitly incorporates the uncertain forcing
model and its parameters into the inference equations is
obtained by allowing vague priors on the input error model
parameters, for example, the mean and variance of the storm
multipliers.
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[15] Let the exact inputs be related to the observed inputs
via a function g( ), so that X g(X, ~ F), where F is a vector
of random variables. For example, in this work, F is the
vector of storm multipliers, m = {mi, i = 1. . . Nm}, where mi
is the multiplicative error for the depth of the ith storm. The
multiplier approach assumes the storm depth d is the only
quantity in error, whereas the rainfall pattern is correct up to
a multiplicative constant mi, such that d~i = midi, where d~i
and di are the observed and true precipitations depths for the
ith storm. Further discussion of this strategy can be found
below. Also let {Bx, By} comprise the parameters of the
input and output uncertainty models, for example, variance
of response measurement errors, mean of input storm multi-
pliers, etc.
[16] Application of Bayes’ equation yields the following
posterior distribution of the model parameters and auxiliary
error model quantities
   
 ~ X;
 p YjQ; ~ F; Bx ; By p Q; F; Bx ; By jX
~
p Q; F; Bx ; By jX; Y ¼
~ ~   ð6Þ
p Yj ~X~
This equation is best understood by viewing {Q, F, Bx, By}
~ =
as a single entity W, applying Bayes’ rule p(WjY)
~ ~ ~
p(YjW)p(W)/p(Y) and then conditioning everything on X.
[17] It can be further assumed that the prior on {Q, F,
Bx, By} is independent of the observed forcing X~ and the
~
output likelihood p(Yj) is independent of the input
parameters Bx,
   
 ~ X;
 p YjQ; ~ F; By p Q; F; Bx ; By
p Q; F; Bx ; By jX;
~ Y~ ¼   ð7Þ
p Yj~X
~
In general, the prior in (6) and (7) will also be separable,
since prior knowledge on model parameters and data
uncertainty is typically independent.
   
p Q; F; Bx ; By ¼ pðQÞpðFjBx ÞpðBx Þp By ð8Þ
The second and third components in (8) are absent in the
traditional regression equations (2) and (3) and represent
the input error model. When the rainfall record is known
to be accurate, the distribution p(FjBx) should be highly
concentrated around the observed value, whereas for data
known to be inaccurate it should be diffuse. As expected,
in the limit as p(FjBx) converges to a Dirac (point) pdf,
BATEA converges to standard regression with fixed
regressor. The priors p(Bx) and p(By) reflect how much
is known about the error models themselves. If the
modeler has a good understanding of data sampling errors
(i.e., rain gauges and rating curves), this information
should be reflected in p(Bx) and p(By).
[18] The very direct treatment of input uncertainty comes
at a cost: the BATEA inference must be augmented with
latent variables, making the dimensionality of the problem
dependent on the length of observed data (and the type of
error model assumed). In addition, if both the forcing and
response are observed with large uncertainties, the utility of
any parameter estimation methodology becomes question-
able, particularly when a poor model is used. Fortunately, in
many cases it is reasonable to expect discharge measure-
ments to be fairly accurate compared to the rainfall, which is
W03407 KAVETSKI ET AL.: INPUT UNCERTAINTY IN HYDROLOGY, 1
the assumption underlying the presentation of BATEA in
this paper.
[19] The feasibility of BATEA in a practical computation
depends vitally on using an efficient numerical implemen-
tation and taking maximum advantage of the structure of the
problem. Fortunately, the use of smooth well-behaved
models of the SPM type, coupled with Newton-type opti-
mization methods (for recent applications in hydrology, see,
e.g., Kavetski et al. [2006a, 2006b]) specifically customized
(a la Gauss-Newton) for least squares – type components in
BATEA posterior distributions allows remarkably fast so-
lution of the BATEA equations. The current computational
implementation of BATEA will be discussed in more detail
in section 4.
[20] The prior p(Q, F, Bx, By) is modified by the observed
data, yielding the posterior distribution p(Q, F, Bx, ByjX,
~ Y).
~
Unlike the standard regression (3), BATEA yields useful
feedback about the input/output uncertainty, for example,
marginal distributions p(FjX, ~ Y).~ The selection and
validation of error models and prior distributions for
the BATEA equation (6) is discussed in detail below,
with emphasis on exploiting available hydrological
knowledge. Note that the separability condition (8) is
convenient yet not strictly necessary: a joint prior can
also be prescribed.
[21] The BATEA equation (6) is closely related to errors-
in-variables methods in econometrics [e.g., Zellner, 1971]
and can also be viewed as a general state space model or
nonlinear off-line Kalman filter (note that the final equation
(8) assumes independent errors). Unlike current methods in
hydrology, it directly addresses the total data uncertainty by
specifying error models for both input and output series that
can and must be tested against all available evidence.
Importantly, at the expense of computational complexity,
it does not rely on additional approximations that can
undermine alternative methods, for example, instrumental
variables (IV) techniques [e.g., Young, 2002]. The latter are
accurate and efficient whenever the input corruption is low
to moderate, but deteriorate as input uncertainty increases.
Unfortunately, it is not always easy to diagnose such
problems in IV methods.
[22] The BATEA equations presented in this paper do not
incorporate an explicit (separate) characterization of model
hypothesis uncertainty; they effectively assume that model
error can be absorbed into the data noise. The meaningful
characterization of model uncertainty is therefore the next
challenge, to be tackled after the effects of input error are
well understood.
3. Specification of Input Error Models
3.1. Storm Depth Multiplier Model
[23] The rainfall series used in the calibration may span
decades and comprise hundreds of thousands of observa-
tions. It is hence imperative to exploit any structure in the
input error to reduce the number of latent variables in (6). It
is currently impractical to make every single rainfall obser-
vation a latent variable (which corresponds to F = X). An
attractive way to parsimoniously parameterize input uncer-
tainty is the storm depth multiplier model previously de-
scribed by Kavetski et al. [2002]. The key idea is that
although rainfall gauges may register the internal storm
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pattern more or less consistently, the depth measurements
depend strongly on the trajectory of the storm cell through
the catchment and may be in systematic error for each
storm. In addition, when information from multiple gauges
is combined, the areal average depends on the total basin
area and on the areas represented by each gauge. If these
areas are inaccurately estimated, the averaged precipitation
depth will also be erroneous. Finally, assuming multiplica-
tive, rather than additive, errors makes the noise model less
scale-dependent.
[24] If the storm depth is corrupted by multiplicative
Gaussian noise with known variance, the BATEA posterior
parameter pdf is
       
p Q; m; By jX; ~ Bx / N mjmm ; s2 p YjQ;
~ Y;
m
~ m pðQÞp By ð9Þ
~ X;
where m is a vector of multipliers (one for each storm) and
N(jmm, s2m) is the normal (Gaussian) pdf with known mean
mm and variance s2m (i.e., Bx = {mm, s2m}). Assuming a priori
unbiased rainfall gauges implies mm = 1. The hydrological
model is forced by the estimated ‘‘true’’ input X, computed
from the observed input and the multipliers, X ~ m).
g(X,
The true input corresponding to a particular multiplier set
can be computed from the observed input series simply by
dividing rainfall depth within the storms in the observed
series by its corresponding multiplier (since the multipliers
are defined as d~i = midi for the ith storm). One of the
deficiencies of the multiplier approach is that it does not
allow for nonzero rainfall at time t n if the observed rainfall
for that time was zero. As will be further discussed below,
the multiplier concept is not sacrosanct in BATEA; it can be
replaced by more realistic uncertainty models as our
understanding of rainfall corruption increases.
[25] Note that equation (9) is a special case of the general
BATEA (6) – (8), where F = m, p(FjBx) is Gaussian and the
input error parameters Bx = {mm, s2m}T are fixed using point
(Dirac) priors (hence Bx appears in the conditioning of the
posterior pdf).
[26] Although the streamflow record is typically quite
accurate, recalling the difficulty in distinguishing between
output noise and model error, an additive Gaussian noise
model with unknown variance By = s2y is assumed for the
output (alternative error models could be used, but are
tangential to our discussion of input errors), yielding the
posterior pdf
       
p Q; m; s2y jX; ~ Bx / N ðmjBx ÞN Yjh
~ Y; ~ m ; s2 p s2 pðQÞ
~ Q; X;
y y
ð10Þ
Specifying the noninformative Jeffreys’ prior on the output
variance makes it possible to integrate s2y out (see Appendix
A for details). This procedure is not strictly necessary but is
beneficial to reduce the dimensionality of the problem.
Prescribing uniform bounded priors on s2y yields the fol-
lowing nonlinear total least squares regression
    Ny
p Q; mjX;
~ Y; ~ 2
~ Bx / N ðmjBx ÞSSy Q; X; Y ð11Þ
where the output sum of squares SSy is defined similarly
to (5), but this time forcing the model with the filtered
W03407 KAVETSKI ET AL.: INPUT UNCERTAINTY IN HYDROLOGY, 1
input data computed from the latent variables (storm
multipliers m).
  X
N
SSy Q; X; Y
~ ¼ ðyn hn ðQ; XÞÞ2 ð12Þ
n¼1
[27] The input multiplier model may be modified by
assuming a lognormal distribution of m, thus excluding
negative multipliers (the Gaussian model must be trun-
cated to exclude such cases). The posterior distribution is
then
    Ny
p Q; mjX; ~ 2
~ Bx / N ðlog mjBx ÞSSy Q; X; Y
~ Y; ð13Þ
where mm = 0 if the prior mode of m is set to 1.0.
[28] The multiplier error model was tested using synthetic
data by Kavetski et al. [2002], demonstrating its superiority
to standard SLS methods that ignore regressor uncertainty.
The stormwise multiplier model corresponds to the assump-
tion of multiplicative error such that complete correlation
exists between intrastorm errors and no correlation exists
between the interstorm errors. It is also attractive in that it
provides a simple way to identify first-order volume errors
in the rainfall hyetograph.
3.2. Noninformative Multiplier Model
[29] A special case of the Gaussian input model arises as
s2m
s2m(max) is also futile: the
s2m ! 1 and the multipliers attain a uniform prior (perhaps
bounded by upper/lower limits). Although possibly appro-
priate in some extreme cases, such an error model assumes
that the informational content of the rain gauges series is
limited to pattern only, with no useful information regarding
storm depth. The procedure hence discards potentially
useful information; previous tests using synthetic data
indicate that this approach is ill posed and inferior to the
informative Gaussian likelihood. It is also difficult to accept
that the rainfall pattern could be captured correctly if the
uncertainty in the actual values is extremely large (or
infinite, as s2m ! 1 implies).
[30] It is noted that calibrating models by sampling
storm multipliers from uniform distributions with wide
bounds and evaluating the goodness of fit using likeli-
hood functions dependent solely on the observed and
predicted responses [e.g., Kavetski et al., 2000] is equiv-
alent to specifying the noninformative multiplier model.
Posterior checks of the multiplier distributions are then
particularly important to diagnose potential failures of the
error models.
3.3. Vague Input Error Models
[31] The inference equations (11) and (13) require knowl-
edge of the parameters of the input error model. Although
fixing the mean mm by assuming unbiased gauges may be
reasonable in some cases (orographic influences may negate
this assumption), less is understood about the degree of
rainfall uncertainty, i.e., the multiplier variance s2m, which
has a significant effect on the estimated parameters. As
s2m ! 0 BATEA converges toward standard SLS, while
s2m ! 1 leads to the problematic uniform distribution
discussed in the previous section. Values between these
extremes allow variation of input while still favoring
values closer to the observed data.
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[32] Whenever little is known about rainfall uncertain-
ties, it is tempting to specify a noninformative prior on
s2m, for example, Jeffreys’ prior p(s2m) / 1/s2m or a
uniform rectangular prior p(s2m) = const, i.e., treating it
in the same way as the variance of the output noise.
Keeping a point (Dirac) prior p(mm) at mm = 1 and
assuming a Gaussian multiplier model then yields the
following posterior pdf, including the input error variance
as subject of inference
        Ny
p Q; m; s2m jX; ~ 2 ð14Þ
~ mm / N mjmm ; s2 p s2 SSy Q; X; Y
~ Y;
m m
[33] Integrating over s2m yields, for Jeffreys’ prior,
  N   Ny
p Q; mjX;
~ Y; ~ 2
~ mm / SSm ðmÞ 2m  SSy Q; X; Y ð15Þ
X
where SSm(m) = Ni¼1 m
(mi mm)2. Although this approach
apparently incorporates a noninformative prior on the
rainfall uncertainty, a careful attempt to explore (15)
quickly runs into a fatal error: the posterior is unbounded
whenever mi = mm 8 i, causing the inference to degenerate.
Since mm is the expected value of m, equations (14) and (15)
are unusable. The problem has nothing to do with the
impropriety of Jeffreys’ prior on s2m; replacing it by a
rectangular prior s2m(min)
maximum of p(Q, mjX, ~ Y)~ then depends very strongly (and
almost solely) on s2m(min) and becomes arbitrarily large as
s2m(min) ! 0. Even changing the likelihood of the multipliers
does not help, since any distribution becomes arbitrarily
peaked as its variance decreases, ultimately collapsing into
the Dirac function. This problem highlights the profound
asymmetry between the effects of input and output errors:
while almost complete freedom is available when prescrib-
ing output error models, input error models must be
carefully checked.
[34] Also note that simply bounding m away from 1, for
example, using a tolerance em  1 does not solve the
problem: the posterior can be made arbitrarily large by
reducing em. It is sobering that numerical optimization or
sampling of (14) may actually produce a ‘‘successful’’
result. For example, an uncontrolled uniform importance
sampler may simply report a J-shaped posterior for sm,
whereas certain termination conditions (e.g., convergence of
successive iterates so that Ds2m is small) may allow optimi-
zation algorithms to report an ‘‘optimal solution’’ s2m  em.
These results are spurious and result from a misuse of
approximation methods.
[35] The problem with certain priors in errors-in-variables
modeling was considered by Zellner [1971] and others.
Although precise prior information on s2m is not necessary,
p(s2m) must have at least some information content, and
must certainly discourage s2m  0 (which, in hydrology,
makes physical sense since the rainfall is known to contain
significant errors).
[36] Although little is currently understood about rain-
fall uncertainty, it is possible to specify a vague prior for
rainfall uncertainty that reasonably agrees with hydrolog-
ical ‘‘intuition’’. For example, it is unlikely that rainfall
errors are on average as low as 1%, or as high as
1000%.
W03407 KAVETSKI ET AL.: INPUT UNCERTAINTY IN HYDROLOGY, 1
[37] Consider an inverse gamma prior on s2m with shape
parameter n0 > 0 (which can be interpreted as degrees of
freedom) and scale parameter s0 > 0

  1 n 0 s2
p s2m jn0 ; s0 / n0 þ1
exp 20
sm 2sm
Combining this prior with the input likelihood component
yields
      blesome are timing errors in either or both rainfall and
p m; s2m jn0 ; s20 / p s2m jn0 ; s20 p mjs2m
 
1 n 0 s2 1 SSm ðmÞ
/ n0 þ1 exp 20 exp
sm 2sm sNmm 2s2m
Integrating over s2m and using the Gaussian output error
model (see Appendix A for details) yields the marginal
posterior pdf as
 
 Nm þn0 1
p Q; mjX; ~ mm ; n0 ; s20 / SSm ðmÞ þ n0 s20 2
~ Y;
  Ny
~ 2
 SSy Q; X; Y
[38] Unlike noninformative priors, the inverse gamma
prior prevents the posterior from becoming unbounded
provided v0 and s0 are positive (nonzero). Equation (18)
corresponds to (6) with Bx = {mm, s2m, n0, s20}T, fixed point
prior p(mm, n0, s20) and integrating out By = s2y and s2m. The
prior parameter s20 is asymptotically related to the expecta-
tion of s2m, whereas n0 represent the prior precision of this
information (the prior has the same influence on the
posterior as n0 additional observations). Note that the
posterior parameter distribution (17) does not necessarily
imply that values of m near 1.0 are automatically optimal.
The output component of the posterior exerts a strong
influence on the likelihood function, particularly if the input
discretization into multipliers is coarse relative to the output
response discretization, that is, Ny  Nm. As the modeler’s
uncertainty in the input variance increases and n0 ! 0, the
inverse gamma prior asymptotes toward a noninformative
Jeffreys-type shape, but excludes the problematic region s2m
 0. Whenever the knowledge of input errors is very vague,
the parameter optimization is guided more by the response
fit than by preserving the observed inputs. This is reason-
able in environmental modeling, where rainfall uncertainty
usually exceeds streamflow uncertainty. The case study in
the companion paper further considers the selection of prior
distributions.
[39] Following the inference of the model parameters and
the true data, it is possible to back calculate the variances s2m
and s2y using the standard formula
1 X Nz
s2z ¼ ðzn E ½ z Þ2
Nz 1 n¼1
where z = m, y and the expectation E[] can be estimated
numerically using arithmetic averages. These posterior
calculations give useful feedback on the estimated extent
of input and output errors. Alternatively, the variances can
be included into the analysis explicitly as unknowns along
W03407
with the parameters and multipliers. Although this yields
complete posterior distributions of s2m and s2y , the analytical
integration described above is beneficial to reduce the
dimension of the problem and reduce its computational
burden.
ð16Þ
3.4. Inadequacy of the Input Multiplier Model:
The Need for Realistic Uncertainty Models
[40] It would be naive to expect rainfall errors to always
follow the stormwise corruption pattern. Particularly trou-
streamflow. In such cases no amount of multiplicative storm
depth adjustment will account for the lack of synchroniza-
tion between the rainfall and runoff series. Indeed using
ð17Þ multiplicative degrees of freedom to compensate for timing
errors may severely distort the inference. The inadequacy of
the multiplier model emphasizes the importance of prior and
posterior checks of the error models. For example, when-
ever it is clear that timing errors are present, the data models
must be modified, for example, by replacing or augmenting
storm depth multipliers by shift parameters X with a
prescribed distribution, so that F = {m, X}T. The general
form of BATEA (6) calls for the specification of appropriate
ð18Þ input/output models; the multiplier model or the additive
Gaussian output noise are by no means sacrosanct. Yet the
authors hope the availability of a framework to use and
refine forcing/response uncertainty models will stimulate
the understanding of data corruption and model error
processes. Also note that, in principle, similar procedures
can be used to account for the uncertainty in inputs other
than rainfall, for example, evapotranspiration (ET). Yet
introducing too many additional error models is also unde-
sirable, since their potential interactions make it difficult to
check their validity.
[41] It is argued that a balance has to be struck between
the complexity of the hydrological model and the com-
plexity of the data treatment procedure. The situation
where a simple hydrological model is supplemented with
very complex data models can be just as unsatisfactory as
a complex, sensitive model analyzed assuming that the
rainfall data is exact.
3.5. Utility of BATEA-Calibrated Models:
Regionalization and Prediction
[42] The objectives of parameter estimation are (1) gain-
ing insight into the catchment dynamics and (2) improving
the predictions of a model. The first objective is important
in scientific hydrology and is also closely related to the
problem of parameter regionalization (finding relations
between the parameters of conceptual models and physical
catchment characteristics). If such relations exist, they can
be used to estimate parameters for ungauged catchments.
The second objective concerns engineering hydrology,
where the models are used in flood predictions, real-time
forecasting, etc.
ð19Þ [43] The immediate utility of BATEA is in regionalization
and model analysis. Since the type and extent of input data
uncertainty will vary from catchment to catchment depend-
ing on the rain gauge network density and quality (as well
as catchment orography), parameter bias will also vary from
catchment to catchment and can obscure genuine parameter
trends. The reduction of parameter bias using BATEA could
alleviate these problems.
6 of 9
W03407 KAVETSKI ET AL.: INPUT UNCERTAINTY IN HYDROLOGY, 1
[44] When using BATEA in prediction, several additional
considerations apply. Since BATEA is designed specifically
to account for the substantial uncertainty in the hydrological
forcings, it may not be always appropriate to force the
model with deterministic input during prediction either.
Possible strategies for incorporating the uncertainty in the
future inputs are listed below.
[45] 1. Ignore forcing uncertainty, i.e., assume that the
future forcing is known exactly. This could be appropriate if
the estimated response to some specific event is required
(e.g., a 1-in-100 years storm event, or a storm of given
magnitude). However, in real-time forecasting, where the
input data remains uncertain, this approach may lead to
misleading predictions;
[46] 2. Randomize the future forcing series using the prior
uncertainty model employed in the calibration (e.g., drawing
samples of future storm multipliers from the gamma distri-
bution) and use them when constructing prediction limits on
future responses. This approach could be adopted in fore-
casting applications when no data is available to calibrate the
storm multipliers. It is noted that for vague input uncertainty
models such randomization of future forcings may result in
significant predictive uncertainty;
[47] 3. Use the posterior, or inferred, input uncertainty
model to randomize the ‘‘future’’ forcing series (e.g.,
sampling a multiplier, parametrically or nonparametrically,
from the empirical distribution obtained during the
BATEA calibration). This method could be used in fore-
casting applications when the quality of the forcing data is
similar to that of the forcing data used in the calibration of
the storm multipliers.
4. Computational Methods for BATEA
[48] A major cost of comprehensively treating total errors
in models of form (1) using the BATEA formalism (6) is the
number of additional latent variables parameterizing the
input error, potentially resulting in very high dimensional
pdfs. For example, each additional storm included in the
analysis results in an additional latent variable. Exploration
of such distributions using analytical or classical numerical
methods remains infeasible, particularly for strongly non-
linear models, yet recent developments in approximation
methods, particularly Monte Carlo (MC) and Markov Chain
Monte Carlo (MCMC) methods offer practical methods to
explore such complex high-dimensional distributions; more-
over, they do not require the knowledge of the proportion-
ality constant in (6).
[49] The theory of MCMC methods is gradually maturing
[e.g., Chen et al., 2000]; hydrological applications have
typically used variations of the Metropolis algorithm
[Kuczera and Parent, 1998]. In general, the Metropolis
scheme can be viewed as an acceptance-rejection sampler
with varying proposal function. As with all importance-
type samplers, the key to efficiency is the proposal
(generating) distribution. Numerical experimentation
showed that a random walk chain with fixed Gaussian
proposal distribution can be grossly inefficient, since an
optimal proposal function is difficult to estimate a priori.
Instead, the sampling covariance is adapted using a gen-
eralization of the Haario algorithm [Haario et al., 2001],
where updating is performed every k steps, rather than
every step. The exploration of posterior distributions using
7 of 9
W03407
MC methods is particularly attractive, since the samples
can be used to visualize parameter distributions, compute
parameter quantiles and moments, as well as compute
prediction limits on the model response to any forcing.
[50] Care must also be taken when starting the Metropolis
algorithm and checking its convergence. Starting the sam-
pling at a random point is problematic since the distribution
may include geometrically complex regions of very low
probability, which can trap the sampler. This work hence
employs multiple chains started at the posterior mode,
computed using an optimization algorithm such as the
SCE method [Duan et al., 1992] or multistart Newton
algorithms. Either scheme reduces chances of entrapment
by local minima, but the Newton-based scheme will be
more efficient for smooth models (for further discussion, see
Kavetski et al. [2006b]). The convergence of the subsequent
Metropolis sampling is assessed by the mixing of the chains
[Gelman et al., 1998].
[51] A good, theoretically near-optimal, initial covariance
matrix C0 for the multinormal proposal distribution can
obtained by inverting the negative Hessian matrix
@ 2logep(v)/@v2 at the mode v0 of the posterior distribution
(the vector v contains all the arguments of the posterior pdf,
for example, vT = {QT, FT, BTx, BTy }. If the distribution is
approximately Gaussian, this initialization is optimal, more-
over, C0 is useful in its own right as a second-order
approximation to the actual variance of the posterior distri-
bution [Gelman et al., 1998]. The Hessian can be approx-
imated using finite differences. In this work an adaptive
central difference algorithm that minimizes numerical errors
using a variation of Ridder’s method is employed [Press et
al., 1992]. However, for smooth SPM models, computing a
Gauss-Newton-type Hessian estimate by linearizing the
model with respect to its inputs is also accurate and in fact
more efficient since it is available as a byproduct of the
optimization. Moreover, simply setting the initial covari-
ance to a scaled unit matrix with sufficiently small diagonal
elements and letting Haario updating adjust the proposal
also worked quite well.
[52] It is stressed that given enough sampling, all consis-
tent and stable methods, whether MC, MCMC or determin-
istic, converge to the posterior distribution given by
equation (6); the selection of the sampler is hence primarily
a question of computational efficiency and feasibility. As
more accurate and efficient algorithms are developed, they
can supersede the pilot computational schemes suggested in
this paper. Finally, in a ‘‘restricted cost’’ application, where
complete MCMC analysis of the posterior distribution is
infeasible, it is possible to explore the parameter distribu-
tions in a simpler way, optimizing the model using (18) as
the objective function and using perturbations to the optimal
parameters to identify the local parameter uncertainty. This
‘‘minimalist’’ approach may succeed for well-behaved
models and data, but is inferior to the full MCMC analysis
since it yields only local (and hence less reliable) informa-
tion about the parameter distributions.
5. Representing Model Error in
Parametric Models
[53] The current generation of conceptual hydrological
models is often a crude approximation of the true catchment
dynamics. Moreover, the modeling errors arising from such
W03407 KAVETSKI ET AL.: INPUT UNCERTAINTY IN HYDROLOGY, 1 W03407

simplified catchment representation are not necessarily of lems with current calibration schemes that ignore rainfall
simple white noise form, as assumed by traditional param- errors are suggested, including a very general framework
eter estimation methods. As a result of this, not only can the that allows the modeler to use and refine the understanding
parameter estimates become inaccurate, but the prediction of both input/output errors, albeit at an increased computa-
limits also become unreliable. For example, in the classic tional expense. The importance of specifying informative
Bayesian regression paradigm, prediction limits in response prior information on the data accuracy is stressed and
to some forcing are computed by running the model parameter distribution equations are derived on the basis
(sampling its parameters from the posterior distribution) of vague prior accuracy information.
and then adding additional white noise on the responses.
This implies that none of the points forming the
prediction limit curve (or locus) correspond to the Appendix A: Variance Integration in SS Models
model evaluated with a particular parameter set. If [58] The combination of Gaussian error models with
the model is required to satisfy some physical constraints, variance s2 and Jeffreys’ prior p(s2) / 1/s2 allows analyt-
for example, conservation of mass, the prediction limits will ical manipulation to integrate the variance out of the
not, in general, satisfy these requirements. In some cases, inference equations. The sequence of steps is identical
this can yield unnecessarily wide or strange-looking predic- whether employed for the input or output variances. Sup-
tion limits. pose the posterior distribution of some parameters v given
[54] GLUE approaches the problem in a different way. data z (of length N) and model h() contains a Gaussian sum-
Instead of using additional noise to generate the predictive of-squared deviations component
uncertainty, it solely uses variation of model parameters
   
(‘‘parameter uncertainty’’) to generate prediction limits. p v; s2 j~z / N ~zjhðvÞ; s2  1=s2
Therefore GLUE prediction limits are always generated 0 XN 1
from parameter values that have passed the ‘‘quality con- ð~zn hn ðvÞÞ2
/ s exp @
N n¼1 A  1=s2
trol’’ implied by the pseudolikelihood function (although 2s2
each point on the prediction limit curve will generally 
correspond to different parameter sets). This can be a useful N 2 SS ðvÞ
/s exp ðA1Þ
advantage when there is considerable structure in the model 2s2
error that cannot be readily captured by standard models.
Moreover, if the system is such that it intrinsically requires [59] The pdf (A1) can be manipulated to integrate s2 out,
parameter variability, then the approach of simulating this yielding the marginal pdf p(vj~z) as follows [e.g., Box and
variability using a single parameter set plus some external Tiao, 1973]. Applying the transformation s2 = SS/2s yields
noise seems awkward. ds2 = ( SS/2s2)ds and hence
[55] A weakness of GLUE in dealing with model error is Z
that it makes no attempt to check whether or not  
pðvj~zÞ ¼ p v; s2 j~z ds2
parameter variability is truly required in each case.
Z 
Moreover, the width of the parameter distribution is not SS ðvÞ
linked directly to the data. Each pseudolikelihood mea- ¼ s N 2 exp ds2
2s2
sure induces some implicit ‘‘width’’ of parameter poste- Z
 
rior distributions, but no systematic attempt is made to ¼ ðSS ðvÞ=2sÞð N 2Þ=2 exp ð sÞ SS ðvÞ=2s2 ds
check whether this implicit assumption is reasonable. Z
  1
Therefore a hybrid method that systematically combines ¼ SS ðvÞ N =2 ð1=2sÞð N 2Þ=2 exp ð sÞ 2s2 ds
the strengths of both GLUE and classical parameter
estimation could be useful. / SS ðvÞ N =2 ðA2Þ
[56] This two-part paper focuses on systematic treatment
of forcing uncertainty and future work is necessary to since the last integral is a constant independent of v. The
establish whether input errors alone can account for poor advantage of the integration is that it reduces the dimen-
calibration fits often obtained in practice. Nonetheless, since sionality of the problem.
input uncertainty is most likely the dominant source of data [60] In this work the analytical procedure is used for the
uncertainty, it is reasonable to require any calibration output variance in all cases of BATEA, and also for the
method in hydrology to perform robustly when the forcing problematic Jeffreys’ prior on the input variance. Note that
data is corrupt. The authors are investigating several such the model degenerates whenever SS(v*) = 0 for some v*.
approaches for characterizing model error in conditions of The distribution then becomes unbounded and collapses
input uncertainty using the BATEA framework and will into a spike at v*. This is the problem described in the
report their findings in future work. section on vague input models.
[61] The combination of Gaussian models with a variance
6. Conclusions described by an inverse gamma prior is also analytically
integrable and avoids the degeneration when SS(v) = 0.
[57] A general Bayesian total error analysis methodology
for understanding data and model uncertainty in hydrolog-  
  1 SS ðvÞ 1 n0 s20
ical modeling was discussed, focusing on the common p v; s2 j~z / N exp exp
s 2s2 sn0 þ1 2s2
condition where the accuracy of the forcing (rainfall) data 
is significantly inferior to the accuracy of the response 1 SS ðvÞ þ n0 s20
/ N þn0 þ1 exp ðA3Þ
(streamflow) measurements. Practical ways to resolve prob- s 2s2

8 of 9
W03407 KAVETSKI ET AL.: INPUT UNCERTAINTY IN HYDROLOGY, 1
[62] Repeating the same sequence of steps then yields the
marginal pdf

 N þn20 1
pðvj~zÞ / SS ðvÞ þ n0 s20 ðA4Þ
Observe that the density remains finite for any nonnegative
value of SS(v) = 0. The interpretation of n0 as the degrees of
freedom of the prior is also apparent from (A4), where n0 is
added to the number of observations N in the exponent of
the SS term. The informational content of the prior is then
approximately equal to n0 additional observations.
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