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三水源新安江模型参数不确定性分析PAM算法
引用本文:程春田,李向阳.三水源新安江模型参数不确定性分析PAM算法[J].工程科学,2007,9(9):47-51.
作者姓名:程春田  李向阳
作者单位:大连理工大学土木水利学院,辽宁 大连 116024;大连理工大学土木水利学院,辽宁 大连 116024
基金项目:国家自然科学 基金资助项目 (50479055)
摘    要:针对水文模型参数不确定性分析常用方法 收敛速度缓慢,容易陷入参数空间局部最优区域等 问题,提出了PAM (parallel adaptive metropolis) 算法;对三水源新安江模型参数不确定性进行分析 研究。实例研究表明显著提高了计算速度和求解质 量,参数后验分布结果为区间预报提供了条件。

关 键 词:水文模型    参数不确定性分析    MCMC    PAM    并行计算

A Parallel Adaptive Metropolis Algorithm for Uncertainty
Cheng Chun-Tian and Li Xiang-Yang.A Parallel Adaptive Metropolis Algorithm for Uncertainty[J].Engineering Sciences,2007,9(9):47-51.
Authors:Cheng Chun-Tian and Li Xiang-Yang
Abstract:Markov Chain Monte Carlo (MCMC) methods, which are popular for estimating parameters uncertainty of hydrologic models, generally converge slowly, and are easy to get stuck in a local optimized region in the parametric space during uncertainty assessment of hydrologic model parameters. In this paper the Parallel Adaptive Metropolis (PAM) algorithm is presented to access the parameters uncertainty of hydrologic models. The PAM algorithm provides an adaptive MCMC sampler to estimate the posterior probability distribution of parameters under Bayesian framework. The performance of the PAM algorithm is greatly improved in the manner of parallel computing. The PAM algorithm is applied to assess the parameter uncertainty of Xinanjiang model using hydrologic data from Shuangpai Reservoir. The case study demonstrates that there is considerable uncertainty about the Xinanjiang model parameters. The hydrograph prediction uncertainty ranges associated with the posterior distribution of the parameters estimates can bracket the observed flows well, but not large, indicating that the method is feasible.
Keywords:hydrologic model  uncertainty assessment    MCMC  PAM  parallel computing
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