IDEAS home Printed from https://ideas.repec.org/a/eee/csdana/v187y2023ics016794732300110x.html
   My bibliography  Save this article

Additive dynamic models for correcting numerical model outputs

Author

Listed:
  • Chen, Yewen
  • Chang, Xiaohui
  • Luo, Fangzhi
  • Huang, Hui

Abstract

Numerical air quality models are pivotal for the prediction and assessment of air pollution, but numerical model outputs may be systematically biased. An additive dynamic model is proposed to correct large-scale raw model outputs using data from other sources, including readings collected at ground monitoring networks and weather outputs from other numerical models. An additive partially linear model specification is employed for the nonlinear relationships between air pollutants and covariates. In addition, a multi-resolution basis function approximate is proposed to capture the different small-scale variations of biases, and a discretized stochastic integro-differential equation is constructed to characterize the dynamic evolution of the random coefficients at each spatial resolution. An expectation-maximization algorithm is developed for parameter estimation and a multi-resolution ensemble-based scheme is embedded to accelerate the computation. For statistical inference, a conditional simulation technique is applied to quantify the uncertainty of parameter estimates and bias correction results. The proposed approach is used to correct the biased raw outputs of PM2.5 from the Community Multiscale Air Quality (CMAQ) system for China's Beijing-Tianjin-Hebei region. Our method improves the root mean squared error and continuous rank probability score by 43.70% and 34.76%, respectively. Compared to other statistical methods under different metrics, our model has advantages in both correction accuracy and computational efficiency.

Suggested Citation

  • Chen, Yewen & Chang, Xiaohui & Luo, Fangzhi & Huang, Hui, 2023. "Additive dynamic models for correcting numerical model outputs," Computational Statistics & Data Analysis, Elsevier, vol. 187(C).
  • Handle: RePEc:eee:csdana:v:187:y:2023:i:c:s016794732300110x
    DOI: 10.1016/j.csda.2023.107799
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S016794732300110X
    Download Restriction: Full text for ScienceDirect subscribers only.

    File URL: https://libkey.io/10.1016/j.csda.2023.107799?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Simon N. Wood, 2020. "Rejoinder on: Inference and computation with Generalized Additive Models and their extensions," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(2), pages 354-358, June.
    2. Abhirup Datta & Sudipto Banerjee & Andrew O. Finley & Alan E. Gelfand, 2016. "Hierarchical Nearest-Neighbor Gaussian Process Models for Large Geostatistical Datasets," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(514), pages 800-812, April.
    3. Matthias Katzfuss & Jonathan R. Stroud & Christopher K. Wikle, 2016. "Understanding the Ensemble Kalman Filter," The American Statistician, Taylor & Francis Journals, vol. 70(4), pages 350-357, October.
    4. Sudipto Banerjee & Alan E. Gelfand & Andrew O. Finley & Huiyan Sang, 2008. "Gaussian predictive process models for large spatial data sets," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 70(4), pages 825-848, September.
    5. Julian Besag & Jeremy York & Annie Mollié, 1991. "Bayesian image restoration, with two applications in spatial statistics," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 43(1), pages 1-20, March.
    6. Håvard Rue & Sara Martino & Nicolas Chopin, 2009. "Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 71(2), pages 319-392, April.
    7. Claudio Heinrich & Kristoffer H. Hellton & Alex Lenkoski & Thordis L. Thorarinsdottir, 2021. "Multivariate Postprocessing Methods for High-Dimensional Seasonal Weather Forecasts," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 116(535), pages 1048-1059, July.
    8. James M. Salter & Daniel B. Williamson & John Scinocca & Viatcheslav Kharin, 2019. "Uncertainty Quantification for Computer Models With Spatial Output Using Calibration-Optimal Bases," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 114(528), pages 1800-1814, October.
    9. Bivand, Roger & Gómez-Rubio, Virgilio & Rue, Håvard, 2015. "Spatial Data Analysis with R-INLA with Some Extensions," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 63(i20).
    10. Andrew Finley & Sudipto Banerjee & Alan Gelfand, 2012. "Bayesian dynamic modeling for large space-time datasets using Gaussian predictive processes," Journal of Geographical Systems, Springer, vol. 14(1), pages 29-47, January.
    11. Finn Lindgren & Håvard Rue & Johan Lindström, 2011. "An explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 73(4), pages 423-498, September.
    12. Pulong Ma & Emily L. Kang, 2020. "Spatio‐Temporal data fusion for massive sea surface temperature data from MODIS and AMSR‐E instruments," Environmetrics, John Wiley & Sons, Ltd., vol. 31(2), March.
    13. Christopher Wikle & Mevin Hooten, 2010. "A general science-based framework for dynamical spatio-temporal models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 19(3), pages 417-451, November.
    14. Noel Cressie & Gardar Johannesson, 2008. "Fixed rank kriging for very large spatial data sets," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 70(1), pages 209-226, February.
    15. Christopher Wikle & Mevin Hooten, 2010. "Rejoinder on: A general science-based framework for dynamical spatio-temporal models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 19(3), pages 466-468, November.
    16. Furrer, Reinhard & Sain, Stephan R., 2010. "spam: A Sparse Matrix R Package with Emphasis on MCMC Methods for Gaussian Markov Random Fields," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 36(i10).
    17. Higdon, Dave & Gattiker, James & Williams, Brian & Rightley, Maria, 2008. "Computer Model Calibration Using High-Dimensional Output," Journal of the American Statistical Association, American Statistical Association, vol. 103, pages 570-583, June.
    18. Xu, Ke & Wikle, Christopher K. & Fox, Neil I., 2005. "A Kernel-Based Spatio-Temporal Dynamical Model for Nowcasting Weather Radar Reflectivities," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 1133-1144, December.
    19. Gneiting, Tilmann & Raftery, Adrian E., 2007. "Strictly Proper Scoring Rules, Prediction, and Estimation," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 359-378, March.
    20. Marina Riabiz & Wilson Ye Chen & Jon Cockayne & Pawel Swietach & Steven A. Niederer & Lester Mackey & Chris. J. Oates, 2022. "Optimal thinning of MCMC output," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(4), pages 1059-1081, September.
    21. Gavin Shaddick & Matthew L. Thomas & Amelia Green & Michael Brauer & Aaron van Donkelaar & Rick Burnett & Howard H. Chang & Aaron Cohen & Rita Van Dingenen & Carlos Dora & Sophie Gumy & Yang Liu & Ran, 2018. "Data integration model for air quality: a hierarchical approach to the global estimation of exposures to ambient air pollution," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 67(1), pages 231-253, January.
    22. Simon N. Wood, 2020. "Inference and computation with generalized additive models and their extensions," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(2), pages 307-339, June.
    23. Marc C. Kennedy & Anthony O'Hagan, 2001. "Bayesian calibration of computer models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 63(3), pages 425-464.
    24. Lindgren, Finn & Rue, Håvard, 2015. "Bayesian Spatial Modelling with R-INLA," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 63(i19).
    25. Montserrat Fuentes & Adrian E. Raftery, 2005. "Model Evaluation and Spatial Interpolation by Bayesian Combination of Observations with Outputs from Numerical Models," Biometrics, The International Biometric Society, vol. 61(1), pages 36-45, March.
    26. Matthias Katzfuss, 2017. "A Multi-Resolution Approximation for Massive Spatial Datasets," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(517), pages 201-214, January.
    27. Jonathan R. Bradley & Christopher K. Wikle & Scott H. Holan, 2019. "Spatio‐temporal models for big multinomial data using the conditional multivariate logit‐beta distribution," Journal of Time Series Analysis, Wiley Blackwell, vol. 40(3), pages 363-382, May.
    28. Veronica J. Berrocal & Alan E. Gelfand & David M. Holland, 2012. "Space-Time Data fusion Under Error in Computer Model Output: An Application to Modeling Air Quality," Biometrics, The International Biometric Society, vol. 68(3), pages 837-848, September.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Wang, Craig & Furrer, Reinhard, 2021. "Combining heterogeneous spatial datasets with process-based spatial fusion models: A unifying framework," Computational Statistics & Data Analysis, Elsevier, vol. 161(C).
    2. Matthew J. Heaton & Abhirup Datta & Andrew O. Finley & Reinhard Furrer & Joseph Guinness & Rajarshi Guhaniyogi & Florian Gerber & Robert B. Gramacy & Dorit Hammerling & Matthias Katzfuss & Finn Lindgr, 2019. "A Case Study Competition Among Methods for Analyzing Large Spatial Data," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 24(3), pages 398-425, September.
    3. Peter A. Gao & Hannah M. Director & Cecilia M. Bitz & Adrian E. Raftery, 2022. "Probabilistic Forecasts of Arctic Sea Ice Thickness," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 27(2), pages 280-302, June.
    4. Matthias Katzfuss & Joseph Guinness & Wenlong Gong & Daniel Zilber, 2020. "Vecchia Approximations of Gaussian-Process Predictions," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 25(3), pages 383-414, September.
    5. C. Forlani & S. Bhatt & M. Cameletti & E. Krainski & M. Blangiardo, 2020. "A joint Bayesian space–time model to integrate spatially misaligned air pollution data in R‐INLA," Environmetrics, John Wiley & Sons, Ltd., vol. 31(8), December.
    6. Sameh Abdulah & Yuxiao Li & Jian Cao & Hatem Ltaief & David E. Keyes & Marc G. Genton & Ying Sun, 2023. "Large‐scale environmental data science with ExaGeoStatR," Environmetrics, John Wiley & Sons, Ltd., vol. 34(1), February.
    7. Zilber, Daniel & Katzfuss, Matthias, 2021. "Vecchia–Laplace approximations of generalized Gaussian processes for big non-Gaussian spatial data," Computational Statistics & Data Analysis, Elsevier, vol. 153(C).
    8. Bledar A. Konomi & Emily L. Kang & Ayat Almomani & Jonathan Hobbs, 2023. "Bayesian Latent Variable Co-kriging Model in Remote Sensing for Quality Flagged Observations," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 28(3), pages 423-441, September.
    9. Xiaoyu Xiong & Benjamin D. Youngman & Theodoros Economou, 2021. "Data fusion with Gaussian processes for estimation of environmental hazard events," Environmetrics, John Wiley & Sons, Ltd., vol. 32(3), May.
    10. Huang Huang & Sameh Abdulah & Ying Sun & Hatem Ltaief & David E. Keyes & Marc G. Genton, 2021. "Competition on Spatial Statistics for Large Datasets," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 26(4), pages 580-595, December.
    11. Silius M. Vandeskog & Sara Martino & Daniela Castro-Camilo & Håvard Rue, 2022. "Modelling Sub-daily Precipitation Extremes with the Blended Generalised Extreme Value Distribution," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 27(4), pages 598-621, December.
    12. Jingjie Zhang & Matthias Katzfuss, 2022. "Multi-Scale Vecchia Approximations of Gaussian Processes," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 27(3), pages 440-460, September.
    13. Jialuo Liu & Tingjin Chu & Jun Zhu & Haonan Wang, 2022. "Large spatial data modeling and analysis: A Krylov subspace approach," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 49(3), pages 1115-1143, September.
    14. Guhaniyogi, Rajarshi & Banerjee, Sudipto, 2019. "Multivariate spatial meta kriging," Statistics & Probability Letters, Elsevier, vol. 144(C), pages 3-8.
    15. I. Gede Nyoman Mindra Jaya & Henk Folmer, 2022. "Spatiotemporal high-resolution prediction and mapping: methodology and application to dengue disease," Journal of Geographical Systems, Springer, vol. 24(4), pages 527-581, October.
    16. Edwards, Matthew & Castruccio, Stefano & Hammerling, Dorit, 2020. "Marginally parameterized spatio-temporal models and stepwise maximum likelihood estimation," Computational Statistics & Data Analysis, Elsevier, vol. 151(C).
    17. Giri Gopalan & Christopher K. Wikle, 2022. "A Higher-Order Singular Value Decomposition Tensor Emulator for Spatiotemporal Simulators," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 27(1), pages 22-45, March.
    18. Ying C. MacNab, 2018. "Some recent work on multivariate Gaussian Markov random fields," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(3), pages 497-541, September.
    19. Zhang, Shen & Liu, Xin & Tang, Jinjun & Cheng, Shaowu & Qi, Yong & Wang, Yinhai, 2018. "Spatio-temporal modeling of destination choice behavior through the Bayesian hierarchical approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 512(C), pages 537-551.
    20. Zammit-Mangion, Andrew & Rougier, Jonathan, 2018. "A sparse linear algebra algorithm for fast computation of prediction variances with Gaussian Markov random fields," Computational Statistics & Data Analysis, Elsevier, vol. 123(C), pages 116-130.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:187:y:2023:i:c:s016794732300110x. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.