skip to main content
US FlagAn official website of the United States government
dot gov icon
Official websites use .gov
A .gov website belongs to an official government organization in the United States.
https lock icon
Secure .gov websites use HTTPS
A lock ( lock ) or https:// means you've safely connected to the .gov website. Share sensitive information only on official, secure websites.


Title: Assessing Ecosystem State Space Models: Identifiability and Estimation
Abstract Hierarchical probability models are being used more often than non-hierarchical deterministic process models in environmental prediction and forecasting, and Bayesian approaches to fitting such models are becoming increasingly popular. In particular, models describing ecosystem dynamics with multiple states that are autoregressive at each step in time can be treated as statistical state space models (SSMs). In this paper, we examine this subset of ecosystem models, embed a process-based ecosystem model into an SSM, and give closed form Gibbs sampling updates for latent states and process precision parameters when process and observation errors are normally distributed. Here, we use simulated data from an example model (DALECev) and study the effects changing the temporal resolution of observations on the states (observation data gaps), the temporal resolution of the state process (model time step), and the level of aggregation of observations on fluxes (measurements of transfer rates on the state process). We show that parameter estimates become unreliable as temporal gaps between observed state data increase. To improve parameter estimates, we introduce a method of tuning the time resolution of the latent states while still using higher-frequency driver information and show that this helps to improve estimates. Further, we show that data cloning is a suitable method for assessing parameter identifiability in this class of models. Overall, our study helps inform the application of state space models to ecological forecasting applications where (1) data are not available for all states and transfers at the operational time step for the ecosystem model and (2) process uncertainty estimation is desired.  more » « less
Award ID(s):
2016264 1750113 1926388
PAR ID:
10400994
Author(s) / Creator(s):
; ;
Publisher / Repository:
Springer Science + Business Media
Date Published:
Journal Name:
Journal of Agricultural, Biological and Environmental Statistics
Volume:
28
Issue:
3
ISSN:
1085-7117
Page Range / eLocation ID:
p. 442-465
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
More Like this
  1. Abstract Lakes are biogeochemical hotspots on the landscape, contributing significantly to the global carbon cycle despite their small areal coverage. Observations and models of lake carbon pools and fluxes are rarely explicitly combined through data assimilation despite successful use of this technique in other fields. Data assimilation adds value to both observations and models by constraining models with observations of the system and by leveraging knowledge of the system formalized by the model to objectively fill observation gaps. In this article, we highlight the utility of data assimilation in lake carbon cycling research by using the ensemble Kalman filter to combine simple lake carbon models with observations of lake carbon pools and fluxes. We demonstrate that data assimilation helps reduce uncertainty in estimates of lake carbon pools and fluxes and more accurately estimate the true carbon pool size compared to estimates derived from observations alone. Data assimilation techniques should be embraced as valuable tools for lake biogeochemists interested in learning about ecosystem dynamics and forecasting ecosystem states and processes. 
    more » « less
  2. ABSTRACT The rapid increase in the volume and variety of terrestrial biosphere observations (i.e., remote sensing data and in situ measurements) offers a unique opportunity to derive ecological insights, refine process‐based models, and improve forecasting for decision support. However, despite their potential, ecological observations have primarily been used to benchmark process‐based models, as many past and current models lack the capability to directly integrate observations and their associated uncertainties for parameterization. In contrast, data assimilation frameworks such as the CARbon DAta MOdel fraMework (CARDAMOM) and its suite of process‐based models, known as the Data Assimilation Linked Ecosystem Carbon Model (DALEC), are specifically designed for model‐data fusion. This review, motivated by a recent CARDAMOM community workshop, examines the development and applications of CARDAMOM, with an emphasis on its role in advancing ecosystem process understanding. CARDAMOM employs a Bayesian approach, using a Markov Chain Monte Carlo algorithm to enable data‐driven calibration of DALEC parameters and initial states (i.e., carbon pool sizes) through observation operators. CARDAMOM's unique ability to retrieve localized model process parameters from diverse datasets—ranging from in situ measurements to global satellite observations—makes it a highly flexible tool for analyzing spatially variable ecosystem responses to environmental change. However, assimilating these data also presents challenges, including data quality issues that propagate into model skill, as well as trade‐offs between model complexity, parameter equifinality, and predictive performance. We discuss potential solutions to these challenges, such as reducing parameter equifinality by incorporating new observations. This review also offers community recommendations for incorporating emerging datasets, integrating machine learning techniques, strengthening collaboration with remote sensing, field, and modeling communities, and expanding CARDAMOM's relevance for localized ecosystem monitoring and decision‐making. CARDAMOM enables a deep, mechanistic understanding of terrestrial ecosystem dynamics that cannot be achieved through empirical analyses of observational datasets or weakly constrained models alone. 
    more » « less
  3. Abstract In ecology, it is common for processes to be bounded based on physical constraints of the system. One common example is the positivity constraint, which applies to phenomena such as duration times, population sizes, and total stock of a system’s commodity. In this paper, we propose a novel method for parameterizing Lognormal state space models using an approach based on moment matching. Our method enforces the positivity constraint, allows for arbitrary mean evolution and variance structure, and has a closed-form Markov transition density which allows for more flexibility in fitting techniques. We discuss two existing Lognormal state space models and examine how they differ from the method presented here. We use 180 synthetic datasets to compare the forecasting performance under model misspecification and assess the estimation of precision parameters between our method and existing methods. We find that our models perform well under misspecification, and that fixing the observation variance both helps to improve estimation of the process variance and improves forecast performance. To test our method on a difficult problem, we compare the predictive performance of two Lognormal state space models in predicting the Leaf Area Index over a 151 day horizon by using a process-based ecosystem model to describe the temporal dynamics. We find that our moment matching model performs better than its competitor, and is better suited for intermediate predictive horizons. Overall, our study helps to inform practitioners about the importance of incorporating sensible dynamics when using models of complex systems to predict out-of-sample. 
    more » « less
  4. Forecasting the block maxima of a future time window is a challenging task due to the difficulty in inferring the tail distribution of a target variable. As the historical observations alone may not be sufficient to train robust models to predict the block maxima, domain-driven process models are often available in many scientific domains to supplement the observation data and improve the forecast accuracy. Unfortunately, coupling the historical observations with process model outputs is a challenge due to their disparate temporal coverage. This paper presents Self-Recover, a deep learning framework to predict the block maxima of a time window by employing self-supervised learning to address the varying temporal data coverage problem. Specifically Self-Recover uses a combination of contrastive and generative self-supervised learning schemes along with a denoising autoencoder to impute the missing values. The framework also combines representations of the historical observations with process model outputs via a residual learning approach and learns the generalized extreme value (GEV) distribution characterizing the block maxima values. This enables the framework to reliably estimate the block maxima of each time window along with its confidence interval. Extensive experiments on real-world datasets demonstrate the superiority of Self-Recover compared to other state-of-the-art forecasting methods. 
    more » « less
  5. Gaining money and high profit is the dream of electricity market investors; however, it requires accurate financial knowledge and price forecasting ability. Most of the investors are used the electricity market historical information for forecasting power generation, consumption, and utility price. Unfortunately, electricity market time-series profile is high volatility and change over time, so the factual data cannot accurately reflect the electricity market states such as power consumption and generation. In the literature, there is no systematic way or suitable models that can fit, analyze, and predict electricity market system states over time. Interestingly, this paper proposes an electricity market state-space model which is obtained by a set of electricity market differential equations. After simplifying of these equations, the continuous-time electricity market state-space model is derived. Using discrete-time step size parameter, the continuous-time system is discretised. Furthermore, the noisy measurements are obtained by a set of smart sensors. Finally, the Kalmna filter based electricity market state forecasting algorithm is developed based on noisy measurements. Simulation results show that the proposed algorithm can properly forecast the electricity market states. Consequently, this kind of model and algorithm can help to develop the electricity market simulator and assist investor to participate/invest electricity market regardless of the world economic downtown. 
    more » « less