Probabilistic hydrological post-processing at scale: Why and how to apply machine-learning quantile regression algorithms

G. Papacharalampous, H. Tyralis, A. Langousis, A. W. Jayawardena, B. Sivakumar, N. Mamassis, A. Montanari, and D. Koutsoyiannis, Probabilistic hydrological post-processing at scale: Why and how to apply machine-learning quantile regression algorithms, Water, doi:10.3390/w11102126, 2019.

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[English]

We conduct a large-scale benchmark experiment aiming to advance the use of machine-learning quantile regression algorithms for probabilistic hydrological post-processing “at scale” within operational contexts. The experiment is set up using 34-year-long daily time series of precipitation, temperature, evapotranspiration and streamflow for 511 catchments over the contiguous United States. Point hydrological predictions are obtained using the Génie Rural à 4 paramètres Journalier (GR4J) hydrological model and exploited as predictor variables within quantile regression settings. Six machine-learning quantile regression algorithms and their equal-weight combiner are applied to predict conditional quantiles of the hydrological model errors. The individual algorithms are quantile regression, generalized random forests for quantile regression, generalized random forests for quantile regression emulating quantile regression forests, gradient boosting machine, model-based boosting with linear models as base learners and quantile regression neural networks. The conditional quantiles of the hydrological model errors are transformed to conditional quantiles of daily streamflow, which are finally assessed using proper performance scores and benchmarking. The assessment concerns various levels of predictive quantiles and central prediction intervals, while it is made both independently of the flow magnitude and conditional upon this magnitude. Key aspects of the developed methodological framework are highlighted, and practical recommendations are formulated. In technical hydro-meteorological applications, the algorithms should be applied preferably in a way that maximizes the benefits and reduces the risks from their use. This can be achieved by (i) combining algorithms (e.g., by averaging their predictions) and (ii) integrating algorithms within systematic frameworks (i.e., by using the algorithms according to their identified skills), as our large-scale results point out.

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Our works that reference this work:

1. G. Papacharalampous, D. Koutsoyiannis, and A. Montanari, Quantification of predictive uncertainty in hydrological modelling by harnessing the wisdom of the crowd: Methodology development and investigation using toy models, Advances in Water Resources, 136, 103471, doi:10.1016/j.advwatres.2019.103471, 2020.
2. G. Papacharalampous, H. Tyralis, D. Koutsoyiannis, and A. Montanari, Quantification of predictive uncertainty in hydrological modelling by harnessing the wisdom of the crowd: A large-sample experiment at monthly timescale, Advances in Water Resources, 136, 103470, doi:10.1016/j.advwatres.2019.103470, 2020.
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