Effect of Uncertainty in Input and Parameter Values On Model Prediction Error
Effect of Uncertainty in Input and Parameter Values On Model Prediction Error
Effect of Uncertainty in Input and Parameter Values On Model Prediction Error
Unite dAgronomie, Institut National de la Recherche Agronomique (INRA), BP 27, 31326 Castanet Tolosan Cedex, France
b
Unite de Recherche en Ecophysiologie et Horticulture, Institut National de la Recherche Agronomique (INRA),
Domaine Saint-Paul, Site Agroparc, 84914 A6ignon Cedex 9, France
Accepted 26 September 1997
Abstract
Uncertainty in input or parameter values affects the quality of model predictions. Uncertainty analysis attempts to
quantify these effects. This is important, first of all as part of the overall investigation into model predictive quality
and secondly in order to know if additional or more precise measurements are worthwhile. Here, two particular
aspects of uncertainty analysis are studied. The first is the relationship of uncertainty analysis to the mean squared
error of prediction (MSEP) of a model. It is shown that uncertainty affects the model bias contribution to MSEP, but
this effect is only due to non linearities in the model. The direct effect of variability is on the model variance
contribution to MSEP. It is shown that uncertainty in the input variables always increases model variance. Similarly,
model variance is always larger when one averages over a range of parameter values, as compared with using the
mean parameter values. However, in practice, one is usually interested in the model with specific parameter values.
In this case, one cannot draw general conclusions in the absence of detailed assumptions about the correctness of the
model. In particular, certain particular parameter values could give a smaller model variance than that given by the
mean parameter values. The second aspect of uncertainty analysis that is studied is the effect on MSEP of having both
literature-based parameters and parameters adjusted to data in the model. It is shown that the presence of adjusted
parameters in general, decreases the effect of uncertainty in the literature parameters. To illustrate the theory derived
here, we apply it to a model of sugar accumulation in fruit. 1998 Elsevier Science B.V.
Keywords: Model evaluation; Uncertainty analysis; Sensitivity analysis; Prediction error; Parameter adjustment
1. Introduction
338
2. Theory
339
340
(1)
where,
L = E{[Y* E(Y*U*)]2}
population variance
D=E{[E(Y*U*) E( f(U. *, P. U*)]2}
model bias
G=E{[E( f(U. *, P. U*) f(U. *, P. )] }
2
model variance.
(See Bunke and Droge, 1984 and Wallach and
Goffinet, 1987 for similar decompositions). The
population variance term measures how variable
Y* is for fixed values of the inputs U*. This
term is small if the input variables in the model
explain most of the variability in Y. Thus, the
value of this term can be used to judge the
choice of input variables (see Wallach and
Goffinet, 1987, 1989), but it will not concern us
here since it is independent of variability in the
input variables or parameters. The model bias
term measures the average squared difference
between the average Y* for a given U*, and the
corresponding model prediction averaged over
U. * and P. . It is a measure of how well the
model equations represent Y as a function of U.
If U and P enter linearly in the model, then
E(f(U. *, P. U*)=f(U*, P), and so the bias term,
like the population variance term, is independant of the variability in U. * and in P. . For
nonlinear models however, the model bias term
will not be independent of variability. The
model variance term G represents the direct effect of uncertainty in the input variables or
parameters. For each value of U*, one calculates the variance of the model predictions, and
then one averages over the input values for the
population of interest.
It is of interest to compare the effect of uncertainty on MSEP, with the calculations of un-
f(U. *, P. , Q. (P. ))
: f[U*, P, Q(P)]
+
+
+
+
(f(u, p)
(p U*,P
!
and
GP = E
(f(u, p)
(u U*, P
(f(u, p)
(p U*, P
SU
!
(P. * P*)
(f(u, p)
(u U*,P
SP
(f(u, p)
.
(p U*,P)
(P. P)
n"
(Q(p) (f(u, p, q)
U*,P,Q. (P)
(p
(q
!
(f(u, p, q)
U*,P,Q(P)
(q
SQ (P)
"
(f(u, p, q)
U*,P,Q. (P)
(p
G: GU +GP,
GU =
(f(u, p, q)
U,P,Q(P)
(q
(Q(p) (f(u, p, q)
U*,P,Q(P)
(p
(q
(f(u, p, q)
SP
U*,P,Q. (P)
(p
with
GQ = E
(Q(p) (f(u, p, q)
U*,P,Q. (P)
(p P
(q
GPA = E
and
(f(u, p, q)
U*,P,Q. (P)
(p
where
(f(u, p)
f(U. *, P. ):f(U*, P)+
(u U*,P
(U. * U*)
(f(u, p, q)
U*,P,Q. (P) (U. * U*)
(u
G: GU + GPA + GQ,
341
"
(f(u, p, q)
U*,P,Q(P) .
(q
342
a2
,
1+ exp{ a3[DAB(t) DAB(0) a4]/a2}
Typeb
a1 (g)
a2 (g)
a3 (g/day)
a4 (day)
m (1/DD)
T0 (C)
k1
ct
g
k2 (1/DD)
l
l
l
l
l
l
l
l
l
a
2.48
26.1
2.15
35.3
5105
7
0.54
0.445
0.084
0.00308
0
0
0
0
0
0
0
3.4106
7.8103
2.5109
a
Units in parentheses; DD, degree days; threshold temperature
T0.
b
l, Literature parameter; a, parameter estimated by adjusting
model to data.
343
Table 2
Contributions to G
Parameter
Contribution to G (g2)
ct
g
k2
0.0001a
0.0049a
0.0039b
a
b
344
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