Stochastic calibration and learning in nonstationary hydroeconomic models

M. P. Maneta, R. Howitt

Research output: Contribution to journalArticlepeer-review

9 Scopus citations


Concern about water scarcity and adverse climate events over agricultural regions has motivated a number of efforts to develop operational integrated hydroeconomic models to guide adaptation and optimal use of water. Once calibrated, these models are used for water management and analysis assuming they remain valid under future conditions. In this paper, we present and demonstrate a methodology that permits the recursive calibration of economic models of agricultural production from noisy but frequently available data. We use a standard economic calibration approach, namely positive mathematical programming, integrated in a data assimilation algorithm based on the ensemble Kalman filter equations to identify the economic model parameters. A moving average kernel ensures that new and past information on agricultural activity are blended during the calibration process, avoiding loss of information and overcalibration for the conditions of a single year. A regularization constraint akin to the standard Tikhonov regularization is included in the filter to ensure its stability even in the presence of parameters with low sensitivity to observations. The results show that the implementation of the PMP methodology within a data assimilation framework based on the enKF equations is an effective method to calibrate models of agricultural production even with noisy information. The recursive nature of the method incorporates new information as an added value to the known previous observations of agricultural activity without the need to store historical information. The robustness of the method opens the door to the use of new remote sensing algorithms for operational water management. Key Points We use the enKF to calibrate an economic model of agricultural production The enKF solves a regularized mathematical program Recursive calibration of hydroeconomic models with noisy data

Original languageEnglish
Pages (from-to)3976-3993
Number of pages18
JournalWater Resources Research
Issue number5
StatePublished - May 2014


  • agricultural production
  • ensemble Kalman filter
  • hydroeconomics
  • positive mathematical programming
  • regularization
  • water management


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