Journal of Hydrology (2008) 356, 56 69

available at www.sciencedirect.com

journal homepage: www.elsevier.com/locate/jhydrol

A Bayesian approach to decision-making under

uncertainty: An application to real-time forecasting
in the river Rhine
a,b,* b
P. Reggiani , A.H. Weerts

a
Section of Hydraulic Structures and Probabilistic Design, Delft University of Technology, P.O. Box 5048,
2600GA Delft, The Netherlands
b
Deltares-Delft Hydraulics, P.O. Box 177, 2600MH Delft, The Netherlands

Received 31 May 2007; received in revised form 13 March 2008; accepted 31 March 2008

KEYWORDS Summary Enhanced ability to forecast peak discharges remains the most relevant non-
Uncertainty; structural measure for flood protection. Extended forecasting lead times are desirable
Decision support; as they facilitate mitigating action and response in case of extreme discharges. Forecasts
Operational flood remain however affected by uncertainty as an exact prognosis of water levels is inherently
forecasting; impossible. Here, we implement a dedicated uncertainty processor, that can be used
Bayesian revision; within operational flood forecasting systems.
River Rhine The processor is designed to support decision-making under conditions of uncertainty.
The scientific approach at the basis of the uncertainty processor is general and indepen-
dent of the deterministic models used. It is based on Bayesian revision of prior knowledge
on the basis of past evidence on model performance against observations. The revision of
the prior distributions on water levels and/or flow rates leads to posterior probability
distributions that are translated into an effective decision support under uncertainty.
The processor is validated on the operational real-time river Rhine flood forecasting
system.
2008 Elsevier B.V. All rights reserved.

Introduction

Extreme river runoff events, which include both, high and

* Corresponding author. Address: Deltares-Delft Hydraulics, P.O. low-flows, have had large social and economic impact
Box 177, 2600MH Delft, The Netherlands. Tel.: +31 15 285 8882; fax: worldwide and continue to pose a regular concern to
+31 15 285 8582. society. Recent large floods in Europe, such as those that
E-mail address: paolo.reggiani@deltares.nl (P. Reggiani). have occurred in the Meuse and Rhine basins in 1995, over

0022-1694/$ - see front matter 2008 Elsevier B.V. All rights reserved.
doi:10.1016/j.jhydrol.2008.03.027
A Bayesian approach to decision-making under uncertainty
large areas of the United Kingdom in 1998 and 2000 and in
the Elbe basin in summer 2002, have led to increased inter-
est in research and development on upgrading existing oper-
ational flood forecasting systems in Europe.
Following recent conclusions of the fourth IPCC climate
assessment report (IPCC, 2007), enhanced meteorological
extremes are to be expected during the 21st century. A pos-
sible acceleration of the hydrological cycle may lead to
large fluctuations in discharges in European river systems.
Extreme discharges may become more frequent, calling
for structural and non-structural interventions. Significant
investments for the installation and upgrading of opera-
tional flood forecasting systems are already on the agenda
of national hydro-meteorological services. The World Mete-
orological Organization (WMO, 2006) acknowledges that in
many parts of the world forecasting remains the only effec-
tive measure which can be realistically implemented to pro-
tect life and property in the face of extreme meteorological
events.
Real-time forecasting constitutes a non-structural mea-
sure by providing warning and issuing alerts ahead of an
emergency. Extending the forecasting horizon allows time
allocation for mitigating action. A reliable assessment of
certainty of event occurrence in a real-time context safe-
guards operational users from issuing false alarms and insti-
tutional decision-makers from calling for unwarranted
action. Real-time flood forecasting systems are currently
operational in many parts of the world, including the Neth-
erlands, where forecasting systems for the Rhine and Meuse
have been installed. Potential flooding caused by those two
river systems raises security issues for the low-lying terri-
tory in the country.
A single deterministic water level or flow rate forecast
several hours ahead via a model simulation is of little value
to decision-makers, as there remains inherent uncertainty
associated with model output. The sources for the uncer-
tainty in the forecast are manifold (Krzysztofowicz, 1999)
and will be addressed in this paper. If an exceptional event
is forecasted, evacuation is a last resort intervention to save
lives. It is considered in situations, for which safety of the
population in risk areas can no longer be guaranteed. It re-
mains a costly action, which causes disruption to a range of
societal activities. Institutional bodies generally regard the
conclusion to initiate evacuation as a last resort option,
which should be based on carefully weighted and objective
decision-making. The uncertainty in the forecast at the ba-
sis of the decision, needs to be fully incorporated in the
decisional process and combined with a cost function (Raif-
fa and Schlaifer, 1961; De Groot, 1970; Todini, 2007). By
means of such a cost function, weighted by the probability
of event occurrence, the decision-maker can soundly deter-
mine if the total expected damage in issuing an alert is high-
er than in the case of taking no action (see also Section
Discussion). Providing an objective measure of the wicz (2000) and Krzysztofowicz and Kelly (2000)) or two-
uncertainty associated with a forecast constitutes thus an
essential prerequisite for sound decision support.
Research in the past 30 years has addressed many of
these aspects, including the development of forecasting sys-
tems that output some (partial or approximate) measure of
predictive uncertainty. Forecasts specifying the statistics of
discharge were produced for short lead times via the Kal-
man filter applied either to a deterministic hydrological
57
model (Kitanidis and Bras, 1980a,b; Szollosi-Nagy and Mekis,
1988; Georgakakos and Smith, 1990) or to an integrated hy-
dro-meteorological model (Georgakakos, 1987). Forecasts
specifying an ensemble of hydrographs were produced via
a deterministic hydrological model for short lead times (Lar-
det and Obled, 1994). While these systems pointed paths to
probabilistic forecasting, they have limitations: the first
type of system did not output the entire predictive probabil-
ity distribution function, whereas the second type of system
did not account for all sources of uncertainty. The introduc-
tion of Ensemble weather predictions in recent years gave
way to producing multiple stream-flow forecasts (Schaake
and Larsson, 1998). The currently ongoing large-scale inter-
national hydrological ensemble prediction experiment (HEP-
EX, Schaake et al. (2006)) explicitly addresses uncertainty
assessment in the context of ensemble stream-flow
predictions.
An adequate assessment of the uncertainty has the addi-
tional benefit of clearly separating the responsibilities and
tasks of the organization, operating the forecasting system,
from those of the decision-maker (Krzysztofowicz, 2001).
Here, we present an implementation of a probabilistic
uncertainty processor which elaborates a forecast in proba-
bilistic terms and offers an measure of the uncertainty of
the forecast. The theory of the processor has been devel-
oped in the Bayesian forecasting system (BFS) by Krzysztofo-
wicz (1999) and Krzysztofowicz and Kelly (2000). The
processor is executed off-line, after a forecast, and evalu-
ates the probability of occurrence of the predicted flow rate
or water level, conditional on all information available in
the forecasting process. The statistics performed by the
processor take historical model performance against obser-
vations into account. Consequently, decisions under condi-
tions of uncertainty can be taken objectively once an
acceptable damage level has been defined at the institu-
tional level. In this perspective quantifying the uncertainty
contributes to establishing an effective decision support
framework for end-users of flood forecasting products.
The general framework for a Bayesian forecasting sys-
tem (BFS) presented by Krzysztofowicz (1999) constitutes
a significant effort in formalizing the quantification of
uncertainty in the flood forecasting process, given arbitrary
deterministic models. The BFS consists of three compo-
nents: (i) an input uncertainty processor, (ii) a hydrologic
uncertainty processor and (iii) an integrator of uncertainty.
The BFS is based on a complete and consistent theory,
which identifies and separates relevant sources of uncer-
tainty. It provides a general reference framework for build-
ing the uncertainty processors and the integrator,
components which can be readily implemented in a real-
time flood forecasting system. Sequel papers have imple-
mented various BFS components as a one-branch processor
(precipitation-independent model, Kelly and Krzysztofo-
branch processor (precipitation-dependent model, Krzysz-
tofowicz and Herr (2001)), analyzed their statistical proper-
ties and carried out preliminary verifications. One of the
most salient features of the BFS theory is the provision of
a formal basis for the development and successive revision
of its components, whilst preserving internal consistency
and statistical properties, which make it appealing for
operational use.
58
In a recent paper (Reggiani and Weerts, 2008), we have
presented an application of the input uncertainty processor
(IUP) proposed by Krzysztofowicz (2004). The aim of the
present paper is an implementation of the hydrological
uncertainty processor (HUP) for the operational flood fore-
casting system of the river Rhine. Given the large river basin
size (160,000 km2) and an basin contraction time between 4
and 5 days, flood propagation and travel times in the princi-
pal river system are predictable with reasonable accuracy.
We present an application of the HUP, whereby we empha-
size the importance of an optimal specification of the prior
density in the particular Bayesian revision process. In con-
trast to Krzysztofowicz and Kelly (2000), who assume the
river system to behave as a Markov chain stochastic process,
we propose and parameterize a prior density on river stages
as a linear regression, in which multiple observations at up-
stream observing stations are taken into consideration.
The paper is structured into four sections: Section Prin-
ciples describes the principles underlying the Bayesian
processor, Section Uncertainty processor describes the
theory, Section Application introduces the operational
Rhine flood forecasting system and describes the data elab-
oration steps for the Bayesian processor, Section Experi-
ments discusses the numerical experiments and Section
Discussion draws the conclusions.
Principles
Variates
Adopting the notation by Krzysztofowicz (1999), we intro-
duce the following random variates, that describe the fore-
casting process: The ensemble
Hn;X H1;X ; . . . ; Hn;X 0 1 orological model. Ensemble weather forecasts essentially
called the predictand, are water levels recorded at fore-
casting times 1; . . . ; n at location X. These quantities lie in
the future with respect to those observed at the same loca-
tions, at an arbitrary number of historical times 1; . . . ; k up
to the time t0 0 at the onset of the forecast:
H0k;X H0;X ; . . . ; H0k;X 0 2
Last,
Sn;X S1;X ; . . . ; Sn;X 0 3 Eq. (4). However, the combination of precipitation with
is an ensemble of sets of modeled water levels at location X
and at the same times of the observations Hn;X . The realiza-
tions of the variates Hn;X , H0k;X and Sn;X are denoted with
the lowercase letters hn;X , h0k;X and sn;X , respectively.
Predictive uncertainty
The predictive uncertainty Krzysztofowicz (2001) can be de-
fined as a measure of the degree of certitude of the occur-
rence of an event, conditional on all the information
available in the forecasting process. In operational river
flow forecasting, an event consist in the exceedance of
a critical water level at a forecasting location X 1 . The total
predictive uncertainty on the predicted water level with
lead time n can be expressed in terms of the following con-
ditional probability density function:
P. Reggiani, A.H. Weerts
/hn;X 1 jsn;X 1 ; h0;X 1 ; . . . ; h0k;X m ; u; h; . . . 4
expressing the probability density on the water level hn;X 1 at
the forecasting location, conditional on the corresponding
modeled water level sn;X 1 and the level observations at a ser-
ies of observing stations X 1 ; X 2 ; . . . ; X m at times 0  k ahead
of t0 . The conditional probability distribution can in princi-
ple be considered conditional on additional information
such as the internal state vector u of the models and the
model parameter vector h. However, for the present appli-
cation, we assume the models to be well calibrated, such
that the parameters be considered fixed and certain. The
internal model states are considered optimized at the begin
of the forecast (e.g. by means of data assimilation tech-
niques), such that they can be considered certain as well.
On the basis of these assumptions (4) reduces to the follow-
ing conditional probability density function:
/hn;X 1 jsn;X 1 ; h0;X 1 ; . . . ; h0k;X m 5
We note the absence of any dependence on the meteorolog-
ical input, like precipitation and temperature, in (4) and
(5). The reason for this choice is the fact that the modeled
water level sn;X 1 at the forecasting location is a result of
uncertain meteorological input, that has already been pro-
cessed through the hydrological and hydraulic models. The
uncertainty in the input propagates through the model
chains and translates into uncertain water level predictions.
The assessment and quantification of this uncertainty is the
aim of the remaining part of this paper.
In this context, we note that ensemble weather forecasts
are frequently used in operational streamflow forecasting
with the goal of introducing additional randomization into
the meteorological forcing. These products are generally
obtained by perturbing initial condition vectors of the mete-
represent the total uncertainty on weather model output
(the forecasted precipitation), rather than conditional
uncertainty on the actual precipitation to be expected.
Additional Bayesian processing of meteorological model
output ensembles, along lines proposed by Krzysztofowicz
(2004) and implemented in Reggiani and Weerts (2008),
are required to get probabilities on actual precipitation,
which are conditional on meteorological forecasts and the
physical state of the atmosphere. This precipitation can
be subsequently used as additional conditioning variable in
additional conditioning variables in the expression for pre-
dictive uncertainty in Eq. (4) remains matter of further
investigation.
Uncertainty processor
Operational requirements
The uncertainty processor for a water level forecast is pro-
vided by an estimator for the conditional probability density
function / in (5). We seek a parameterization of the condi-
tional density / in a series of procedural steps, that have
been laid out in Krzysztofowicz and Kelly (2000). The
estimator will be formulated as Bayesian processor, which
revises a prior density on hn;X 1 by means of a likelihood func-
tion. In the context of a real-time forecasting system, the
A Bayesian approach to decision-making under uncertainty
operational requirements impose limitations on the meth-
ods to be used in estimating the marginal densities. Because
of time constraints one should avoid to need carrying out
large number of simulations on-line, as for instance required
when processing Monte Carlo sampled input data through a
deterministic model. Modeling the densities with analytical-
numerical expressions prepared off-line and only evaluated
on-line, as proposed by Krzysztofowicz and Kelly (2000) and
Kelly and Krzysztofowicz (2000), is a powerful approach to
increasing computing efficiency.
Bayesian formulation
The proposed uncertainty processor assesses the predictive
uncertainty by means of Bayesian revision of prior informa-
tion. Through inference from a prior probability distribution
function, the processor learns from historical knowledge
on the model performance given uncertain meteorological
input. A proper choice of the prior distribution function is
crucial for the efficiency of the revision, as it should contain
as much information on the behavior of the system as known
from observations only, in absence of a model. Krzysztofo-
wicz and Kelly (2000) propose a prior density, assuming that
the river can be modeled with a first-order Markov chain.
Their choice of the first-order Markov process facilitates
manipulations involved in the Bayesian formulation and
was applied to a relatively small system of 1450 km2. How-
ever, larger systems, like the river Rhine, are unlikely to be-
have first-order Markov, as rising and falling limb cannot be
discerned due to one single supporting observation h0;X 1 .
Moreover, the performance of the first-order Markov model
deteriorates rapidly with increasing lead-time of the fore-
cast. For these reasons, we propose to derive a prior distri-
bution function ghn;X 1 jh0;X 1 ; . . . ; h0k;X m from a linear
regression model, which involves level observations at mul-
tiple upstream stations. Increasing the number of observa-
tion points allows to model more accurately raising and
falling limbs of the flood wave at the forecasting point by
including m supporting observations k hours ahead of t0 .
The effects of various uncertainty sources enter the revi-
sion process via the marginal density fj of the model out-
put S, conditional on the observations H. The family of
densities fsn;X 1 j; h0;X 1 ; h0k;X 2 ; . . . ; h0k;X m represent the
likelihood of the predictand hn;X 1 , given all information (up-
stream observations and model predictions) available at the
onset of the forecast. A dependence of the likelihood on
additional variates, such as the internal model states u is
in principle possible. However, here we assume that the
internal model states are fixed and known and exclude these
from the likelihood formulation. The residuals vector
n sn;X 1  hn;X 1 represents the model error that is attribut-
able to the presence of uncertain meteorological input,
model conceptualization errors and possible implicit errors
due to sub-optimal initial conditions and internal model
states, which we do not keep explicitly in the formulation.
The likelihood function can therefore be seen as equivalent
to a full stochastic characterization of the model error. The
likelihood function f imports a probabilistic description of
the predicative capability of the model into the Bayesian
revision process. The total predictive uncertainty is given
by the revised posterior density:
59
/hn;X 1 jsn;X 1 ; h0;X 1 ; . . . ; h0k;X m
fsn;X 1 jhn;X 1 ; h0;X 1 ; . . . ; h0k;X m ghn;X 1 jh0;X 1 ; . . . ; h0k;X m
ksn;X 1 jh0;X 1 ; . . . ; h0k;X m
6
where
Z 1
ksn;X 1 jh0;X 1 ; . . . ; h0k;X m fsn;X 1 jhn;X 1 ; h0;X 1 ; . . . ; h0k;X m
1
ghn;X 1 jh0;X 1 ; . . . ; h0k;X m dhn;X 1 7
is the expected density on model output, conditional on all
information involved in the forecasting process.
Application
The river Rhine forecasting system
The HUP is applied to the operational flood forecasting sys-
tem for the river Rhine with a total surface area of
160,000 km2. The system is embedded in the forecasting
platform Delft-FEWS (Flood Early Warning System), an
open-architecture data management environment, which
facilitates interfacing generic hydrological and hydraulic
models with online data streams and a central data base
(Werner et al., 2004; Werner and Heynert, 2006). The online
data include water levels and precipitation and temperature
observations from a network of about 200 meteo-stations
spread across the entire basin. The hydrologic response is
simulated with the HBV model (Bergstrom, 1995). The mod-
el discretizes the Rhine basin into 134 districts or subbasins.
The hydrological model calculates the runoff from the trib-
utaries towards the main river Rhine channel. The propaga-
tion of the flood wave along the main channel is modeled
with the dynamic wave solver SOBEK Stelling and Verwey
(2005). The hydrodynamic model extends from the location
Maxau in the central Rhine basin, 670 km upstream, to the
river mouth. Fig. 1 depicts the Rhine basin with its principal
tributaries, selected observing stations and the travel time
isochrones. Here we focus on the basin control section Lob-
ith situated at the Dutch-German border, 170 km upstream
from the principal river mouth (Port of Rotterdam). The
hydrological and the hydrodynamic models are run hourly
in historical and in forecast mode. In historical mode, the
models are forced by real-time precipitation and tempera-
ture observed over a historical period of 196 h prior to the
start time of the forecast t0. Over the historical simulation
period the hydrological model output is updated with
stream flow observations by means of an automatic error-
correction method (Broersen and Weerts, 2005). The
error-corrected hydrological model output is subsequently
assigned as lateral inflow to the hydrodynamic model for
the main river channel.
In forecast mode, the hydrological model is forced by
deterministic weather forecasts providing gridded precipi-
tation and temperature data, which are transformed into
sub-basin averaged timeseries. The weather forecasts with
a 72 h lead time and 7 7 km grid size are provided by the
HIRLAM model operated at the Royal Dutch Meteorological
Service. Water levels simulated at Lobith at t0 are denoted
with s0;L , while those at the forecasting day n with sn;L . The
60 P. Reggiani, A.H. Weerts

Figure 1 The river Rhine basin with travel time isochrones.

corresponding observed levels are indicated with h0;L and
hn;L . As additional supporting information we use water lev-
els observations at the gauging station Cologne. Cologne is
situated about 150 km upstream of Lobith. The travel time
of a flood wave between the two stations is about 30 h.
The water levels observed at Cologne k days ahead of t0
are denoted with h0k;C . We examine hourly forecasts over
a continuous three-year period starting at the 1st of July
2002 and ending at the 30th of June 2005.
Data elaboration
The data for all three years are grouped into months to ac-
count for non-stationarity of the underlying processes. The
A Bayesian approach to decision-making under uncertainty
Jan, modelled
0.9 Apr, modelled
Jul, modelled
Oct, modelled
0.8 Jan, empirical
Apr, empirical
Jul, empirical
Empirical and 2-Parmameter Weibull fit
0.7 Oct, empirical
Jan, modeled
Apr, modeled
0.6 Jul, modeled
Oct, modeled
0.5
0.4
0.3
0.2
0.1
0
6 7 8 9
Figure 2
river Rhine system behaves differently in winter than in
summer, which is characterized by predominantly low
flows. High flows rates generally occur during the winter
months, especially December and January. Fig. 2 shows
cumulative probability distributions on water levels ob-
served in January (winter), April (spring), July (summer)
and October (autumn) at Lobith for the three-year observing
period. The pronounced cusps in the January curve indicate
inundation of the winter bed (flood plain) and the resulting
change in dynamics due to the double-trapezoidal shape of
the cross sections at Lobith. It is clear that water levels in
spring and summer are significantly lower than in autumn
or winter. The dashed and dotted curves indicate the 2-
parameter Weibull fits Ch to the data and the derived
pdf ch. We have tried to fit alternative models such as
the Gamma, Log-Weibull and Log-Logistic distribution func-
tions, which all delivered sub-optimal fits.
Normal quantile transform
The next procedural step is to map the respective variates
into the normal space through the application of the normal
quantile transform (NQT) (Van der Waerden, 1952,
1953a,b). The application of the NQT to non-gaussian ran-
dom variables yields gaussian surrogate variates in the nor-
mal space, where expressions for moments of distributions
are obtained analytically. Relationships between statistical
variables can be fitted via linear regression. Parametric
expressions for conditional marginal densities such as likeli-
61
10 11 12 13 14 15 16
water level H0,L (m)
Empirical and modelled cdfs, modelled pdfs, 20032005, Lobith.
hood, prior, an expected or a posterior density are obtained
in the normal space. The subsequent transformation back
into the original space yields parametric expressions for
the conditional densities and distributions in the original
variable space.
Gaussian variates are obtained by matching an empirical
probability distribution C with a Gaussian distribution
Q  and then performing an inversion Q 1 . The NQT, indi-
cated with Q 1 , of a non-Gaussian distribution yields thus
a series of corresponding transformed standard normal
variables:
g Q 1 Ch 8
1 Q 1 Ds 9
where C and D are the empirical distributions of corre-
sponding modeled distributions. The inverse C1 Q  and
D1 Q  yield again the non-gaussian variate in the original
space. In Fig. 3a, we see a plot of the stage 1n;L forecasted
at Lobith against the stage gn;L observed at the same time,
both transformed into the normal space, for lead times of
1, 2 and 3 days, respectively. The continuous line is the lin-
ear regression, while the dashed-dotted lines indicate the
80% confidence interval in the normal space. It is evident
that the correlations between the forecasted and the ob-
served water levels are significant. As we would expect,
the variance becomes larger with increasing lead-time.
Fig. 3b shows the forecasted versus the observed water le-
vel in the original space. The continuous curve is the trans-
formed linear regression in the original space, while the
dashed-dotted lines indicated the transformed confidence
62 P. Reggiani, A.H. Weerts

Normal space: likelihood, Lobith, July

3
2
s1 1
0
-1
-2
-3
-3 -2 -1 0 1 2 3
w
1

2
x2

-2

-4
-3 -2 -1 0 1 2 3
w
2
4

2
x3

-2

-4
-3 -2 -1 0 1 2 3
w3

Figure 3a Normal space: likelihood, Lobith, July.

envelope. More on the analytical expressions underlying the
mapping of the regression and the envelope curves can be
found in Krzysztofowicz and Kelly (2000).
Parameterizing the processor
The Bayesian processor (6) is specified by deriving paramet-
ric expressions for the family of the prior density
ghn;L jh0;L ; h0k;C and the family of likelihood functions
fsn;L jhn;L ; h0;L ; h0k;C . The evaluation of the prior density
and the likelihood is carried out following the steps laid
out in Krzysztofowicz and Kelly (2000). Details of the manip-
ulations are omitted and only the results synthesized
hereunder.
Prior density
The prior density is modeled assuming a linear relationship
between transformed normal variables. The transform gn;L
of the level forecasted at tn for Lobith, is related via a linear
regression to the normal transforms g0;L and g0k;C of obser-
vations at Lobith and Cologne at times t0 and t0k ,
respectively:
gn;L an g0;L bn g0k;C cn Nn 10
where the parameters an , bn and cn are regression con-
stants, while the residual Nn is statistically independent of
(g0;L ; g0k;C ) and normally distributed with zero mean and
variance s2n . The parametric expression of the conditional
prior density becomes (Krzysztofowicz and Kelly, 2000):
 
1 gn;L  an g0;L  bn g0k;C  cn
gQn gn;L jg0;L ; g0k;C q 11
sn sn
where q is the normal density operator and s2n VARgn;L j
g0;L ; g0k;C . The values for the regression constants an ,
bn , cn ,and sn for lead times n 24; 48; 72 hours, level
observations h0k;C at Cologne for k 24 hours, and
selected months, are listed in Table 1. We see that with
increasing lead time the standard deviation increases
consistently for all seasons, as we would expect. One can
moreover see that correlations between hn;L and h0;L de-
crease for increasing n, while the (negative) correlation
with the level h024;C observed at Cologne is on average
strongest at lead-time n 48 h. For n 72 the correlation
with h024;C is strongest in April, and October, while it is
weaker in January. This is explained by the faster flow
velocity in winter due to higher discharge, thus shorter
travel times for the peak to reach Lobith from Cologne.
In July the correlation significantly increases between
n 48 and n 72 due to the slow velocity during the sum-
mer low flow period. It takes thus longer for a flow peak
observed at Cologne to reach Lobith. The regression shift
constant cn is very small and is thus approximated with
zero implying that the the regression line goes through
the origin. Given the fact that the marginal densities of
the transformed variables are standard normal, one could
therefore also make the direct assumption of linear
stochastic dependence between variables. Under such a
hypothesis one could avoid to perform a regression
because the joint bi-normal distribution of the variables,
e.g. between fgn;L and g0;L g will only be a function of their
cross-correlation coefficient. However, for the mathemat-
ical developments in this paper we decided to continue
using linear regressions.
A Bayesian approach to decision-making under uncertainty 63

Original space: likelihood, Lobith, July

11

10
s1, [m]

7
7.5 8 8.5 9 9.5 10 10.5
h , [m]
1

11

10
s2, [m]

7
7.5 8 8.5 9 9.5 10 10.5
h2, [m]

11

10
s3, [m]

7
7.5 8 8.5 9 9.5 10 10.5
h , [m]
3

Figure 3b Original space: likelihood, Lobith, July.

Table 1 Coefficients and standard deviation in the prior distribution for h0k;C , k 24 h, lead times 24, 48 and 72 h, selected
months
an bn cn sn
n 24 h
January 0.6613 0.2652 0.0000 0.1537
April 0.6252 0.2819 0.0000 0.1097
July 0.5542 0.3519 0.0000 0.2393
October 0.1483 0.1873 0.0000 0.1274

n 48 h
January 0.7097 0.0732 0.0000 0.3857
April 0.4853 0.2574 0.0000 0.4509
July 0.2996 0.6056 0.0000 0.4861
October 0.1502 0.2279 0.0000 0.3302

n 72 h
January 0.7596 0.1504 0.0000 0.6106
April 0.4411 0.1264 0.0000 0.6720
July 0.1542 0.6690 0.0000 0.6894
October 0.2141 0.3648 0.0000 0.5288

Likelihood tions at Lobith and Cologne at times t0 and t0k ,

The likelihood is modeled in analogy to the prior den-
sity, assuming again a linear relationship between the
transformed normal variables. The transform 1n;L of the
forecasted level at Lobith is related via a linear regres-
sion to the normal transform gn;L of the level observed
at time tn , and the transforms g0;L and g0k;C of observa-
respectively:
1n;L an gn;L bn g0;L cn g0k;C d n Hn 12
where the parameters an , bn , cn and d n are regression con-
stants, while the residual Hn is stochastically independent
from (gn;L ; g0;L ; g0k;C ) and normally distributed with zero
64 P. Reggiani, A.H. Weerts

mean and variance r2n (not shown here). The parametric
expression of the likelihood becomes:
fQn 1n;L jgn;L ; g0;L ; g0k;C
 
1 1n;L  an gn;L  bn g0;L  cn g0k;C  d n
q 13
rn rn
where q is the normal density operator and r2n VAR1n jgn;L ;
g0;L ; g0k;C . Table 2 summarizes the regression coefficients
and standard deviations for lead times of n equal to 24, 48
and 72 h and level observations at Cologne at t024 . The
trend in the numerical values for the regression coefficients
can be explained in analogy to Table 1. Also here the regres-
sion constant d n is very small and approximable with zero.
Posterior density
The posterior density in the normal space is obtained by
combining the prior (11) and the likelihood (13), both nor-
mal linear, with the transformed conditional expected den-
sity kQn 1n;L jg0;L ; gn;L ; g0k;C , as stated by Bayes theorem. The
underlying manipulations are omitted and can be found in
Krzysztofowicz and Kelly (2000). The parameterized density
in the normal space results in the expression:
at t024 are summarized in Table 3. We note that the coeffi-
cient Dn remains very small and is thus approximated by
zero. The coefficient Cn is negative in most cases, which
indicates that if the level in Cologne decreases, the one in
Lobith increases and vice-versa.
Transformation into the original space
In the original variable space, the prior density of levels at
forecasting time tn , conditional on those observed at fore-
cast start time t0 at Lobith and at time t0k in Cologne, takes
on the form:
gn hn;L jh0;L ; h01;C
chn;L
sn qQ 1 Chn;L
!
Q 1 Chn;L  an Q 1 Ch0;L  bn Q 1 Ch0k;C  cn
q
sn
15
where chn;L is the marginal density of hn;L at forecast time
tn , Lobith. The posterior density in the original space of ac-
tual water levels to be expected at time tn at Lobith, condi-

!
chn;L Q 1 Chn;L  An Q 1 Dsn;L  Bn Q 1 Ch0;L  Cn Q 1 Ch0k;C  Dn
/n hn;L jsn;L ; h0;L ; h01;C  q 16
T n qQ 1 Chn;L Tn

/Qn gn;L j1n;L ; g0;L ; g0k;C
 
1 gn;L  An 1n;L  Bn g0;L  Cn g0k;C  Dn
q 14
Tn Tn
The parameters An , Bn , Cn , Dn and T n evaluated for lead
times n 24; 48; 72 hours and level observations at Cologne
tional on levels sn;L forecasted for day n and levels h0;L and
h0k;L observed at days t0 and t0k at Lobith and Cologne
respectively, is given by the following parametric expres-
sion:
The posterior cumulative distribution of hn;L finally reads as
follows:

!
Q 1 Chn;L  An Q 1 Dsn;L  Bn Q 1 Ch0;L  Cn Q 1 Ch0k;C  Dn
Un hn;L jsn;L ; h0;L ; h01;C Q 17
Tn

Table 2 Coefficients and standard deviation in the likelihood for h0k;C , k 24 h, lead times 24, 48 and 72 h, selected months
an bn cn dn rn
n 24 h
January 0.9719 0.0338 0.0210 0.0000 0.0312
April 0.7618 0.2314 0.1250 0.0000 0.0858
July 0.6765 0.0209 0.3762 0.0000 0.1878
October 0.9936 0.0743 0.0569 0.0000 0.0405

n 48 h
January 0.5147 0.2261 0.2964 0.0000 0.0550
April 0.3810 0.4601 0.1605 0.0000 0.1278
July 0.3814 0.1277 0.4534 0.0000 0.2211
October 0.5540 0.1599 0.3038 0.0000 0.0685

n 72 h
January 0.1908 0.0542 0.7908 0.0000 0.0651
April 0.7908 0.2788 0.5130 0.0000 0.1534
July 0.1904 0.0108 0.7605 0.0000 0.2406
October 0.2857 0.0053 0.7244 0.0000 0.1020
A Bayesian approach to decision-making under uncertainty 65

Table 3 Definition of coefficients and numerical values for observations at Cologne at t024 h, lead times 24, 48 and 72 h,
selected months
Coefficient: An Bn Cn Dn T 2n
Definition: an s2n an rn an d n s2n bn rn an cn s2n cn r2n an bn s2n s2n r2n
a2n s2n r2n a2n s2n r2n a2n s2n r2n a2n s2n r2n a2n s2n r2n

n 24 h
January 0.8467 0.0885 0.0632 0.0000 0.0272
April 0.7338 0.1060 0.1189 0.0000 0.0825
July 0.4837 0.4289 0.0473 0.0000 0.1609
October 0.7603 0.0928 0.1490 0.0000 0.0311

n 48 h
January 1.2093 0.0055 0.2085 0.0000 0.1455
April 0.8806 0.0827 0.0192 0.0000 0.2993
July 0.5355 0.0270 0.1796 0.0000 0.3864
October 1.0390 0.2299 0.0626 0.0000 0.1400

n 72 h
January 0.8480 0.5909 0.4724 0.0000 0.5114
April 0.6962 0.1826 0.1607 0.0000 0.5735
July 0.3134 0.1330 0.3116 0.0000 0.6477
October 0.8366 0.1673 0.0423 0.0000 0.4021

1.4

n=24, h0,L=11.94, h0-24,C=5.45

n=48
1.2 n=72
n=24, h0,L=10.6, h0-24,C=4.29
n=48
n=72
1 n=24, h0,L=9.1, h0-24,C=3.08
n=48
n=72
gn(hn,L|h0,L,h0-24,C)

n=24, h0,L=10.01, h0-24,C=3.80

0.8
n=48
n=72

0.6

0.4

0.2

0
7 8 9 10 11 12 13 14 15 16
water level (m)

Figure 4a A priori pdf on measured discharge, 24, 48 and 72 h lead time, Lobith.

Experiments at Cologne at t0  k is given by (15). Fig. 4a depicts the prior

densities for lead times 24 (continuous), 48 (dash-dotted)
Equations (15)(17) constitute the working equations for and 72 (dotted) hours and water level observations at Co-
the uncertainty processor. The prior density parameterized logne 24 h ahead of t0 . The water levels have been observed
with respect to water level observations at Lobith at t0 and in winter (3-March, black), spring (17-April, magenta),
66
summer (18-Aug, green) and autumn (14-Dec, blue) at 0:00
hours, while the levels at Cologne have been recorded
24 hearlier, respectively. We note that the respective coef-
ficient sets an ; bn ; cn ; dn in Table 1, corresponding to each
season, have been used for deriving the priors. We also ob-
serve that with increasing lead time, the information con-
tent of the priors diminish, which is evident from a more
wide and less spiky shape of the curve. This trend can be ex-
plained in light of the linear regression model (10) at the ba-
sis of the prior distribution function and is reflected in the
values of the coefficients in Table 1. The model is charac-
terized by a weakening correlation between earlier observa-
tions at Lobith and Cologne and future levels at Lobith as
lead time increases. We see that the uncertainty on the
prior distribution increases more significantly in the winter
season (black) in which the river Rhine exhibits higher vola-
tility in water level excursions.
For comparison we reproduce in Fig. 4b the prior densi-
ties for the same observed values, whereby no supporting
observation at Lobith were used. The prior probability den-
sity remains exclusively conditional on the observations at
Cologne at time t024 . The events are the same as those cho-
sen for Fig. 4a. The absence of the Lobith observations cor-
responds to a 0 value of the coefficient Bn in (15). We note
that by using two support stations (Lobith and Cologne,
Fig. 4a) the informative content of the prior distributions in-
creases for the 24 h forecast. The peaks become slightly
spikier, with more probability density concentrated around
characteristic water levels for each of the selected months.
1.4
1.2
1
gn(hn,L|h0,L,h0-24,C )
0.8
0.6
0.4
0.2
0
7 8 9 10
Figure 4b A priori pdf on measured discharge, 24, 48 and 72 h lead time, Lobith.
P. Reggiani, A.H. Weerts
With increasing lead time the probability density becomes
more spread, synonymous for higher uncertainty on the dis-
tribution of water levels. It is thus evident that introducing
multiple observing stations upstream improves the specifi-
cation of the prior densities for the 1-day lead time. We
emphasize the importance of including additional support-
ing information for the revision of the prior distribution
function in deriving the posterior.
Next we show the revised posterior densities. In the
following figures, we report the prior and the revised
posterior distribution function given by (16) for various lead
times. The water level that has been actually observed is
indicated as a vertical line. The base time for forecasts
and observations is always t0 00:00 h. Fig. 5a shows the
revised posterior evaluated for the conditioning water
level observation at Lobith and Cologne and the level
predicted by the model for lead times n f24; 48; 72g.
The level h0;L has been observed on the 4th of March at Lob-
ith (12.7 m) and the level h024;C 24 h earlier at Cologne
(6.5 m). Based on the hydrologicalhydraulic model chain
and the deterministic precipitation forecast, the SOBEK
model predicts water levels at Lobith n hours ahead of t0
equal to 14.1, 14.0 and 13.8 m, respectively. The prior
probability distribution on water levels evaluated from
(15) for different values h0;L and h024;C and respective
forecasting lead times n, are represented by thin dashed
and dotted lines. The corresponding revised posterior
probability distributions, conditional on model forecasts
sn;L , are represented by the thicker lines. We note that
n=24, h0-24,C =5.45
n=48
n=72
n=24, h0-24,C =4.29
n=48
n=72
n=24, h0-24,C =3.08
n=48
n=72
n=24, h0-24,C =3.80
n=48
n=72
11 12 13 14 15 16
water level (m)
A Bayesian approach to decision-making under uncertainty
g(h24,L|h00,L=12.7, h0-24,C=6.5)
g(h48,L|h00,L=12.7, h0-24,C=6.5)
g(h72,L|h00,L=12.7, h0-24,C=6.5)
1
(h24,L|s24,L=14.1, h0,L=12.7, h0-24,C=6.5)
(h48,L|s48,L=14.0, h0,L=12.7, h0-24,C=6.5)
(h72,L|s72,L=13.8, h0,L=12.7, h0-24,C=6.5)
0.8
probability densities
0.6
0.4
0.2
0
8 9 10
Figure 5a Prior and posterior probability densities of water levels, lead time 24, 48 and 72 h, Lobith, 04/03/07.
the Bayesian revision accounts through the likelihood func-
tion for the systematic bias of the model, by shifting the
posterior distribution with respect to the prior. The bias
correction is noticeable in the 48 h forecast. It is worth
mentioning that by using a sophisticated model updating
method during the historical simulation period, like, e.g.
the Ensemble Kalman filter (Evensen, 1994) a significant
bias correction could have been achieved already at the
outset of the forecast.
The Bayesian revision also corrects for the shape of the
distribution, by changing the distribution of the probability
concentration. This correction is visible for all three lead
times. The revision moves the peak of the posterior distribu-
tions towards the vertical lines (observations) and increases
the concentration of probability distribution (peakier curve)
especially for the 24 hour forecast. The posterior probabil-
ity density function indicates the forecaster which water le-
vel hn;L he can most likely expect at Lobith n hours ahead, if
h0;L and h024;C have been observed at Lobith and Cologne
and the model predicts sn;L at Lobith.
Fig. 5b depicts the prior and posterior probability
density functions for the same event on the 4th of March
2007, whereby no supporting observations at Cologne were
considered. We observe a marked difference in the revised
posterior densities, whose peaks are significantly less peaky
and further away from the observations compared to
Fig. 5a, highlighting a deterioration of the performance
of the processor. This is especially evident for the 72 h
lead-time. Moreover the probability density is less concen-
trated when the observations at Cologne are omitted. This
67
11 12 13 14 15
water level [m]
emphasizes once more the impact of the prior distributions
on the Bayesian revision and the necessity for including
multiple upstream stations into the formulation of the
processor.
Discussion
One of the principal strengths of the uncertainty processor
lies in the fact that it can be executed with minimal compu-
tational effort on-line, while the required parameters are
evaluated off-line. This characteristic is due to the NQT
technique transforming the process variables into the nor-
mal space. In the normal space we perform regressions be-
tween process variables in the prior and the likelihood
distributions. The resulting expressions are then mapped
back into the original space, yielding the parameterized
posterior densities (15) and (16). These equations can be
evaluated at forecasting time, whereby the parameter val-
ues need to be only update once in a while, as more histor-
ical observations and model results become available. From
the experiments carried out in the previous section, we see
that the Bayesian processor performs reasonably in the revi-
sion of the conditional prior densities. However, improve-
ments can still be achieved on different fronts.
Firstly, the Weibull fits used to model the frequency
distribution Ch of water levels at Lobith (see Fig. 2) are
suboptimal for the high-flow period (winter), attributable
to the fact that the cross section profile at Lobith includes
flood plains. The model of the probability distribution
68
1.5
g(h24,L|h00,L=12.7)
g(h48,L|h00,L=12.7)
g(h72,L|h00,L=12.7)
(h24,L|s24,L=14.1, h0,L=12.7)
(h48,L|s48,L=14.0, h0,L=12.7
(h72,L|s72,L=13.8, h0,L=12.7)
1
probability densities
0.5
0
8 9 10
Figure 5b Prior and posterior probability densities of water levels, lead time 24, 48 and 72 h, Lobith, 04/03/07.
can be significantly improved by approximating the empir-
ical distribution piecewise with multiple Weibull fits. Also
a combination of of different fitting models can be
considered.
Secondly, the assumption of relating downstream level
forecasts to upstream observations through linear regres-
sion between multiple gaussian variables is practical as it
facilitates the necessary algebraic manipulations. However,
the linear model proves to be rather restrictive as it leads to
a deterioration of processor performance with increasing
lead time (Figs. 5a and 5b). The explanation for this is evi-
dent from Fig. 3a reporting the linear regression between
the transformed model stage 1n;L and the observed stages
gn;L at Lobith in January. We note that the figure represents
the projection onto the (1n;L , gn;L ) plane of the straight line
parameterized by (12) in the 4-dimensional variable space
(1n;L , gn;L , g0;L , g0k;K ). The partial inadequacy of the linear
model shows up in correspondence of the highest (and for
the same reason also the lowest) water levels. The extreme
high and low levels remain the principal outliers, while rela-
tion between 1n;L and gn;L performs well in the middle range,
where the most water level values are concentrated. The
resulting effect is even more clear in the back transformed
non-linear relationship between the original variables (sn;L ,
hn;L ) in Fig. 3b. This shortcoming gets worse with increasing
lead time n. As it is exactly the peaks in which one is inter-
ested, the linear regression can be considered too simplistic
a model. To overcome this, multiple polynomial regression
can be used, in which second-order terms of the process
variables are considered. In this way, the prior and likeli-
P. Reggiani, A.H. Weerts
11 12 13 14 15
water level, [m]
hood functions can be modeled more accurately in the tail
regions. This step however requires the re-elaboration of
expressions for the constants An ; Bn ; Cn and An . A further
generalization of the processor, by allowing the inclusion
of m multiple upstream observing station with different
time lags would also be required.
The revised conditional density /n hn;L jsn;L ; h0;L ; h01;C in
(16) provides the probability distribution on the water level
forecast, conditional on observations and a model forecast.
In a comprehensive decision support instrument, the ex-
pected damage D relative to a forecasted water level can
be estimated by combining /n with a suitable cost function
vhn;L . The cost function expresses the economic value of
(not) issuing an alert in terms of the forecasted water level
at Lobith:
Z inf
D vhn;L /n hn;L jsn;L ; h0;L ; h01;C dh 18
0
The determination of the cost function needs to be explored
on a case-by-case basis. It should, next to economical con-
siderations, incorporate also institutional and policy issues.
The cost function needs to be established in co-operation
between forecasters and institutional decision makers and
is left for future research.
Summary and conclusions
We have presented an application of a Bayesian processor to
asses the predictive uncertainty on water level predictions
in the river Rhine flood forecasting system. The processor
A Bayesian approach to decision-making under uncertainty
is applied after the sequential execution of a hydrological
and a hydrodynamical model. The meteorological input is
provided by deterministic weather predictions in forecast
mode and by ground observations. The uncertainty proces-
sor is based on Bayesian revision. Prior knowledge on flood
propagation is processed in probabilistic terms by the prior
density and subsequently combined with a likelihood func-
tion, which can be envisaged as a probabilistic quantifica-
tion of the model error. The prior density is revised in the
Bayesian framework, yielding a posterior distribution on
water levels, conditional on all information available in
the forecasting process. The conditioning variables include
water level observations at the forecasting location Lobith
at the onset of the forecast, as well as water level observa-
tions at Cologne 150 km further upstream and 24, 48 or 72 h
earlier. Additional conditioning variables such as internal
model states, could have been included into the formula-
tion. We have shown that the inclusion of water level obser-
vations from upstream observing station into the
forecasting process actually improve the prior distribution
and consequently also the revised posterior. However, some
assumptions, like a linear relation between forecasted
observations and observation upstream are restrictive and
can compromise the performance of the processor. The re-
vised posterior probability distribution function constitutes
an effective measure of the certainty of occurrence of an
event. Combined with a cost function, which quantifies
the economic value of issuing an alert, the expected dam-
age relative to a forecasted water level can be estimated.
Once an acceptable level of risk, expressed in terms of a
damage level, has been agreed upon, objective decision-
making under uncertainty can be facilitated for end-users
of river flow forecasts.
Acknowledgements
We would like to thank the forecasting office of the Dutch
Ministry of Transport and Waterways and the German Fed-
eral Office of Hydrology for granting permission for the
use of the operational river Rhine Forecasting system in this
research.
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