a toolbox for comprehensive, efficient, and robust ...€¦ · razavi, s. and gupta, h.v., (2019),...

12
A Toolbox for Comprehensive, Efficient, and Robust Sensitivity and Uncertainty Analysis – Version 2 Saman Razavi Second IMPC Annual General Meeting, June 12-19, 2019

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Page 1: A Toolbox for Comprehensive, Efficient, and Robust ...€¦ · Razavi, S. and Gupta, H.V., (2019), A Multi-Method Generalized Global Sensitivity Matrix Approach to Accounting for

A Toolbox for Comprehensive, Efficient, and Robust

Sensitivity and Uncertainty Analysis – Version 2Saman Razavi

Second IMPC Annual General Meeting, June 12-19, 2019

Page 2: A Toolbox for Comprehensive, Efficient, and Robust ...€¦ · Razavi, S. and Gupta, H.V., (2019), A Multi-Method Generalized Global Sensitivity Matrix Approach to Accounting for

Fast Reservoir

Slow Reservoir

Snow Storage

Soil Storage

Rainfall, x

Ru

no

ff, y

Pre

dic

tio

n

Inte

rval

Uncertainty Propagation

Runoff (t)

Pro

bab

ility

Den

sity

Exp

ecte

d

Val

ue

Confidence Limits

Optimization(single- and multi-objective)

E.g.,Razavi & Tolson (2013 WRR)Razavi et. (2012 WRR)Razavi et. (2012 EMS)Razavi et al. (2010 WRR)

Sensitivity Analysis

53%

30%

15%2%

p1p2

p3

p4

E.g.,Haghnegahdar, Razavi et al. (2017 HP)Sheikholeslami & Razavi (2017 EMS)Haghnegahdar & Razavi (2017 EMS)Yassin, Razavi et al. (2017 HP)Gupta & Razavi (2018 WRR)Razavi & Gupta (2016b WRR)Razavi & Gupta (2016a WRR)Razavi & Gupta (2015 WRR)

2

Page 3: A Toolbox for Comprehensive, Efficient, and Robust ...€¦ · Razavi, S. and Gupta, H.V., (2019), A Multi-Method Generalized Global Sensitivity Matrix Approach to Accounting for

Fast Reservoir

Slow Reservoir

Snow Storage

Soil StorageDiagnostic Testing:How is the fidelity of the model structure, conceptualization, and parameterization?

Factor and Model Reduction:What model component or parameter might be uninfluential or redundant?

Uncertainty Apportionment:When and how does uncertainty matter?

… and how can SensitivityAnalysis (SA) be useful?

Razavi and Gupta (2015), What do we mean by sensitivity analysis?The need for comprehensive characterization of ‘‘global’’ sensitivity inEarth and Environmental systems models, Water Resources Research.

For more see:

3

Sensitivity Analysis

53%

30%

15%2%

p1p2

p3

p4

Page 4: A Toolbox for Comprehensive, Efficient, and Robust ...€¦ · Razavi, S. and Gupta, H.V., (2019), A Multi-Method Generalized Global Sensitivity Matrix Approach to Accounting for

4

1. Ambiguous Definition of Sensitivity?! Non-unique, conflicting, incomprehensive.

2. Ignorance of “Structure” ofResponse Surfaces Surface shape, covariance, multi-modality.

3. Computational InefficiencyLarge numbers of samples required.

2015

5. Misrepresentation ofDynamical BehavioursNeed for proper “time-varying” and “time-aggregate” sensitivity analysis.

2018

4. Identifiability Analysis or Sensitivity Analysis?!Mixed understanding and characterization.

Page 5: A Toolbox for Comprehensive, Efficient, and Robust ...€¦ · Razavi, S. and Gupta, H.V., (2019), A Multi-Method Generalized Global Sensitivity Matrix Approach to Accounting for

𝜃1

𝜃2

1

2

3

4

56

VARS is a “unifying theory”, generating a ‘spectrum’ ofinformation on sensitivity, while as limiting cases, itreduces to derivative- and variance-based approaches.

(Razavi & Gupta, 2016a)

VARS is super-efficient (1-2 orders of magnitude more efficientthan alternatives), because it is based on the informationcontained in pairs of points, rather than in individual points.

* Number of pairs grows as ~n2, where n is rate of increase of points.

(Razavi & Gupta, 2016b)

IVA

RS

Ind

ice

s

Derivative-based Indices

Variance-based Indices

Integrated VariogramsAcross a Range of Scales

VARS

DataSamples from

Response Surface

5

Page 6: A Toolbox for Comprehensive, Efficient, and Robust ...€¦ · Razavi, S. and Gupta, H.V., (2019), A Multi-Method Generalized Global Sensitivity Matrix Approach to Accounting for

VARS-TOOL , by incorporating a diversity of tools and features within a single platform, conveniently provides the user with

the ingredients necessary for conducting exploratory research with a view to discovering new directions for advancing the

field of sensitivity and uncertainty analysis.(Razavi et al., 2019 EMS)

6

Page 7: A Toolbox for Comprehensive, Efficient, and Robust ...€¦ · Razavi, S. and Gupta, H.V., (2019), A Multi-Method Generalized Global Sensitivity Matrix Approach to Accounting for

High-Dimensional Problems: Factor GroupingAn innovative strategy that employs a clustering mechanism

enabled with bootstrap to handle problems involving hundreds of factors and group them based on their sensitivity and

function (Sheikholeslami, Razavi et al., 2018 EMS).

Handling Model Crashes: Model EmulationStrategies to generate surrogate model responses when a model fails

during simulation under particular parameter values, such that the analysis can be completed, while minimizing the impact of those failures

on the results. (Sheikholeslami, Razavi et al., 2019 GMDD)

Test Functions and Real-World Case StudiesThe ready-to-use collection of many test functions, the HBV-SASK rainfall-runoff model, and MESH land surface

model enables the use of VARS-TOOL for a range of learning, teaching, and research purposes.

(Razavi et al., 2018 EMS)

-1.2

-1

-0.8

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-0.1 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 1.1

y 1, ..

., y

6

x1, ..., x6

g(x1) g(x2)

g(x3) g(x4)

g(x5) g(x6)

x1x2

y

(a) (b)

S2 Q2=K2.S2

Q1=K1.S1α

FRAC.R(1-FRAC).R

P

SF RFIf T < TT If T ≥ TT

MS=C0.(T-TT)

R=(RF+MS).(SM/FC)β

AET= PET.(SM/LP)

SM

FCLP

Q=Q1 +Q2

SWESnow Storage

Soil Storage

S1Fast Reservoir

Slow Reservoir

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mm

)

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)

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UBAS

State Variables

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Q (

cms)

Time

Output Fluxes

Input Flux

Q1route

route

References:Razavi, S. and Gupta, H.V., (2016), A new framework for comprehensive, robust, and efficient global sensitivity analysis: 1. Theory. Water Resources Research.

Razavi, S. and Gupta, H.V., (2016), A new framework for comprehensive, robust, and efficient global sensitivity analysis: 2. Application. Water Resources Research.

Gupta, H.V. and Razavi, S., (2018), Revisiting the Basis of Sensitivity Analysis for Dynamical Earth System Models, Water Resources Research.

Razavi, S. and Gupta, H.V., (2019), A Multi-Method Generalized Global Sensitivity Matrix Approach to Accounting for the Dynamical Nature of Earth and Environmental Systems Models. Environmental Modelling & Software.

Razavi, S., Sheikholeslami, R., Gupta, H. and Haghnegahdar, A., (2019), VARS-TOOL: A Toolbox for Comprehensive, Efficient, and Robust Sensitivity and Uncertainty Analysis. Environmental Modelling & Software.

Sheikholeslami, R., Razavi, S., Gupta, H.V., Becker, W. and Haghnegahdar, A., (2018), Global sensitivity analysis for high-dimensional problems: How to objectively group factors and measure robustness and convergence while reducing computational cost. Environmental Modelling & Software.

Sheikholeslami, R. and Razavi, S., (2017), Progressive Latin Hypercube Sampling: An efficient approach for robust sampling-based analysis of environmental models.Environmental Modelling & Software.

HBV-SASK

or

Derivative-Based Approach Variance-based Approach

Variogram

Covariogram

Summary Derivations:

If

If

“Elementary Effects” based Metrics of Morris

Variance of Response Surface

“Total-Order Effects” of Sobol’

A “Unifying”, Multi-Approach FrameworkSimultaneous generation of a range of sensitivity indices, includingones based on derivative, variance, and variogram concepts, from asingle sample (Razavi and Gupta,2016a&b WRR).

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0.01

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Time (daily)

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TTETFPMK2

Time-Varying Sensitivity AnalysisProperly accounting for the dynamical nature of Earth and environmentalsystem models, and providing means to compress the full spectrum ofsensitivity information across temporal orspatio-temporal domains.(Gupta and Razavi, 2018 WRR; Razavi and Gupta, 2019 EMS)

Uncertainty in Output Space

Model/Process Response Surface

(Uncertain)

Co

rrelatio

n

Effects

Inte

raction

s Effe

cts

Uncertainty in Input Space

Joint Probability Distribution

Correlation Effects and Non-Uniformity of Factors

Handling non-uniformly distributed and/or correlated factors efficiently and generating of a range of sensitivity indices, including ones based on derivative, variance, and variogram concepts.(Do and Razavi, In Review)

θ1

θ2

θ1

θ2

θ1

θ2

(a) Slice 1 (b) Slice 1 + Slice 2 (c) Slice 1 + Slice 2 + Slice 3

Highly Efficient Sampling TechniquesIncluding the Progressive Latin Hypercube Sampling (PLHS) and STAR Sampling strategies that maximize

robustness and rapid convergence to stable sensitivity estimates (Sheikholeslami and Razavi, 2017 EMS).

∆h

θ1θ2

θ3

StarPoints

StarCenter

PLHS:

STAR:

VARS-TOOL , by incorporating a diversity of tools and features within a single platform, conveniently provides the user with

the ingredients necessary for conducting exploratory research with a view to discovering new directions for advancing the

field of sensitivity and uncertainty analysis.(Razavi et al., 2019 EMS)

7

Page 8: A Toolbox for Comprehensive, Efficient, and Robust ...€¦ · Razavi, S. and Gupta, H.V., (2019), A Multi-Method Generalized Global Sensitivity Matrix Approach to Accounting for

8

High-Dimensional Problems: Factor GroupingAn innovative strategy that employs a clustering mechanism

enabled with bootstrap to handle problems involving hundreds of factors and group them based on their sensitivity and

function (Sheikholeslami, Razavi et al., 2018 EMS).

Handling Model Crashes: Model EmulationStrategies to generate surrogate model responses when a model fails

during simulation under particular parameter values, such that the analysis can be completed, while minimizing the impact of those failures

on the results. (Sheikholeslami, Razavi et al., 2019 GMDD)

Test Functions and Real-World Case StudiesThe ready-to-use collection of many test functions, the HBV-SASK rainfall-runoff model, and MESH land surface

model enables the use of VARS-TOOL for a range of learning, teaching, and research purposes.

(Razavi et al., 2018 EMS)

-1.2

-1

-0.8

-0.6

-0.4

-0.2

0

0.2

0.4

-0.1 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 1.1

y 1, ..

., y

6

x1, ..., x6

g(x1) g(x2)

g(x3) g(x4)

g(x5) g(x6)

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(a) (b)

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AET= PET.(SM/LP)

SM

FCLP

Q=Q1 +Q2

SWESnow Storage

Soil Storage

S1Fast Reservoir

Slow Reservoir

0

20

40

60

20

00

-01

-01

20

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020406080

100

2000

-01-

0120

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2-05

2000

-03-

1120

00-0

4-15

2000

-05-

2020

00-0

6-24

2000

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2920

00-0

9-02

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1-11

2000

-12-

1620

01-0

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2001

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2420

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3-31

2001

-05-

0520

01-0

6-09

2001

-07-

1420

01-0

8-18

2001

-09-

2220

01-1

0-27

2001

-12-

0120

02-0

1-05

2002

-02-

0920

02-0

3-16

2002

-04-

2020

02-0

5-25

2002

-06-

2920

02-0

8-03

2002

-09-

0720

02-1

0-12

2002

-11-

1620

02-1

2-21

2003

-01-

2520

03-0

3-01

2003

-04-

0520

03-0

5-10

2003

-06-

1420

03-0

7-19

2003

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2320

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9-27

2003

-11-

0120

03-1

2-06

P (

mm

)

Time

050

100150200250

20

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20

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-29

20

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-09

-02

20

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20

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-11

20

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-16

20

01

-01

-20

20

01

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-24

20

01

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-31

20

01

-05

-05

20

01

-06

-09

20

01

-07

-14

20

01

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-18

20

01

-09

-22

20

01

-10

-27

20

01

-12

-01

20

02

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20

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20

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-16

20

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20

02

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-25

20

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-29

20

02

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-03

20

02

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20

02

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-12

20

02

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20

02

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20

03

-01

-25

20

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-01

20

03

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20

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20

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-14

20

03

-07

-19

20

03

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-23

20

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-27

20

03

-11

-01

20

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Time

SM (

mm

)

Time

S2 (

mm

)

050

100150200250

20

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20

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20

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-11

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20

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20

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20

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20

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20

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20

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-11

20

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-16

20

01

-01

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20

01

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20

01

-03

-31

20

01

-05

-05

20

01

-06

-09

20

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-14

20

01

-08

-18

20

01

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-22

20

01

-10

-27

20

01

-12

-01

20

02

-01

-05

20

02

-02

-09

20

02

-03

-16

20

02

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20

02

-05

-25

20

02

-06

-29

20

02

-08

-03

20

02

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-07

20

02

-10

-12

20

02

-11

-16

20

02

-12

-21

20

03

-01

-25

20

03

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-01

20

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20

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20

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20

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TimeSWE

(mm

)

020406080

100

20

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-01

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20

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-05

20

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-11

20

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-15

20

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20

00

-06

-24

20

00

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-29

20

00

-09

-02

20

00

-10

-07

20

00

-11

-11

20

00

-12

-16

20

01

-01

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20

01

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20

01

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-31

20

01

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-27

20

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20

02

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20

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20

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20

02

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20

02

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-03

20

02

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20

02

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-12

20

02

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20

02

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20

03

-01

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20

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-01

20

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20

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20

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-01

20

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-12

-06

Time

S1 (

mm

)

UBAS

State Variables

05

1015202530

20

00

-01

-01

20

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-02

-06

20

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-03

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20

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-29

20

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20

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20

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-12

-26

20

01

-01

-31

20

01

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20

01

-05

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20

01

-06

-24

20

01

-07

-30

20

01

-09

-04

20

01

-10

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20

01

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-15

20

01

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-26

20

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-30

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-01

-21

20

03

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-26

20

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-03

20

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20

03

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-14

20

03

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20

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20

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-05

20

03

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-11

TimeAET

(m

m)

0

50

100

150

200

250

20

00

-01

-01

20

00

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20

00

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-11

20

00

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00

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-24

20

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-29

20

00

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20

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-10

-07

20

00

-11

-11

20

00

-12

-16

20

01

-01

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20

01

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-24

20

01

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-31

20

01

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-05

20

01

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20

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-14

20

01

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-18

20

01

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-22

20

01

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-27

20

01

-12

-01

20

02

-01

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20

02

-02

-09

20

02

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-16

20

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20

02

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-25

20

02

-06

-29

20

02

-08

-03

20

02

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-07

20

02

-10

-12

20

02

-11

-16

20

02

-12

-21

20

03

-01

-25

20

03

-03

-01

20

03

-04

-05

20

03

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20

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-14

20

03

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-19

20

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20

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20

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-01

20

03

-12

-06

Q (

cms)

Time

Output Fluxes

Input Flux

Q1route

route

References:Razavi, S. and Gupta, H.V., (2016), A new framework for comprehensive, robust, and efficient global sensitivity analysis: 1. Theory. Water Resources Research.

Razavi, S. and Gupta, H.V., (2016), A new framework for comprehensive, robust, and efficient global sensitivity analysis: 2. Application. Water Resources Research.

Gupta, H.V. and Razavi, S., (2018), Revisiting the Basis of Sensitivity Analysis for Dynamical Earth System Models, Water Resources Research.

Razavi, S. and Gupta, H.V., (2019), A Multi-Method Generalized Global Sensitivity Matrix Approach to Accounting for the Dynamical Nature of Earth and Environmental Systems Models. Environmental Modelling & Software.

Razavi, S., Sheikholeslami, R., Gupta, H. and Haghnegahdar, A., (2019), VARS-TOOL: A Toolbox for Comprehensive, Efficient, and Robust Sensitivity and Uncertainty Analysis. Environmental Modelling & Software.

Sheikholeslami, R., Razavi, S., Gupta, H.V., Becker, W. and Haghnegahdar, A., (2018), Global sensitivity analysis for high-dimensional problems: How to objectively group factors and measure robustness and convergence while reducing computational cost. Environmental Modelling & Software.

Sheikholeslami, R. and Razavi, S., (2017), Progressive Latin Hypercube Sampling: An efficient approach for robust sampling-based analysis of environmental models.Environmental Modelling & Software.

HBV-SASK

or

Derivative-Based Approach Variance-based Approach

Variogram

Covariogram

Summary Derivations:

If

If

“Elementary Effects” based Metrics of Morris

Variance of Response Surface

“Total-Order Effects” of Sobol’

A “Unifying”, Multi-Approach FrameworkSimultaneous generation of a range of sensitivity indices, includingones based on derivative, variance, and variogram concepts, from asingle sample (Razavi and Gupta,2016a&b WRR).

0

5

10

15

20

20

05

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20

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20

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20

06

-09

-30

-30-20-10

0102030

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TTETFPMK2

Time-Varying Sensitivity AnalysisProperly accounting for the dynamical nature of Earth and environmentalsystem models, and providing means to compress the full spectrum ofsensitivity information across temporal orspatio-temporal domains.(Gupta and Razavi, 2018 WRR; Razavi and Gupta, 2019 EMS)

Uncertainty in Output Space

Model/Process Response Surface

(Uncertain)

Co

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Effects

Inte

raction

s Effe

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Uncertainty in Input Space

Joint Probability Distribution

Correlation Effects and Non-Uniformity of Factors

Handling non-uniformly distributed and/or correlated factors efficiently and generating of a range of sensitivity indices, including ones based on derivative, variance, and variogram concepts.(Do and Razavi, In Review)

θ1

θ2

θ1

θ2

θ1

θ2

(a) Slice 1 (b) Slice 1 + Slice 2 (c) Slice 1 + Slice 2 + Slice 3

Highly Efficient Sampling TechniquesIncluding the Progressive Latin Hypercube Sampling (PLHS) and STAR Sampling strategies that maximize

robustness and rapid convergence to stable sensitivity estimates (Sheikholeslami and Razavi, 2017 EMS).

∆h

θ1θ2

θ3

StarPoints

StarCenter

PLHS:

STAR:

VARS-TOOL , by incorporating a diversity of tools and features within a single platform, conveniently provides the user with

the ingredients necessary for conducting exploratory research with a view to discovering new directions for advancing the

field of sensitivity and uncertainty analysis.(Razavi et al., 2019 EMS)

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Time (daily)

TTETFPMK2

Time-Varying Sensitivity AnalysisProperly accounting for the dynamical nature of Earth and environmentalsystem models, and providing means to compress the full spectrum ofsensitivity information across temporal orspatio-temporal domains.(Gupta and Razavi, 2018 WRR; Razavi and Gupta, 2019 EMS)

Page 9: A Toolbox for Comprehensive, Efficient, and Robust ...€¦ · Razavi, S. and Gupta, H.V., (2019), A Multi-Method Generalized Global Sensitivity Matrix Approach to Accounting for

9

High-Dimensional Problems: Factor GroupingAn innovative strategy that employs a clustering mechanism

enabled with bootstrap to handle problems involving hundreds of factors and group them based on their sensitivity and

function (Sheikholeslami, Razavi et al., 2018 EMS).

Handling Model Crashes: Model EmulationStrategies to generate surrogate model responses when a model fails

during simulation under particular parameter values, such that the analysis can be completed, while minimizing the impact of those failures

on the results. (Sheikholeslami, Razavi et al., 2019 GMDD)

Test Functions and Real-World Case StudiesThe ready-to-use collection of many test functions, the HBV-SASK rainfall-runoff model, and MESH land surface

model enables the use of VARS-TOOL for a range of learning, teaching, and research purposes.

(Razavi et al., 2018 EMS)

-1.2

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0

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y 1, ..

., y

6

x1, ..., x6

g(x1) g(x2)

g(x3) g(x4)

g(x5) g(x6)

x1x2

y

(a) (b)

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FRAC.R(1-FRAC).R

P

SF RFIf T < TT If T ≥ TT

MS=C0.(T-TT)

R=(RF+MS).(SM/FC)β

AET= PET.(SM/LP)

SM

FCLP

Q=Q1 +Q2

SWESnow Storage

Soil Storage

S1Fast Reservoir

Slow Reservoir

0

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Q (

cms)

Time

Output Fluxes

Input Flux

Q1route

route

References:Razavi, S. and Gupta, H.V., (2016), A new framework for comprehensive, robust, and efficient global sensitivity analysis: 1. Theory. Water Resources Research.

Razavi, S. and Gupta, H.V., (2016), A new framework for comprehensive, robust, and efficient global sensitivity analysis: 2. Application. Water Resources Research.

Gupta, H.V. and Razavi, S., (2018), Revisiting the Basis of Sensitivity Analysis for Dynamical Earth System Models, Water Resources Research.

Razavi, S. and Gupta, H.V., (2019), A Multi-Method Generalized Global Sensitivity Matrix Approach to Accounting for the Dynamical Nature of Earth and Environmental Systems Models. Environmental Modelling & Software.

Razavi, S., Sheikholeslami, R., Gupta, H. and Haghnegahdar, A., (2019), VARS-TOOL: A Toolbox for Comprehensive, Efficient, and Robust Sensitivity and Uncertainty Analysis. Environmental Modelling & Software.

Sheikholeslami, R., Razavi, S., Gupta, H.V., Becker, W. and Haghnegahdar, A., (2018), Global sensitivity analysis for high-dimensional problems: How to objectively group factors and measure robustness and convergence while reducing computational cost. Environmental Modelling & Software.

Sheikholeslami, R. and Razavi, S., (2017), Progressive Latin Hypercube Sampling: An efficient approach for robust sampling-based analysis of environmental models.Environmental Modelling & Software.

HBV-SASK

or

Derivative-Based Approach Variance-based Approach

Variogram

Covariogram

Summary Derivations:

If

If

“Elementary Effects” based Metrics of Morris

Variance of Response Surface

“Total-Order Effects” of Sobol’

A “Unifying”, Multi-Approach FrameworkSimultaneous generation of a range of sensitivity indices, includingones based on derivative, variance, and variogram concepts, from asingle sample (Razavi and Gupta,2016a&b WRR).

0

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Time (daily)

TTETFPMK2

Time-Varying Sensitivity AnalysisProperly accounting for the dynamical nature of Earth and environmentalsystem models, and providing means to compress the full spectrum ofsensitivity information across temporal orspatio-temporal domains.(Gupta and Razavi, 2018 WRR; Razavi and Gupta, 2019 EMS)

Uncertainty in Output Space

Model/Process Response Surface

(Uncertain)

Co

rrelatio

n

Effects

Inte

raction

s Effe

cts

Uncertainty in Input Space

Joint Probability Distribution

Correlation Effects and Non-Uniformity of Factors

Handling non-uniformly distributed and/or correlated factors efficiently and generating of a range of sensitivity indices, including ones based on derivative, variance, and variogram concepts.(Do and Razavi, In Review)

θ1

θ2

θ1

θ2

θ1

θ2

(a) Slice 1 (b) Slice 1 + Slice 2 (c) Slice 1 + Slice 2 + Slice 3

Highly Efficient Sampling TechniquesIncluding the Progressive Latin Hypercube Sampling (PLHS) and STAR Sampling strategies that maximize

robustness and rapid convergence to stable sensitivity estimates (Sheikholeslami and Razavi, 2017 EMS).

∆h

θ1θ2

θ3

StarPoints

StarCenter

PLHS:

STAR:

VARS-TOOL , by incorporating a diversity of tools and features within a single platform, conveniently provides the user with

the ingredients necessary for conducting exploratory research with a view to discovering new directions for advancing the

field of sensitivity and uncertainty analysis.(Razavi et al., 2019 EMS)

Uncertainty in Output Space

Model/Process Response Surface

(Uncertain)C

orre

lation

Effe

ctsIn

teractio

ns

Effects

Uncertainty in Input Space

Joint Probability Distribution

Correlation Effects and Non-Uniformity of Factors

Handling non-uniformly distributed and/or correlated factors efficiently and generating of a range of sensitivity indices, including ones based on derivative, variance, and variogram concepts.(Do and Razavi, In Review)

Page 10: A Toolbox for Comprehensive, Efficient, and Robust ...€¦ · Razavi, S. and Gupta, H.V., (2019), A Multi-Method Generalized Global Sensitivity Matrix Approach to Accounting for

10

High-Dimensional Problems: Factor GroupingAn innovative strategy that employs a clustering mechanism

enabled with bootstrap to handle problems involving hundreds of factors and group them based on their sensitivity and

function (Sheikholeslami, Razavi et al., 2018 EMS).

Handling Model Crashes: Model EmulationStrategies to generate surrogate model responses when a model fails

during simulation under particular parameter values, such that the analysis can be completed, while minimizing the impact of those failures

on the results. (Sheikholeslami, Razavi et al., 2019 GMDD)

Test Functions and Real-World Case StudiesThe ready-to-use collection of many test functions, the HBV-SASK rainfall-runoff model, and MESH land surface

model enables the use of VARS-TOOL for a range of learning, teaching, and research purposes.

(Razavi et al., 2018 EMS)

-1.2

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0

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y 1, ..

., y

6

x1, ..., x6

g(x1) g(x2)

g(x3) g(x4)

g(x5) g(x6)

x1x2

y

(a) (b)

S2 Q2=K2.S2

Q1=K1.S1α

FRAC.R(1-FRAC).R

P

SF RFIf T < TT If T ≥ TT

MS=C0.(T-TT)

R=(RF+MS).(SM/FC)β

AET= PET.(SM/LP)

SM

FCLP

Q=Q1 +Q2

SWESnow Storage

Soil Storage

S1Fast Reservoir

Slow Reservoir

0

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20

00

-03

-11

20

00

-04

-15

20

00

-05

-20

20

00

-06

-24

20

00

-07

-29

20

00

-09

-02

20

00

-10

-07

20

00

-11

-11

20

00

-12

-16

20

01

-01

-20

20

01

-02

-24

20

01

-03

-31

20

01

-05

-05

20

01

-06

-09

20

01

-07

-14

20

01

-08

-18

20

01

-09

-22

20

01

-10

-27

20

01

-12

-01

20

02

-01

-05

20

02

-02

-09

20

02

-03

-16

20

02

-04

-20

20

02

-05

-25

20

02

-06

-29

20

02

-08

-03

20

02

-09

-07

20

02

-10

-12

20

02

-11

-16

20

02

-12

-21

20

03

-01

-25

20

03

-03

-01

20

03

-04

-05

20

03

-05

-10

20

03

-06

-14

20

03

-07

-19

20

03

-08

-23

20

03

-09

-27

20

03

-11

-01

20

03

-12

-06

020406080

100

2000

-01-

0120

00-0

2-05

2000

-03-

1120

00-0

4-15

2000

-05-

2020

00-0

6-24

2000

-07-

2920

00-0

9-02

2000

-10-

0720

00-1

1-11

2000

-12-

1620

01-0

1-20

2001

-02-

2420

01-0

3-31

2001

-05-

0520

01-0

6-09

2001

-07-

1420

01-0

8-18

2001

-09-

2220

01-1

0-27

2001

-12-

0120

02-0

1-05

2002

-02-

0920

02-0

3-16

2002

-04-

2020

02-0

5-25

2002

-06-

2920

02-0

8-03

2002

-09-

0720

02-1

0-12

2002

-11-

1620

02-1

2-21

2003

-01-

2520

03-0

3-01

2003

-04-

0520

03-0

5-10

2003

-06-

1420

03-0

7-19

2003

-08-

2320

03-0

9-27

2003

-11-

0120

03-1

2-06

P (

mm

)

Time

050

100150200250

20

00

-01

-01

20

00

-02

-05

20

00

-03

-11

20

00

-04

-15

20

00

-05

-20

20

00

-06

-24

20

00

-07

-29

20

00

-09

-02

20

00

-10

-07

20

00

-11

-11

20

00

-12

-16

20

01

-01

-20

20

01

-02

-24

20

01

-03

-31

20

01

-05

-05

20

01

-06

-09

20

01

-07

-14

20

01

-08

-18

20

01

-09

-22

20

01

-10

-27

20

01

-12

-01

20

02

-01

-05

20

02

-02

-09

20

02

-03

-16

20

02

-04

-20

20

02

-05

-25

20

02

-06

-29

20

02

-08

-03

20

02

-09

-07

20

02

-10

-12

20

02

-11

-16

20

02

-12

-21

20

03

-01

-25

20

03

-03

-01

20

03

-04

-05

20

03

-05

-10

20

03

-06

-14

20

03

-07

-19

20

03

-08

-23

20

03

-09

-27

20

03

-11

-01

20

03

-12

-06

Time

SM (

mm

)

Time

S2 (

mm

)

050

100150200250

20

00

-01

-01

20

00

-02

-05

20

00

-03

-11

20

00

-04

-15

20

00

-05

-20

20

00

-06

-24

20

00

-07

-29

20

00

-09

-02

20

00

-10

-07

20

00

-11

-11

20

00

-12

-16

20

01

-01

-20

20

01

-02

-24

20

01

-03

-31

20

01

-05

-05

20

01

-06

-09

20

01

-07

-14

20

01

-08

-18

20

01

-09

-22

20

01

-10

-27

20

01

-12

-01

20

02

-01

-05

20

02

-02

-09

20

02

-03

-16

20

02

-04

-20

20

02

-05

-25

20

02

-06

-29

20

02

-08

-03

20

02

-09

-07

20

02

-10

-12

20

02

-11

-16

20

02

-12

-21

20

03

-01

-25

20

03

-03

-01

20

03

-04

-05

20

03

-05

-10

20

03

-06

-14

20

03

-07

-19

20

03

-08

-23

20

03

-09

-27

20

03

-11

-01

20

03

-12

-06

TimeSWE

(mm

)

020406080

100

20

00

-01

-01

20

00

-02

-05

20

00

-03

-11

20

00

-04

-15

20

00

-05

-20

20

00

-06

-24

20

00

-07

-29

20

00

-09

-02

20

00

-10

-07

20

00

-11

-11

20

00

-12

-16

20

01

-01

-20

20

01

-02

-24

20

01

-03

-31

20

01

-05

-05

20

01

-06

-09

20

01

-07

-14

20

01

-08

-18

20

01

-09

-22

20

01

-10

-27

20

01

-12

-01

20

02

-01

-05

20

02

-02

-09

20

02

-03

-16

20

02

-04

-20

20

02

-05

-25

20

02

-06

-29

20

02

-08

-03

20

02

-09

-07

20

02

-10

-12

20

02

-11

-16

20

02

-12

-21

20

03

-01

-25

20

03

-03

-01

20

03

-04

-05

20

03

-05

-10

20

03

-06

-14

20

03

-07

-19

20

03

-08

-23

20

03

-09

-27

20

03

-11

-01

20

03

-12

-06

Time

S1 (

mm

)

UBAS

State Variables

05

1015202530

20

00

-01

-01

20

00

-02

-06

20

00

-03

-13

20

00

-04

-18

20

00

-05

-24

20

00

-06

-29

20

00

-08

-04

20

00

-09

-09

20

00

-10

-15

20

00

-11

-20

20

00

-12

-26

20

01

-01

-31

20

01

-03

-08

20

01

-04

-13

20

01

-05

-19

20

01

-06

-24

20

01

-07

-30

20

01

-09

-04

20

01

-10

-10

20

01

-11

-15

20

01

-12

-21

20

02

-01

-26

20

02

-03

-03

20

02

-04

-08

20

02

-05

-14

20

02

-06

-19

20

02

-07

-25

20

02

-08

-30

20

02

-10

-05

20

02

-11

-10

20

02

-12

-16

20

03

-01

-21

20

03

-02

-26

20

03

-04

-03

20

03

-05

-09

20

03

-06

-14

20

03

-07

-20

20

03

-08

-25

20

03

-09

-30

20

03

-11

-05

20

03

-12

-11

TimeAET

(m

m)

0

50

100

150

200

250

20

00

-01

-01

20

00

-02

-05

20

00

-03

-11

20

00

-04

-15

20

00

-05

-20

20

00

-06

-24

20

00

-07

-29

20

00

-09

-02

20

00

-10

-07

20

00

-11

-11

20

00

-12

-16

20

01

-01

-20

20

01

-02

-24

20

01

-03

-31

20

01

-05

-05

20

01

-06

-09

20

01

-07

-14

20

01

-08

-18

20

01

-09

-22

20

01

-10

-27

20

01

-12

-01

20

02

-01

-05

20

02

-02

-09

20

02

-03

-16

20

02

-04

-20

20

02

-05

-25

20

02

-06

-29

20

02

-08

-03

20

02

-09

-07

20

02

-10

-12

20

02

-11

-16

20

02

-12

-21

20

03

-01

-25

20

03

-03

-01

20

03

-04

-05

20

03

-05

-10

20

03

-06

-14

20

03

-07

-19

20

03

-08

-23

20

03

-09

-27

20

03

-11

-01

20

03

-12

-06

Q (

cms)

Time

Output Fluxes

Input Flux

Q1route

route

References:Razavi, S. and Gupta, H.V., (2016), A new framework for comprehensive, robust, and efficient global sensitivity analysis: 1. Theory. Water Resources Research.

Razavi, S. and Gupta, H.V., (2016), A new framework for comprehensive, robust, and efficient global sensitivity analysis: 2. Application. Water Resources Research.

Gupta, H.V. and Razavi, S., (2018), Revisiting the Basis of Sensitivity Analysis for Dynamical Earth System Models, Water Resources Research.

Razavi, S. and Gupta, H.V., (2019), A Multi-Method Generalized Global Sensitivity Matrix Approach to Accounting for the Dynamical Nature of Earth and Environmental Systems Models. Environmental Modelling & Software.

Razavi, S., Sheikholeslami, R., Gupta, H. and Haghnegahdar, A., (2019), VARS-TOOL: A Toolbox for Comprehensive, Efficient, and Robust Sensitivity and Uncertainty Analysis. Environmental Modelling & Software.

Sheikholeslami, R., Razavi, S., Gupta, H.V., Becker, W. and Haghnegahdar, A., (2018), Global sensitivity analysis for high-dimensional problems: How to objectively group factors and measure robustness and convergence while reducing computational cost. Environmental Modelling & Software.

Sheikholeslami, R. and Razavi, S., (2017), Progressive Latin Hypercube Sampling: An efficient approach for robust sampling-based analysis of environmental models.Environmental Modelling & Software.

HBV-SASK

or

Derivative-Based Approach Variance-based Approach

Variogram

Covariogram

Summary Derivations:

If

If

“Elementary Effects” based Metrics of Morris

Variance of Response Surface

“Total-Order Effects” of Sobol’

A “Unifying”, Multi-Approach FrameworkSimultaneous generation of a range of sensitivity indices, includingones based on derivative, variance, and variogram concepts, from asingle sample (Razavi and Gupta,2016a&b WRR).

0

5

10

15

20

20

05

-10

-01

20

05

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05

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-15

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05

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20

05

-10

-29

20

05

-11

-05

20

05

-11

-12

20

05

-11

-19

20

05

-11

-26

20

05

-12

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20

05

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20

05

-12

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20

05

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20

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20

06

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20

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20

06

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20

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20

06

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20

06

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-30-20-10

0102030

20

05

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20

05

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20

05

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20

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20

05

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20

05

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20

05

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20

05

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20

05

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-03

20

05

-12

-10

20

05

-12

-17

20

05

-12

-24

20

05

-12

-31

20

06

-01

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20

06

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-14

20

06

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-21

20

06

-01

-28

20

06

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20

06

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-11

20

06

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-18

20

06

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-25

20

06

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-04

20

06

-03

-11

20

06

-03

-18

20

06

-03

-25

20

06

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-01

20

06

-04

-08

20

06

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-15

20

06

-04

-22

20

06

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-29

20

06

-05

-06

20

06

-05

-13

20

06

-05

-20

20

06

-05

-27

20

06

-06

-03

20

06

-06

-10

20

06

-06

-17

20

06

-06

-24

20

06

-07

-01

20

06

-07

-08

20

06

-07

-15

20

06

-07

-22

20

06

-07

-29

20

06

-08

-05

20

06

-08

-12

20

06

-08

-19

20

06

-08

-26

20

06

-09

-02

20

06

-09

-09

20

06

-09

-16

20

06

-09

-23

20

06

-09

-30

0

20

40

60

80

100

20

05

-10

-01

20

05

-10

-08

20

05

-10

-15

20

05

-10

-22

20

05

-10

-29

20

05

-11

-05

20

05

-11

-12

20

05

-11

-19

20

05

-11

-26

20

05

-12

-03

20

05

-12

-10

20

05

-12

-17

20

05

-12

-24

20

05

-12

-31

20

06

-01

-07

20

06

-01

-14

20

06

-01

-21

20

06

-01

-28

20

06

-02

-04

20

06

-02

-11

20

06

-02

-18

20

06

-02

-25

20

06

-03

-04

20

06

-03

-11

20

06

-03

-18

20

06

-03

-25

20

06

-04

-01

20

06

-04

-08

20

06

-04

-15

20

06

-04

-22

20

06

-04

-29

20

06

-05

-06

20

06

-05

-13

20

06

-05

-20

20

06

-05

-27

20

06

-06

-03

20

06

-06

-10

20

06

-06

-17

20

06

-06

-24

20

06

-07

-01

20

06

-07

-08

20

06

-07

-15

20

06

-07

-22

20

06

-07

-29

20

06

-08

-05

20

06

-08

-12

20

06

-08

-19

20

06

-08

-26

20

06

-09

-02

20

06

-09

-09

20

06

-09

-16

20

06

-09

-23

20

06

-09

-30

0.01

0.1

1

10

100

1000

10000

20

05

-10

-01

20

05

-10

-08

20

05

-10

-15

20

05

-10

-22

20

05

-10

-29

20

05

-11

-05

20

05

-11

-12

20

05

-11

-19

20

05

-11

-26

20

05

-12

-03

20

05

-12

-10

20

05

-12

-17

20

05

-12

-24

20

05

-12

-31

20

06

-01

-07

20

06

-01

-14

20

06

-01

-21

20

06

-01

-28

20

06

-02

-04

20

06

-02

-11

20

06

-02

-18

20

06

-02

-25

20

06

-03

-04

20

06

-03

-11

20

06

-03

-18

20

06

-03

-25

20

06

-04

-01

20

06

-04

-08

20

06

-04

-15

20

06

-04

-22

20

06

-04

-29

20

06

-05

-06

20

06

-05

-13

20

06

-05

-20

20

06

-05

-27

20

06

-06

-03

20

06

-06

-10

20

06

-06

-17

20

06

-06

-24

20

06

-07

-01

20

06

-07

-08

20

06

-07

-15

20

06

-07

-22

20

06

-07

-29

20

06

-08

-05

20

06

-08

-12

20

06

-08

-19

20

06

-08

-26

20

06

-09

-02

20

06

-09

-09

20

06

-09

-16

20

06

-09

-23

20

06

-09

-30

Time (daily)

0.01

0.1

1

10

100

1000

10000

20

05

-10

-01

20

05

-10

-15

20

05

-10

-29

20

05

-11

-12

20

05

-11

-26

20

05

-12

-10

20

05

-12

-24

20

06

-01

-07

20

06

-01

-21

20

06

-02

-04

20

06

-02

-18

20

06

-03

-04

20

06

-03

-18

20

06

-04

-01

20

06

-04

-15

20

06

-04

-29

20

06

-05

-13

20

06

-05

-27

20

06

-06

-10

20

06

-06

-24

20

06

-07

-08

20

06

-07

-22

20

06

-08

-05

20

06

-08

-19

20

06

-09

-02

20

06

-09

-16

20

06

-09

-30

Time (daily)

TTETFPMK2

Time-Varying Sensitivity AnalysisProperly accounting for the dynamical nature of Earth and environmentalsystem models, and providing means to compress the full spectrum ofsensitivity information across temporal orspatio-temporal domains.(Gupta and Razavi, 2018 WRR; Razavi and Gupta, 2019 EMS)

Uncertainty in Output Space

Model/Process Response Surface

(Uncertain)

Co

rrelatio

n

Effects

Inte

raction

s Effe

cts

Uncertainty in Input Space

Joint Probability Distribution

Correlation Effects and Non-Uniformity of Factors

Handling non-uniformly distributed and/or correlated factors efficiently and generating of a range of sensitivity indices, including ones based on derivative, variance, and variogram concepts.(Do and Razavi, In Review)

θ1

θ2

θ1

θ2

θ1

θ2

(a) Slice 1 (b) Slice 1 + Slice 2 (c) Slice 1 + Slice 2 + Slice 3

Highly Efficient Sampling TechniquesIncluding the Progressive Latin Hypercube Sampling (PLHS) and STAR Sampling strategies that maximize

robustness and rapid convergence to stable sensitivity estimates (Sheikholeslami and Razavi, 2017 EMS).

∆h

θ1θ2

θ3

StarPoints

StarCenter

PLHS:

STAR:

VARS-TOOL , by incorporating a diversity of tools and features within a single platform, conveniently provides the user with

the ingredients necessary for conducting exploratory research with a view to discovering new directions for advancing the

field of sensitivity and uncertainty analysis.(Razavi et al., 2019 EMS)

High-Dimensional Problems: Factor GroupingAn innovative strategy that employs a clustering mechanism

enabled with bootstrap to handle problems involving hundreds of factors and group them based on their sensitivity and

function (Sheikholeslami, Razavi et al., 2018 EMS).

Handling Model Crashes: Model EmulationStrategies to generate surrogate model responses when a model fails

during simulation under particular parameter values, such that the analysis can be completed, while minimizing the impact of those failures

on the results. (Sheikholeslami, Razavi et al., 2019 GMDD)

Page 11: A Toolbox for Comprehensive, Efficient, and Robust ...€¦ · Razavi, S. and Gupta, H.V., (2019), A Multi-Method Generalized Global Sensitivity Matrix Approach to Accounting for

High-Dimensional Problems: Factor GroupingAn innovative strategy that employs a clustering mechanism

enabled with bootstrap to handle problems involving hundreds of factors and group them based on their sensitivity and

function (Sheikholeslami, Razavi et al., 2018 EMS).

Handling Model Crashes: Model EmulationStrategies to generate surrogate model responses when a model fails

during simulation under particular parameter values, such that the analysis can be completed, while minimizing the impact of those failures

on the results. (Sheikholeslami, Razavi et al., 2019 GMDD)

Test Functions and Real-World Case StudiesThe ready-to-use collection of many test functions, the HBV-SASK rainfall-runoff model, and MESH land surface

model enables the use of VARS-TOOL for a range of learning, teaching, and research purposes.

(Razavi et al., 2018 EMS)

-1.2

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SM

FCLP

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SWESnow Storage

Soil Storage

S1Fast Reservoir

Slow Reservoir

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TimeSWE

(mm

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S1 (

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UBAS

State Variables

05

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(m

m)

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Q (

cms)

Time

Output Fluxes

Input Flux

Q1route

route

References:Razavi, S. and Gupta, H.V., (2016), A new framework for comprehensive, robust, and efficient global sensitivity analysis: 1. Theory. Water Resources Research.

Razavi, S. and Gupta, H.V., (2016), A new framework for comprehensive, robust, and efficient global sensitivity analysis: 2. Application. Water Resources Research.

Gupta, H.V. and Razavi, S., (2018), Revisiting the Basis of Sensitivity Analysis for Dynamical Earth System Models, Water Resources Research.

Razavi, S. and Gupta, H.V., (2019), A Multi-Method Generalized Global Sensitivity Matrix Approach to Accounting for the Dynamical Nature of Earth and Environmental Systems Models. Environmental Modelling & Software.

Razavi, S., Sheikholeslami, R., Gupta, H. and Haghnegahdar, A., (2019), VARS-TOOL: A Toolbox for Comprehensive, Efficient, and Robust Sensitivity and Uncertainty Analysis. Environmental Modelling & Software.

Sheikholeslami, R., Razavi, S., Gupta, H.V., Becker, W. and Haghnegahdar, A., (2018), Global sensitivity analysis for high -dimensional problems: How to objectively group factors and measure robustness and convergence while reducing computational cost. Environmental Modelling & Software.

Sheikholeslami, R. and Razavi, S., (2017), Progressive Latin Hypercube Sampling: An efficient approach for robust sampling-based analysis of environmental models.Environmental Modelling & Software.

HBV-SASK

or

Derivative-Based Approach Variance-based Approach

Variogram

Covariogram

Summary Derivations:

If

If

“Elementary Effects” based Metrics of Morris

Variance of Response Surface

“Total-Order Effects” of Sobol’

A “Unifying”, Multi-Approach FrameworkSimultaneous generation of a range of sensitivity indices, includingones based on derivative, variance, and variogram concepts, from asingle sample (Razavi and Gupta, 2016a&b WRR).

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20

06

-02

-18

20

06

-02

-25

20

06

-03

-04

20

06

-03

-11

20

06

-03

-18

20

06

-03

-25

20

06

-04

-01

20

06

-04

-08

20

06

-04

-15

20

06

-04

-22

20

06

-04

-29

20

06

-05

-06

20

06

-05

-13

20

06

-05

-20

20

06

-05

-27

20

06

-06

-03

20

06

-06

-10

20

06

-06

-17

20

06

-06

-24

20

06

-07

-01

20

06

-07

-08

20

06

-07

-15

20

06

-07

-22

20

06

-07

-29

20

06

-08

-05

20

06

-08

-12

20

06

-08

-19

20

06

-08

-26

20

06

-09

-02

20

06

-09

-09

20

06

-09

-16

20

06

-09

-23

20

06

-09

-30

Time (daily)

0.01

0.1

1

10

100

1000

10000

20

05

-10

-01

20

05

-10

-15

20

05

-10

-29

20

05

-11

-12

20

05

-11

-26

20

05

-12

-10

20

05

-12

-24

20

06

-01

-07

20

06

-01

-21

20

06

-02

-04

20

06

-02

-18

20

06

-03

-04

20

06

-03

-18

20

06

-04

-01

20

06

-04

-15

20

06

-04

-29

20

06

-05

-13

20

06

-05

-27

20

06

-06

-10

20

06

-06

-24

20

06

-07

-08

20

06

-07

-22

20

06

-08

-05

20

06

-08

-19

20

06

-09

-02

20

06

-09

-16

20

06

-09

-30

Time (daily)

TTETFPMK2

Time-Varying Sensitivity AnalysisProperly accounting for the dynamical nature of Earth and environmentalsystem models, and providing means to compress the full spectrum ofsensitivity information across temporal orspatio-temporal domains.(Gupta and Razavi, 2018 WRR; Razavi and Gupta, 2019 EMS)

Uncertainty in Output Space

Model/Process Response Surface

(Uncertain)

Co

rrelatio

n

Effects

Inte

raction

s Effe

cts

Uncertainty in Input Space

Joint Probability Distribution

Correlation Effects and Non-Uniformity of Factors

Handling non-uniformly distributed and/or correlated factors efficiently and generating of a range of sensitivity indices, including ones based on derivative, variance, and variogram concepts.(Do and Razavi, In Prep.)

θ1

θ2

θ1

θ2

θ1

θ2

(a) Slice 1 (b) Slice 1 + Slice 2 (c) Slice 1 + Slice 2 + Slice 3

Highly Efficient Sampling TechniquesIncluding the Progressive Latin Hypercube Sampling (PLHS) and STAR Sampling strategies that maximize

robustness and rapid convergence to stable sensitivity estimates (Sheikholeslami and Razavi, 2017 EMS).

∆h

θ1θ2

θ3

StarPoints

StarCenter

PLHS:

STAR:

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VARS-TOOL , by incorporating a diversity of tools and features within a single platform, conveniently provides the user with

the ingredients necessary for conducting exploratory research with a view to discovering new directions for advancing the

field of sensitivity and uncertainty analysis.(Razavi et al., 2019 EMS)Already more than 250 users from 36 countries.

Page 12: A Toolbox for Comprehensive, Efficient, and Robust ...€¦ · Razavi, S. and Gupta, H.V., (2019), A Multi-Method Generalized Global Sensitivity Matrix Approach to Accounting for

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