Robust global sensitivity analysis under deep uncertainty via scenario analysis

Complex social-ecological systems models typically need to consider deeply uncertain long run future conditions. The influence of this deep (i.e. incalculable, uncontrollable) uncertainty on model parameter sensitivities needs to be understood and robustly quantified to reliably inform investment in data collection and model refinement. Using a variance-based global sensitivity analysis method (eFAST), we produced comprehensive model diagnostics of a complex social-ecological systems model under deep uncertainty characterised by four global change scenarios. The uncertainty of the outputs, and the influence of input parameters differed substantially between scenarios. We then developed sensitivity indicators that were robust to this deep uncertainty using four criteria from decision theory. The proposed methods can increase our understanding of the effects of deep uncertainty on output uncertainty and parameter sensitivity, and incorporate the decision maker's risk preference into modelling-related activities to obtain greater resilience of decisions to surprise. We performed global sensitivity analyses of a land use model under deep uncertainty.Deep uncertainty was characterised by internally consistent global change scenarios.The influence of scenarios on output uncertainty and parameter sensitivity was significant.Sensitivity indicators robust to deep uncertainty were calculated using four decision criteria.Our methods can better inform efforts to improve model outputs under deep uncertainty.

[1]  Jing Wang,et al.  Parameter sensitivity analysis of crop growth models based on the extended Fourier Amplitude Sensitivity Test method , 2013, Environ. Model. Softw..

[2]  Julien J. Harou,et al.  Robust Decision Making and Info-Gap Decision Theory for water resource system planning , 2013 .

[3]  Casey Brown,et al.  An alternate approach to assessing climate risks , 2012 .

[4]  Brett A. Bryan,et al.  Landscape futures analysis: Assessing the impacts of environmental targets under alternative spatial policy options and future scenarios , 2011, Environ. Model. Softw..

[5]  H. Velthuizen,et al.  Integrated analysis of climate change, land-use, energy and water strategies , 2013 .

[6]  Marc B. Neumann,et al.  Global sensitivity analysis in wastewater applications: A comprehensive comparison of different methods , 2013, Environ. Model. Softw..

[7]  Fiona Warburton J. Walker, and P. Almond Interpreting statistical findings – a guide for health professionals and students . Berkshire, UK: Open University Press, McGraw-Hill Education, McGraw-Hill House. 214 pp. ISBN-13: 978-033523597-1, 10: 033523597-2. , 2011, Primary Health Care Research & Development.

[8]  Mohammed Mainuddin,et al.  Irrigator and Environmental Water Management Adaptation to Climate Change and Water Reallocation in the Murray–Darling Basin , 2015 .

[9]  D. Kirschner,et al.  A methodology for performing global uncertainty and sensitivity analysis in systems biology. , 2008, Journal of theoretical biology.

[10]  Malka Gorfine,et al.  Sensitivity analysis for complex ecological models - A new approach , 2011, Environ. Model. Softw..

[11]  Mohammed Mainuddin,et al.  Climate change and environmental water reallocation in the Murray-Darling Basin: Impacts on flows, diversions and economic returns to irrigation , 2014 .

[12]  Stefano Tarantola,et al.  Sensitivity analysis practices: Strategies for model-based inference , 2006, Reliab. Eng. Syst. Saf..

[13]  Peter Dillon,et al.  The Economics of Groundwater Replenishment for Reliable Urban Water Supply , 2014 .

[14]  Belinda Reyers,et al.  Future Ecosystem Services in a Southern African River Basin: a Scenario Planning Approach to Uncertainty , 2006, Conservation biology : the journal of the Society for Conservation Biology.

[15]  Saltelli Andrea,et al.  Global Sensitivity Analysis: The Primer , 2008 .

[16]  Andreas T. Ernst,et al.  Modelling Australian land use competition and ecosystem services with food price feedbacks at high spatial resolution , 2015, Environ. Model. Softw..

[17]  A. Thomson,et al.  The representative concentration pathways: an overview , 2011 .

[18]  Casey Brown,et al.  Decision scaling: Linking bottom‐up vulnerability analysis with climate projections in the water sector , 2012 .

[19]  David G. Groves,et al.  A New Analytic Method for Finding Policy-Relevant Scenarios: , 2007 .

[20]  Stefano Tarantola,et al.  Sensitivity analysis of the rice model WARM in Europe: Exploring the effects of different locations, climates and methods of analysis on model sensitivity to crop parameters , 2010, Environ. Model. Softw..

[21]  Yin Ren,et al.  Time-dependent sensitivity of a process-based ecological model , 2013 .

[22]  G. Mace,et al.  Bringing Ecosystem Services into Economic Decision-Making: Land Use in the United Kingdom , 2013, Science.

[23]  Rebecca A. Kelly,et al.  A formal framework for scenario development in support of environmental decision-making , 2009, Environ. Model. Softw..

[24]  E. S. Quade,et al.  Analysis for public decisions , 1975 .

[25]  Louis Anthony Cox,et al.  Confronting Deep Uncertainties in Risk Analysis , 2012, Risk analysis : an official publication of the Society for Risk Analysis.

[26]  Sherri L. Jackson Research Methods and Statistics: A Critical Thinking Approach , 2005 .

[27]  Patrick M. Reed,et al.  Identifying parametric controls and dependencies in integrated assessment models using global sensitivity analysis , 2014, Environ. Model. Softw..

[28]  Jery R. Stedinger,et al.  Water Resources Systems Planning And Management , 2006 .

[29]  Jennifer Koch,et al.  An integrated approach to modelling land-use change on continental and global scales , 2011, Environ. Model. Softw..

[30]  Paola Annoni,et al.  Partial order investigation of multiple indicator systems using variance-based sensitivity analysis , 2011, Environ. Model. Softw..

[31]  Yakov Ben-Haim,et al.  Uncertainty, probability and information-gaps , 2004, Reliab. Eng. Syst. Saf..

[32]  Patrick Willems,et al.  Global sensitivity analysis of yield output from the water productivity model , 2014, Environ. Model. Softw..

[33]  B. Croke,et al.  Addressing ten questions about conceptual rainfall–runoff models with global sensitivity analyses in R , 2013 .

[34]  Max Henrion,et al.  Uncertainty: A Guide to Dealing with Uncertainty in Quantitative Risk and Policy Analysis , 1990 .

[35]  Lei Gao,et al.  Identifying preferred management options: an integrated agent-based recreational fishing simulation model with an AHP-TOPSIS evaluation method. , 2013 .

[36]  S. Carpenter,et al.  Decision-making under great uncertainty: environmental management in an era of global change. , 2011, Trends in ecology & evolution.

[37]  Robert J Lempert,et al.  Shaping the future. , 2005, Scientific American.

[38]  Vincent Marchau,et al.  Addressing deep uncertainty using adaptive policies: introduction to section 2 , 2010 .

[39]  Nicholas Skowronski,et al.  Simulation and sensitivity analysis of carbon storage and fluxes in the New Jersey Pinelands , 2011, Environ. Model. Softw..

[40]  Pushpam Kumar Agriculture (Chapter8) in IPCC, 2007: Climate change 2007: Mitigation of Climate Change. Contribution of Working Group III to the Fourth assessment Report of the Intergovernmental Panel on Climate Change , 2007 .

[41]  Willy Bauwens,et al.  Sobol' sensitivity analysis of a complex environmental model , 2011, Environ. Model. Softw..

[42]  Stephen R. Carpenter,et al.  Scenario Planning: a Tool for Conservation in an Uncertain World , 2003, Conservation Biology.

[43]  P. Reed,et al.  Beyond optimality: Multistakeholder robustness tradeoffs for regional water portfolio planning under deep uncertainty , 2014 .

[44]  Samuel Buis,et al.  Global sensitivity analysis measures the quality of parameter estimation: The case of soil parameters and a crop model , 2010, Environ. Model. Softw..

[45]  Peter A Vanrolleghem,et al.  Variance-based sensitivity analysis for wastewater treatment plant modelling. , 2014, The Science of the total environment.

[46]  Jan Walker,et al.  Interpreting statistical findings: a guide for health professionals and students Jan Walker Interpreting statistical findings: a guide for health professionals and students and Palo Almond £21.99 232pp 9780335235971 80199206773 - 0199206775 [Formula: see text]. , 2010, Nurse researcher.

[47]  Lei Gao,et al.  Incorporating deep uncertainty into the elementary effects method for robust global sensitivity analysis , 2016 .

[48]  Lei Gao,et al.  Ranking management strategies with complex outcomes: An AHP-fuzzy evaluation of recreational fishing using an integrated agent-based model of a coral reef ecosystem , 2012, Environ. Model. Softw..

[49]  Andrew Kakabadse,et al.  When Personalities Don't Match , 2013 .

[50]  Brendan A Wintle,et al.  Allocating monitoring effort in the face of unknown unknowns. , 2010, Ecology letters.

[51]  John F. B. Mitchell,et al.  The next generation of scenarios for climate change research and assessment , 2010, Nature.

[52]  Paola Annoni,et al.  Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index , 2010, Comput. Phys. Commun..

[53]  Neville D. Crossman,et al.  Supply of carbon sequestration and biodiversity services from Australia's agricultural land under global change , 2014 .

[54]  Jonathan D. Herman,et al.  How should robustness be defined for water systems planning under change , 2015 .

[55]  Myles T. Collins,et al.  Managing the Risk of Uncertain Threshold Responses: Comparison of Robust, Optimum, and Precautionary Approaches , 2007, Risk analysis : an official publication of the Society for Risk Analysis.

[56]  Paul J. Valdes,et al.  Full effects of land use change in the representative concentration pathways , 2014 .

[57]  Warren E. Walker,et al.  Developing dynamic adaptive policy pathways: a computer-assisted approach for developing adaptive strategies for a deeply uncertain world , 2015, Climatic Change.

[58]  Peter Steen Mikkelsen,et al.  Application of global sensitivity analysis and uncertainty quantification in dynamic modelling of micropollutants in stormwater runoff , 2012, Environ. Model. Softw..

[59]  Emanuele Borgonovo,et al.  Uncertainty in Climate Change Modeling: Can Global Sensitivity Analysis Be of Help? , 2014, Risk analysis : an official publication of the Society for Risk Analysis.

[60]  Angela Wilkinson,et al.  LIVING IN THE FUTURES , 2013 .

[61]  Brett A. Bryan,et al.  High-performance computing tools for the integrated assessment and modelling of social-ecological systems , 2013, Environ. Model. Softw..

[62]  Gregory W. Corder,et al.  Nonparametric Statistics for Non-Statisticians: A Step-by-Step Approach , 2009 .

[63]  Mazdak Arabi,et al.  Global sensitivity and uncertainty analysis of a dynamic agroecosystem model under different irrigation treatments , 2012 .

[64]  R. Lempert,et al.  What are robust strategies in the face of uncertain climate threshold responses? , 2012, Climatic Change.

[65]  B. Bryan,et al.  Sensitivity and uncertainty analysis of the APSIM-wheat model: interactions between cultivar, environmental, and management parameters. , 2014 .

[66]  Lin Chen,et al.  Sensitivity and uncertainty analyses of an extended ASM3-SMP model describing membrane bioreactor operation , 2012 .

[67]  G. Freni,et al.  Uncertainty in water quality modelling: The applicability of Variance Decomposition Approach , 2010 .

[68]  Andreas T. Ernst,et al.  Land-use and sustainability under intersecting global change and domestic policy scenarios: Trajectories for Australia to 2050 , 2016 .

[69]  Javed Mostafa,et al.  Seeking better Web searches. , 2005, Scientific American.

[70]  Y. Ben-Haim Information-gap decision theory : decisions under severe uncertainty , 2001 .

[71]  Brett A. Bryan,et al.  Variance-based sensitivity analysis of a forest growth model , 2012 .

[72]  Saltelli Andrea,et al.  Sensitivity Analysis for Nonlinear Mathematical Models. Numerical ExperienceSensitivity Analysis for Nonlinear Mathematical Models. Numerical Experience , 1995 .

[73]  A. Saltelli,et al.  A quantitative model-independent method for global sensitivity analysis of model output , 1999 .

[74]  Joseph R. Kasprzyk,et al.  Many objective robust decision making for complex environmental systems undergoing change , 2012, Environ. Model. Softw..

[75]  Wei Chu,et al.  A comprehensive evaluation of various sensitivity analysis methods: A case study with a hydrological model , 2014, Environ. Model. Softw..

[76]  Dennis J. Sweeney,et al.  Study guide to accompany an introduction to management science : quantitative approaches to decision making , 1985 .

[77]  Ron Smith,et al.  Bayesian calibration of process-based forest models: bridging the gap between models and data. , 2005, Tree physiology.

[78]  Brett A. Bryan,et al.  Land use mapping error introduces strongly-localised, scale-dependent uncertainty into land use and ecosystem services modelling , 2015 .

[79]  F. Knight The economic nature of the firm: From Risk, Uncertainty, and Profit , 2009 .

[80]  Benjamin P. Bryant,et al.  Thinking Inside the Box , 2010 .