FITTING POPULATION MODELS INCORPORATING PROCESS NOISE AND OBSERVATION ERROR

Abstract

We evaluate a method for fitting models to time series of population abundances that incorporates both process noise and observation error in a likelihood framework. The method follows the probability logic of the Kalman filter, but whereas the Kalman filter applies to linear, Gaussian systems, we implement the full probability calculations numerically so that any nonlinear, non-Gaussian model can be used. We refer to the method as the “numerically integrated state-space (NISS) method” and compare it to two common methods used to analyze nonlinear time series in ecology: least squares with only process noise (LSPN) and least squares with only observation error (LSOE). We compare all three methods by fitting Beverton-Holt and Ricker models to many replicate model-generated time series of length 20 with several parameter choices. For the Ricker model we chose parameters for which the deterministic part of the model produces a stable equilibrium, a two-cycle, or a four-cycle. For each set of parameters we used three process-noise and observation-error scenarios: large standard deviation (0.2) for both, and large for one but small (0.05) for the other. The NISS method had lower estimator bias and variance than the other methods in nearly all cases. The only exceptions were for the Ricker model with stable-equilibrium parameters, in which case the LSPN and LSOE methods has lower bias when noise variances most closely met their assumptions. For the Beverton-Holt model, the NISS method was much less biased and more precise than the other methods. We also evaluated the utility of each method for model selection by fitting simulated data to both models and using information criteria for selection. The NISS and LSOE methods showed a strong bias toward selecting the Ricker over the Beverton-Holt, even when data were generated with the Beverton-Holt. It remains unclear whether the LSPN method is generally superior for model selection or has fortuitously better biases in this particular case. These results suggest that information criteria are best used with caution for nonlinear population models with short time series. Finally we evaluated the convergence of likelihood ratios to theoretical asymptotic distributions. Agreement with asymptotic distributions was very good for stable-point Ricker parameters, less accurate for two-cycle and four-cycle Ricker parameters, and least accurate for the Beverton-Holt model. The numerically integrated state-space method has a number of advantages over least squares methods and offers a useful tool for connecting models and data and ecology.