Variational Bayesian Neural Network for Ensemble Flood Forecasting

Abstract

Disastrous floods are destructive and likely to cause widespread economic losses. An understanding of flood forecasting and its potential forecast uncertainty is essential for water resource managers. Reliable forecasting may provide future streamflow information to assist in an assessment of the benefits of reservoirs and the risk of flood disasters. However, deterministic forecasting models are not able to provide forecast uncertainty information. To quantify the forecast uncertainty, a variational Bayesian neural network (VBNN) model for ensemble flood forecasting is proposed in this study. In VBNN, the posterior distribution is approximated by the variational distribution, which can avoid the heavy computational costs in the traditional Bayesian neural network. To transform the model parameters’ uncertainty into the model output uncertainty, a Monte Carlo sample is applied to give ensemble forecast results. The proposed method is verified by a flood forecasting case study on the upper Yangtze River. A point forecasting model neural network and two probabilistic forecasting models, including hidden Markov Model and Gaussian process regression, are also applied to compare with the proposed model. The experimental results show that the VBNN performs better than other comparable models in terms of both accuracy and reliability. Finally, the result of uncertainty estimation shows that the VBNN can effectively handle heteroscedastic flood streamflow data.