Hierarchical Bayesian space-time models

Space-time data are ubiquitous in the environmental sciences. Often, as is the case with atmo- spheric and oceanographic processes, these data contain many different scales of spatial and temporal variability. Such data are often non-stationary in space and time and may involve many observation/prediction locations. These factors can limit the effectiveness of traditional space- time statistical models and methods. In this article, we propose the use of hierarchical space-time models to achieve more flexible models and methods for the analysis of environmental data distributed in space and time. The first stage of the hierarchical model specifies a measurement- error process for the observational data in terms of some 'state' process. The second stage allows for site-specific time series models for this state variable. This stage includes large-scale (e.g. seasonal) variability plus a space-time dynamic process for the anomalies'. Much of our interest is with this anomaly proc ess. In the third stage, the parameters of these time series models, which are distributed in space, are themselves given a joint distribution with spatial dependence (Markov random fields). The Bayesian formulation is completed in the last two stages by speci- fying priors on parameters. We implement the model in a Markov chain Monte Carlo framework and apply it to an atmospheric data set of monthly maximum temperature.     

Sampling variability and estimates of density dependence: a composite-likelihood approach

It is well known that sampling variability, if not properly taken into account, affects various ecologically important analyses. Statistical inference for stochastic population dynamics models is difficult when, in addition to the process error, there is also sampling error. The standard maximum-likelihood approach suffers from large computational burden. In this paper, I discuss an application of the composite-likelihood method for estimation of the parameters of the Gompertz model in the presence of sampling variability. The main advantage of the method of composite likelihood is that it reduces the computational burden substantially with little loss of statistical efficiency. Missing observations are a common problem with many ecological time series. The method of composite likelihood can accommodate missing observations in a straightforward fashion. Environmental conditions also affect the parameters of stochastic population dynamics models. This method is shown to handle such nonstationary population dynamics processes as well. Many ecological time series are short, and statistical inferences based on such short time series tend to be less precise. However, spatial replications of short time series provide an opportunity to increase the effective sample size. Application of likelihood-based methods for spatial time-series data for population dynamics models is computationally prohibitive. The method of composite likelihood is shown to have significantly less computational burden, making it possible to analyze large spatial time-series data. After discussing the methodology in general terms, I illustrate its use by analyzing a time series of counts of American Redstart (Setophaga ruticilla) from the Breeding Bird Survey data, San Joaquin kit fox (Vulpes macrotis mutica) population abundance data, and spatial time series of Bull trout (Salvelinus confluentus) redds count data.     

Uncertainty analyses for calibrating a soil carbon balance model to agricultural field trial data in Sweden and Kenya

How do additional data of the same and/or different type contribute to reducing model parameter and predictive uncertainties? Most modeling applications of soil organic carbon (SOC) time series in agricultural field trial datasets have been conducted without accounting for model parameter uncertainty. There have been recent advances with Monte Carlo-based uncertainty analyses in the field of hydrological modeling that are applicable, relevant and potentially valuable in modeling the dynamics of SOC. Here we employed a Monte Carlo method with threshold screening known as Generalized Likelihood Uncertainty Estimation (GLUE) to calibrate the Introductory Carbon Balance Model (ICBM) to long-term field trail data from Ultuna, Sweden and Machang’a, Kenya. Calibration results are presented in terms of parameter distributions and credibility bands on time series simulations for a number of case studies. Using these methods, we demonstrate that widely uncertain model parameters, as well as strong covariance between inert pool size and rate constant parameters, exist when root mean square simulation errors were within uncertainties in input estimations and data observations. We show that even rough estimates of the inert pool (perhaps from chemical analysis) can be quite valuable to reduce uncertainties in model parameters. In fact, such estimates were more effective at reducing parameter and predictive uncertainty than an additional 16 years time series data at Ultuna. We also demonstrate an effective method to jointly, simultaneously and in principle more robustly calibrate model parameters to multiple datasets across different climatic regions within an uncertainty framework. These methods and approaches should have benefits for use with other SOC models and datasets as well.     

GIS and geostatistics: Essential partners for spatial analysis

Initially, geographical information systems (GIS) concentrated on two issues: automated map making, and facilitating the comparison of data on thematic maps. The first required high quality graphics, vector data models and powerful data bases, the second is based on grid cells that can be manipulated by suites of mathematical operators collectively termed map algebra. Both kinds of GIS are widely available and are taught in many universities and technical colleges. After more than 20 years of development, most standard GIS provide both kinds of functionality and good quality graphic display, but until recently they have not included the methods of statistics and geostatistics as tools for spatial analysis. Recently, standard statistical packages have been linked to GIS for both exploratory data analysis and statistical analysis and hypothesis testing. Standard statistical packages include methods for the analysis of random samples of cases or objects that are not necessarily co-located in space—if the results of statistical analysis display a spatial pattern then that is because the underlying data also share that pattern. Geostatistics addresses the need to make predictions of sampled attributes (i.e., maps) at unsampled locations from sparse, often expensive data. To make up for lack of hard data geostatistics has concentrated on the development of powerful methods based on stochastic theory. Though there have been recent moves to incorporate ancillary data in geostatistical analyses, insufficient attention has been paid to using modern methods of data display for the visualization of results. GIS can serve geostatistics by aiding geo-registration of data, facilitating spatial exploratory data analysis, providing a spatial context for interpolation and conditional simulation, as well as providing easy-to-use and effective tools for data display and visualization. The value of geostatistics for GIS lies in the provision of reliable interpolation methods with known errors, methods of upscaling and generalization, and for supplying multiple realizations of spatial patterns that can be used in environmental modeling. These stochastic methods are improving understanding of how errors in models of spatial processes accrue from errors in data or incompleteness in the structure of the models. New developments in GIS, based on ideas taken from map algebra, cellular automata and image analysis are providing high level programming languages for modeling dynamic processes such as erosion or the development of alluvial fans and deltas. Research has demonstrated that these models need stochastic inputs to yield realistic results. Non-stochastic tools such as fuzzy subsets have been shown to be useful for spatial analysis when probabilistic approaches are inappropriate or impossible. The conclusion is that in spite of differences in history and approach, the linkage of GIS, statistics and geostatistics provides a powerful, and complementary suite of tools for spatial analysis in the agricultural, earth and environmental sciences.     

Forecasting extinction risk with nonstationary matrix models.

Matrix population growth models are standard tools for forecasting population change and for managing rare species, but they are less useful for predicting extinction risk in the face of changing environmental conditions. Deterministic models provide point estimates of lambda, the finite rate of increase, as well as measures of matrix sensitivity and elasticity. Stationary matrix models can be used to estimate extinction risk in a variable environment, but they assume that the matrix elements are randomly sampled from a stationary (i.e., non-changing) distribution. Here we outline a method for using nonstationary matrix models to construct realistic forecasts of population fluctuation in changing environments. Our method requires three pieces of data: (1) field estimates of transition matrix elements, (2) experimental data on the demographic responses of populations to altered environmental conditions, and (3) forecasting data on environmental drivers. These three pieces of data are combined to generate a series of sequential transition matrices that emulate a pattern of long-term change in environmental drivers. Realistic estimates of population persistence and extinction risk can be derived from stochastic permutations of such a model. We illustrate the steps of this analysis with data from two populations of Sarracenia purpurea growing in northern New England. Sarracenia purpurea is a perennial carnivorous plant that is potentially at risk of local extinction because of increased nitrogen deposition. Long-term monitoring records or models of environmental change can be used to generate time series of driver variables under different scenarios of changing environments. Both manipulative and natural experiments can be used to construct a linking function that describes how matrix parameters change as a function of the environmental driver. This synthetic modeling approach provides quantitative estimates of extinction probability that have an explicit mechanistic basis.     

Sparse regression for analyzing the development of foliar nutrient concentrations in coniferous trees

Analyzing and predicting the development of foliar nutrient concentrations are important and challenging tasks in environmental monitoring. This article presents how linear sparse regression models can be used to represent the relations between different foliar nutrient concentration measurements of coniferous trees in consecutive years. In the experiments the models proved to be capable of providing relatively good and reliable predictions of the development of foliage with a considerably small number of regressors. Two methods for estimating sparse models were compared to more conventional linear regression models. Differences in the prediction accuracies between the sparse and full models were minor, but the sparse models were found to highlight important dependencies between the nutrient measurements better than the other regression models. The use of sparse models is, therefore, advantageous in the analysis and interpretation of the development of foliar nutrient concentrations.     

Bewertungsansatz von Umweltmonitoring-Informationssystemen in Ballungsräumen

Comprehensive data on environmental monitoring programs concerned with air pollutants like ozone (O₃), nitrogen dioxide (NO₂), nitrogen oxide (NO), carbon dioxide (CO₂) und carbon monoxide (CO), and occassionally suspended dust, benzene and other environmental chemicals, are available on the free Internet. As different monitoring information systems exist in most states or big cities of the Federal Republic of Germany, a comparison of these systems with their pros and cons is of great interest to the public. Environmental air pollutant monitoring systems in 16 states of Germany are listed and evaluated by applying 5 evaluation criteria for the differentiation of these systems. Different data-analysis methods will be applied, the Hasse diagram technique, a method derived from discrete mathematics and the partially Ordered Scalogram Analysis with Coordinates (POSAC) method, a multivariate statistical approach. The important objects, the so-called maximal or minimal objects, are detected in both methods. The Internet-based environmental monitoring systems of the states of Berlin, Bremen, Saxony-Anhalt, Baden-Wurttemberg are rated good in the evaluation approaches, whereas the information systems of the states of Brandenburg, North Rhine-Westphalia, Saxony received a rather poor ranking. The attributes of DA, way of data presentation on the Internet, and ME, type and length of measurements, were pointed out in the data-analysis methods. Multivariate explorative statistical methods offer a comprehensive tool for the graphical analysis of data-matrices. The ranking of objects is given in an effective and graphically comprehensible manner using the Hasse diagram technique. The choice and preference of the methods is problem-driven. A combination of these different methods is envisaged in the authors’ future research.     

From data and theory to environmental models and indices formation

A prerequisite for environmental indices is that they represent environmental pressure, and the state of, and impact on environmental conditions. In other words, they should capture as much as possible of the cause-effect chains they represent and relate pressure and effect to criteria of environmental quality. The approach proposed in the article attempts to link the pressure–state–impact–response framework of indicators to the integrated environmental model, based on the method of response function (MRF). The MRF allows to construct purposeful, credible models from data and prior knowledge or information. The data are usually time series observations of system inputs and outputs, and sometimes of internal states. The output of such models is presented with highly aggregated environmental indices, reflecting the main pressure–state–impact–response cause-effect chains. The proposed approach is illustrated with the example of soil erosion indices.     

Accounting for multiple testing in the analysis of spatio-temporal environmental data

The statistical analysis of environmental data from remote sensing and Earth system simulations often entails the analysis of gridded spatio-temporal data, with a hypothesis test being performed for each grid cell. When the whole image or a set of grid cells are analyzed for a global effect, the problem of multiple testing arises. When no global effect is present, we expect $$ \alpha $$% of all grid cells to be false positives, and spatially autocorrelated data can give rise to clustered spurious rejections that can be misleading in an analysis of spatial patterns. In this work, we review standard solutions for the multiple testing problem and apply them to spatio-temporal environmental data. These solutions are independent of the test statistic, and any test statistic can be used (e.g., tests for trends or change points in time series). Additionally, we introduce permutation methods and show that they have more statistical power. Real-world data are used to provide examples of the analysis, and the performance of each method is assessed in a simulation study. Unlike other simulation studies, our study compares the statistical power of the presented methods in a comprehensive simulation study. In conclusion, we present several statistically rigorous methods for analyzing spatio-temporal environmental data and controlling the false positives. These methods allow the use of any test statistic in a wide range of applications in environmental sciences and remote sensing.     

Hierarchical Bayesian Spatial Models for Multispecies Conservation Planning and Monitoring

Abstract: Biologists who develop and apply habitat models are often familiar with the statistical challenges posed by their data's spatial structure but are unsure of whether the use of complex spatial models will increase the utility of model results in planning. We compared the relative performance of nonspatial and hierarchical Bayesian spatial models for three vertebrate and invertebrate taxa of conservation concern (Church's sideband snails [Monadenia churchi], red tree voles [Arborimus longicaudus], and Pacific fishers [Martes pennanti pacifica]) that provide examples of a range of distributional extents and dispersal abilities. We used presence–absence data derived from regional monitoring programs to develop models with both landscape and site‐level environmental covariates. We used Markov chain Monte Carlo algorithms and a conditional autoregressive or intrinsic conditional autoregressive model framework to fit spatial models. The fit of Bayesian spatial models was between 35 and 55% better than the fit of nonspatial analogue models. Bayesian spatial models outperformed analogous models developed with maximum entropy (Maxent) methods. Although the best spatial and nonspatial models included similar environmental variables, spatial models provided estimates of residual spatial effects that suggested how ecological processes might structure distribution patterns. Spatial models built from presence–absence data improved fit most for localized endemic species with ranges constrained by poorly known biogeographic factors and for widely distributed species suspected to be strongly affected by unmeasured environmental variables or population processes. By treating spatial effects as a variable of interest rather than a nuisance, hierarchical Bayesian spatial models, especially when they are based on a common broad‐scale spatial lattice (here the national Forest Inventory and Analysis grid of 24 km² hexagons), can increase the relevance of habitat models to multispecies conservation planning.     

A Bayesian hierarchical framework for calibrating aquatic biogeochemical models

Model practitioners increasingly place emphasis on rigorous quantitative error analysis in aquatic biogeochemical models and the existing initiatives range from the development of alternative metrics for goodness of fit, to data assimilation into operational models, to parameter estimation techniques. However, the treatment of error in many of these efforts is arguably selective and/or ad hoc. A Bayesian hierarchical framework enables the development of robust probabilistic analysis of error and uncertainty in model predictions by explicitly accommodating measurement error, parameter uncertainty, and model structure imperfection. This paper presents a Bayesian hierarchical formulation for simultaneously calibrating aquatic biogeochemical models at multiple systems (or sites of the same system) with differences in their trophic conditions, prior precisions of model parameters, available information, measurement error or inter-annual variability. Our statistical formulation also explicitly considers the uncertainty in model inputs (model parameters, initial conditions), the analytical/sampling error associated with the field data, and the discrepancy between model structure and the natural system dynamics (e.g., missing key ecological processes, erroneous formulations, misspecified forcing functions). The comparison between observations and posterior predictive monthly distributions indicates that the plankton models calibrated under the Bayesian hierarchical scheme provided accurate system representations for all the scenarios examined. Our results also suggest that the Bayesian hierarchical approach allows overcoming problems of insufficient local data by “borrowing strength” from well-studied sites and this feature will be highly relevant to conservation practices of regions with a high number of freshwater resources for which complete data could never be practically collected. Finally, we discuss the prospect of extending this framework to spatially explicit biogeochemical models (e.g., more effectively connect inshore with offshore areas) along with the benefits for environmental management, such as the optimization of the sampling design of monitoring programs and the alignment with the policy practice of adaptive management.     

Estimating survival rates with time series of standing age-structure data

It has long been recognized that age-structure data contain useful information for assessing the status and dynamics of wildlife populations. For example, age-specific survival rates can be estimated with just a single sample from the age distribution of a stable, stationary population. For a population that is not stable, age-specific survival rates can be estimated using techniques such as inverse methods that combine time series of age-structure data with other demographic data. However, estimation of survival rates using these methods typically requires numerical optimization, a relatively long time series of data, and smoothing or other constraints to provide useful estimates. We developed general models for possibly unstable populations that combine time series of age-structure data with other demographic data to provide explicit maximum likelihood estimators of age-specific survival rates with as few as two years of data. As an example, we applied these methods to estimate survival rates for female bison (Bison bison) in Yellowstone National Park, USA. This approach provides a simple tool for monitoring survival rates based on age-structure data.     

Making more out of sparse data: hierarchical modeling of species communities

Community ecologists and conservation biologists often work with data that are too sparse for achieving reliable inference with species-specific approaches. Here we explore the idea of combining species-specific models into a single hierarchical model. The community component of the model seeks for shared patterns in how the species respond to environmental covariates. We illustrate the modeling framework in the context of logistic regression and presence-absence data, but a similar hierarchical structure could also be used in many other types of applications. We first use simulated data to illustrate that the community component can improve parameterization of species-specific models especially for rare species, for which the data would be too sparse to be informative alone. We then apply the community model to real data on 500 diatom species to show that it has much greater predictive power than a collection of independent species-specific models. We use the modeling approach to show that roughly one-third of distance decay in community similarity can be explained by two variables characterizing water quality, rare species typically preferring nutrient-poor waters with high pH, and common species showing a more general pattern of resource use.     

Procedures for outlier detection in circular time series models

It is known that the occurrence of outliers in linear or non-linear time series models may have adverse effects on the modelling and statistical inference of the data. Consequently, extensive research has been conducted on developing outlier detection procedures so that outliers may be properly managed. However, no work has been done on the problem of outliers in circular time series data. This problem is the focus of this paper. The main objective is to develop novel numerical and graphical procedures for detecting these outliers in circular time series data.A number of circular time series models have been proposed including the circular autoregressive model. We extend the iterative outlier detection procedure which has been successfully used in linear time series models to the circular autoregressive model. The proposed procedure shows a good performance when investigated via simulation for the circular autoregressive model of order one. At the same time, several statistical techniques have been used to detect the change of preferred trend in time series data using SLIME and CUSUM plots. While the methods fail to indicate directly the outliers in circular time series data, we use the ideas employed to develop three novel graphical procedures for identifying the outliers. For illustration, we apply the procedures to a particular set of wind direction data. An agreement between the results of the graphical and iterative detection procedures is observed. These procedures could be very useful in improving the modelling and inferential processes for circular time series data.     

Use of Integrated Modeling to Enhance Estimates of Population Dynamics Obtained from Limited Data

Abstract:  Demographic data of rare and endangered species are often too sparse to estimate vital rates and population size with sufficient precision for understanding population growth and decline. Yet, the combination of different sources of demographic data into one statistical model holds promise. We applied Bayesian integrated population modeling to demographic data from a colony of the endangered greater horseshoe bats (Rhinolophus ferrumequinum) . Available data were the number of subadults and adults emerging from the colony roost at dusk, the number of newborns from 1991 to 2005, and recapture data of subadults and adults from 2004 and 2005. Survival rates did not differ between sexes, and demographic rates remained constant across time. The greater horseshoe bat is a long-lived species with high survival rates (first year: 0.49 [SD 0.06]; adults: 0.91 [SD 0.02]) and low fecundity (0.74 [SD 0.12]). The yearly average population growth was 4.4% (SD 0.1%) and there were 92 (SD 10) adults in the colony in year 2005. Had we analyzed each data set separately, we would not have been able to estimate fecundity, the estimates of survival would have been less precise, and the estimate of population growth biased. Our results demonstrate that integrated models are suitable for obtaining crucial demographic information from limited data.     

Multi-lag cluster designs for estimating the semivariogram for sediments affected by effluent discharges offshore in San Diego

Maps are useful tools for understanding, managing, and protecting the marine environment, yet few useful and statistically defensible maps of environmental quality and aquatic resources have been developed in near-coastal regions. Current environmental management efforts, such as ocean monitoring by sewage dischargers, routinely sample areas of potential impact using sparse sampling grids. Heterogeneous oceanic conditions often make extrapolation from these grids to non-sampled locations questionable. Although rarely applied in coastal monitoring, kriging offers a more rigorous statistical approach to mapping and allows confidence intervals to be calculated for predictions. Its usefulness relies on accurate models of the spatial variability through estimating the semivariogram. Many optimal designs for estimating the semivariogram have been proposed, but these designs are often difficult to implement in practice. In this paper, we present simple design strategies for augmenting existing monitoring designs with the goal of estimating the semivariogram. In particular, we investigate a multi-lag cluster design strategy, where clusters of sites, spaced at various lag distances, are placed around fixed stations on an existing sampling grid. We find that these multi-lag cluster designs provide improved accuracy in estimating the parameters of the semivariogram. Based on simulation study findings, we apply a multi-lag cluster enhancement to the monitoring grid for the City of San Diego’s Point Loma Wastewater Treatment Plant as part of a special study to map chemical contaminants in sediments around its sewage outfall.     

Multimethod,multistate Bayesian hierarchical modeling approach for use in regional monitoring of wolves

In many cases, the first step in large‐carnivore management is to obtain objective, reliable, and cost‐effective estimates of population parameters through procedures that are reproducible over time. However, monitoring predators over large areas is difficult, and the data have a high level of uncertainty. We devised a practical multimethod and multistate modeling approach based on Bayesian hierarchical‐site‐occupancy models that combined multiple survey methods to estimate different population states for use in monitoring large predators at a regional scale. We used wolves (Canis lupus) as our model species and generated reliable estimates of the number of sites with wolf reproduction (presence of pups). We used 2 wolf data sets from Spain (Western Galicia in 2013 and Asturias in 2004) to test the approach. Based on howling surveys, the naïve estimation (i.e., estimate based only on observations) of the number of sites with reproduction was 9 and 25 sites in Western Galicia and Asturias, respectively. Our model showed 33.4 (SD 9.6) and 34.4 (3.9) sites with wolf reproduction, respectively. The number of occupied sites with wolf reproduction was 0.67 (SD 0.19) and 0.76 (0.11), respectively. This approach can be used to design more cost‐effective monitoring programs (i.e., to define the sampling effort needed per site). Our approach should inspire well‐coordinated surveys across multiple administrative borders and populations and lead to improved decision making for management of large carnivores on a landscape level. The use of this Bayesian framework provides a simple way to visualize the degree of uncertainty around population‐parameter estimates and thus provides managers and stakeholders an intuitive approach to interpreting monitoring results. Our approach can be widely applied to large spatial scales in wildlife monitoring where detection probabilities differ between population states and where several methods are being used to estimate different population parameters.