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5 Development of scenarios for receptor impact model expert elicitation (stage 4)


As described in Section 1.3, it is essential to have an efficient design to collect expert information given the large number of receptor impact models, landscape classes and bioregions or subregions to address with limited resources. The design must also reflect the predicted hydrological regimes as summarised by hydrological modelling outputs. Without this information, design points may present hydrological scenarios that are unrealistically beyond the bounds suggested by the landscape class definition. Alternatively, insufficiently wide bounds on hydrological regimes lead to an overextrapolation problem when receptor impact model predictions are made conditional on hydrological simulations at the risk estimation stage. The design must further reflect the feasibility of the design space, which may be constrained by mathematical relationships between related hydrological response variables. The design must accommodate the requirement to predict to past and future assessment years. The design must also allow for the estimation of potentially important interactions and non-linear impacts of hydrological response variables on the receptor impact variable. Moreover, the predictions of the receptor impact variable in future years may depend on the state of the receptor impact variable in past years. For example, a forest stand may persist over time periods longer than the time frame considered by BA. The past states of the forest stand may have an important influence on future states; this temporal relationship may also interact with hydrological response variables. Therefore, this ecological temporal relationship, which if ignored may confound the relationship between the receptor impact variable and the hydrological response variables, must also be accommodated for by the design. These above requirements must all be met by the design to enable prediction of receptor impact variable response to hydrological changes at the time points and spatial scales required by BA.

For each landscape class, a set of receptor impact variables (e.g. woody riparian vegetation) and a set of hydrological response variables are defined. For each landscape class, different receptor impact variables may not be connected to the same hydrological response variables. The following section describes the general framework of the elicitation approach.

As noted in Chapter 1, in BAs, hydrological response variables are defined as the hydrological characteristics of the system that: (i) are thought to be instrumental in maintaining and shaping the ecosystem components, processes and functions provided by the ecosystems in each landscape class, and (ii) have the potential to change due to coal resource development. Receptor impact variables are defined as the components of the ecosystem that, according to the qualitative mathematical model developed at the preceding qualitative modelling workshop, potentially change due to changes in the hydrological response variables. Receptor impact models describe how changes in hydrological response variables may impact particular aspects of ecological systems at a project-defined spatial and temporal scale. A receptor impact model describes the distribution of outcomes that would be expected to be observed in a receptor impact variable given a particular change to one or more hydrological response variables.

Where possible, receptor impact models would be based on data. In practice, the empirical information is usually incomplete so structured elicitation with experts is used to integrate their knowledge into the models. The quantitative relationship between receptor impact variables and hydrological response variables is the focus of the receptor impact modelling workshop that follows the qualitative modelling workshop in the overall workflow of the BAs (Figure 3).

The proposed approach allows the elicitation to proceed either on magnitude (e.g. abundance or percent cover) or presence–absence responses. If experts prefer to think about presence–absence for some combinations of covariates, but magnitude for other combinations, then both can be accommodated within a single model. The elicitation target is continuous (i.e. mean abundance or probability). Technical details are given in the following sections.

The structure of the elicitation is as follows. Time is indexed using t subscript k end subscript for receptor impact variable responses. Here, t subscript k end subscript refers to a specific year of assessment for the receptor impact variable that corresponds to the pre-specified time points of interest. The complete set of assessment years is given by open curly bracket t subscript ref end subscript equals 2012 comma space t subscript short end subscript equals 2042 comma space t subscript long end subscript equals 2012 end curly bracket, which corresponds to past, short-term future and long-term future assessment time points, respectively. Associated with each assessment year t subscript k end subscript (that is, for k is an element of open curly bracket ref comma short comma long comma close curly bracket) are relevant time periods of hydrological history tau subscript k end subscript superscript w end superscript, which vary depending on whether the histories are with respect to groundwater(w equals G) or surface water (w equals S) hydrological response variables. For surface water hydrological response variables, the tau subscript k end subscript superscript s end superscript are 30-year time periods with end-date t subscript k end subscript (inclusive). For example, the reference period for all surface water hydrological response variables is given by the closed interval, tau subscript ref end subscript superscript S end superscript equals open square bracket 1983 comma 2012 close square bracket. The groundwater hydrological response variables in the future period are defined relative to the same reference period used for the surface water, tau subscript ref end subscript superscript G end superscript equals tau subscript ref end subscript superscript S end superscript equals open square bracket 1983 comma 2012 close square bracket. The value of the groundwater hydrological response variable depends only on whether or not the assessment year occurs in the reference period or not, and does not depend on whether or not the assessment year occurs in either the short-term or long-term assessment year. For groundwater hydrological response variables, the tau subscript k end subscript superscript G end superscript for the short and long periods are therefore the same (tau subscript short end subscript superscript G end superscript equals tau subscript long end subscript superscript G end superscript); in this case, the hydrological response variable is, for instance, a summary statistic considered over the whole of the future period. An example is the maximum drawdown in the future period relative to the groundwater level in the reference period. The t subscript k end subscript and tau subscript k end subscript superscript w end superscript, are visualised in Figure 11.

Figure 11

Figure 11 Visualisation of tk, a specific year of assessment for receptor impact variable response, and τkw, the relevant time periods of hydrological history, that correspond to the pre-specified time points of interest

The assessment years, given by t subscript k end subscript with k element of open curly bracket ref comma short comma long close curly bracket, were chosen to assess the potential response of the receptor impact variable early in the development period (t subscript ref end subscript equals 2012), over an intermediate period of development (t subscript short end subscript equals 2042) and also the enduring impact of the developments (t subscript long end subscript equals 2102). The hydrological response variables (for example, the annual mean number of low-flow days over a 30-year period) were defined by a summary statistic derived for the intervals tau subscript k end subscript superscript w end superscript that depended on whether the hydrological response variable was surface water or groundwater (w element of open curly bracket S comma G close curly bracket). The reference period was shared across the hydrology disciplines, tau subscript ref end subscript superscript S end superscript equals tau subscript ref end subscript superscript G end superscript equals tau subscript ref end subscript equals open square bracket 1983 comma 2012 close square bracket. The surface water hydrological response variable intervals tau subscript k end subscript superscript S end superscript spanned the 30 years preceding t subscript k end subscript. The groundwater hydrological response variable intervals only depended on whether the corresponding assessment year was in the reference or future period; the intervals for the short-term and long-term future assessment years were therefore equivalent for groundwater, tau subscript short end subscript superscript G end superscript equals tau subscript long end subscript superscript G end superscript equals tau subscript future end subscript superscript G end superscript. The groundwater future interval tau subscript future end subscript superscript G end superscript was the only interval that varied depending on bioregion. In this example, tau subscript future end subscript superscript G end superscript equals open square bracket 2013 comma 2102 close square bracket.

Let y open parenthesis t subscript k end subscript close parenthesis be a receptor impact variable at time t subscript k end subscript. It is assumed that y open parenthesis t subscript k end subscript close parenthesis can depend on:

  • hydrological response variables derived for the corresponding intervals tau subscript k end subscript superscript w end superscript
  • previous values of the receptor impact variable y open parenthesis u close parenthesis comma space u less than t subscript k end subscript.

The goal of the receptor impact modelling workshop is to predict how the receptor impact variable changes at future time points given the reference value of the receptor impact variable and the hydrological response variable values. The Assessment team therefore elicits subjective probability distributions for the receptor impact variable for particular hydrological scenarios from the experts. The probability distributions express uncertainty in the impact of the hydrological change across the region. For example, the canopy cover of woody riparian vegetation may respond to an increase or decrease of a particular flood expected frequency of occurrence in the 30 years preceding the time point of interest. The predicted receptor impact variable may also depend on the level of the receptor impact variable (e.g. canopy cover) in the past. For example, a change in the hydrological response variable at a future time period relative to the reference period may be relevant if starting from a high level of canopy cover, but perhaps less important if starting from a very low canopy cover. The Assessment team therefore conditions the predictions of receptor impact variables on a stated level of the receptor impact variable at the reference assessment year, which is assumed known. However, the receptor impact variable (e.g. percent cover) at the reference assessment year is actually unknown. Therefore, the experts first assess how the receptor impact variable is distributed across the landscape class at the reference assessment year.

Given the above rationale, the receptor impact modelling workshop elicitation targets are defined by the conditional probability distributions of:

  • the receptor impact variable value at the reference assessment year 2012 given any hydrological response variables in the reference period
  • the receptor impact variable value at a future year given a value at the reference year and the hydrological response variables during the future time period.

The statistical model and elicitation process is summarised in Figure 12. Note that the final estimated receptor impact variable at time t subscript k end subscript depends on the hydrological history prior to t subscript ref end subscript, but the elicitation has simplified this by conditioning instead on the value of the receptor impact variable at time t subscript ref end subscript in the dependence structure of Figure 12. For example, a scenario considered in elicitation 2 (see Figure 12) conditions on the past receptor impact variable (y open parenthesis t subscript ref end subscript close parenthesis) instead of the possibly multiple hydrological response variable covariates that correspond to time t subscript ref end subscript and period tau subscript ref end subscript.

Figure 12

Figure 12 Elicitation relationship diagram, with the notations used in the related sections

For any k apostrophe element of open curly bracket short comma long close curly bracket, the receptor impact variable at time t subscript k end subscript depends on the current hydrological response variables (i.e. in the period tau subscript k end subscript) and the value of the receptor impact variable at time t subscript ref end subscript.

5.1 The general statistical model

The receptor impact model framework specifies a statistical model for the response function parameterised by expert opinion (Hosack et al., 2016, 2017). A modelling approach is adopted that allows for different types of empirical data, z, such as abundance, density, quadrat counts or presence–absence using generalised linear models (McCullagh and Nelder, 1989). The observation model for data z subscript i end subscript, p open parenthesis z subscript i end subscript vertical line y subscript i end subscript comma xi close parenthesis, is assumed to be from the exponential family and is conditioned on the expected response, expected value of z subscript i end subscript equals y subscript i end subscript, with possibly additional parameters xi that pertain only to the observation model. This expected response is mapped to the linear predictor, eta subscript I end subscript, by an invertible link function, g open parenthesis y subscript i end subscript close parenthesis equals eta subscript i end subscript. The linear predictor depends on the design point defined by the p times 1 vector of known covariate values x subscript i end subscript and the p times 1 vector of unknown coefficients beta through the linear function:

eta subscript i end subscript equals x subscript I end subscript superscript T end superscript beta

(16)

The above assumptions lead to the construction of a prior for the unknown parameters with a generalised linear model with defined observation model, link function and design point x subscript i end subscript.

5.1.1 Choice of link function and observation models

The generalised linear model allows for a wide variety of potentially observable responses that can be identified within a receptor impact model. Many options of link function and observation model will be available for a given receptor impact model. Guidance is provided here to assist this important selection process. The elicitation approach assumes that counts over the non-negative integers follow a Poisson distribution (with unknown varying intensity) and counts from a finite sample size follow a binomial distribution (with unknown varying probability); these are standard choices from the exponential family for count data. For the Poisson case, two link functions will be required (log and complementary log-log, ‘cloglog’), complicating the model fitting. For the binomial case, only the cloglog is required (with and without an offset). For both cases the above approach can be accommodated by the currently available methods for eliciting subjective probability distributions. These choices establish a correspondence among non-negative counts, bounded non-negative counts and presence–absence receptor impact variable models. Although the below choices develop log link models for discrete observations z, note that the analogue for non-negative continuous data is given by the Gaussian observation model coupled with log link.

5.1.1.1 Poisson

Let p open parenthesis z subscript i end subscript vertical line y subscript i end subscript close parenthesis equals fraction numerator y subscript i end subscript superscript z subscript i end subscript end superscript exp minus y subscript i end subscript over denominator z subscript i end subscript factorial end fraction with y subscript i end subscript equals g to the power of negative 1 end exponent open parenthesis eta subscript i end subscript close parenthesis equals exp open parenthesis eta subscript i end subscript close parenthesis with mean given by the inverse of the canonical log link function of the linear predictor eta subscript i end subscript equals log open parenthesis y subscript i end subscript close parenthesis equals x subscript i end subscript beta with known covariates x subscript i end subscript and unknown parameters beta. The intensity of the inhomogeneous Poisson process is given by y subscript i end subscript.

5.1.1.1.1 Support

The support of p open parenthesis z close parenthesis is over the non-negative integers, z equals 0 comma 1 comma dot dot dot. For example, it is applicable to a setting with a countable number of individuals in a given area.

5.1.1.1.2 Elicitation target

The expected value of the response is the average number of individuals in a given area over a specified time period.

5.1.1.1.3 Probability of presence

The probability of observing a zero count is P open parenthesis z subscript i end subscript equals 0 close parenthesis equals e to the power of negative y subscript i end subscript end exponent. Let p subscript i end subscript equal the probability of presence:

row 1 minus p subscript i end subscript equals P open parenthesis z subscript i end subscript equals 0 close parenthesis equals e to the power of negative y subscript i end subscript end exponent end row row minus log open parenthesis 1 minus p subscript i end subscript close parenthesis equals z subscript I end subscript end row row log open parenthesis negative log open parenthesis 1 minus p subscript i end subscript close parenthesis close parenthesis equals log open parenthesis z subscript i end subscript close parenthesis end row row equals eta subscript i end subscript comma end row

(17)

where the function h open parenthesis p subscript i end subscript close parenthesis equals log open parenthesis negative log open parenthesis 1 minus p subscript i end subscript close parenthesis close parenthesis is called the complementary log log function (cloglog). Therefore, eliciting the probability of presence given the complementary log log link function is a replacement for eliciting the expected abundance, when the expected abundance is very low (near zero). If the expected abundance is far from zero, then the probability of presence is effectively 1 and so will not provide much information on y subscript i end subscript. It is then better to stick to the log link and target the magnitude (e.g. abundance).

5.1.1.2 Binomial

Let p open parenthesis z subscript i end subscript vertical line n subscript i end subscript comma y subscript i end subscript close parenthesis equals open parenthesis table row n subscript i end subscript end row row z subscript i end subscript end row end table close parenthesis y subscript i end subscript superscript z subscript i end subscript end superscript open parenthesis 1 minus y subscript i end subscript close parenthesis to the power of n minus z subscript i end subscript end exponent with mean given by the inverse complementary log log link function y subscript i end subscript equals h to the power of negative 1 end exponent open parenthesis eta subscript i end subscript close parenthesis equals 1 minus exp open parenthesis negative exp space eta subscript i end subscript close parenthesis and linear predictor eta subscript i end subscript equals h open parenthesis y subscript i end subscript close parenthesis equals log open parenthesis negative log open parenthesis 1 minus y subscript i end subscript close parenthesis close parenthesis. The expected proportion of presences (successes) is given by y subscript i end subscript.

5.1.1.2.1 Support

The support of p open parenthesis z close parenthesis is over the bounded non-negative integers, z equals 0 comma dot dot dot comma n. For example, it is applicable to a setting with the number of observed presences given a total number of observations in a given area or transect.

5.1.1.2.2 Elicitation target

The expected value of the response is the expected proportion of presences given the n subscript i end subscript observations

5.1.1.2.3 Probability of presence

The probability of observing a zero count is P open parenthesis z subscript i end subscript equals 0 close parenthesis equals open parenthesis 1 minus y subscript i end subscript close parenthesis to the power of n subscript i end subscript end exponent. Let p subscript i end subscript equal the probability of presence:

row 1 minus p subscript i end subscript equals P open parenthesis z subscript i end subscript equals 0 close parenthesis equals open parenthesis 1 minus y subscript i end subscript close parenthesis to the power of n subscript i end subscript end exponent end row row log open parenthesis negative log open parenthesis 1 minus p subscript i end subscript close parenthesis close parenthesis equals log open parenthesis negative log open parenthesis 1 minus y subscript i end subscript close parenthesis to the power of n subscript i end subscript end exponent close parenthesis end row row equals log open parenthesis negative log open parenthesis 1 minus y subscript i end subscript close parenthesis close parenthesis plus log n subscript i end subscript end row row equals eta subscript i end subscript plus log n subscript i end subscript comma end row

(18)

where log n subscript i end subscript is an offset. The left-hand side on the second line in Equation (18) is again the complementary log log link function, which is also the assumed link function for this binomial generalised linear model. Therefore, the probability of presence given the complementary log log link function is equivalent to eliciting the expected proportion of presences with an offset.

5.1.2 Structure of design matrix

The elicitation of y open parenthesis t subscript k end subscript close parenthesis for the short- and long-term future periods depend on the hydrological response variables and a realised value of y open parenthesis t subscript ref end subscript close parenthesis. The model formulation uses a quadratic surface to describe the relationship between hydrological response variables and receptor impact variables. The curvature allowed for the fact that most ecological variables will have optimal values at intermediate levels of an environmental gradient. For example, not enough water can lead to tree mortality due to drought, whereas too much water can lead to tree mortality due to flooded conditions.

A fundamental issue in developing the receptor impact models is that for a significant number of variables their current state across the landscape class is unknown, which obviously impacts on the ability to make predictions. A key example is groundwater depth. Change in depth can be modelled but there will not be detailed maps of groundwater depth across all subregions or bioregions. Another example is information on the presence, absence or condition of an ecological community. This data will typically be incomplete or missing entirely. Given these constraints, models will sometimes need to accept covariates defined in terms of deviations in hydrological response variables relative to ‘reference’ conditions.

The model structure is determined by the design matrix X that is composed of the design points x subscript i end subscript comma space i equals 1 comma dot dot dot comma n For hydrological response variables that vary in both the reference and future periods, the functional form is a second order polynomial on the linear predictor that allows interactions among hydrological response variables, the reference period and the future period (Equation 19). For hydrological response variables that are defined relative to the reference period, the values of the hydrological response variables are fixed by definition in the reference period. For a given receptor impact model, enumerate the hydrological response variables with varying values in the reference period by h subscript j end subscript comma space j equals 1 comma midline horizontal ellipsis comma V, and the hydrological response variables without varying values in the reference period by h subscript j end subscript comma space j equals V plus 1 comma midline horizontal ellipsis comma N:

eta equals beta subscript 0 end subscript x subscript 0 end subscript plus beta subscript f end subscript x subscript f end subscript plus beta subscript l end subscript x subscript l end subscript plus beta subscript r end subscript x subscript r end subscript plus sum from j equals 1 to N of beta subscript h subscript j end subscript end subscript x subscript h subscript j end subscript end subscript plus sum from j equals 1 to N minus 1 of sum from k equals j plus 1 to N of beta subscript h subscript j end subscript times h subscript k end subscript end subscript x subscript h subscript j end subscript end subscript x subscript h subscript k end subscript end subscript plus sum from j equals 1 to N of beta subscript h subscript j end subscript to the power of 2 end exponent end subscript x subscript h subscript j end subscript end subscript to the power of 2 end exponent plus sum from j equals 1 to V of beta subscript h subscript j end subscript times f end subscript x subscript h subscript j end subscript end subscript x subscript f end subscript plus sum from j equals 1 to V minus 1 of sum from k equals j plus 1 to V of beta subscript h subscript j end subscript times h subscript k end subscript times f end subscript x subscript h subscript j end subscript end subscript x subscript h subscript k end subscript end subscript x subscript f end subscript plus sum from j equals 1 to V of beta subscript h subscript j end subscript to the power of 2 end exponent times f end subscript x subscript h subscript j end subscript end subscript to the power of 2 end exponent x subscript f end subscript

(19)

The coefficients are defined in Table 3.

Table 3 The coefficient notation, attributed names and corresponding covariates as defined by the structure of the design matrix for the full model


Coefficient

Name

Covariate description

beta subscript 0 end subscript

Intercept

All-ones vector

beta subscript f end subscript

Future

Binary: scored 1 if case is in a short- or long-term assessment year

beta subscript l end subscript

Long

Binary: scored 1 if case is in the long-term future assessment year

beta subscript r end subscript

y subscript ref end subscript

Continuous: value of RIV in the reference assessment year on the link transformed scale, g open parenthesis y open parenthesis t subscript ref end subscript close parenthesis close parenthesis equals eta subscript ref end subscript; set to zero if case is in the reference assessment year

beta subscript h subscript j end subscript end subscript

Linear

Continuous: linear trend with HRV h subscript j end subscript

beta subscript h subscript j cross times end subscript h subscript k end subscript end subscript

Interaction

Continuous: interaction between HRVs h subscript j end subscript and h subscript k end subscript

beta subscript h subscript j end subscript superscript 2 end superscript end subscript

Quadratic

Continuous: square of HRV h subscript j end subscript

beta subscript h subscript j end subscript cross times f end subscript

Linear:future

Continuous: interaction of linear trend with HRV h subscript j end subscript and future period

beta subscript h subscript j cross times end subscript h subscript k end subscript cross times f end subscript

Interaction:future

Continuous: interaction between HRVs h subscript j end subscript and h subscript k end subscriptand future period

beta subscript h subscript j end subscript superscript 2 end superscript cross times f end subscript

Quadratic:future

Continuous: interaction between square of HRV h subscript j end subscript and future period

HRV = hydrological response variable, RIV = receptor impact variable

5.1.2.1 Influence of the receptor impact variable from the reference assessment year

Note that by construction the covariate x subscript r end subscript named with the symbolic shorthand as y subscript ref end subscript in Table 3, which has zero values in the reference period, can be interpreted as an interaction between g open parenthesis y open parenthesis t subscript ref end subscript close parenthesis close parenthesis equals eta subscript ref end subscript and the future period binary factor, x subscript f end subscript. To see the ecological interpretation of beta subscript r end subscript in the above equation for eta that is associated with the covariate x subscript r end subscript (Table 3), which is equivalent to the entrywise product between x subscript f end subscript and eta subscript ref end subscript, first consider a model developed for the unknown quantity capital delta subscript t end subscript equals eta subscript t end subscript minus o subscript t end subscript, with o subscript t end subscript a known offset,

capital delta subscript t end subscript equals beta subscript 0 end subscript x subscript 0 end subscript plus beta subscript f end subscript x subscript f end subscript plus beta subscript l end subscript x subscript l end subscript plus H subscript t end subscript plus beta subscript f r end subscript x subscript f end subscript eta subscript ref end subscript comma

(20)

where the term:

H subscript t end subscript equals sum from j equals 1 to N of beta subscript h subscript j end subscript end subscript x subscript h subscript j end subscript end subscript plus sum from j equals 1 to N minus 1 of sum from k equals j plus 1 to N of beta subscript h subscript j end subscript times h subscript k end subscript end subscript x subscript h subscript j end subscript end subscript x subscript h subscript k end subscript end subscript plus sum from j equals 1 to N of beta subscript h subscript j end subscript to the power of 2 end exponent end subscript x subscript h subscript j end subscript end subscript to the power of 2 end exponent plus sum from j equals 1 to V of beta subscript h subscript j end subscript times f end subscript x subscript h subscript j end subscript end subscript x subscript f end subscript plus sum from j equals 1 to V minus 1 of sum from k equals j plus 1 to V of beta subscript h subscript j end subscript times h subscript k end subscript times f end subscript x subscript h subscript j end subscript end subscript x subscript h subscript k end subscript end subscript x subscript f end subscript plus sum from j equals 1 to V of beta subscript h subscript j end subscript to the power of 2 end exponent times f end subscript x subscript h subscript j end subscript end subscript to the power of 2 end exponent x subscript f end subscript

(21)

captures the hydrological response variable effects on the receptor impact variable. The offset is specified as the function:

0 subscript t end subscript equals open curly bracket if t is equal to ref, the function result is 0, if t is equal to open curly bracket short comma long close curly bracket, the function result is eta subscript ref end subscript

(22)

with the value of eta subscript ref end subscript in the last line assumed known. Given this specification of the offset, the unknown quantity capital delta subscript t end subscript is defined by:

capital delta subscript t end subscript equals open curly bracket if t equals ref, the function result is eta subscript ref end subscript, if t equals open curly bracket short comma long close curly bracket, the function result is eta subscript t end subscript minus eta subscript ref end subscript

(23)

again, with the value of eta subscript ref end subscriptin the last line assumed known.

In the above model for capital delta subscript t end subscript, the term beta subscript fr end subscript x subscript f end subscript eta subscript ref end subscript measures the association between the receptor impact variable y open parenthesis t subscript ref end subscript close parenthesis and the future change in y open parenthesis t close parenthesis on the linear predictor scale, and so it includes an interaction with the binary covariate x subscript f end subscript such that this term has no influence on the receptor impact variable in the reference period. The coefficient beta subscript fr end subscript therefore defines the relationship between eta subscript ref end subscript and the future change capital delta subscript t end subscript when t element of open curly bracket short comma long close curly bracket

The above model for capital delta subscript t end subscript can be rewritten with the known offset moved to the right-hand side:

eta subscript t end subscript equals beta subscript 0 end subscript x subscript 0 end subscript plus beta subscript f end subscript x subscript f end subscript plus beta subscript l end subscript x subscript l end subscript plus H subscript t end subscript plus beta subscript f r end subscript x subscript f end subscript eta subscript ref end subscript plus 0 subscript t end subscript.

(24)

Consider this model applied to a scenario in the reference period:

eta subscript ref end subscript equals beta subscript 0 end subscript x subscript 0 end subscript plus beta subscript f end subscript x subscript f end subscript plus beta subscript l end subscript x subscript l end subscript plus H subscript t end subscript plus beta subscript f r end subscript x subscript f end subscript eta subscript ref end subscript plus 0 subscript t end subscript equals beta subscript 0 end subscript plus H subscript t end subscript

(25)

where the known offset is set to zero when t equals ref, so that capital delta subscript ref end subscript equals eta subscript ref end subscript minus o subscript t end subscript equals eta subscript ref end subscript. The unknown eta subscript ref end subscript only appears on the left-hand side, as desired (it is the response variable). For a scenario in the future period with t element of open curly bracket short comma long close curly bracket, the model instead takes the form:

row eta subscript t end subscript equals beta subscript 0 end subscript x subscript 0 end subscript plus beta subscript f end subscript x subscript f end subscript plus beta subscript l end subscript x subscript l end subscript plus H subscript t end subscript plus beta subscript f r end subscript x subscript f end subscript eta subscript ref end subscript plus 0 subscript t is an element of open curly bracket short comma long close curly bracket end subscript end row row equals beta subscript 0 end subscript plus beta subscript f end subscript plus beta subscript l end subscript x subscript l end subscript plus H subscript t end subscript plus beta subscript f r end subscript eta subscript ref end subscript plus eta subscript ref end subscript end row row equals beta subscript 0 end subscript plus beta subscript f end subscript plus beta subscript l end subscript x subscript l end subscript plus H subscript t end subscript plus open parenthesis beta subscript f r end subscript plus 1 close parenthesis eta subscript ref end subscript comma end row

(26)

where capital delta subscript t end subscript equals eta subscript t end subscript minus o subscript t end subscript equals eta subscript t end subscript minus eta subscript ref end subscript with known value of eta subscript ref end subscript for t element of open curly bracket short comma long close curly bracket. It can be seen that open parenthesis beta subscript fr end subscript plus 1 close parenthesis equals beta subscript r end subscript for a future scenario. The coefficient beta subscript r end subscript associated with the covariate x subscript r end subscript in the original model for eta above provides the relationship between eta subscript ref end subscript and the future eta subscript t end subscript when t element of open curly bracket short comma long close curly bracket

All parameters thus have an ecological interpretation. Importantly, dependence of the receptor impact variable on the hydrological response variables is modelled jointly across both reference and future scenarios. Moreover, all unknown parameters appear linearly in the above equations. This linear property will be used by the method of estimation for the unknown parameters beta described in Chapter 7. For estimation, the choices for the values of eta subscript ref end subscript in the known offset function are derived from the elicitation scenarios as described in Chapter 7. Future predictions for t element of open curly bracket short comma long close curly bracket will depend on known eta subscript ref end subscript generated in the reference assessment year as described in Chapter 8. Example receptor impact models with specified design matrices are given in Section 5.3.

5.2 Design construction

The selection of design points (or scenarios) for consideration by the experts occurs prior to the receptor impact modelling workshop in two stages. First, potential candidate design points are identified. This stage uses hydrological model output and hydrology expertise to identify plausible bounds on the relevant hydrological response variables. Second, design points are selected from the set of candidate points in such a way to optimise the design subject to the structure of the design matrix as described above.

5.2.1 Candidate point selection

The number of samples n is set equal to the total number of parameters in the full model that describes the quadratic surface, which fully interacts with the reference period and future period, along with the parameters that correspond to the intercept, the long-term assessment year and the influence of the receptor impact variable from the reference assessment year.

For unconstrained designs, the candidate design points are defined by a 3 to the power of V end exponent factorial design with corner points determined by the ranges of the V hydrological response variables in the reference period. The centre values are typically set to the mid-point of the hydrological response variable ranges for each marginal (Figure 13, top) but occasionally modified, for example, to the logarithmic scale. In the future period, the candidate points are similarly drawn from a 3 to the power of N end exponent factorial design for the N hydrological response variables in the future period augmented by low and high values for the terms: future period, long-term assessment year in the future period and y subscript ref end subscript; this results in a 2 cubed times 3 to the power of N end exponent factorial design used to generate the candidate set in the future period.

The case of constrained or restricted design regions is considered in Section 5.2.3.

5.2.2 Design point selection

The D-criterion (Chaloner and Verdinelli, 1995) seeks to maximise the objective function:

zeta asterisk equals arg space max with straight zeta below space log space det space M open parenthesis zeta close parenthesis

(27)

where M open parenthesis zeta close parenthesis equals sum zeta subscript i end subscript x subscript i end subscript superscript T(transpose) end superscript x subscript i end subscript, with the notation that x subscript i end subscript superscript T(transpose) end superscript is a row vector of X, and where zeta is a probability measure on the design region chi with zeta subscript i end subscript equals fraction numerator n subscript i end subscript over denominator n end fraction, where n subscript i end subscript is the number of samples at the ith design point and sum for i of fraction numerator n subscript i end subscript over denominator n end fraction equals 1 with n the total number of samples. The numerical solution uses the optimisation algorithm of Federov (1972) as implemented by Wheeler (2004) and Wheeler (2014) separately applied to the candidate design points generated for the reference and future assessment years. The resulting optimised solutions are randomly ordered within each assessment year. In all cases, the elicitation procedure begins with elicitations in the reference year before progressing to the short-term assessment year and finishing with elicitation in the long-term assessment year (Figure 12).

Figure 13

Figure 13 Constraints and design point selection for simplified surface water configurations considered only within the reference period

The average number of low-flow days over a 30-year period is given on the x-axis. Top: QBFI, an index of the ratio of surface flow to baseflow, ranges between 0 and 1. The ranges estimated from the stochastic hydrology modelling output are given by black dashed lines. The resulting feasible design region is the shaded area. Candidate design points generated from the 3 by 3 factorial design given by the design region ranges and mid-points are shown by open circles. The cyan points are those selected by the D-criterion optimisation algorithm. Middle: NoFlowDays is similarly defined as LowFlowDays but uses a more extreme flow threshold. NoFlowDays cannot be greater than LowFlowDays, which produces the constrained design region (shaded area). Bottom: LowFlowMaxDays is the maximum duration of low-flow events. The defined relationships between these hydrological response variables result in a complicated set of constraints. The candidate design points affected by the lower bound were adjusted and the revised design points are shown for this example.

5.2.3 Restricted design regions

There are two general strategies to deal with constrained design regions. The first approach would be to propose a set of candidate design points for the unconstrained design region, then optimise the selection of candidate design points from the subset that meet the constraints. The second approach would be to modify the candidate points so as to meet the constraints before optimising the set of design points.

For some elicitations, the first approach is sufficient. For example, in the Gloucester subregion ‘Perennial – gravel/cobble streams’ landscape class percent canopy cover receptor impact model, EventsR0.3 and EventsR3.0, respectively, serve as proxies for overbench and overbank flood events. The number of overbank flood events (EventsR3.0) cannot be greater than the number of overbench flood events (EventsR0.3). Another example is the relationship between the number of no-flow days (equivalently, zero-flow days) and the number of low-flow days. A no-flow day is a day when the flow does not exceed a negligible value, whereas a low-flow day occurs if the daily flow does not exceed a higher value that corresponds to a defined level of low flow. The number of no-flow days therefore cannot exceed the number of low-flow days. This latter example is shown in Figure 13 (middle) for the reference period.

For more restrictive constraint relationships, the simple lattice structure approach to generating candidate points may lose too many candidate points once the constraints are applied. However, in such cases for the receptor impact models considered here, a small adjustment may be applied that brings some of these excluded lattice points back into the feasible design region. The D-optimality algorithm can then be applied to these adjusted candidate points. An example is given below.

This second approach is necessary for combinations of hydrological response variables composed of average number of days of low flow and the average maximum duration of the event, defined as the number of contiguous days separated by a full day over the low-flow threshold. The definitions for these two hydrological response variables impose a complicated set of constraints. The maximum duration of low-flow events within a year, given by m, must be less than the number of total low-flow days (m less than l), but not below the curve given by f open parenthesis l close parenthesis equals fraction numerator l over denominator 365 minus l end fraction, thus, f open parenthesis l close parenthesis less or equal than m less or equal than l. Let the coordinates of a non-compliant candidate point drawn from the 3 superscript N end superscript factorial lattice be given by open parenthesis l subscript f end subscript comma m subscript f end subscript close parenthesis, where 0 less or equal than m subscript f end subscript less than f open parenthesis l subscript f end subscript close parenthesis. The distance from this point to an arbitrary point open parenthesis l comma m close parenthesis is given by:

row delta open parenthesis l comma m close parenthesis equals square root of open parenthesis l minus l subscript f end subscript close parenthesis to the power of 2 end exponent plus open parenthesis m minus m subscript f end subscript close parenthesis to the power of 2 end exponent end root end row row delta open parenthesis l close parenthesis equals square root of open parenthesis l minus l subscript f end subscript close parenthesis to the power of 2 end exponent plus fraction numerator l to the power of 2 end exponent over denominator open parenthesis 365 minus l close parenthesis to the power of 2 end exponent end fraction minus fraction numerator 2 l m subscript f end subscript over denominator open parenthesis 365 minus l close parenthesis end fraction plus m subscript f end subscript to the power of 2 end exponent end root end row

(28)

where the second line gives the distance to an arbitrary point on the curve that is obtained by substituting m equals f open parenthesis l subscript f end subscript close parenthesis into the first line. Differentiating this result gives:

fraction numerator d delta over denominator d l end fraction equals fraction numerator l minus l subscript f end subscript plus l divided by open parenthesis 365 minus chi close parenthesis squared plus l squared divided by open parenthesis 365 minus l close parenthesis cubed minus m subscript f end subscript divided by open parenthesis 365 minus l close parenthesis minus l m subscript f end subscript divided by open parenthesis 365 minus l close parenthesis squared close parenthesis over denominator square root of open parenthesis l minus l subscript f end subscript close parenthesis squared plus l squared divided by open parenthesis 365 minus l close parenthesis squared minus 2 l m subscript f end subscript divided by open parenthesis 365 minus l close parenthesis plus m subscript f end subscript squared end root end fraction

(29)

Setting d delta divided by d l equals 0 gives the quartic polynomial equation:

lambda to the power of 4 end exponent plus open parenthesis negative 1095 minus l subscript f end subscript close parenthesis lambda to the power of 3 end exponent plus open parenthesis 399675 plus 1095 l subscript f end subscript close parenthesis lambda to the power of 2 end exponent plus open parenthesis negative 365 m subscript f end subscript minus 399675 l subscript f end subscript minus 48627490 close parenthesis lambda plus 133225 m subscript f end subscript plus 48627125 l subscript f end subscript equals 0

(30)

The derivative f apostrophe open parenthesis l close parenthesis is positive for 0 less or equal than l less or equal than 365. The curve f open parenthesis l close parenthesis is therefore monotonically increasing within the feasible region and a single real root lambda subscript 1 end subscript satisfies the constraints, f open parenthesis lambda subscript 1 end subscript close parenthesis less or equal than lambda subscript 1 end subscript less or equal than l subscript f end subscript. Thus, the solution for the sought-after feasible candidate point is given by the coordinates, open parenthesis lambda subscript 1 end subscript comma f open parenthesis lambda subscript 1 end subscript close parenthesis close parenthesis. A graphical example is given in Figure 13 (bottom). For example, the candidate point in the lower right corner has been visibly adjusted inward to the closest point within the feasible design region.

5.3 Example designs

In this section, two examples are provided from the Gloucester subregion (see companion product 2.7 for the Gloucester subregion (Hosack et al., 2018)). The elicitation scenarios as presented to the experts are provided, and the corresponding design matrices for the full model are presented. The qualitative modelling workshop identified several hydrological response variables to include in the receptor impact modelling for the Gloucester subregion. These are summarised in Table 4. The first example has varying hydrological response variables only in the future period that are defined relative to the reference period. This receptor impact model conditioned on the hydrological response variables: dmaxRef and tmaxRef (groundwater) and EventsR0.3 and EventsR3.0 (surface water). The second example has a single hydrological response variable that varies in both the reference and future periods: ZQD (surface water).

Table 4 Summary of the hydrological response variables used in the receptor impact models for the ‘Perennial – gravel/cobble streams’ landscape class, together with the signed digraph variables that they correspond to for the Gloucester subregion


Hydrological response variable

Definition of hydrological response variable

Signed digraph variable

dmaxRef

Maximum difference in drawdown under the baseline future or under the coal resource development pathway future relative to the reference period (1983 to 2012)

GW

tmaxRef

The year that the maximum difference in drawdown relative to the reference period (1983 to 2012) (dmaxRef) occurs.

GW

EventsR0.3

The mean annual number of events with a peak daily flow exceeding the threshold (the peak daily flow in flood events with a return period of 0.3 years as defined from modelled baseline flow in the reference period (1983 to 2012)). This metric is designed to be approximately representative of the number of overbench flow events in future 30-year periods.

FR1

EventsR3.0

The mean annual number of events with a peak daily flow exceeding the threshold (the peak daily flow in flood events with a return period of 3.0 years as defined from modelled baseline flow in the reference period (1983 to 2012)). This metric is designed to be approximately representative of the number of overbank flow events in future 30-year periods.

FR2

ZQD

The number of zero-flow days per year, averaged over 30 years

FR3

QBFI

Ratio of total baseflow generation to total streamflow generation, averaged over a 30-year period

FR3

FR1 = flow regime 1, FR2 = flow regime 2, FR3 = flow regime 3, GW = groundwater

5.3.1 Example with non-varying hydrological response variables in the reference period

One example receptor impact variable in the Gloucester subregion is the mean percent canopy cover of riparian vegetation in the ‘Perennial – gravel/cobble streams’ landscape class. The mean percent canopy cover of riparian vegetation was considered as a temporal average over the assessment year. The area of the hypothetical transect was 2000 m2 covering from the bottom of the stream bench to the high bank. This transect would typically have dimensions 20 m wide by 100 m length but is envisioned to vary with the local stream topography.

This receptor impact model is conditioned on the hydrological response variables (see Table 4): dmaxRef and tmaxRef (groundwater) and EventsR0.3 and EventsR3.0 (surface water). The elicitation scenarios presented to the experts are shown in Table 5. The values of the hydrological response variables are fixed in the reference period by definition. The value of y open parenthesis t subscript ref end subscript close parenthesis, which forms the covariate y subscript ref end subscript in Table 3, is not conditioned on elicitations within the reference assessment year of 2012. In the future period, a low and high value for y open parenthesis t subscript ref end subscript close parenthesis were determined from the 1/4th and 3/4th elicited fractiles (see Section 6.2.2), respectively, from the reference assessment year.

Table 5 Elicitation scenarios considered by the experts for percent canopy cover of riparian vegetation along perennial gravel/cobble streams in the Gloucester subregion


y(tref)

dmaxRef

tmaxRef

EventsR0.3

EventsR3.0

Year

na

na

na

3.33

0.33

2012

0.3

6

2102

4

0.34

2042

0.6

6

2019

4

0.23

2042

0.6

1.7

2102

4.6

0.29

2042

0.6

0

2019

4.6

0.23

2042

0.6

6

2060

4.6

0.34

2042

0.3

0

2060

3.3

0.34

2042

0.3

6

2019

3.3

0.34

2042

0.3

6

2102

3.3

0.23

2042

0.3

6

2019

4.6

0.29

2102

0.6

6

2060

3.3

0.29

2102

0.6

1.7

2102

3.3

0.34

2102

0.6

0

2102

3.3

0.23

2102

0.3

0

2019

3.3

0.23

2102

0.6

0

2019

4

0.34

2102

0.3

0

2102

4.6

0.34

2102

0.6

6

2102

4.6

0.23

2102

0.3

1.7

2060

4

0.23

2102

Hydrological response variables are defined in Table 4. Yref is value of receptor impact variable in the reference assessment year on the linear predictor scale.

na = not applicable

The design matrix of the full model with quadratic surface for the hydrological response variable is split into three tables: Table 6, Table 7 and Table 8. The subset of covariates that are retained for all possible models is given in Table 6; compare with the definitions found in Table 3. The new covariate Yrs2tmaxRef, which is assigned zero in the reference period, is simply the difference between tmaxRef and the assessment year, Yrs2tmaxRef equals tmaxRef minus t subscript k end subscript comma k element of open curly bracket 2012 comma 2042 comma 2102 long close curly bracket. The interaction terms for the hydrological response variables are given in Table 7. Note that there are no interaction terms between the hydrological response variables and the future period binary factor because the hydrological response variables do not vary in the reference period. The quadratic terms for the hydrological response variables are given in Table 8. As described above, the covariates that appear in Table 6 are common to all models. The covariates that appear in Table 7 and Table 8 may potentially be dropped (see Section 7.2), however, forming a candidate set of simpler alternative models relative to the full model.

Table 6 Partial design matrix of the full model for mean percent canopy cover of riparian vegetation along perennial gravel/cobble streams in the Gloucester subregion: essential covariates


Intercept

future

long

Yref

dmaxRef

Yrs2tmaxRef

EventsR0.3

EventsR3.0

1

0

0

0

0

0

3.33

0.33

1

1

0

–1.03

6

60

4

0.34

1

1

0

–0.09

6

–23

4

0.23

1

1

0

–0.09

1.7

60

4.6

0.29

1

1

0

–0.09

0

–23

4.6

0.23

1

1

0

–0.09

6

18

4.6

0.34

1

1

0

–1.03

0

18

3.3

0.34

1

1

0

–1.03

6

–23

3.3

0.34

1

1

0

–1.03

6

60

3.3

0.23

1

1

1

–1.03

6

–83

4.6

0.29

1

1

1

–0.09

6

–42

3.3

0.29

1

1

1

–0.09

1.7

0

3.3

0.34

1

1

1

–0.09

0

0

3.3

0.23

1

1

1

–1.03

0

–83

3.3

0.23

1

1

1

–0.09

0

–83

4

0.34

1

1

1

–1.03

0

0

4.6

0.34

1

1

1

–0.09

6

0

4.6

0.23

1

1

1

–1.03

1.7

–42

4

0.23

Hydrological response variables are defined in Table 4. Yref is value of receptor impact variable in the reference assessment year on the linear predictor scale. Yrs2tmaxRef, which is assigned zero in the reference period, is simply the difference between tmaxRef and the assessment year, Yrs2tmaxRef equals tmaxRef minus t subscript k end subscript comma k element of open curly bracket 2012 comma 2042 comma 2102 long close curly bracket.

Table 7 Partial design matrix of the full model for mean percent canopy cover of riparian vegetation along perennial gravel/cobble streams in the Gloucester subregion: interaction terms


dmaxRef:

Yrs2tmaxRef

dmaxRef:

EventsR0.3

dmaxRef:

EventsR3.0

Yrs2tmaxRef:

EventsR0.3

Yrs2tmaxRef:

EventsR3.0

EventsR0.3:

EventsR3.0

0

0

0

0

0

1.11

360

24

2.04

240

20.4

1.36

–138

24

1.38

–92

–5.29

0.92

102

7.82

0.49

276

17.4

1.33

0

0

0

–105.8

–5.29

1.06

108

27.6

2.04

82.8

6.12

1.56

0

0

0

59.4

6.12

1.12

–138

19.8

2.04

–75.9

–7.82

1.12

360

19.8

1.38

198

13.8

0.76

–498

27.6

1.74

–381.8

–24.07

1.33

–252

19.8

1.74

–138.6

–12.18

0.96

0

5.61

0.58

0

0

1.12

0

0

0

0

0

0.76

0

0

0

–273.9

–19.09

0.76

0

0

0

–332

–28.22

1.36

0

0

0

0

0

1.56

0

27.6

1.38

0

0

1.06

–71.4

6.8

0.39

–168

–9.66

0.92

Hydrological response variables are defined in Table 4. Yrs2tmaxRef, which is assigned zero in the reference period, is simply the difference between tmaxRef and the assessment year.

Table 8 Partial design matrix of the full model for mean percent canopy cover of riparian vegetation along perennial gravel/cobble streams in the Gloucester subregion: quadratic terms


dmaxRef2

Yrs2tmaxRef2

EventsR0.32

EventsR3.02

0

0

11.11

0.11

36

3600

16

0.12

36

529

16

0.05

2.89

3600

21.16

0.08

0

529

21.16

0.05

36

324

21.16

0.12

0

324

10.89

0.12

36

529

10.89

0.12

36

3600

10.89

0.05

36

6889

21.16

0.08

36

1764

10.89

0.08

2.89

0

10.89

0.12

0

0

10.89

0.05

0

6889

10.89

0.05

0

6889

16

0.12

0

0

21.16

0.12

36

0

21.16

0.05

2.89

1764

16

0.05

Hydrological response variables are defined in Table 4. Yrs2tmaxRef, which is assigned zero in the reference period, is simply the difference between tmaxRef and the assessment year.

5.3.2 Example with varying hydrological response variables in the reference period

Another example receptor impact variable from the Gloucester subregion is hyporheic (the area beneath the streambed where surface water mixes with groundwater) taxa richness in the ‘Intermittent – gravel/cobble streams’ landscape class. The units are taxa richness per 6 L of water. This receptor impact model is conditioned on the surface water hydrological response variable zero-flow days (averaged over 30 years) (ZQD), which varies in both the reference and future periods. The elicitation scenarios presented to the experts for this example are shown in Table 9.

Table 9 Elicitation scenarios considered by the experts for hyporheic taxa richness within the ‘Intermittent – gravel/cobble streams’ landscape class in the Gloucester subregion


Yref

ZQD

Year

na

330.3

2012

na

165

2012

na

0

2012

6

0

2042

12

165

2042

6

330

2042

12

330

2102

6

165

2102

Hydrological response variables are defined in Table 4.

Yref is value of receptor impact variable in the reference assessment year on the linear predictor scale.

na = not applicable, ZQD = zero-flow days (averaged over 30 years)

The design matrix of the full model with quadratic surface for the hydrological response variable is given in Table 10. Note that, in this case, there are no interaction terms between hydrological response variables given the single hydrological response variable. On the other hand, there are interaction terms between the hydrological response variables and the future period binary factor because the values for ZQD vary in both the reference and future periods. The covariates that include interactions or quadratic terms may be dropped, which forms a candidate set of simpler alternative models relative to the full model.

Table 10 Design matrix for the full receptor impact model of hyporheic taxa richness


Intercept

future

long

Yref

ZQD

ZQD2

future: ZQD

future: ZQD2

1

0

0

0

330.3

109098.1

0

0

1

0

0

0

165

27225

0

0

1

0

0

0

0

0

0

0

1

1

0

1.79

0

0

0

0

1

1

0

2.48

165

27225

165

27225

1

1

0

1.79

330

108900

330

108900

1

1

1

2.48

330

108900

330

108900

1

1

1

1.79

165

27225

165

27225

Hydrological response variables are defined in Table 4. Yref is value of receptor impact variable in the reference assessment year on the linear predictor scale.

ZQD = zero-flow days (averaged over 30 years)

Last updated:
9 November 2018