Julie Carreau – Professeure adjointe, Département de mathématiques et de génie industriel, Polytechnique Montréal, Canada
We propose a statistical model suitable for large spatio-temporal data sets exhibiting complex patterns such as simulated by physics-based hydraulic models over high resolution (HR) 2D meshes. Although necessary for impact studies such as urban flood hazard assessment, their long computation times limit their applicability leading to the development of statistical models that may emulate them quickly. Our model draws from the strengths of multi-resolution analysis and relies on an extension of the lifting scheme, a flexible implementation of discrete wavelet transforms, for spatio-temporal data. The extended lifting scheme exploits the idea that dominant spatial features, that may be identified with clustering, remain present through time. An easily interpretable non-parametric representation can be derived from the lifting scheme by combining a smoothed version of the data (obtained by simple averaging) with details (given by local regression residuals). A generative algorithm is built by introducing the information provided by a low resolution model, whose computation times are orders of magnitude smaller, yielding a downscaling model. This downscaling model assumes that sufficiently representative HR spatial patterns can be inferred from the training set. Our model is applied to a 2D dam break experiment using a synthetic urban configuration and to a field-scale test case simulating the propagation of a dike break flood wave into a Sacramento urban area. A comparison, carried out with spatial interpolation schemes and with a variant of our model based on principal component analysis, shows that the spatio-temporal lifting scheme based model is better at reproducing extreme events.
Campus de l'Université de Montréal
2920, chemin de la Tour
Montréal Québec H3T 1J4