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Section: Research Program

Model calibration and validation

The overall calibration of the parameters that drive the equations implemented in the above models is a vital step. Theoretically, as the implemented equations describe e.g. socio-economic phenomena, some of these parameters should in principle be accurately estimated from past data using econometrics and statistical methods like regressions or maximum likelihood estimates, e.g. for the parameters of logit models describing the residential choices of households. However, this theoretical consideration is often not efficient in practice for at least two main reasons. First, the above models consist of several interacting modules. Currently, these modules are typically calibrated independently; this is clearly sub-optimal as results will differ from those obtained after a global calibration of the interaction system, which is the actual final objective of a calibration procedure. Second, the lack of data is an inherent problem.

As a consequence, models are usually calibrated by hand. The calibration can typically take up to 6 months for a medium size LUTI model (about 100 geographic zones, about 10 sectors including economic sectors, population and employment categories). This clearly emphasizes the need to further investigate and at least semi-automate the calibration process. Yet, in all domains STEEP considers, very few studies have addressed this central issue, not to mention calibration under uncertainty which has largely been ignored (with the exception of a few uncertainty propagation analyses reported in the literature).

Besides uncertainty analysis, another main aspect of calibration is numerical optimization. The general state-of-the-art on optimization procedures is extremely large and mature, covering many different types of optimization problems, in terms of size (number of parameters and data) and type of cost function(s) and constraints. Depending on the characteristics of the considered models in terms of dimension, data availability and quality, deterministic or stochastic methods will be implemented. For the former, due to the presence of non-differentiability, it is likely, depending on their severity, that derivative free control methods will have to be preferred. For the latter, particle-based filtering techniques and/or metamodel-based optimization techniques (also called response surfaces or surrogate models) are good candidates.

These methods will be validated, by performing a series of tests to verify that the optimization algorithms are efficient in the sense that 1) they converge after an acceptable computing time, 2) they are robust and 3) that the algorithms do what they are actually meant to. For the latter, the procedure for this algorithmic validation phase will be to measure the quality of the results obtained after the calibration, i.e. we have to analyze if the calibrated model fits sufficiently well the data according to predetermined criteria.

To summarize, the overall goal of this research axis is to address two major issues related to calibration and validation of models: (a) defining a calibration methodology and developing relevant and efficient algorithms to facilitate the parameter estimation of considered models; (b) defining a validation methodology and developing the related algorithms (this is complemented by sensitivity analysis, see the following section). In both cases, analyzing the uncertainty that may arise either from the data or the underlying equations, and quantifying how these uncertainties propagate in the model, are of major importance. We will work on all those issues for the models of all the applied domains covered by STEEP.