Comparison of joint versus postprocessor approaches for hydrological uncertainty estimation accounting for error autocorrelation and heteroscedasticity

Abstract The paper appraises two approaches for the treatment of heteroscedasticity and autocorrelation in residual errors of hydrological models. Both approaches use weighted least squares (WLS), with heteroscedasticity modeled as a linear function of predicted flows and autocorrelation represented using an AR(1) process. In the first approach, heteroscedasticity and autocorrelation parameters are inferred jointly with hydrological model parameters. The second approach is a two‐stage “postprocessor” scheme, where Stage 1 infers the hydrological parameters ignoring autocorrelation and Stage 2 conditionally infers the heteroscedasticity and autocorrelation parameters. These approaches are compared to a WLS scheme that ignores autocorrelation. Empirical analysis is carried out using daily data from 12 US catchments from the MOPEX set using two conceptual rainfall‐runoff models, GR4J, and HBV. Under synthetic conditions, the postprocessor and joint approaches provide similar predictive performance, though the postprocessor approach tends to underestimate parameter uncertainty. However, the MOPEX results indicate that the joint approach can be nonrobust. In particular, when applied to GR4J, it often produces poor predictions due to strong multiway interactions between a hydrological water balance parameter and the error model parameters. The postprocessor approach is more robust precisely because it ignores these interactions. Practical benefits of accounting for error autocorrelation are demonstrated by analyzing streamflow predictions aggregated to a monthly scale (where ignoring daily‐scale error autocorrelation leads to significantly underestimated predictive uncertainty), and by analyzing one‐day‐ahead predictions (where accounting for the error autocorrelation produces clearly higher precision and better tracking of observed data). Including autocorrelation into the residual error model also significantly affects calibrated parameter values and uncertainty estimates. The paper concludes with a summary of outstanding challenges in residual error modeling, particularly in ephemeral catchments.