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A R T I C L E I N F O A B S T R A C T
Keywords: Global circulation models (GCMs) provide important insights into future climate change. Bias-correction of
Climate change downscaled GCM output is integral to any hydrological investigations of climate change due to discrepancies
Bias correction between the statistics of downscaled GCM simulations and observations. Many bias-correction techniques have
Hydrological simulation
been developed to support hydrological applications. However, there have been few comparisons of the sensi
Hydroclimate
tivity of hydrological simulations to different bias-correction assumptions. This paper investigates the impor
tance of two common assumptions: (i) simultaneously correcting bias at multiple time scales, and (ii) explicitly
handling rainfall autocorrelation; in quantile mapping of downscaled GCM rainfall data for hydrological simu
lation. Four quantile mapping methods are applied to correct bias in dynamically downscaled reanalysis and
historical GCM simulations of rainfall for 11 catchments in south-eastern Australia and the performance of bias-
corrected rainfall and streamflow simulations is evaluated.
All quantile mapping methods investigated can effectively eliminate bias in monthly and annual rainfall totals.
Quantile mapping methods that consider differences in the temporal dependence (autocorrelation) structure of
downscaled GCM and observed rainfall are most effective in reducing bias in rainfall sequencing statistics, such
as probability of consecutive wet or dry days. Streamflow simulations of mean and high streamflow percentiles
are underestimated when generated using rainfall that is corrected using quantile mapping methods that do not
consider differences in the temporal dependence structure of downscaled GCM and observed rainfall. Future
hydrological investigations of climate change should therefore adopt methods that explicitly consider the tem
poral dependence structures of downscaled GCM and observed rainfall.
* Corresponding author at: CSIRO Land and Water, Private Bag 10, Clayton South, VIC 3169, Australia.
E-mail address: david.robertson@csiro.au (D.E. Robertson).
https://doi.org/10.1016/j.jhydrol.2023.129322
Received 27 January 2022; Received in revised form 21 February 2023; Accepted 22 February 2023
Available online 27 February 2023
0022-1694/© 2023 The Authors. Published by Elsevier B.V. This is an open access article under the CC BY-NC-ND license (http://creativecommons.org/licenses/by-
nc-nd/4.0/).
D.E. Robertson et al. Journal of Hydrology 619 (2023) 129322
series therefore future climate sequences will not reflect any change to Pegram, 2012; Bürger et al., 2011; Cannon, 2016; Cannon, 2018). These
the spatial or temporal patterns (Maraun, 2016). methods establish correlation matrices for both GCM and observed time
A range of bias-correction methods also exist that create a mapping series and adjust the correlation of bias-corrected data using a matrix
between the distributions of raw and downscaled GCM data and ob decomposition of the correlation matrices. As the matrix decomposition
servations (Johnson and Sharma, 2012; Maraun, 2016; Mehrotra and methods assume a multivariate Gaussian dependence structure, in some
Sharma, 2016; Mehrotra and Sharma, 2021; Teng et al., 2015). Such instance a recursive procedure is required where spatial or intervariable
methods use empirical or parametric descriptions of the distribution of dependence structures differ from multivariate Gaussian (Cannon,
GCM and observed climate variables and assume that the quantile of a 2016). While these methods have been applied to correct inter-variable
GCM, or downscaled, projection can be mapped directly to an identical and spatial correlations, conceptually an identical approach could be
quantile in the observed distribution. A significant limitation of many taken to handle temporal correlation as well.
quantile based bias-correction methods is that quantile mapping occurs While numerous bias-correction methods have been developed to
separately for each location, time step and variable, and therefore does address the limitations of univariate quantile mapping, very few studies
not guarantee the resultant time series reproduces important spatial, demonstrate their effectiveness for hydrological applications. In this
temporal or inter-variable characteristics (Mehrotra and Sharma, 2016). paper we introduce a univariate bias-correction method and developed
For hydrological modelling applications that integrate over time and it to (i) simultaneously correct bias at daily and aggregate time steps,
space, this can lead to underestimation of extreme streamflow events and (ii) handle differences in the autocorrelation structures of down
and bias in aggregate flow statistics such as the mean annual flow scaled GCM and observed rainfall using a consistent statistical frame
(Bennett et al., 2012; Charles et al., 2020). Inter-variable correlations work that allows the effects of method extension to be explored. The
between temperature and precipitation have been found to be particu developments of the bias-correction methods are designed to address the
larly important in regions and seasons where precipitation falls as a limitations of univariate bias-correction for hydrological applications
mixture of snow and rain (Chen et al., 2018; Seo et al., 2019). identified by Potter et al. (2020) and Charles et al. (2020) The methods
A limited number of bias correction methods exist that consider build on the concepts of Johnson and Sharma (2012) and Mehrotra and
spatial and temporal correlations in time series. Johnson and Sharma Sharma (2016), but seeks to address some of their limitations by
(2012) introduced an approach to correct bias in monthly rainfall pro adopting the parametric statistical models previously used to post-
jections that considers autocorrelation and applies corrections at mul process rainfall forecasts for hydrological applications and likelihood-
tiple nested time scales. Their approach seeks to address issues related to based parameter estimation techniques (Robertson et al., 2013). We
both high and low-frequency variability in GCM output. They adopt a then contrast the ability of the methods to reproduce rainfall statistics
lag-one autoregressive model to characterise the temporal persistence critical for hydrological simulation and also illustrate their impact on
and while it is argued that a more sophisticated time series model could streamflow simulations for 11 catchments in south-eastern Australia.
be used, the use of such models has not yet been reported in the liter The paper is structured as follows. Section 2 introduces the bias-
ature. For hydrological applications, the ability to apply corrections over correction methods building from a basic univariate mapping method
multiple temporal scales reduces the chance that streamflow simulations commonly applied to include corrections at multiple time scales and
generated using bias-corrected rainfall will be biased. However, the allowing for autocorrelation. Section 3 describes methods adopted to
Johnson and Sharma (2012) formulation of the bias-correction and the evaluate the performance of the bias-correction methods with respect to
parameter inference methods adopted means the approach is not able to the rainfall characteristics and streamflow simulations. Section 4 pre
be applied to daily data and does not necessarily correct conditional sents result of the evaluation and discusses the implications for hydro
biases over all time scales (Mehrotra and Sharma, 2012). Extensions of climate projections under a changing climate. We summarise our key
the Johnson and Sharma (2012) approach have introduced the ability to findings and conclusions in Section 5.
handle daily rainfall data, represent spatial and inter-variable correla
tion (Mehrotra and Sharma, 2015; Mehrotra and Sharma, 2016; Meh 2. Quantile mapping bias-correction method
rotra and Sharma, 2021). While the formulation of the nested bias
correction algorithm is hierarchical (Mehrotra and Sharma, 2012), Quantile mapping is an approach to bias correction that involves
moment estimates of parameters are used and therefore conditional adjusting a set of climate projections according to the relationship be
dependencies between parameters at different scales are neglected. tween the quantiles of a set of historical GCM simulations and corre
Neglecting these conditional dependencies requires recursive imple sponding observations. The quantile relationship is obtained by fitting
mentation of the nested bias correction to minimise bias in projections cumulative distribution functions independently to the historical GCM
over all time scales and therefore an algorithm that is complex to simulations and observations. Both empirical and parametric forms of
implement. the cumulative distribution function have been used as the basis of
Mehrotra and Sharma (2019) also introduced an alternative bias quantile mapping (Teng et al., 2015). Here, we firstly introduce our
correction approach that seeks to correct the spatial, temporal and inter- basic (univariate) approach to quantile mapping and then extend the
variable correlations through the use of an empirical copula coupling approach to jointly model multiple temporal scales and autocorrelation
method that is analogous to the Schaake shuffle that is applied for structure of rainfall.
precipitation forecast calibration for hydrological applications (Clark
et al., 2004). The method reorders bias-corrected projections so that the 2.1. Basic univariate quantile mapping
lag-1 (year) autocorrelation of normalised projections reflects the
observed autocorrelation adjusted for the different between the histor For our base approach to quantile mapping, we independently map
ical and future GCM autocorrelation. The approach is applied separately daily values as is commonly practice (Bennett et al., 2012; Charles et al.,
to each calendar day across years, meaning that there is no guarantee 2020; Potter et al., 2020; Teng et al., 2015). We adopt a parametric
that the between-day correlation for future periods is adequately description of the marginal distribution that has previously been applied
described. In addition, when applied to precipitation the effect of zero to calibration of rainfall forecasts at hourly (Robertson et al., 2013;
values on correlation estimates is ignored, meaning that autocorrelation Shrestha et al., 2015), daily (Wang et al., 2012) and seasonal (Schepen
estimates are potentially in error (Smith et al., 2010), and potentially et al., 2014) time scales. To allow for seasonal rainfall distribution, we
leading to poorer performance of the reordering method relative to non- use different marginal distributions for each calendar month.
bounded variables such as temperature.
Parametric methods to correct inter-variable and spatial correlation 2.1.1. Parametric distribution
have also been introduced into bias-correction methods (Bárdossy and The distribution of daily rainfall, for a given month, is assumed to
2
D.E. Robertson et al. Journal of Hydrology 619 (2023) 129322
where Jzt →xt = coth(a + bx̃t ) is the Jacobian of the trans where μy is the mean daily rainfall for year y, σ 2d the variance of the daily
( )
formation,ϕ yt |μ, σ is the probability density function of the normal anomalies about μy and σ2y the variance of μy about the global mean μ.
distribution and Φ(zc |μ, σ ) is the cumulative density function, and zc the Combining the distributions in yields
transformed value of a generic censor threshold, set to zero in this case. ( )
The prior distribution of parameters is given by z ∼ N μ, σ 2d + σ 2y (13)
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D.E. Robertson et al. Journal of Hydrology 619 (2023) 129322
p(a)∝1 a⩽1 We extend our base and hierarchical descriptions of the marginal
distribution of rainfall by assuming that the joint distribution of trans
p(log(b) )∝N(0, 1)
formed rainfall within a calendar month can be described using a
p(μ)∝1
(16) multivariate normal distribution. For bias correction applications AR1
p(log(σ d ) )∝1 models have previously been assumed for monthly and annual data (e.g.
( ) Johnson and Sharma, 2012; Mehrotra and Sharma, 2012; Mehrotra and
1
p σ2y ∝ 2 σ 2y > 0.0 Sharma, 2016). Methods used for generating stochastic rainfall data at
σ y + 0.52
shorter time steps tend to embed higher order autocorrelation functions
(Obeysekera et al., 1987). In this study we assume that the autocorre
where a half Cauchy prior on σ2y is recommended by (Gelman, 2006) for
lation of transformed rainfall can be described using an ARMA(2,1)
hierarchical variances and the remaining priors are consistent with the { }
model with parameters ρ1,m , ρ2.m , η1,m . Using this strategy, trans
non-hierarchical model.
formed rainfall for a calendar month are assumed to follow a multi
Computation of the posterior density function requires the integra
variate normal distribution
tion over μy for every set of parameters. Given that μy follows a normal
( )
distribution, Gauss-Hermite integration can be used to efficiently zy,m ∼ N μy,m ⋅1I(y,m) , σ 2y,m Rm (25)
compute the integrand using a small number of samples of μy for given
( )
values of a, b, μ, σ y , σd . where zy,m is a vector of transformed rainfall for calendar month m and
Once the global parameters are obtained, the values of μy for each year y, 1I(y,m) is a vector of ones with the same length as zy,m and Rm a
year can be estimated using the following likelihood. matrix representing the autocorrelation function. The theoretical auto
( ⃒ ) ( ⃒ ) ( ) correlation function for an ARMA model at lag τ can be derived using the
p μy ⃒μ, σ y , σd , xy ∝p xy ⃒μy , σ d p μy |μ, σy
method described by Brockwell and Davis (1991). The matrix Rm is
∏ ( ⃒
I
) ( ) (17) populated with the theoretical autocorrelation function using lag
= p xy,i ⃒μy , σ d p μy |μ, σy
i=1 computed from the difference between the column and row index.
( ⃒ ) ( ⃒ )
( ( ⃒ )⃒⃒ ( ( ⃒ ) ) ) p xy (n)⩽xc ⃒xy (m), θ = p zy (n)⩽zc (n)⃒zy (m), θ
− 1
zo = Fd,o Fd,p zp ⃒μy,p , σd,o ⃒Fμ− ,o1 Fμ,p μy,p ⃒μp , σ y,p |μo , σ y,o , σd,o (22) ∫ zc (n)
( ⃒ ) (29)
= p zy (n)⃒zy (m), θ dzy (n)
Effectively this is a two stages process where Stage 1 involves − ∞
quantile mapping the mean monthly rainfall
Im is the dimension of xy (m) and zc (n) a vector of transformed censor
( ( ⃒ ) ) ( ⃒
μy,o = Fμ− ,o1 Fμ,p μy,p ⃒μp , σ y,p |μo , σ y,o (23) thresholds the size of xy (n). The conditional distribution p zy (n)⃒zy (m),
)
θ is multivariate normal and the computation of the mean vector and
Stage 2 involves quantile mapping the daily anomaly
covariance matrix can be found in standard statistical texts (Gelman
( ( ⃒ )⃒ )
− 1
zo = Fd,o Fd,p zp ⃒μm,p , σd,o ⃒μm,o , σ d,o (24) et al., 1995). The RANNRM algorithm of Genz (1993) are used to
perform the numerical integration of the multivariate normal
distribution.
2.3. Dealing with autocorrelation
2.3.2. Quantile mapping
Both the base and hierarchical approaches to quantile mapping do The approach to quantile mapping when autocorrelation is modelled
not make allowance for there being different correlation structures in follows that described by Cannon (2018). The steps of the quantile
the downscaled GCM simulations and observations. Cannon (2016) mapping are:
proposed a multivariate bias correction approach which uses a multi
variate normal distribution to model the joint distribution of several 1. Transform the vector of downscaled GCM rainfall for a given month
{ }
different climate variables. Autocorrelation of rainfall within a multi- using the transformation parameters ap , bp inferred using the
day period can be considered as a multivariate problem where each downscaled GCM data.
day in the period has an identical marginal distribution.
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D.E. Robertson et al. Journal of Hydrology 619 (2023) 129322
2. Augment any censored values using a Gibbs sampler, see Wang and observations in a probability plot.
Robertson (2011) for details. We compare the efficacy of the four bias-corrections methods by
3. Standardise the augmented vector of transformed downscaled GCM computing a range of metrics that reflect the bias in the annual and
rainfall from step 2 to give a vector of correlated standard normal monthly mean rainfall, and also in metrics relevant for hydrological
variates by subtracting by the mean μy,p and dividing by the standard modelling including the length of wet and dry spells, the magnitude of
deviation σy,p inferred using the downscaled GCM data. three-day rainfall totals, and the persistence of daily rainfall, specifically
4. Rotate the correlated standard normal variates from step 3 using the the lag-one autocorrelation, dry-dry day probability and wet-wet day
inverse of the Cholesky decomposition of the matrix Rp for the probability.
downscaled GCM rainfall, to give a vector of uncorrelated standard
normal variates. 3.2. Hydrological simulations
5. Rotate the uncorrelated standard normal variates from step 4 using
the Cholesky decomposition of the matrix Ro for the observed rainfall Hydrological modelling was undertaken using the GR4J rainfall-
to give a vector of correlated standard normal variates following the runoff model (Perrin et al., 2003). Model parameters were calibrated
correlation structure of the observations. for each catchment using the Shuffled complex evolution algorithm
6. Unstandardise the vector of correlated standard normal variates (Duan et al., 1994; Duan et al., 1993) by optimising a compound
from step 5 by multiplying by the standard deviation σy,o and adding objective function. The adopted objective function is
the mean μy,o inferred using the observations.
7. Back-transform the output of step 6 using the transformation pa OF = (1 − NSE) + 5(log(1 + bias) )2.5 (30)
rameters {ao , bo } inferred using the observations.
where
8. Set negative values in the output of step 7 to zero.
∑T ( )2
Qs,t − Qo,t
3. Assessment of quantile mapping methods NSE = 1 − ∑t=1
T ( ) 2
, (31)
t=1 Qo,t − Qo
5
D.E. Robertson et al. Journal of Hydrology 619 (2023) 129322
Fig. 1. Location of catchments used in this study. Details for each catchment are given in Table 1 using numeric map ID.
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D.E. Robertson et al. Journal of Hydrology 619 (2023) 129322
Fig. 2. Examples of daily non-hierarchical parameteric distributions fitted to downscaled ERA-Interim reanalysis (left panel) and observed (right panel) May rainfall
for catchment 226204. The solid line represents the median fitted distribution and dashed lines represent the 95% uncertainty estimates of the fitted distribution
generated using sampling.
Fig. 3. Examples of daily hierarchical parameteric distributions fitted to downscaled ERA-Interim reanalysis (left panel) and observed (right panel) May rainfall for
catchment 226204. The solid line represents the median fitted distribution and dashed lines represent the 95% uncertainty estimates of the fitted distribution
generated using sampling.
the daily distributions presented in Fig. 2 and Fig. 3. The variance of random. Adopting a hierarchical method or allowing for autocorrelation
monthly rainfall totals derived from data generated using the non- in the fitted marginal distribution induces structure in the sampled daily
hierarchical parametric distribution that does not consider autocorre rainfall and improves the ability to describe the distribution of monthly
lation is considerably lower than for the other methods (Fig. 4). The rainfall totals. The distributions of monthly rainfall totals derived using
lower variance of monthly rainfall totals is illustrated by the flatter blue the combination of the hierarchical method and allowing for autocor
lines in Fig. 4, that poorly describe the highest and lowest monthly to relation tend to better characterise the highest and lowest monthly
tals. This limitation arises because the sampled daily rainfall is purely rainfall values.
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D.E. Robertson et al. Journal of Hydrology 619 (2023) 129322
Fig. 4. Examples of monthly non-hierarchical parameteric distributions fitted to downscaled ERA-Interim reanalysis (left panel) and observed (right panel) May
rainfall for catchment 226204. The solid line represents the median fitted distribution and dashed lines represent the 95% uncertainty estimates of the fitted dis
tribution generated using sampling.
Fig. 5. Examples of monthly hierarchical parameteric distributions fitted to downscaled ERA-Interim reanalysis (left panel) and observed (right panel) May rainfall
for catchment 226204. The solid line represents the median fitted distribution and dashed lines represent the 95% uncertainty estimates of the fitted distribution
generated using sampling.
4.2. Evaluation of bias corrected rainfall indicated by the whiskers of the box plots. These residual biases are
likely to be an indication that the parametric description of the marginal
Quantile mapping reduces the large biases of annual and monthly distribution is inadequate in some instances.
rainfall in both downscaled GCM and reanalysis rainfall to nearly zero Differences in the annual and monthly bias between the quantile
(Fig. 6). For all months, the interquartile range of bias is smaller than mapping approaches are small and can be considered inconsequential
10%, but in some months the bias after quantile mapping for a small (Fig. 6). However, differences between the quantile mapping ap
number of catchments, GCM and downscaling can be as high as 20% as proaches do become evident when evaluating rainfall sequencing
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D.E. Robertson et al. Journal of Hydrology 619 (2023) 129322
Fig. 6. Relative bias of mean annual and monthly rainfall for downscaled historical GCM (top panel) and reanalysis (lower panel) simulated rainfall under cross-
validation. The box plots show the range across the combinations of 11 catchments, GCMs and downscaling versions. Boxes representing the interquartile range
are divided by a line representing the median, and whiskers represent the entire range of combinations. Box plots are derived from results for 11 catchments, three
WRF downscaling configurations and two reanalysis products (66 total combinations) or four GCMs (132 total combinations). The vertical scale has been amplified to
highlight differences in the bias-correction methods.
metrics (Fig. 7). Quantile mapping approaches that ignore differences in wet and dry day probabilities, PWW and PDD respectively. Bias
autocorrelation between the observed and downscaled GCM data correction methods that ignore autocorrelation appear to increase bias
display residual bias in many of the rainfall sequencing metrics. These of some rainfall sequencing metrics relative to the raw downscaled GCM
biases are practically eliminated using approaches that consider auto data, for example the lag-one autocorrelation and mean wet-spell
correlation, for bias correction of downscaled outputs from both rean length.
alyses and host GCM. This is particularly evident for the mean dry-spell Differences in the bias of rainfall sequencing metrics between the
length, mean wet-spell length, lag-one autocorrelation and consecutive hierarchical and non-hierarchical mapping methods tend to be very
Fig. 7. Relative bias of rainfall sequencing metrics for downscaled historical GCM (top panel) and reanalysis (lower panel) simulated rainfall.
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D.E. Robertson et al. Journal of Hydrology 619 (2023) 129322
small. Where there are differences, there is no clear pattern as to which methods in percentage terms do manifest in large difference in absolute
is the better performing method, with the hierarchical method dis terms as well. This suggests the smaller bias in mean daily flow as a
playing smaller and less variable bias for some metrics and the non- result of considering the autocorrelation in the rainfall bias-correction is
hierarchical method displaying similar characteristic for other metrics. primarily due to the lower bias in the high streamflow percentiles. Biases
This suggests that the effects of between-year variations in rainfall are in the streamflow simulations generated using the bias-corrected GCM
likely to vary considerably between catchments. rainfall are also typically larger than the simulations generated using
Fig. 6 and Fig. 7 also highlight there are differences in the bias bias-corrected reanalysis rainfall when autocorrelation in rainfall is not
characteristics of the raw downscaled reanalysis and historical GCM considered, while they behave similarly when autocorrelation is
simulations. The raw downscaled reanalysis tends to have lower bias in considered.
monthly and annual means, and also in many rainfall sequencing met In the temperate catchments considered in this study, high percentile
rics than the downscaled GCM data. The bias-corrected reanalysis also streamflow predominantly results from multi-day wet sequences that
tends to display smaller and less variable residual bias than the bias- refill catchment water stores. Therefore, the ability of a bias-correction
corrected historical GCM simulation. This suggests the bias-correction method to produce multi-day wet sequences in bias-corrected time series
methods are likely to perform more consistently when the correcting will influence the bias in high-percentile streamflow simulations. Our
smaller biases. results indicate that the multi-day wet sequences and high-percentile
streamflow simulations can only be realistically reproduced using
4.3. Evaluation of streamflow simulations bias-correction methods that consider autocorrelation.
The importance of multi-day sequences of rainfall to produce high
Streamflow simulations generated using bias-corrected rainfall are streamflow percentiles may also explain why when autocorrelation is
considerably less biased than those generated using the raw downscaled not considered, biases in streamflow simulations produced using the
GCM and reanalysis rainfall, and the variability of the bias is consider bias-corrected reanalysis rainfall are smaller than those produced using
ably smaller (Fig. 8). A median negative bias of approximately 0.1 mm/ the bias-corrected GCM. As reanalysis products are generated by
day (~ <10%) exists in mean streamflow simulations generated using assimilating atmospheric observations, after downscaling they are more
bias-corrected rainfall and the bias correction methods that consider likely to reflect actual temporal climate sequences than uninitialized
autocorrelation reduce this bias by up to 2% of the mean daily stream GCMs. However, even though the downscaled reanalysis is more likely
flow. However, the bias does not manifest equally across all flow per to reproduce realistic temporal climate sequences, bias in high-
centiles for all bias correction methods. The bias correction methods that percentiles of streamflow simulations is likely to still be present unless
do not consider autocorrelation tend to produce streamflow with smaller bias-correction methods consider autocorrelation.
bias for low streamflow percentiles and much larger bias for the highest We further illustrate the effects of allowing for autocorrelation in the
streamflow percentiles compare to those that do consider autocorrela rainfall bias-correction method by examining its effects on the bias in the
tion. For the low streamflow percentiles, while there are substantial high percentile flow accumulations over 3- and 10-day periods and the
differences in between the bias correction methods in percentage terms, length of low- and high-flow sequences (Fig. 9). Differences between the
in absolute terms there are very small. However, for the high streamflow rainfall bias-correction methods are minimal for the 90th percentile 3-
percentiles, both the large differences between the bias correction and 10-day streamflow accumulations. This is also true for lower
Fig. 8. Simulated historical-period streamflow bias (streamflow simulations using bias-corrected downscaled rainfall minus simulations using AWAP rainfall in
percentage and mm/day) for a range of daily flow percentiles, for streamflow simulations forced by downscaled historical GCM (top panel) and reanalysis (lower
panel) simulated rainfall. The box plots show the range across the combinations of 11 catchments, GCMs and downscaling versions. Boxes representing the inter
quartile range are divided by a line representing the median, and whiskers represent the entire range of combinations.
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D.E. Robertson et al. Journal of Hydrology 619 (2023) 129322
Fig. 9. Bias in metrics of multi-day streamflow totals and the duration of very-high (>90th percentile) and low (25th percentile) flow periods, for streamflow
simulations forced by downscaled historical GCM (top panel) and reanalysis (lower panel) simulated rainfall.
percentiles, not shown. However, for the 95th and 99th percentile 3- and correction methods on the multi-month streamflow accumulations
10-day streamflow accumulations, the rainfall bias-correction methods (Fig. 10). At all timescales, the bias of streamflow simulations generated
that consider autocorrelation do display lower bias those that neglect using bias corrected rainfall is lower than the bias of simulations
autocorrelation. These very high percentile 3- and 10-day streamflow generated using the raw downscaled GCM and reanalysis rainfall. As
accumulations require multi-day sequences high rainfall amounts to with the 3- and 10-day accumulations differences between the bias
occur, which seems only to be possible if autocorrelation is considered in correction methods are small for the 90th percentile 1-, 3-, 6-, and 12-
the bias-correction method. However, accumulations for the 90th, and month streamflow accumulations. Differences do exist for the 95th
lower, percentile streamflow accumulations could possibly occur as a and 99th percentile accumulations with the bias-correction methods
result of a multi-day rainfall sequence or during the recession following that consider autocorrelation displaying biases that are closer to zero
a very high streamflow event when effects of rainfall on streamflow are than those that don’t consider autocorrelation.
reduced, and therefore the effects of including autocorrelation in the
bias correction method are minimal. 5. Discussion
Bias-correcting rainfall forcing reduces bias in the length of simu
lated high and low flow periods. Bias in the length of both high and low Here we have described modifications to standard quantile–quantile
flow periods is also influenced by the bias-correction method with the matching methods that can address the limitations in using bias-
methods considering autocorrelation displaying lower bias that those corrected rainfall for streamflow simulation (Charles et al., 2020; Teng
that don’t. The hierarchical bias-correction methods also display lower et al., 2015; Teutschbein and Seibert, 2012). The modifications involve
bias than the non-hierarchical method. For the low flow periods, the applying quantile mapping simultaneously to daily and multi-day, in
bias-correction methods that consider autocorrelation produce close to this paper monthly, rainfall, and by explicitly accounting for differences
zero bias, particularly for the simulations produce using bias-corrected in the autocorrelation structures of observed and downscaled GCM
GCM data. However, for the high flow periods, the negative biases of rainfall. Our result show that allowing for difference in autocorrelation
the simulations generated using raw downscaled translate into positive improve rainfall sequencing metrics and that under cross-validation the
biases for the simulations using bias-corrected rainfall, albeit of a hierarchical approach produces slightly smaller bias in mean rainfall
smaller magnitude. This suggests that order of the ARMA model adopted than simple daily quantile–quantile mapping.
for the bias-correction may be too high for the actual rainfall The study of Charles et al. (2020) found that bias-corrected rainfall
observations. led to under-estimation of simulated mean annual streamflow and in
Projections of streamflow are often used to assess the adequacy of a high flow percentiles. Our results produced using a standard quanti
range of water resources management strategies, including reservoir le–quantile method demonstrate similar under-estimation of mean
reliability analyses that are sensitive to streamflow accumulations over streamflow and of high flow percentiles reported by Charles et al.
periods of months and years. We assess the impact of the different bias- (2020). While our results show that the under-estimation of streamflow,
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D.E. Robertson et al. Journal of Hydrology 619 (2023) 129322
Fig. 10. Bias in metrics of monthly and multi-month streamflow accumulations, for streamflow simulations forced by downscaled historical GCM (top panel) and
reanalysis (lower panel) simulated rainfall.
particularly high flow percentiles, is reduced by both modifications to application to correct downscaled GCM and reanalysis for historical
standard quantile mapping we introduce, the greatest improvement periods with concurrent, but assumed asynchronous, observations. To
arises from allowing for differences in rainfall autocorrelation between correct bias in downscaled GCM projections of climate changes requires
observed and downscaled GCM rainfall. In the catchments considered in assumptions to be made about the consistency of the parameters of the
this study, streamflow dynamics are strongly influenced by high and low bias-corrections between historical and future periods. One approach is
frequency climate variability. Our results suggest that inadequate rep to assume that the parameters inferred using historical observations and
resentation of high frequency variability, as characterised by rainfall GCM simulations can be applied to future periods (Charles et al., 2020;
autocorrelation, leads to underestimation of high streamflow percentiles Potter et al., 2020). If the change between the historical and future
and overall negative bias in streamflow simulations. Therefore, methods periods is large, this approach is potentially limited by the ability of the
for correcting bias in climate change projections for hydrological ap parametric marginal distribution to extrapolate beyond the range of
plications require rainfall autocorrelation to be corrected in addition to data used in parameter estimation. It also assumes that the autocorre
the properties of the daily rainfall distribution. Conceptually, the hier lation of downscaled GCM simulations, and observations, in the trans
archical quantile mapping approach also allows for corrections to be formed space does not change.
made to the amplitude of low frequency variability. Evaluation of the An alternative approach is to preserve some or all changes in
benefits of the hierarchical approach to quantile mapping for correcting distributional characteristics between historical and future downscaled
low frequency variability will be investigated in a future study. GCM projections in the distribution of the observations and apply
In this study, we have evaluated the effects of our bias-correction quantile mapping using modified marginal distributions. This approach
approaches applied to downscaled GCM simulations and reanalysis for has been used to preserve changes in the mean (Cannon, 2018; Mehrotra
historical periods. The most common application of bias correction and Sharma, 2016) and temporal or spatial correlation (Bárdossy and
methods is in the assessment of the impacts of future climate change. Pegram, 2012; Mehrotra and Sharma, 2016), or full marginal cumula
Hydrological climate change studies typically characterise the changes tive density function (Robin et al., 2019) between historical and future
in streamflow simulations between a historical and future period using downscaled GCM projections as a part of a quantile mapping algorithm.
the same downscaled GCM product. Therefore, the ability to reduce bias The potential limitation with this approach, particularly if parametric
in a GCM-forced streamflow simulations for historical periods relative to descriptions of marginal distributions are adopted, is that parameters
the simulations forced by observed climate data, may not necessarily can be conditionally dependent meaning that the process of adjustment
result in materially different conclusions on the effects of climate of individual properties is not straightforward. Further investigation is
change. Investigations into the sensitivity of climate change projections needed to establish the most appropriate approach to apply quantile
will be reported in a future study. mapping to future projections when changes between the historical and
This study has applied bias-correction methods that adjust the mean, future periods are large. Such an investigation would require historical
variance and skewness of the marginal distribution and temporal cor data with changes similar in magnitude to be able to validate any
relation structure. The methods have been evaluated using an findings.
12
D.E. Robertson et al. Journal of Hydrology 619 (2023) 129322
The hierarchical approach to bias correction introduced in this paper with newer generations of climate models that are higher resolution and
adopted a two-level hierarchy. Extension of the hierarchical structure to improved parameterizations. Bias in the raw GCM rainfall output from
more than two levels may be desirable to better represent variability at all CMIP experiments tends to be very large and therefore for this study
different temporal scales or to handle seasonal effects in a single model. we used dynamically downscaled simulations. Dynamical downscaling
While extension of the hierarchical structure is possible, as the number of GCM output can add value by reducing bias, particularly in areas of
of levels in the hierarchy increases parameter estimation becomes complex topography (Di Virgilio et al., 2020). Since commencing this
increasingly challenging. Each additional layer in the hierarchy requires work, new downscaled GCM data forced by CMIP5 models has been
an additional numerical integration in the computation of the likelihood released (Nishant et al., 2021). While these new simulations show
function. Therefore, even when computationally efficient numerical reduced bias and improved seasonal patterns in precipitation, biases
integration methods are used, parameter estimation may become remain large requiring the correction for hydrological applications
computationally infeasible from a practical perspective. In the current (Nishant et al., 2021). Therefore, bias correction methods such as those
study, parameter estimation for the two-level hierarchical approach introduced here will continue to be required for hydrological impact
required considerably more computational time than the non- modelling.
hierarchical equivalent, and therefore even using a three-layer model
may be computationally prohibitive. 6. Conclusions
In this study we apply bias-correction to a single variable at a single
location. Hydrological applications are likely to also require coherent Global climate models provide important insights into future climate
bias-corrected GCM data for multiple variables and or locations. The change. However, inconsistencies between the statistics of downscaled
approach used here to consider temporal correlations as a part of the GCM simulations and observations mean that bias-correction is an in
bias correction adapts approaches used to model spatial and inter- tegral part of any assessment of the hydrological consequences of
variable correlation structure (Bárdossy and Pegram, 2012; Cannon, climate change. While a wide range of techniques have been developed
2018). Therefore, generating bias-corrected data that display appro to correct bias in different aspects of GCM simulations, extending from
priate spatial and intervariable correlations is a direct extension of the simple univariate methods to approaches that explicitly consider spatial
bias-correction described here. However, increasing the number of temporal and inter-variable dependence structures, there are few com
correlation dimensions considered can induce instability in some anal parisons of the impact of different bias-correction assumptions on hy
ogous bias-correction methods and ultimately degrade desired statistical drological simulations. This paper uses a consistent statistical
features, e.g. spatial correlations, primarily due to the limited data framework to investigate the importance of (i) simultaneously correct
available to estimate high-dimension correlation structures (François ing bias at multiple time scales, and (ii) explicitly handling rainfall
et al., 2020). Extending the approach described here to consider spatial autocorrelation in quantile mapping of GCM rainfall for hydrological
and inter-variable correlation would therefore require investigation to simulation. Four quantile mapping methods are applied to correct bias
mitigate against potential instabilities, which may include parameter in dynamically downscaled reanalysis and historical GCM projections of
ized correlation structures or other methods to reduce the number of rainfall for 11 catchments in south-eastern Australia and the perfor
effective dimensions. mance of bias-corrected rainfall and streamflow simulations is
Several authors argue that stochastic bias-corrections are necessary evaluated.
to overcome the inability of many GCM and RCM models to reproduce All quantile mapping methods investigated can effectively eliminate
the fine scale spatial and temporal variability (Mao et al., 2015; Maraun, bias in monthly and annual rainfall totals. Quantile mapping methods
2016; Robin et al., 2019; Yuan et al., 2019). An element of stochasticity that consider differences in the temporal dependence (autocorrelation)
can be generated using the bias-correction methods introduced in this structure of GCM and observed rainfall are most effective in reducing
paper that consider autocorrelation, and all similar methods. Step 4 of bias in rainfall sequencing statistics, such as probability of consecutive
the bias correction procedure in the methods that allow for autocorre wet or dry days. For streamflow simulations, mean and high streamflow
lation, rotates standard normal variates to remove any correlation, percentiles over multiple time periods are underestimated when
before Step 5 applies a different rotation to instil correlations that reflect generated using rainfall that is corrected with quantile mapping
the observations. Theoretically after Step 4 the resultant variates are methods that do not consider differences in the temporal dependence
independent. In this study, we maintain the order of the independent structure of GCM and observed rainfall. Rainfall forcing generated using
variates between steps 4 and 5, however as they are independent these quantile mapping methods that correct temporal dependence (autocor
variates could be reordered to introduce an element of stochasticity in relation) structures produce in streamflow simulations with lower, often
the bias-corrected data. This stochasticity would primarily be different close to zero, bias in mean and high percentiles estimates across time
of climate sequences that all follow the transformed marginal distribu period of days to months.
tion of the observations. In this study we investigated alternative bias correction methods for
The catchments we have investigated in this study are limited to the historical periods. Further investigations will assess the sensitivity of
temperate zones of south-eastern Australia. While the catchments do future projections to bias-correction methods, including the importance
have diverse hydrological characteristics, including one catchment that of explicitly preserving changes in some or all the distributional char
is intermittent, the rainfall characteristics are broadly similar for all acteristics of GCM simulations between future and historical periods.
catchments. These catchments display cool wet winters, where rainfall is Given our findings on the importance of explicitly handling rainfall
primarily from extra-tropical frontal weather systems, and warm, dry autocorrelation in quantile mapping for hydrological applications,
summers. Therefore, the benefits of including autocorrelation in rainfall future work will also investigate the most appropriate methods to
bias-correction methods may be limited to similar temperate regions. characterise temporal, and where necessary spatial and inter-variable,
Further work is required to investigate the efficacy of the bias-correction dependence structures.
methods introduced in this manuscript regions with differing rainfall
seasonality and processes, for example in tropical and monsoonal re CRediT authorship contribution statement
gions, where rainfall persistence may be better represented in the
downscaled GCM and reanalysis products or of lessor importance for David E. Robertson: Conceptualization, Methodology, Software,
streamflow simulation. Formal analysis, Investigation, Validation, Writing – original draft,
Finally, in this study we used dynamically downscaled simulations Writing – review & editing. Francis H.S. Chiew: Conceptualization,
from a subset of host CMIP3 GCMs to demonstrate our method. CMIP5 Funding acquisition, Investigation, Methodology, Writing – review &
and CMIP6 provide more recent climate simulation and projection data editing. Nicholas Potter: Conceptualization, Data curation,
13
D.E. Robertson et al. Journal of Hydrology 619 (2023) 129322
Investigation, Writing – review & editing. Duan, Q.Y., Gupta, V.K., Sorooshian, S., 1993. Shuffled complex evolution approach for
effective and efficient global minimization. J Optim Theory Appl 76 (3), 501–521.
https://doi.org/10.1007/BF00939380.
Declaration of Competing Interest Duan, Q., Sorooshian, S., Gupta, V.K., 1994. Optimal use of the SCE-UA global
optimization method for calibrating watershed models. J. Hydrol. 158 (3–4),
265–284.
The authors declare the following financial interests/personal re
Ekström, M., Grose, M.R., Whetton, P.H., 2015. An appraisal of downscaling methods
lationships which may be considered as potential competing interests: used in climate change research. WIREs Clim. Change 6 (3), 301–319. https://doi.
David E. Robertson reports financial support was provided by Victoria org/10.1002/wcc.339.
Department of Environment Land Water and Planning. Francis Chiew Evans, J.P., et al., 2014. Design of a regional climate modelling projection ensemble
experiment &ndash. NARCliM. Geosci. Model Dev. 7 (2), 621–629. https://doi.org/
reports financial support was provided by Victoria Department of 10.5194/gmd-7-621-2014.
Environment Land Water and Planning. Nick Potter reports financial François, B., Vrac, M., Cannon, A.J., Robin, Y., Allard, D., 2020. Multivariate bias
support was provided by Victoria Department of Environment Land corrections of climate simulations: which benefits for which losses? Earth Syst.
Dynam. 11 (2), 537–562. https://doi.org/10.5194/esd-11-537-2020.
Water and Planning. Fu, G., Charles, S.P., Chiew, F.H.S., 2007. A two-parameter climate elasticity of
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Gelman, A., 2006. Prior distributions for variance parameters in hierarchical models
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This work was conducted on the traditional lands of the Boonwur Vol 25 - Statistical Applications of Expanding Computer Capabilities. Interface
Foundation North America, Fairfax, pp. 400-405.
rung, Wurundjeri peoples of the Kulin Nation and also the Ngunnawal Johnson, F., Sharma, A., 2012. A nesting model for bias correction of variability at
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traditional custodians of the catchments and rivers used in this study. Mao, G., Vogl, S., Laux, P., Wagner, S., Kunstmann, H., 2015. Stochastic bias correction
This research has been supported by the Victorian Water and Climate of dynamically downscaled precipitation fields for Germany through Copula-based
Initiative. We thank Hongxing Zheng and Steve Charles (both CSIRO) for integration of gridded observation data. Hydrol. Earth Syst. Sci. 19 (4), 1787–1806.
https://doi.org/10.5194/hess-19-1787-2015.
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