A Deep Learning Synthetic Likelihood Approximation of a Non-stationary Spatial Model for Extreme Streamflow Forecasting


Extreme streamflow is a key indicator of flood risk, and quantifying the changes in its distribution under non-stationary climate conditions is key to mitigating the impact of flooding events. We propose a non-stationary process mixture model (NPMM) for annual streamflow maxima over the central US (CUS) which uses downscaled climate model precipitation projections to forecast extremal streamflow. Spatial dependence for the model is specified as a convex combination of transformed Gaussian and max-stable processes, indexed by a weight parameter which identifies the asymptotic regime of the process. The weight parameter is modeled as a function of region and of regional precipitation, introducing spatio-temporal non-stationarity within the model. The NPMM is flexible with desirable tail dependence properties, but yields an intractable likelihood. To address this, we embed a neural network within a density regression model which is used to learn a synthetic likelihood function using simulations from the NPMM with different parameter settings. Our model is fitted using observational data for 1972-2021, and inference carried out in a Bayesian framework. Annual streamflow maxima forecasts for 2021-2035 estimate an increase in the frequency and magnitude of extreme streamflow, with changes being more pronounced in the largest quantiles of the projected annual streamflow maxima.

Annals of Applied Statistics (under revision)