The Ensemble Kalman Filter for Multidimensional Bioeconomic Models

Natural Resource ModelingIn the recent issue of Natural Resource Modeling, I have an article together with my old boss. The idea is to apply the ensemble Kalman filter to fit multidimensional foodweb models to data for use in bioeconomic analysis. The abstract:

To integrate economic considerations into management decisions in ecosystem frameworks, we need to build models that capture observed system dynamics and incorporate existing knowledge of ecosystems, while at the same time accommodating economic analysis. The main constraint for models to serve in economic analysis is dimensionality. In addition, to apply in long-term management analysis, models should be stable in terms of adjustments to new observations. We use the ensemble Kalman filter to fit relatively simple models to ecosystem or foodweb data and estimate parameters that are stable over the observed variability in the data. The filter also provides a lower bound on the noise terms that a stochastic analysis requires. In this paper, we apply the filter to model the main interactions in the Barents Sea ecosystem. In a comparison, our method outperforms a regression-based approach.

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