THE UNIVERSITY OF BRITISH COLUMBIA

DEPARTMENT OF STATISTICS

TECHNICAL REPORT #258

Efficient Stabilization of Crop Yield

Prediction in the Canadian Prairies
By

Luke Bornn
James V Zidek

April 2010

Efficient Stabilization of Crop Yield

Prediction in the Canadian Prairies
Luke Bornn and James V Zidek
Abstract
This report describes how spatial dependence can be incorporated into statistical models for crop yield along with the dangers of ignoring it. In particular, approaches that
ignore this dependence suffer in their ability to capture (and predict) the underlying
phenomena. By judiciously selecting biophysically based explanatory variables and
using spatially-determined prior probability distributions, a Bayesian model for crop
yield is created that not only allows for increased modelling flexibility but also for
improved prediction over existing least-squares methods. The model is focussed on
providing efficient predictions which stabilize the effects of noisy data. Prior distributions are developed to accommodate the spatial non-stationarity arising from distinct
between-region differences in agricultural policy and practice. In addition, a range of
possible dimension-reduction schemes are examined in the pursuit of improved prediction.

Introduction

This report presents a method for forecasting wheat crop yields in the Canadian
Prairie Provinces a challenging task due to dramatic variability in yield over
space and time. Its importance, however, should not be understated: wheat
is one of Canadas primary exports, accounting for 12 percent of wheat and
barley traded in the world market. Thus variation in yield has considerable
impact both within and beyond Canadian borders ([18]). Enabling effective
crop management, handling, and marketing, thus requires accurate predictions
of crop yield that account for and explain these variations. For example, these
forecasts are helpful in setting insurance premiums and futures prices as well
as in managing grain transport. Since spatial and temporal climate variability
affect crop yields ([19]; [12]), a crop yield forecasting method must include
climate as an essential component if it is to be successful.
Several processbased models have been successfully used for crop yield prediction including the Agricultural Production Systems Simulator (APSIM) in
Australia ([9]) as well as a web-based tool developed by the United States
Southeast Climate Consortium ([8]). These processbased models typically employ tunable and user adjustable deterministic and stochastic models to simulate
biological and physical processes related to crop yield. While these models use
knowledge pertaining to the individual processes, they often require significant
1

2 Modelling Crop Yield with Biophysically Based Explanatory Variables

input from the user, including a wide range of meteorological and environmental
variables which may be difficult or expensive to obtain.
In contrast to the above, traditional statistical techniques are purely empirical. While these methods may result in accurate predictions, they typically lack
the interpretability of processbased models ([2]. As a result of this criticism,
recent years have seen the development of statistical models that also provide interpretation of the underlying biophysical process. One such process knowledge
based approach involves water stress indices (SIs; [13], [12]; [14], [15]). While
these developments have resulted in improved crop yield models, the majority
are deficient in: a) not providing an efficient dimension reduction of explanatory
variables; b) not accounting for uncertainty in the estimated technology trend;
c) ignoring spatial correlation between regions.
This report describes the results of a project coordinated by Agriculture and
Agri-foods Canada to develop a model that explains and predicts wheat yield
and its relation to climatic variables. With plans for an online implementation
in the future, efficiency was required as a feature of the model, as was the
ability to stabilize the effects of noisy measurements. Building on earlier work,
we employ a crop water SI to provide explanatory power for a new crop yield
predictor. To improve prediction over existing approaches, we extract a sensitive
yet low-dimensional summary of this stress index. We then demonstrate its
improved prediction performance compared to currently used windowed average
approaches. In contrast to previous work which models each agricultural region
separately, we create a unified model that allows strength to be borrowed from
adjacent and nearby regions, thus stabilizing both inference and prediction.
By employing a spatially-motivated context-specific prior distribution on the
parameters of interest, we account for and use spatial correlation between sites
while smoothing and consequently improving predictions.
Following this introduction, Section 2 describes the crop yield forecasting
problem and available data. This section works through a series of successively
improved models, eventually leading to a Bayesian model in Section 3 which
jointly models all regions simultaneously. Model testing and diagnostics are
explored in Section 4. Lastly, Section 5 concludes the work.

Modelling Crop Yield with Biophysically Based Explanatory

Variables

This report models crop yield in the Canadian Prairies as a function of climaterelated explanatory variables. The data include annual wheat yields (in bushels
per acre) along with associated measurements of a crop water stress index and
growing degree day (both described later) for 40 agricultural regions across the
Canadian Prairies from 1976-2006. The agricultural regions are those used in
the 2006 Canadian Census of Agriculture and are determined from climate and
soil information. For each of the 31 years and 40 regions, yield is an aggregated
average across the the region. Likewise, stress index and growing degree day
are calculated regionally, but on a daily basis throughout the growing season

2 Modelling Crop Yield with Biophysically Based Explanatory Variables

(April 1 to September 30).

2.1

Incorporating Soil Water

The well recognized influence of soil water on crop yields dictates its inclusion
in any yield prediction model ([4]). However, due to the time consuming and
costly process of measuring soil water content, in practice its effects must be
inferred from more widely available environmental variables such as precipitation, temperature, and easily measured crop and soil-related factors. A suite
of models have been developed which attempt to understand soil water availability in the context of these environmental variables. Beginning with simple
water balance approaches that balance precipitation and soil water storage with
evapotranspiration and water runoff, these models have increased in their complexity over the years. We focus on budget models, which build on the premise
that above a certain threshold (called the field capacity), soil cannot absorb
any more water and therefore any additional water is drained off through runoff
or drainage. Also, if the soil water fails to be replenished through precipitation,
irrigation, or other sources, the soil reaches a point where plant roots are no
longer capable of uptaking water. This stage is known as the wilting point.
Evapotranspiration, which describes the sum of evaporation and plant transpiration, measures the water lost from plants, soil, and other land surfaces
into the atmosphere. There are two key components in the budget model, potential evapotranspiration (PET) and actual evapotranspiration (AET). PET
represents the atmospheric demand for evapotranspiration; specifically, it accounts for the energy available to evaporate water and transport it into the
lower atmosphere. AET is the actual water content available for evaporation
and transpiration, and relies on plant physiology and soil characteristics for
its calculation. When the soil has ample water, the actual evapotranspiration
(AET) can equal the PET. However when the soil is not at its field capacity,
AET will be less than PET.
Budget models are straightforward to implement since they require a minimum of meteorological data as well as soil field capacities and wilting points.
While more advanced models have been built which include soil hydraulic characteristics and more complex relationships between soil, plant, and meteorological systems, these models requires considerably more information from the user,
including detailed soil and plant characteristics. Because of the additional variables required by these models, we employ a budget model in the remainder of
this work. Our model uses crop water stress index (SI), defined as 1-AET/PET.
This quantity will be near 0 when water is plentiful in the soil and near 1 when
the plant is stressed by a lack of available moisture. Intuition might suggest
directly including precipitation, temperature, soil and plant information into
the model. However, doing so would add a large number of variables, especially considered that many of these variables are observed for every day of the
growing season. Using the SI instead provides an economical reduction in the
dimensionality of the description space in a way that respects the biophysical
processes involved in soil water movement and availability.

2 Modelling Crop Yield with Biophysically Based Explanatory Variables

2.1.1

Predicting Yield with SI

We begin by detailing the process of fitting a regression model to crop yield

using least squares (LS). First let yj , j = 1, . . . , 40 be the yield from region j for
years t = 1976, . . . , 2006. Since SI is a daily value, we create an annual average
for each year and region; let the vector sij denote these means for each region.
We begin by fitting a common regression model to all regions, specifically
yj = 0 + 1 t + 2 sij + "j .

(1)

While previously developed statistical models for crop yield account for technology trend by first fitting a regression on time and then modelling the residuals,
such approaches yield little understanding about the uncertainty associated with
forecasting. In particular, while forecasts that use detrended data may be similar, their associated variances will be biased as uncertainty in the technology
trend is ignored. As a result, to properly account for all sources of variability
technology trend should be an integral part of any forecasting model.
To begin, note that the simple model in Equation 1 relies on only 3 parameters all regions are described by the same formula. The assumptions of such
a model include, for instance, that the errors "j are stochastically independent
for all j. To test this assumption, we plot the mean residual (averaged over the
31 years) for each of the 40 stations in Figure 1. This figure makes it clear that
the residuals are spatially correlated. For instance, the residuals in Alberta (the
western-most Prairie Province) are much larger than the other two provinces,
highlighting the fact that the model is biased, particularly in central Alberta.
Considering the mean and standard deviation of crop yield across the prairies
is 30.9 and 8.2 respectively, the average residual value of 13.5 in this region
indicates that the model is consistently underestimating the crop yield there.
To gain descriptive power, researchers have expanded the above model by
fitting a different regression model to each region, specifically
yj = 0,j + 1,j t + 2,j sij + "j .

(2)

The expanded model now accounts for 61% of crop yield variation, compared to
33% for (1), albeit at the expense of additional parameters. In fact, by assigning a unique parameter to each region, this expanded model has 3 40 = 120
parameters. By using such models, albeit with potentially modified/additional
explanatory variables, several authors have been able to create fairly accurate
predictions of crop yield ([13]; [15]). It is important to note that the large number of predictor variables (120) makes this model prone to overfitting; while some
authors have used cross-validation to prevent this (i.e. [15]), others have exacerbated the problem by conducting extensive calibration to tune the explanatory
variables (i.e. [13]). It is well understood that smoothed, or penalized, models
have better prediction properties than larger, more variable models ([7]). This
leads us to prefer the most parsimonious model yielding accurate forecasts and
to select explanatory variables which provide optimal prediction power for crop
yield.

2 Modelling Crop Yield with Biophysically Based Explanatory Variables

Fig. 1: Mean residuals from model (1).

The availability of SIs for every day of the growing season (in our case April 1
to September 30) means its vector of measured values is of very large dimension.
Good modelling practice requires that this dimension be reduced before introducing the vector into the regression model. At one extreme, we could do what
we did previously, and use just the mean of these daily SI values over the growing
season, a one-dimensional feature, as our explanatory variable. However, that
would oversimplify the SIs role, since plant growth is influenced more at certain
times than others during the growing season. As an extreme example, if the
crop is harvested in early September, the SI values in late September would aid
little in predicting crop yield. To find a low-dimensional feature that provides
good predictive power for crop yield, we could average over a reduced window,
that is, exclude SI values early and late in the season ([15]). This reflects the
point just made that SIs early and late in the season may not be correlated
with crop yield. Figure 2 shows this correlation between SI and crop yield for
each day in the summer, organized by province. This figure suggests we average
over days 80 through 160, rather than the entire growing season. However, this
produces only a modest improvement, 60.72% of crop yields variability now
being explained instead of 60.56% using the average over the entire season as
before. This plot also reveals spatial variability, particularly between provinces.
We explore this issue in more detail later.
There exists considerable scope for tuning this window; for instance [13] select unique window start and end points for each region to achieve an excellent
fit over 75% of variation explained. However such tuning entails much attention to detail. On top of the upper and lower limits for the averaging to
take place, [13] calibrate potential available soil water capacities, the maximum

2 Modelling Crop Yield with Biophysically Based Explanatory Variables

Fig. 2: Correlation of SI and yield over time. Correlations smoothed with Lowess
smoothing. From this we see that SI is most correlated with yield in an
intermediate part of the season, namely days 80 through 160.

number of sowings and the rainfall amount triggering planting in each region.
In other words, in addition to the corresponding regression coefficients, this tuning in effect adds 5 additional parameters per region, which in our case would
increase the number of parameters being fitted in (2) from 120 to 480, leading
most likely to serious over-fitting. To quote John von Neumann:
With four parameters I can fit an elephant and with five I can make
him wiggle his trunk.
As such, a preferred alternative would be a lower dimensional feature which
captures the key components of the stress index.
To capture more information from the SI values than would be available from
simple averaging, we extract the principal components and hence main sources of
variation from the stress index. To be more precise, after subtracting the average
SI from each day, the first principal component is the linearly transformed vector
of growing season SI values that accounts for the most variability in the SI
values. The second, which is orthogonal to the first, explains the next largest
amount of variation, and so on. Each observation, in this case each region
year combination, also has a set of loadings that, when multiplied by the
corresponding principal components, return the original observation. Figure 3
shows the subtracted mean process as well as the first four principal components
that together show the SIs history over the growing season of our study. Figure
3(a) reveals firstly the primary shape of the stress index, showing that initially
from April 1 the stress is moderate, increasing until May, followed by a

2 Modelling Crop Yield with Biophysically Based Explanatory Variables

Fig. 3: Principal components and mean for SI. This figure depicts the major
patterns in the variation of the stress index (unitless) over the growing
season. Observe how the first four principal components pick up deviations from the overall pattern in (a), and reveal the peaks and valleys
of the stress cycle over the course of the summer induced by things like
patterns in precipitation and temperature. Together these four components capture most of the variation in stress in a very economical way
and eliminate the need for the high dimensional vector of daily SI values.
First 4 Principal Components

Stress Index

0.2

0.1

0.4
0.3

Stress Index

0.5

0.0

0.6

0.1

Principal Component Mean

0.2

PC1
PC2
PC3
PC4

50

100
Time Starting April 1

(a)

150

50

100

150

Time Starting April 1

(b)

gradual gradual decline until it bottoms out in July. It then returns to its
highest values by the end of September. The first component (Figure 3(b)),
which describes 46.9% of the variation in SI, captures a valley in the SI cycle
around late August. The second component, which accounts for 14.6% of the
variation, shows SIs decline into its July valley followed by its rise to its early
September peak. The orthogonality of the first two components is apparent
from (b). The third and last major component of SIs variation captures its
low April start. Altogether, the first 4 principal components account for 78.5%
of the variation in SI over the growing season. Thus by including the loadings
for these 4 principal components as explanatory variables, we have created a
4-dimensional feature which accounts for a large proportion of variation in the
stress index.
Note that the first SI principal components arent necessarily the best predictors of yield. However, LASSO a penalized least squares variable selection
method in fact selects these same four principal components as the best four
([7]). This choice of feature also has a natural biophysical interpretation. For
instance, a large and positive regression coefficient for the loadings corresponding to principal component 3 would imply that a reduction in stress in early
April is highly connected with increased crop yield. By using this approach,

2 Modelling Crop Yield with Biophysically Based Explanatory Variables

Fig. 4: R2 of the crop yield model for a range of bases and sparsity levels. From
this we notice that principal components (PCA) provide better model
fit for all sparsity levels.

0.7

R2

0.8

0.9

Fit of PCA and Wavelet Methods

0.6

PCA
Daubechies 4
Daubechies 8
Daubechies 16
Daubechies 20
Least Asymmetric 8
Least Asymmetric 20
Best Localized 14
Coiflet 6
Coiflet 30

10

15

20

Sparsity (number of wavelets or principal components)

the explained variance of the regression model increases from 60.56% from averaging SI over the growing season to 70.06%. Using these principal component
loadings, our new model is
yj = 0,j + 1,j t + 2,j P C1j + + 5,j P C4j + "j .

(3)

where P C1j indicates the loading for principal component 1 in region j.

2.1.2

Alternative Bases and Levels of Sparsity

Because of their widely documented ability to model complex nonlinear signals

while maintaining sparsity, we briefly explore wavelet bases as an alternative
to principal components ([11]). Specifically, we examine a variety of different
wavelet bases and levels of sparsity both in terms of cross-validated prediction
error as well as R2 . Figure 4 plots R2 of the yield model for various bases and
levels of sparsity. From this plot we see that principal components dominate
in terms of model fit. Figure 5 plots cross-validation root mean squared error
(in bushels per acre) for each basis and sparsity level. Once again we observe
that principal components outperform wavelets. From these figures we conclude
that principal components lead to a model with better fit and prediction performance. This example highlights the need to be selective in the choice of basis
to represent stress index and other variables in such a model. While wavelets
excel at representing piece-wise smooth models in a very sparse way (requiring
the storage of only 1 vector the mother wavelet as well as a series of indices),

2 Modelling Crop Yield with Biophysically Based Explanatory Variables

Fig. 5: Cross-validation RMSE (bushels per acre) of the crop yield model for a
range of bases and sparsity levels. From this we notice that principal
components (PCA) provide better prediction than the wavelet bases for
all sparsity levels.

CV RMSE

PCA
Daubechies 4
Daubechies 8
Daubechies 16
Daubechies 20
Least Asymmetric 8
Least Asymmetric 20
Best Localized 14
Coiflet 6
Coiflet 30

10

12

14

16

CV RMSE of PCA and Wavelet Methods

10

15

20

Sparsity (number of wavelets or principal components)

this is also their downfall in some circumstance such as this one which require
a more rich representation.

2.2

Incorporating Temperature

Temperature affects a plants development and growth in a variety of ways, in

particular its photosynthesis and respiration. In general, temperature affects
plant functioning through its action on enzymatic reactions. At low temperatures, enzyme proteins are not sufficiently flexible to complete the conformation
necessary for enzymatic reaction. Conversely, high temperatures can coagulate
the enzyme leading to similar barriers to the reaction. Alongside a minimum
and maximum temperature to allow growth, most plants have an optimum temperature to encourage growth. For instance, [16] conclude that the minimum
and optimum temperatures for wheat are respectively 0 and 20-25 degrees celsius. As a result of temperatures influence on plant development, we suspect
that its inclusion into the model will result in prediction performance gains.
2.2.1

Growing Degree Day

While temperature could go directly into the model, its measurement in hourly
or smaller increments creates a considerable amount of data. As a result, some
dimension reduction is needed to limit the number of explanatory variables.
One could do this using just the maximum and minimum daily temperatures

2 Modelling Crop Yield with Biophysically Based Explanatory Variables

10

or better still, a one dimensional summary that combines the two. Thus growing degree day (GDD) measures the heat accumulation in a region based on
local weather by taking an average of the daily minimum and maximum and
subtracting a base temperature as follows:
!
"
Tmax + Tmin
GDD = max 0,
Tbase .
2
Thus the GDD measures the daily average temperature but in a way that reflects
the extremes more sensitively. The base temperature represents the physiological temperature below which development would be zero.
A day with a high and low of 30 and 15 degrees celsius and a base temperature of 10 degrees would have a GDD value of 12.5 degrees celsius. Thus GDD
is a simple, single-dimensional summary for describing the plants exposure to
heat. While GDD is a simple heuristic, it is commonly used by horticulturists
to estimate the stages of a plants growth. As an example, the maturation of
wheat corresponds to about 1600 GDDs ([5]). Thus GDD provides us with a
simple low-dimension summary of temperature which allows for comparison of
the thermal time available in different climatic zones.
2.2.2

Predicting Yield with GDD

While SI gives scientific insight into the moisture available for plant growth, it
says little directly about the heat available to the crop. Thus to improve our
model we can also include GDD, which up until now has been used primarily
in this context for tuning the explanatory variables ([12]). Like SI, GDD is a
daily value, and hence can be treated similarly. Thus through the correlations
plotted in Figure 6 we look at the time of season where GDD is most correlated
with yield. This figure tells us that an appropriate window would be the one
bounded by days 50 through 160. Using a cumulative average over the whole
season, the explained variation in yield increases from 70.06% to 73.20%, with
the shortened window performing similarly. In addition to averaging over the
whole season or a shorter window, we can also use principal components as we
did for SI above. While using the first 4 principal components only increases
this to 76.48%, the additional 120 variables result in reduced cross-validation
prediction performance, hence we prefer using just the windowed average. The
expanded LS model 3 then becomes
yj = 0,j + 1,j t + 2,j P C1j + + 5,j P C4j + 6,j GDDj + "j .

(4)

where GDDj is the windowed average of GDD in region j. It is worth noting

that temperature is a component of SI; however, the addition of GDD into the
model improves model fit and prediction.
We compare the previous models as well as those developed later in the
report in Table 1, showing the features and performance of each successive
model. The traditional regression models represented in Table 1, fitted for each
region separately, ignore a considerable amount of information. Specifically,

2 Modelling Crop Yield with Biophysically Based Explanatory Variables

11

Fig. 6: Correlation of GDD and Yield over Time. Smoothed with lowess smoothing. From this we see that a reduced window average may be appropriate.

Tab. 1: Features of various models. We see that while model 4 has the best fit
to the data (R2 = .73), the Bayesian model gives the best prediction
performance in terms of cross-validated root mean squared error (in
bushels per acre). Effective parameters is defined as tr(S), where y =
Sy, and may be concerned a measure of model complexity ([7]).
Model
Parameters Effective Parameters R2 CV RMSE
1: Single LS
3
3
.33
6.83
2: LS with SI
120
120
.61
5.79
3: LS with PCA
240
240
.70
5.72
4: LS with PCA + GDD
280
280
.73
5.69
5: Bayes
280
139
.70
5.35

3 A Context-Specific Spatial Bayesian Approach

12

because of the close spatial proximity of the regions, considerable strength may
be gained by exploiting the correlation among regions. For instance, use of
neighbouring SI values can help stabilize predictions based on SI values, since
the latter come from a small set of regional monitoring stations and hence can
be fairly noisy. The amount of borrowed strength can be considerable when
the correlation between stations is high. In addition, modelling all stations
jointly while incorporating spatial information allows us to continue to make
predictions even in the presence of missing or noisy data. If a measuring station
goes out of operation temporarily, its missing values may be inferred from data
collected at nearby regions to yield accurate forecasts. This idea leads into our
next section, which focuses on spatial models that look at all regions together
in a unified manner.

A Context-Specific Spatial Bayesian Approach

Classical regression methods rely on the assumption that their model residuals
are uncorrelated. Indeed violation of that assumption can have very serious
deleterious effects on parameter estimates compared, for example, to violations
of the assumption that those residuals have a Gaussian distribution. In our case
the residuals are most certainly spatially dependent and thus the actual amount
of information in the data can be much less than the assumptions underlying
(1) would suggest. The unwary analyst would then be led to make overconfident
forecasts with biased parameter estimates having unduly small standard errors.
One work around would model the regions separately. However, this wastes
the benefits spatial dependence provide for borrowing strength by telegraphing
information across the regions through the wires of correlation for the mutual
improvement of all their forecasts. This progression naturally leads us to a
Bayesian framework for handling this problem, one which jointly models all
regions simultaneously while accounting for their spatial dependence. Thus
we move from the frequency paradigm of classical statistics to the Bayesian
paradigm of modern statistics.
These two paradigms, which tend to give the same inferences at least for
fairly large datasets, are very different in concept. Frequentists see data as
being generated by a system governed by some true but unknown parameters.
They commonly seek to estimate these true parameters well in some sense, for
a variety of inferential purposes such as forecasting. The central tenet of their
theory is repeated sampling in the long run the parameters can be estimated to
arbitrarily high levels of precision if the system producing the data were unperturbed. However, Bayesian statisticians reject the notion of repeated sampling
as a fundamental construct in their theory, recognizing realistically that most
systems can not remain unperturbed and pump out replicate data over an extended sequence of trials. Although their models involve uncertain parameters,
these parameters like all uncertain objects such as future data values, are characterized by a probability distribution. Initially that distribution, called a prior,
simply reflects the Bayesians own knowledge. An abundance of such knowledge

3 A Context-Specific Spatial Bayesian Approach

13

would mean a prior concentrated around a single point and a state of near certainty. The information in the data adds to the state of knowledge through the
celebrated Bayes theorem. The latter relies on the likelihood function of the uncertain parameters which captures all the information in the data. A likelihood
tightly concentrated around a single value would mean the data has eliminated
much of the uncertainty about the parameters. However generally, Bayes rule
needs to be applied to get the combined effect of data and prior knowledge; this
yields the Bayesians updated prior, or the so-called posterior distribution. Due
to its adaptability and ease of use, Bayesian inference has become a prominent
fixture in modern spatial statistics, and in particular the modelling of random
spatio-temporal fields ([1]; [10]).

3.1

Available Prior Information

Consider, for example, the spatial structure discussed above. Even before estimating the parameters in equation 3, we expect parameters in adjacent regions
to be similar. Thus we would be surprised if the parameters relating GDD to
yield had completely opposite signs in two neighbouring regions. This reflects
our prior beliefs about those parameters, namely that knowledge of one would
tell us something about the other. More simply, we would see them as stochastically dependent in the language of the probability distribution that characterizes
our beliefs about them. We might even have some idea of their approximate
magnitudes. For instance, a magnitude of 100 (bushels per acre/degree celsius)
for the coefficients 6,j for GDD would be completely untenable, since it would
mean that changing one cold day to a warm one (adding, say, 10 GDD over the
entire cumulative season), would increase the yield by roughly 10 bushels per
acre. Thus even without formalizing our beliefs in a prior distribution, loose
bounds on parameters are almost always apparent.
Application of the Bayesian approach starts by characterizing our beliefs
about the parameters in the form of a prior distribution. In the regression
models introduced above, this would amount to a joint prior distribution on
each to account for our belief in their dependence (similarity) for adjoining
regions. For simplicity, stack all of the coefficients into a vector , the first 7
coefficients being for all variables in region 1, the next 7 for region 2, and so on.
Assuming a Gaussian distribution as a convenient prior form, we can explicitly
write the prior as follows:
N (0, 0 g) .

(5)

By using such a Kronecker structure, 0 models the correlation within a given

coefficient across space, while g corresponds to Zellners g-prior ([21]) with
the 7 7 empirical covariance between explanatory variables. We now specify
0 , the correlation between regions, as
0 = exp(D/),

(6)

with a slight abuse of notation where D is the matrix with element (i, j) the
Euclidean distance between regions i and j (as measured from the centre of the

3 A Context-Specific Spatial Bayesian Approach

14

region). Here is a parameter controlling the range of the variogram. In this

way, controls how spatially smooth the coefficients are, while g controls how
tight around zero the coefficients are.
While we suspect neighbouring regions to be similar, Figure 2 highlights the
differences between provinces. In fact, the varying irrigation and technology
policies in each province result in a sharp boundary between provinces. As
such, it is not entirely logical to use a stationary prior ([3]) which assigns correlation between regions solely based on distance without any respect for political
boundaries. As a result, we adjust our prior distribution to have reduced correlation between regions in different provinces. While the the obvious approach is
to scale down the prior correlation between regions in different provinces with
a constant value, this may lead to non-positive definiteness of 0 ; alternative
methods which do not suffer from this problem are therefore needed. We accomplish this task by deforming the physical space, in effect pushing neighbouring
provinces apart. Motivated from [17], this artificial distortion of the space results in a stationary prior in the deformed space, yet a nonstationary one in
the original space. The distance d (measured in degrees latitude/longitude) by
which the provinces are pushed apart in the artificial space is tuned through
cross-validation. Searching over the integers from 1 to 10, we find d = 4 to
give the best prediction performance (CV RMSE of 5.35 vs 5.39 for d = 0),
intuitively meaning that Alberta and Manitoba are pushed respectively west
and east from Saskatchewan by 4 degrees longitude in the artificial space. The
end result is a reduction in the off-diagonal elements of 0 corresponding to
between-province regions while maintaining positive definiteness.

3.2

Likelihood and Posterior Distributions

We begin by employing the likelihood corresponding to (3), namely

#
$
yj N 0,j + 1,j t + 2,j P C1j + + 5,j P C4j + 6,j GDDj , 2 .

(7)

We also assign an Inverse-Gamma prior distribution on 2 with parameters

a and b set to be highly noniformative. Before proceeding, we introduce the
notation y, the column vector of stacked yj , and X, the (31 40) 240 blockdiagonal matrix of explanatory variables. Using Bayes theorem to combine
our initial knowledge (in the form of prior distributions) and the information
provided by the data (in the form of the likelihood), we can obtain the posterior
distribution of the parameters. Specifically, for the regression coefficients , the
marginal posterior is obtained using Bayes Theorem as follows:
%
(|X, y) (y|X, , )(|)()d.
(8)
Due to the conjugate nature of the prior and likelihood, we are able to analytically complete this integral. The resulting distribution is a multivariate

4 Model Testing and Diagnostics

15

Student-T,
T (f , , n + 2a)

(9)

where

f = (X T X + (0 g)1 )1 (X T y)

=( X T X + (0 g)1 )(SS + 2b)/(n + 2a)

SS = y T y fT (X T X + (0 g)1 )fT

From this last expression, we get the posterior mean f , which may be used as a
simple estimator for . In fact, comparing f = (X T X + (0 g)1 )1 (X T y)
to the LS estimate (X T X)1 (X T y), we readily see how the prior covariance
affects the parameter estimates. In particular, a diffuse prior distribution adjusts
the estimate little, whereas an informative prior distribution one that is fairly
tightly concentrated around zero shrinks the posterior estimate considerably.
Setting g = 10 and = 106 , we obtain coefficient estimates as shown in
Figure 7, which also shows the corresponding least squares estimate using (3).
We see that the spatial information used in the Bayesian model causes the coefficients to be more correlated across space. In addition, the zero-mean prior
distribution leads to some shrinkage in the coefficient estimates. Interestingly,
we notice little shrinkage in the estimated coefficient for technology trend, suggesting that the data contains considerable information on this quantity.

Model Testing and Diagnostics

We proceed by comparing the prediction performance of the least squares and

Bayesian methods. To accomplish this we use leave-one-out cross-validation,
removing years one at a time in succession to compare each models predictive
ability. More specifically, we successively remove each year in turn, using the
remaining years to find the posterior mean, notated i if year i is removed. This
posterior mean is then used to perform prediction on the removed year. From
this the root mean squared error (RMSE) is calculated as the square root of the
sum of squared prediction errors for each year and region.
&
' 31 40
') )
RM SE = (
(yi,j Xi,j i )2 /(31 40).
(10)
i=1 j=1

Figure 8 shows the cross-validation root mean squared error (RMSE) of the
posterior mean estimate for various settings of g and . As g and 0,
the Bayesian model converges to the least squares solution, as evidenced by
converging cross-validation errors. However, if g is too small, the prior on the
regression coefficients is too informative towards zero, and hence the resulting
posterior means are overly shrunken, resulting in poor prediction (RMSE >
6). While one could assign prior distributions to these parameters, we prefer
finding them through cross-validation for computational efficiency. Specifically,

4 Model Testing and Diagnostics

16

Fig. 7: Coefficient surfaces for intercept, technology trend, and PC1. Other
coefficients are similarly smoothed.

(a)

(b)

(c)

(d)

(e)

(f)

4 Model Testing and Diagnostics

17

Fig. 8: Cross-validation errors using Bayesian posterior mean. For comparison,

the least squares error is 5.69. From this, we observe a ridge of excellent
prediction. Hence there is some tradeoff between the two parameters to
be tuned.

4 Model Testing and Diagnostics

18

given the optimal parameters, the model is conjugate, and hence sequential
updating and prediction is analytic and therefore nearly instant. It is very
interesting to note that the optimal prediction error for the Bayesian model is
less than for the least squares model, indicating that prediction is improved
with regularization (provided by the zero-mean prior and/or correlation). The
area of lowest prediction error occurs along a diagonal of g and and has value
approximately 5.35. This is likely due to the fact that an increase in g results
in a more diffuse posterior which regularizes less, while increases in result in
increased correlation between regions and hence more regularization. Hence the
optimal prediction seems to occur for moderate amounts of regularization.
The cross-validation RMSE can also be calculated for each region by summing only over years. In this way we can gain an improved perspective on the
models prediction performance. However, while cross-validation RMSE gives
an idea of the prediction performance of a model, it does little to tell of a models
bias. To do this we decompose the RMSE into the models prediction bias and
variance. Doing this for each region, we obtain Figure 9 detailing the prediction
RMSE, bias, and variance of the Bayesian and LS models in each region. From
this figure we observe that, with the exception of one or two individual regions,
the Bayesian model improves RMSE in all areas except for southern Manitoba.
Digging deeper, we see a negative bias in this area. Thus the regularization of
the model is perhaps not useful in this region due to some systematic differences in this area. Specifically, this section of southern Manitoba is known to
use significant irrigation ([6]). As a result, further model development might be
explored in this area to account for irrigation.

4.1

Conclusion

In this report we have examined the role of SI in predicting crop yields, emphasizing the need to create a judicious low-dimensional summary in order to
improve prediction. Simply averaging SI over the entire season is inefficient,
as yield may be insensitive to stress in certain parts of the summer. The traditional solution to this problem is to average over a reduced window of data,
hence cutting out those areas lacking in sensitivity from the analysis. However,
this one dimensional feature is not particularly sensitive to changes in stress
indices within that window. For example, a region which has low SI in June
but high SI in July might ultimately have the same averaged value as another
region which had just the opposite trend. To address this issue, we have implemented principal components analysis to create a set of flexible summary
statistics which better describe the variations in CWSI, and as a result improve
prediction considerably. We also demonstrated principal components improved
performance over wavelet bases.
We have also shown the importance of incorporating spatial correlation into
crop yield models; ignoring this information can lead to bias both in model identification and prediction. Specifically, we observed that a common least squares
fit of crop yield on some explanatory variables over the entire region resulted in
biased residual errors, and hence violated the assumptions of the model. One

4 Model Testing and Diagnostics

19

Fig. 9: Cross-Validation results by region. The Bayesian model improves prediction by all standards in the majority of regions.

(a)

(b)

(c)

(d)

(e)

(f)

4 Model Testing and Diagnostics

20

method to avoid this is to fit each agricultural region with its own model. The
problem, however, is that this ignores information between crop regions, and
as such we observed reduced prediction power and model identifiability. We
addressed this issue through the use of a Bayesian model which modeled all
regions together, yet accounted for spatial correlation. This model smooths and
stabilizes prediction and also allows for analytic and therefore efficient updating
and prediction. In addition, we created a non-stationary prior distribution to
address the issue of province to province variability resulting from provincial
differences in policy and management. Through cross-validation, we demonstrated this model to achieve improved prediction performance over the least
squares model which ignores spatial dependence.

Acknowledgements
The authors wish to thank Charles Serele, Harvey Hill, and Nathaniel Newlands, of Agriculture and Agri-foods Canada for providing the data used in the
report as well as useful suggestions throughout the models development. The
research reported in this report builds on the work of Wendy Wu ([20]) whose
work was co-supervised by the second author and the National Agroclimate Information Service (Agriculture and Agri-Foods Canada), as part of a research
program supported by Canadas National Institute for Complex Data Structures
in partnership with Agriculture and Agro-Foods Canada.

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