I. What is Triple Collocation?
Triple Collocation (TC) is a robust statistical method for assessing errors among three independent data sources measuring the same variable. Its distinct advantage lies in not requiring knowledge of the true value, making it indispensable in applications such as remote sensing, hydrological observation, and meteorological data analysis. This method ensures unbiased error estimation and is particularly useful for validating measurement accuracy across diverse observation systems.
1.1 Working principle of the TC:
TC assumes that three independent datasets X1, X2, and X3 simultaneously measure the same variable (e.g., precipitation or river discharge). Each dataset contains inherent errors, which are assumed to be uncorrelated and unbiased. By analyzing the discrepancies among these datasets, TC estimates the error variance of each dataset without requiring knowledge of the true value or identifying the most accurate dataset. This makes TC particularly valuable in evaluating observational systems, such as reconciling satellite-based measurements with in-situ observations.
1.2 Application Scenarios:
TC is particularly useful when comparing multiple data sources. Typical applications include:
- Remote sensing vs. ground-based observations: TC is applied to reconcile differences between satellite observations, in-situ measurements, and model outputs. For instance, assessing the accuracy of precipitation estimates by comparing satellite data (e.g., GPM) with ground-based rain gauges and reanalysis products.
- Hydrological monitoring: In hydrology, TC helps evaluate error variances between model-simulated discharge, river gauge measurements, and independent datasets like those from the Global Runoff Data Centre (GRDC). This provides valuable insights into the reliability of hydrological models and observation networks.
- Meteorological observation: TC is widely used to compare atmospheric variables such as temperature and humidity from numerical weather prediction models, ground-based weather stations, and satellite data (e.g., MODIS or AIRS), ensuring a robust understanding of measurement uncertainty.
1.3 Data Requirements and Limitations:
While Triple Collocation (TC) is a powerful tool, it is subject to specific assumptions and data requirements that can limit its applicability:
- Independent errors: TC assumes that the errors of the three datasets are independent. Correlated errors can lead to inaccurate estimations.
- TC assumes that the errors in the three datasets are independent. When errors are correlated—such as when multiple datasets rely on the same underlying model or sensor—TC can produce biased error estimations. Pre-analysis to identify and minimize correlated errors is recommended.
- Sufficient data points: Accurate and stable error variance estimates require a large sample size. Insufficient data points can lead to statistical noise, reducing the reliability of results.
- Linear relationships: TC assumes linear relationships among the datasets, which may limit its effectiveness for highly nonlinear systems.
1.4 Interpretation of TC Results:
The primary output of Triple Collocation (TC) analysis is the error variance associated with each dataset, which reflects the reliability of the measurements. Key interpretations include:
- Large Error Variance: A dataset with a high error variance is less reliable, indicating significant measurement noise or inaccuracies.
- Similar Error Variances: Suggests comparable levels of accuracy across the sources.
1.5 Advantages of TC:
TC offers several distinct advantages, making it a powerful tool for error analysis across various fields:
- No need for true values: TC can assess the errors even when the actual “true value” is unknown.
- Unbiased error estimation: Estimates independently the error variance for each dataset, ensuring that the results are not influenced by biases present in other datasets.
- Robust to different data sources: Can handle datasets with various sources and error characteristics.
1.6 Disadvantages of TC:
While Triple Collocation (TC) is a valuable method for error estimation, it has certain limitations that should be considered:
- Assumption of independent errors: If the errors in the three datasets are correlated (e.g., multiple versions generated by the same model), the estimation will be biased and unreliable.
- Inability to Detect Systematic Bias: TC is designed to estimate random errors and does not account for systematic biases in the datasets. As a result, datasets with consistent over- or underestimations may appear to have acceptable error variances.
Figure 1: Flow chart of triple collocation.
Figure 2: Flow chart for triple collocation algorithm.
II. Basic Formula of Triple Collocation
2.1 Centralizing the Data
For each measurement system, the data is centralized by subtracting the mean from the original values to ensure a zero mean. The formulas for this step are:
2.2 Covariance Matrix Calculation
Based on the centralized data, the covariance matrix is calculated. This matrix contains the variances of each measurement system along its diagonal and the covariances between systems in the off-diagonal elements. The matrix is expressed as:
2.3 Error Variance Estimation
The sensitivity of each system measures its ability to respond to the true signal. Sensitivity is calculated as:
After determining the sensitivities, the standard error for each measurement system is estimated as:
2.4 Weight Calculation
The inverse of the square of the standard error (stderr) is used to calculate the initial weights of each system:
The weights are normalized so that their sum equals 1, ensuring that the combined result appropriately reflects the contributions of each system:
III. Application Case of Triple Collocation
This case study demonstrates the application of Triple Collocation (TC) to optimize the results of three hydrological models—PCR-GLOBWB, CWatM, and H08—in simulating global river discharge. The performance of the optimized results is evaluated using the Kling-Gupta Efficiency (KGE) metric.
KGE is an indicator used to evaluate the goodness-of-fit between modeled and observed discharge. It considers three aspects: correlation, bias, and variability. By integrating these factors, KGE provides a thorough assessment of the consistency between model simulation results and observed data. A KGE value closer to 1 indicates more accurate model simulations. a KGE score of −0.41 is equal to taking the mean flow as a benchmark. The formula for Kling-Gupta Efficiency (KGE) is as follows:
where r measures the linear relationship between observed and simulated data, β measures the ratio of the mean of the simulated values to the mean of the observed values, and 𝛾 measures the ratio of the standard deviations of the simulated and observed data.
Figure 3 illustrates the KGE performance of five models at two temporal resolutions. The blue bars represent the number of stations where each model achieved the highest KGE value among all ten models, while the orange rectangles indicate the mean KGE of each model. The following sections compare different models at the same resolution and analyze the significant differences within individual models across resolutions.
5-Minute Resolution:
- PCR-GLOBWB, H08, and the Average method had the largest number of stations with the highest KGE values.
- The TC method and CWatM had fewer such stations but relatively high mean KGE values.
- The Average method showed stable and reliable performance at high spatial resolution.
30-Minute Resolution:
- All models performed better overall compared to the 5-minute resolution.
- The TC and Average methods performed well in terms of the number of stations, with mean KGE values exceeding 0.32.
- The TC model outperformed others overall, while CWatM showed significant improvement, highlighting the importance of model selection and resolution-specific methods.
The Triple Collocation method effectively improved the simulation results across different models and resolutions. At higher temporal resolutions, the performance of different models tends to converge, suggesting that TC is a robust method for enhancing model accuracy.
Figure 3: The count of valid models and average KGE values for each model. The blue rectangle indicates Number of sites with the highest KGE value in each model, and the orange rectangle indicates the average KGE that meets the threshold.
This section presents the KGE performance of the TC method under different reference systems and two spatial resolutions. The goal is to determine which combination of reference system and resolution provides the most accurate representation of river flow variability.
Figure 4 shows the KGE performance of the TC method under different reference systems and two spatial resolutions. The blue bars represent the number of stations with the highest KGE values within the given model, indicating that while KGE values exist across all models for these stations, the TC model performed best at these specific stations. The orange rectangles indicate the average KGE values for each model. The suffixes _H, _P, and _C denote that the reference systems are H08, PCR-GLOBWB, and CWatM, respectively.
- TC_30min_H Model
- Performance: Highest number of stations (244) and highest average KGE value (0.44).
- Implication: At the 30-minute resolution, the TC model with H08 as the reference system is most effective in capturing river flow variability.
- TC_05min_H Model:
- Performance: Fewer stations (123) and lower average KGE value (0.39).
- Implication: Despite higher temporal precision, the 5-minute resolution provides less stable performance with H08 as the reference system.
Overall, the TC models at the 30-minute resolution outperform those at the 5-minute resolution. The TC_30min_H model demonstrates a clear advantage in both station coverage and average KGE value, indicating that within the study region, the TC model with H08 as the reference system is more effective at capturing flow trend variability.
Figure 4: The count of valid models and average KGE values for each model Under different reference systems. The blue rectangle indicates Number of sites with the highest KGE value in each model, and the orange rectangle indicates the average KGE that meets the threshold.
In conclusion, Triple Collocation (TC) is a robust and widely applicable method for error estimation across multiple datasets. Its ability to provide unbiased and reliable results without requiring true values makes it invaluable in fields such as remote sensing, hydrology, and meteorology. However, practitioners should carefully consider its assumptions—such as independent errors and linear relationships—and account for its limitations, including the inability to detect systematic biases. With thoughtful application, TC can serve as a powerful tool for enhancing the reliability and accuracy of data-driven research.
This article is developed by Mingze Sun.
ALICE-LAB: Asian Land Information for Climate and Environmental Research Laboratory
The Community Water Model (CWatM) is an open-source hydrology tool that models the water cycle, incorporating both natural processes and human water demands. Used in ALICE-LAB, it supports sustainable water management by distinguishing climate impacts from human activities.
The Noah-MP LSM, developed by NCAR, simulates complex land surface processes like soil moisture, snowpack, and evapotranspiration, vital for hydrology and climate studies. With customizable modules, it supports diverse scales and applications, enabling ALICE-LAB to conduct high-resolution simulations on global water dynamics and long-term climate impacts.