The input variable selection problem has recently garnered much interest in the time series modeling community, especially within water resources applications, demonstrating that information theoretic (nonlinear)‐based input variable selection algorithms such as partial mutual information (PMI) selection (PMIS) provide an improved representation of the modeled process when compared to linear alternatives such as partial correlation input selection (PCIS). PMIS is a popular algorithm for water resources modeling problems considering nonlinear input variable selection; however, this method requires the specification of two nonlinear regression models, each with parametric settings that greatly influence the selected input variables. Other attempts to develop input variable selection methods using conditional mutual information (CMI) (an analog to PMI) have been formulated under different parametric pretenses such as k nearest‐neighbor (KNN) statistics or kernel density estimates (KDE). In this paper, we introduce a new input variable selection method based on CMI that uses a nonparametric multivariate continuous probability estimator based on Edgeworth approximations (EA). We improve the EA method by considering the uncertainty in the input variable selection procedure by introducing a bootstrap resampling procedure that uses rank statistics to order the selected input sets; we name our proposed method bootstrap rank‐ordered CMI (broCMI). We demonstrate the superior performance of broCMI when compared to CMI‐based alternatives (EA, KDE, and KNN), PMIS, and PCIS input variable selection algorithms on a set of seven synthetic test problems and a real‐world urban water demand (UWD) forecasting experiment in Ottawa, Canada.

The temporal dynamics of hydrological processes are spread across different time scales and, as such, the performance of hydrological models cannot be estimated reliably from global performance measures that assign a single number to the fit of a simulated time series to an observed reference series. Accordingly, it is important to analyze model performance at different time scales. Wavelets have been used extensively in the area of hydrological modeling for multiscale analysis, and have been shown to be very reliable and useful in understanding dynamics across time scales and as these evolve in time. In this paper, a wavelet‐based multiscale performance measure for hydrological models is proposed and tested (i.e., Multiscale Nash‐Sutcliffe Criteria and Multiscale Normalized Root Mean Square Error). The main advantage of this method is that it provides a quantitative measure of model performance across different time scales. In the proposed approach, model and observed time series are decomposed using the Discrete Wavelet Transform (known as theà trouswavelet transform), and performance measures of the model are obtained at each time scale. The applicability of the proposed method was explored using various case studies––both real as well as synthetic. The synthetic case studies included various kinds of errors (e.g., timing error, under and over prediction of high and low flows) in outputs from a hydrologic model. The real time case studies investigated in this study included simulation results of both the process‐based Soil Water Assessment Tool (SWAT) model, as well as statistical models, namely the Coupled Wavelet‐Volterra (WVC), Artificial Neural Network (ANN), and Auto Regressive Moving Average (ARMA) methods. For the SWAT model, data from Wainganga and Sind Basin (India) were used, while for the Wavelet Volterra, ANN and ARMA models, data from the Cauvery River Basin (India) and Fraser River (Canada) were used. The study also explored the effect of the choice of the wavelets in multiscale model evaluation. It was found that the proposed wavelet‐based performance measures, namely the MNSC (Multiscale Nash‐Sutcliffe Criteria) and MNRMSE (Multiscale Normalized Root Mean Square Error), are a more reliable measure than traditional performance measures such as the Nash‐Sutcliffe Criteria (NSC), Root Mean Square Error (RMSE), and Normalized Root Mean Square Error (NRMSE). Further, the proposed methodology can be used to: i) compare different hydrological models (both physical and statistical models), and ii) help in model calibration.