UALG Statistical catch at age models Einar Hjörleifsson 2 The data: Catches at age (here million of fish) Age effect Cohort effect Year effect Year 1982 1983 1984 1985 1986 1987 1988 1989 1990 1991 1992 1993 1994 1995 1996 1997 1998 1999 2000 2001 2002 2003 2004 2005 2006 2007 2008 Age --> 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 3 3 4 9 9 30 14 10 3 7 11 16 29 9 15 8 3 4 3 14 17 8 5 2 6 3 4 32 17 54 48 40 122 71 51 21 48 38 62 50 18 29 31 13 34 12 51 36 29 34 9 21 5 55 55 50 91 76 73 144 130 65 38 65 42 50 49 23 50 62 37 68 25 65 53 58 64 18 6 88 57 55 67 111 59 66 123 135 68 38 50 25 47 51 27 72 85 37 66 25 64 58 58 67 7 60 71 35 43 53 74 32 31 79 95 44 18 22 21 46 40 31 61 53 27 42 23 42 37 45 8 41 46 43 27 27 26 35 13 17 36 46 17 8 10 13 38 30 18 34 26 14 22 15 24 23 9 77 14 20 19 13 11 10 7 5 7 14 20 5 2 6 8 23 13 9 15 11 7 12 8 12 10 17 22 5 11 7 5 4 2 3 2 2 10 5 2 2 4 5 7 5 4 6 3 4 5 3 Total 380 298 282 323 365 390 378 363 335 308 265 251 178 169 181 203 244 260 235 234 208 208 227 213 196 Recall the lecture of structure fisheries data 3 The model in math a a fu ll e L for a a full sa a a 2 Rfu ll for a a full e 2 Na, y Fay sa Fy Ra , y ( F M ) N a 1, y 1e a1, y1 a1, y1 ( Fa1, y 1 M a1, y 1 ) ( F M ) N a , y 1e a , y1 a , y1 N a 1, y 1e Cˆ ay Fa , y Fa , y M ay 1 e ( Fa , y M a y ) N a 1 or y 1 1 a a plus a a plus 11 ay p S 1 Fay M ay S1 S1 S1 S1 ˆ U ay qa N ay where N ay N ay e p S 2 Fay M ay Uˆ ayS 2 qaS 2 N ayS 2 where N ayS 2 N ay e ˆ min SSE C a ln C ay ln Cay y a 2 S1 aS1 ln U ayS1 ln Uˆ ayS1 y a 2 S 2 aS 2 ln U ayS 2 ln Uˆ ayS 2 y a 2 The model in words 4 Make a separable model having: A fixed (constant through time) selection pattern (sa) for each age, assume selection pattern follows double-half Gaussian Fishing mortality (for some reference age) for each year (Fy) Numbers of fish that enter the stock each year (year class size, recruitment, N1,y) and in the first year (Na,1) A plus group: Catches of the oldest age groups are summed - Needs to be taken into account in the model Calculate: The number of fish caught each year and age by the fishermen (Cay-hat). This is the modeled Cay number. The number of fish caught each year and age by the scientist (Uay-hat). This is the modeled Uay number. Fixed selectivity with time is commonly referred to as a separable model. Assume the relationship between stock size and survey indices as: Uay = qNb Set up an objective function (minimizing SS): Constrain the model such that we minimize the squared difference between observed values (Cay and Uay) and predicted values (Cay-hat and Uay-hat) 5 Can you disentangle this? The model as a map pattern Year Age -----> | | 4a. Population V Year Age -----> | | 5. Predicted V Year Age -----> | | Observed V numbers Year Age -----> | | 3. Fishing V mortality Year Age -----> | | 4b. Nay at V survey 1 time Year Age -----> | | 6a. Predicted V catch survey 1 indices catch at age Year Age -----> | | Observed V survey 1 indices Year Age -----> | | 8a. Survey V Color code Population model Observation model Year Age -----> Measurements | Objectives | 7. Catch residuals Parameters V Year Age -----> | | 8a. Survey V squared squared Year Age -----> | | 4c. Nay at survey V Year Age -----> | | 6b. Predicted V 2 time survey 2 indices Year Age -----> | | Observed survey V 2 indices 1 residuals Year Age -----> | | 8b. Survey V 2 residuals 1 residuals Year Age -----> | | 8b. Survey V 2 residuals squared Objective functions Year Age -----> | | 7. Catch residuals V Year Age -----> | | Natural mortality V Measurements 1. Parameters Year Age -----> | | 2. Selection V Population and observation model 9. Solver 6 The separable part 7 Selectivity describes the relative fishing mortality within each age group. In this simplest model setup we assume that the selectivity is the same in all years. Fishing mortality by age and year can thus be described by: Fay sa Fy Fay: Fishing mortality of age a year y sa: Selectivity of age a Fy: Fishing mortality (of some reference age) in year y Note: The separability assumption reduces the number fishing mortality parameters from: n = (#age groups x #years) to n = (#age groups + #years) Modelling selectivity 8 The selection pattern is a function of size/age sa = f(age) Logistic Gaussian … So instead of having independent values of s1, s2, .. sa we could use a function to describe the selection pattern as a function of age/size we will use the normal distribution here for illustrative purpose, but that is not quite often applicable in practice Assume double half-Gaussian 9 Lets make a further assumption here by letting selectivity follow: L e for a a full sa a a fu ll 2 R for a a full e a a fu ll 2 The afull: age at full selectivity R: Shape factor (standard deviation) for right hand curve L: Shape factor (standard deviation) for left side of curve Note: by using this selection function we reduce the number of parameters from whatever number of age groups we have, to only 3 parameters. But could just as well just estimate each Sa without resorting to a particular function. R, L and Afull are parameters that we estimate Selectivity - double half-Gaussian 10 Selectivity Note asymmetry 1.0 0.9 0.8 0.7 0.6 0.5 0.4 0.3 0.2 0.1 0.0 L=5, 10, 15 afull = 8 R=10000, 100, 15 0 5 10 Age The map 9. Solver 11 Year Age -----> | | 2. Selection V Calculate sa here Year Age -----> | | 4a. Population V Store Afull, L and R here 1. Parameters pattern Year Age -----> | | 5. Predicted V Year Age -----> | | Observed V numbers Year Age -----> | | 3. Fishing V mortality Year Age -----> | | 4b. Nay at V survey 1 time Year Age -----> | | 6a. Predicted V catch survey 1 indices catch at age Year Age -----> | | Observed V survey 1 indices Year Age -----> | | 7. Catch residuals V Year Age -----> | | 8a. Survey V Color code Population model Observation model Year Age -----> Measurements | Objectives | 7. Catch residuals Parameters V Year Age -----> | | 8a. Survey V squared squared Year Age -----> | | Natural mortality V Year Age -----> | | 4c. Nay at survey V Year Age -----> | | 6b. Predicted V 2 time survey 2 indices Year Age -----> | | Observed survey V 2 indices 1 residuals Year Age -----> | | 8b. Survey V 2 residuals 1 residuals Year Age -----> | | 8b. Survey V 2 residuals squared 12 The map: selection pattern (say) Parameters Param. L R afull Fy .. .. Fy+8 Nay Nay+1 Nay+2 Nay+3 Nay+4 ... y/a y y+1 y+2 y+3 y+4 y+5 y+6 y+7 y+8 a Sa Sa Sa Sa Sa Sa Sa Sa Sa a+1 Sa+1 Sa+1 Sa+1 Sa+1 Sa+1 Sa+1 Sa+1 Sa+1 Sa+1 a+2 Sa+2 Sa+2 Sa+2 Sa+2 Sa+2 Sa+2 Sa+2 Sa+2 Sa+2 a+3 Sa+3 Sa+3 Sa+3 Sa+3 Sa+3 Sa+3 Sa+3 Sa+3 Sa+3 a+4 Sa+4 Sa+4 Sa+4 Sa+4 Sa+4 Sa+4 Sa+4 Sa+4 Sa+4 a+5 Sa+5 Sa+5 Sa+5 Sa+5 Sa+5 Sa+5 Sa+5 Sa+5 Sa+5 a a fu ll e L for a a full sa a a fu ll 2 R for a a full e 2 Excel speak: =exp(-((a-afull)^2/if(a=<afull;sL;sR))) A word on nomenclature 13 Often make the following distinction: Selectivity: The probability of catching an individual of a given age scaled to the maximum probability over all ages, given that all animals are available to be caught by a certain gear in a certain plaice. This is what gear technologist study at lengths when they are studying the properties of various gears. Availability: The relative probability, as a function of age, of being in the area in which catching occurs. Vulnerability: The combination of selectivity and availability. Thus should really refer to vulnerability but lets stick with the more ambiguous word selectivity, the reason being its wide usage. Setting up Fy and calculating Fay 14 The fishing mortality each year (Fy) are parameters of the model that we want to estimate. Since we already calculated sa we can calculate fishing mortality by age and year from: Fay = saFy The map Year Age -----> | | 2. Selection V 1. Parameters 9. Solver 15 pattern Year Age -----> | | 4a. Population V F1 F2 .. .. Fy Year Age -----> | | 5. Predicted V Year Age -----> | | Observed V numbers Year Age -----> | | 3. Fishing V mortality Calculate Fay here Year Age -----> | | 4b. Nay at V survey 1 time Year Age -----> | | 6a. Predicted V catch survey 1 indices catch at age Year Age -----> | | Observed V survey 1 indices Year Age -----> | | 7. Catch residuals V Year Age -----> | | 8a. Survey V Color code Population model Observation model Year Age -----> Measurements | Objectives | 7. Catch residuals Parameters V Year Age -----> | | 8a. Survey V squared squared Year Age -----> | | Natural mortality V Year Age -----> | | 4c. Nay at survey V Year Age -----> | | 6b. Predicted V 2 time survey 2 indices Year Age -----> | | Observed survey V 2 indices 1 residuals Year Age -----> | | 8b. Survey V 2 residuals 1 residuals Year Age -----> | | 8b. Survey V 2 residuals squared Setting up Ninit and calculating Nay 16 The number of fish entering the system in first year and in the first age (Ninit) are parameters of the model that we want to estimate. Need: The number of fish in each age group in the first year (Na,1) The number of recruits entering each year (N1,y) Given the above we can then fill in the abundance matrix by the conventional stock equation Na 1, y 1 Nay e ( Fay M ay ) The map 9. Solver 17 Year Age -----> | | 2. Selection V pattern Year Age -----> | | 4a. Population V numbers Calculate Nay here 1. Parameters Store Ninit here Year Age -----> | | 5. Predicted V Year Age -----> | | Observed V Year Age -----> | | 3. Fishing V mortality Year Age -----> | | 4b. Nay at V survey 1 time Year Age -----> | | 6a. Predicted V catch survey 1 indices catch at age Year Age -----> | | Observed V survey 1 indices Year Age -----> | | 7. Catch residuals V Year Age -----> | | 8a. Survey V Color code Population model Observation model Year Age -----> Measurements | Objectives | 7. Catch residuals Parameters V Year Age -----> | | 8a. Survey V squared squared Year Age -----> | | Natural mortality V Year Age -----> | | 4c. Nay at survey V Year Age -----> | | 6b. Predicted V 2 time survey 2 indices Year Age -----> | | Observed survey V 2 indices 1 residuals Year Age -----> | | 8b. Survey V 2 residuals 1 residuals Year Age -----> | | 8b. Survey V 2 residuals squared 18 The map: Population numbers details Pastel green area: Estimated parameters Param. L R afull Fy .. .. Fy+8 Nay Nay+1 Nay+2 Nay+3 Nay+4 ... y/a y y+1 y+2 y+3 y+4 y+5 y+6 y+7 y+8 a Na,y Na,y+1 Na,y+2 Na,y+3 Na,y+4 Na,y+5 Na,y+6 Na,y+7 Na,y+8 a+1 Na+1,y Na+1,y+1 Na+1,y+2 Na+1,y+3 Na+1,y+4 Na+1,y+5 Na+1,y+6 Na+1,y+7 Na+1,y+8 a+2 Na+2,y Na+2,y+1 Na+2,y+2 Na+2,y+3 Na+2,y+4 Na+2,y+5 Na+2,y+6 Na+2,y+7 Na+2,y+8 a+3 Na+3,y Na+3,y+1 Na+3,y+2 Na+3,y+3 Na+3,y+4 Na+3,y+5 Na+3,y+6 Na+3,y+7 Na+3,y+8 Na 1, y 1 Nay e a+4 Na+4,y Na+4,y+1 Na+4,y+2 Na+4,y+3 Na+4,y+4 Na+4,y+5 Na+4,y+6 Na+4,y+7 Na+4,y+8 ( Fay M ay ) a+5 Na+5,y Na+5,y+1 Na+5,y+2 Na+5,y+3 Na+5,y+4 Na+5,y+5 Na+5,y+6 Na+5,y+7 Na+5,y+8 Predicting catch: Cay-hat 19 Once the population matrix is calculated it is simple to calculate the predicted catch (Cay-hat) according to the catch equation: Cˆ ay Fa , y Fa , y M ay 1 e ( Fa , y M a y ) N ay The C-hats are values that we will later “confront” with the measurements that we have. The map 1. Parameters 9. Solver 20 Year Age -----> | | 2. Selection V pattern Year Age -----> | | 4a. Population V Year Age -----> | | 5. Predicted V numbers catch Predicted Cay-hat Year Age -----> | | Observed V catch at age Year Age -----> | | 3. Fishing V mortality Year Age -----> | | 4b. Nay at V survey 1 time Year Age -----> | | 6a. Predicted V indices Year Age -----> | | Observed V survey 1 indices Year Age -----> | | 7. Catch residuals V Year Age -----> | | 8a. Survey V Color code Population model Observation model Year Age -----> Measurements | Objectives | 7. Catch residuals Parameters V Year Age -----> | | 8a. Survey V squared survey 1 squared Year Age -----> | | Natural mortality V Year Age -----> | | 4c. Nay at survey V Year Age -----> | | 6b. Predicted V 2 time survey 2 indices Year Age -----> | | Observed survey V 2 indices 1 residuals Year Age -----> | | 8b. Survey V 2 residuals 1 residuals Year Age -----> | | 8b. Survey V 2 residuals squared Confronting the model with data 21 Until now we have only set up equations that follow the progression of each year class and calculated catch. This is more or less a population simulator. If we let recruitment be a function of SSB and we add some noise to recruitment we have a closed system and thus almost a medium/long term simulator This is also more or less the same thing as we do when we do a short term projection. Or for that matter in a yield per recruit analysis, except that there we focus only on one cohort (here one diagonal line). At present we are only interested in fitting the model to observations (measurements). Need thus some kind of objective function (minimizing sums of squares). The objective function in words 22 Find the value of the parameters: fishing pattern by age, sa (controlled by L, R and Afull) yearly fishing mortality (Fy) population number in the first year (Na,1) recruitment (N1,y) in each year that minimize the squared deviation of estimated catch (Cay-hat) and measured catch (Cay) ˆ SSE ln C ln C min C ay ay y 2 a Note that here we assume a log-normal error distribution. Could easily be replace with other type of error structure. The map 23 Year Age -----> | | 2. Selection V 1. Parameters 9. Solver The sum to minimize pattern Year Age -----> | | 4a. Population V Year Age -----> | | 5. Predicted V Year Age -----> | | Observed V numbers Year Age -----> | | 3. Fishing V mortality Year Age -----> | | 4b. Nay at V survey 1 time Year Age -----> | | 6a. Predicted V catch survey 1 indices catch at age Year Age -----> | | Observed V survey 1 indices Year Age -----> | | 7. Catch residuals V Year Age -----> | | 8a. Survey V Color code Population model Observation model Year Age -----> Measurements | Objectives | 7. Catch residuals Parameters V Year Age -----> | | 8a. Survey V (obs-pre) squared (obs-pre)^2 squared Year Age -----> | | Natural mortality V Year Age -----> | | 4c. Nay at survey V Year Age -----> | | 6b. Predicted V 2 time survey 2 indices Year Age -----> | | Observed survey V 2 indices 1 residuals Year Age -----> | | 8b. Survey V 2 residuals 1 residuals Year Age -----> | | 8b. Survey V 2 residuals squared Different weights by age 24 The catch of different age groups are often measured with different accuracy. Thus often set different weights to the residuals, so that the information from age groups that are measured with the most accuracy weigh more in the objective function: ˆ SSE ln C ln C a min C ay ay y a is inversely related to the variance 2 If we only have Cay 25 If there are no other available data for a stock than catch at age one could attempt to fit the model to catches alone. May need a extra “stabilizer”: The brave one may assume that fishing mortality does not change much between consecutive years: min SSE SSEC SSEF SSEC ln Fy ln Fy 1 2 y Tuning with survey indices 26 If additional information are available it is relatively easy to add them to the model. If agebased survey indices are available one may use: Uˆ ay qa N ay where qa is a parameter (catchability). The minimization is by (again assuming log-normal errors): ˆ SSE ln U ln U a min U ay ay y a 2 27 iCod: Age based survey indices Age --> Year 0 1982 1983 1984 0 1985 0 1986 0 1987 0 1988 0 1989 0 1990 0 1991 0 1992 0 1993 0 1994 0 1995 0 1996 0 1997 0 1998 0 1999 0 2000 0 2001 0 2002 0 2003 0 2004 0 2005 0 2006 0 2007 0 2008 1 2 3 4 5 6 7 8 9 10 17 15 4 3 4 6 4 1 4 14 1 4 1 8 7 19 12 1 11 7 3 9 6 111 61 29 7 16 12 16 17 5 15 29 5 22 6 33 28 22 38 4 25 15 7 18 35 96 103 72 22 26 18 33 31 9 25 43 14 30 7 55 37 41 46 8 39 23 9 48 22 82 102 78 14 30 19 36 27 9 29 56 16 42 7 38 40 39 62 10 38 21 64 21 21 67 68 27 15 16 13 22 24 13 29 62 13 30 5 36 32 35 43 11 28 23 26 12 8 34 32 18 7 10 6 18 15 9 28 24 8 15 7 19 25 23 28 9 15 7 12 6 4 14 21 6 2 4 4 14 9 7 11 8 3 8 4 14 11 10 10 5 2 3 6 1 2 4 5 2 1 2 4 7 5 2 4 2 1 5 3 6 4 5 3 1 1 1 1 1 1 1 1 0 0 1 1 3 1 1 1 1 1 3 1 1 2 2 1 0 0 0 0 0 0 0 0 0 0 0 1 1 0 0 0 0 0 1 0 1 Population numbers at survey time 28 If survey time is not in the beginning of the year we need to take that into account by: N N ay e ' ay p ( Fay May ) ' ˆ U ay qa N ay Where N’ is the population size at survey time p is the fraction of the year when the survey takes place. The map 9. Solver 29 The sum 1. Parameters Store qa here Year Age -----> | | 2. Selection V pattern Year Age -----> | | 4a. Population V Year Age -----> | | 5. Predicted V Year Age -----> | | Observed V numbers Year Age -----> | | 3. Fishing V mortality Year Age -----> | | 4b. Nay at V survey 1 time Calculate N’ay Year Age -----> | | 6a. Predicted V catch survey 1 indices Predict Uay-hat catch at age Year Age -----> | | Observed V survey 1 indices Year Age -----> | | 7. Catch residuals V Year Age -----> | | 8a. Survey V Color code Population model Observation model Year Age -----> Measurements | Objectives | 7. Catch residuals Parameters V Year Age -----> | | 8a. Survey V 1 residuals obs-pre squared 1 residuals (obs-pre)^2 squared Year Age -----> | | Natural mortality V Year Age -----> | | 4c. Nay at survey V Year Age -----> | | 6b. Predicted V 2 time survey 2 indices Year Age -----> | | Observed survey V 2 indices Year Age -----> | | 8b. Survey V 2 residuals Year Age -----> | | 8b. Survey V 2 residuals squared Objective function I 30 Simple to combine the two objective functions: min SSE SSEC SSEU ln U ln Uˆ a ln Cay ln Cˆ ay y a a y 2 2 ay ay a Lets not worry about pa for now 31 Getting it all together THE MINIMIZATION STUFF Sum of squares C@A U@A - Survey 1 U@A - Survey 2 SSE total Lambda 48.419 1 53.900 1 49.084 1 151.4023 PARAMETERS Name Ln Afull Ln L Ln R Ln(parameter) Switches Parameter 2.3900 10.91 1.4481 4.26 5.0000 148.41 The heart of the setup lies in the left side of the spreadsheet. There we have the the objective functions (minimize SS) in one place. The only thing left is to setup the solver such that it minimizes the total SSE by changing the parameters. And this you were introduced already at day 2 of the course. The output: Historical development of the stock 33 Recruitment SSB 400 350 300 F 1000 0.90 900 0.80 800 0.70 700 250 600 200 500 150 400 0.60 0.50 0.40 300 0.30 200 0.20 50 100 0.10 0 0 100 1900 1902 1904 1906 1908 1910 1912 1914 1916 1918 1920 1922 1924 0.00 1900 1902 1904 1906 1908 1910 1912 1914 1916 1918 1920 1922 1924 250 Yield 300 Survey 200 250 1 numbers 100 Survey 90 80 70 60 50 40 30 20 10 0 200 150 150 100 100 50 50 0 0 1900 1902 1904 1906 1908 1910 1912 1914 1916 1918 1920 1922 1924 1900 1902 1904 1906 1908 1910 1912 1914 1916 1918 1920 1922 1924 Survey 1 residuals 12 16 Catch residuals 1900 1902 1904 1906 1908 1910 1912 1914 1916 1918 1920 1922 1924 1900 1902 1904 1906 1908 1910 1912 1914 1916 1918 1920 1922 1924 Survey 2 residuals 12 14 10 10 10 8 8 8 6 6 6 4 4 2 2 12 4 2 0 0 1895 1900 1905 1910 1915 1920 1925 1930 1895 2 numbers 0 1900 1905 1910 1915 1920 1925 1930 1895 1900 1905 1910 1915 1920 1925 1930 Age/size structured models 34 Advantages Populations do have age/size structure Basic biological processes are age/size specific Growth Mortality Fecundity The process of fishing is age/size specific Relatively simple to construct mathematically Model assumption not as “strict” as in e.g. logistic models Disadvantages Sample intensive Data often not available Mostly limited to areas where species diversity is low Have to have knowledge of natural mortality For long term management strategies have to make model assumptions about the relationship between stock and recruitment Often not needed to address the question at hand UALG Some addition points on Y/R and then on reference points in light of model uncertainty 36 37 Atlantic mackerel 38 NEA cod 39 NEA cod 40 NEA cod 41 NEA haddock Find the Fmsy and the Bmsy!
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