Solving an Inverse Problem for Time Series Valued Computer Simulators via Multiple Contour Estimation

Computer simulators are often used as a substitute of complex real-life phenomena which are either expensive or infeasible to experiment with. This paper focuses on how to efficiently solve the inverse problem for an expensive to evaluate time series valued computer simulator. The research is motivated by a hydrological simulator which has to be tuned for generating realistic rainfall-runoff measurements in Athens, Georgia, USA. Assuming that the simulator returns g(x,t) over L time points for a given input x, the proposed methodology begins with a careful construction of a discretization (time-) point set (DPS) of size $k