Inferring Soil Drydown Behaviour with Adaptive Bayesian Online Changepoint Analysis

Abstract: Continuous soil-moisture measurements provide a direct lens on subsurface hydrological processes, notably the post-rainfall "drydown" phase. Because these records consist of distinct, segment-specific behaviours whose forms and scales vary over time, realistic inference demands a model that captures piecewise dynamics while accommodating parameters that are unknown a priori. Building on Bayesian Online Changepoint Detection (BOCPD), we introduce two complementary extensions: a particle-filter variant that substitutes exact marginalisation with sequential Monte Carlo to enable real-time inference when critical parameters cannot be integrated out analytically, and an online-gradient variant that embeds stochastic gradient updates within BOCPD to learn application-relevant parameters on the fly without prohibitive computational cost. After validating both algorithms on synthetic data that replicate the temporal structure of field observations-detailing hyperparameter choices, priors, and cost-saving strategies-we apply them to soil-moisture series from experimental sites in Austria and the United States, quantifying site-specific drydown rates and demonstrating the advantages of our adaptive framework over static models.