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Statistical Challenges in Climatology Chris Ferro Climate Analysis Group Department of Meteorology University of Reading ‘Climate is what we expect, weather is what we get.’ Mark Twain (?) RSS Birmingham Local Group, Coventry, 11 December 2003

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Page 1: Statistical Challenges in Climatology Chris Ferro Climate Analysis Group Department of Meteorology University of Reading ‘Climate is what we expect, weather

Statistical Challenges in Climatology

Chris Ferro

Climate Analysis Group

Department of Meteorology

University of Reading

‘Climate is what we expect, weather is what we get.’ Mark Twain (?)

RSS Birmingham Local Group, Coventry, 11 December 2003

Page 2: Statistical Challenges in Climatology Chris Ferro Climate Analysis Group Department of Meteorology University of Reading ‘Climate is what we expect, weather

Overview

• History and general issues

• Examples of research topics

• Climate change simulations

• Concluding remarks

Page 3: Statistical Challenges in Climatology Chris Ferro Climate Analysis Group Department of Meteorology University of Reading ‘Climate is what we expect, weather

History

Jule G.Charney

VilhelmBjerknes

The Earth SimulatorLewis FryRichardson

1950

computerforecasts

1922

manualforecast

‘primitive’equations

1904 2002

GilbertWalker

40 Tflops10 Tbytes

southernoscillation

1923

Page 4: Statistical Challenges in Climatology Chris Ferro Climate Analysis Group Department of Meteorology University of Reading ‘Climate is what we expect, weather

General Issues

Dependent

Nonstationary

Huge datasets

Limited data

space and time: many scales

space and time: periodicities,

shocks, external forcings

station, satellite, simulation

short record, no replication

Page 5: Statistical Challenges in Climatology Chris Ferro Climate Analysis Group Department of Meteorology University of Reading ‘Climate is what we expect, weather

Examples of Research Topics

• Observations

• Climate modes

• Numerical models

• Data assimilation

• Forecast calibration

• Other topics

Page 6: Statistical Challenges in Climatology Chris Ferro Climate Analysis Group Department of Meteorology University of Reading ‘Climate is what we expect, weather

Observations

• Buoys• Field Stations• Ships & Aircraft

• Satellites• Radiosondes• Palaeo-records

• homogeneity, missing data, errors and outliers• network design and adaptive observations• statistical models to reconstruct past climates

Page 7: Statistical Challenges in Climatology Chris Ferro Climate Analysis Group Department of Meteorology University of Reading ‘Climate is what we expect, weather

Climate Modes

• Principal components: multi-site observations

• Identifies patterns of simultaneous variation

• Physical significance• Reduces dimension• Rotated, simplified etc.

North Atlantic Oscillation,courtesy of Abdel Hannachi

Page 8: Statistical Challenges in Climatology Chris Ferro Climate Analysis Group Department of Meteorology University of Reading ‘Climate is what we expect, weather

General Circulation Models

• Differential equations• Physical schemes• External forcings• Initial conditions• Numerical scheme• Deterministic output:

temp, precip, wind, pressure etc.

Page 9: Statistical Challenges in Climatology Chris Ferro Climate Analysis Group Department of Meteorology University of Reading ‘Climate is what we expect, weather

Data Assimilation

State

Observation

Solution

• Assumptions, approximations, choice of

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Page 10: Statistical Challenges in Climatology Chris Ferro Climate Analysis Group Department of Meteorology University of Reading ‘Climate is what we expect, weather

Forecast Calibration climate model

combinedregression model

Caio Coelho & Sergio Pezzulli

Prior: climate-model forecastLikelihood: regression model

Page 11: Statistical Challenges in Climatology Chris Ferro Climate Analysis Group Department of Meteorology University of Reading ‘Climate is what we expect, weather

Other Topics

• Model validation

• Forecast verification

• Statistical downscaling

• Climate change attribution

• Stochastic models of processes

Page 12: Statistical Challenges in Climatology Chris Ferro Climate Analysis Group Department of Meteorology University of Reading ‘Climate is what we expect, weather

Climate Change Simulations

• The PRUDENCE project

• Temperature and precipitation

• Distributional changes

• Extreme values

• Model uncertainty

Page 13: Statistical Challenges in Climatology Chris Ferro Climate Analysis Group Department of Meteorology University of Reading ‘Climate is what we expect, weather

PRUDENCE

• European Climate• 30-year control

simulation, 1961-1990• 30-year A2 scenario

simulation, 2071-2100• 10 high-resolution

regional models• 6 global models

From www.ipcc.ch

Page 14: Statistical Challenges in Climatology Chris Ferro Climate Analysis Group Department of Meteorology University of Reading ‘Climate is what we expect, weather

Mean Daily Rainfall

mm mm

Control (1961-1990) Scenario – Control

Page 15: Statistical Challenges in Climatology Chris Ferro Climate Analysis Group Department of Meteorology University of Reading ‘Climate is what we expect, weather

Mean Daily Rainfall

DJF MAM

SONJJA

Control (1961-1990) Scenario – ControlDJF MAM

JJA SON

mm mm

Page 16: Statistical Challenges in Climatology Chris Ferro Climate Analysis Group Department of Meteorology University of Reading ‘Climate is what we expect, weather

Simultaneous Confidence Intervals

such that ) ,( Find change. where

,ˆ/)ˆ(let ,point grideach For

iii

iiii

uld

ddZi

.1) allfor Pr( iuZl iii

Bb,Z ibi 1 }{ bootstrapblock sample-2 *)(

where, and Choose uull ii

.)1(} allfor :{# *)( BiuZlb bi

Page 17: Statistical Challenges in Climatology Chris Ferro Climate Analysis Group Department of Meteorology University of Reading ‘Climate is what we expect, weather

Mean Daily Rainfall Response

DJF JJA

Page 18: Statistical Challenges in Climatology Chris Ferro Climate Analysis Group Department of Meteorology University of Reading ‘Climate is what we expect, weather

Mean Daily Rainfall Response

DJF JJA

Page 19: Statistical Challenges in Climatology Chris Ferro Climate Analysis Group Department of Meteorology University of Reading ‘Climate is what we expect, weather

Mean Temperature

ºC

Control (1961-1990) Scenario – Control

ºC

Page 20: Statistical Challenges in Climatology Chris Ferro Climate Analysis Group Department of Meteorology University of Reading ‘Climate is what we expect, weather

Mean TemperatureControl (1961-1990) Scenario – Control

ºC ºC

SONJJAJJA SON

DJF MAMDJF MAM

Page 21: Statistical Challenges in Climatology Chris Ferro Climate Analysis Group Department of Meteorology University of Reading ‘Climate is what we expect, weather

Distributional Changes

.)r(av of quantiles- usecan

, somefor )(: test To

.each for usly simultaneo for CIs

compute and of quantile- thebe Let

. somefor :Test

re. temperatu(scenario) control be )( Let

010

01

010

10

ii

d

ii

d

X/Xp

XXH

p(p)Q(p)Q

Xp(p)Q

XXH

XX

Page 22: Statistical Challenges in Climatology Chris Ferro Climate Analysis Group Department of Meteorology University of Reading ‘Climate is what we expect, weather

Daily Rainfall ResponseDJF

Page 23: Statistical Challenges in Climatology Chris Ferro Climate Analysis Group Department of Meteorology University of Reading ‘Climate is what we expect, weather

Temperature ResponseDJF

Page 24: Statistical Challenges in Climatology Chris Ferro Climate Analysis Group Department of Meteorology University of Reading ‘Climate is what we expect, weather

Model Uncertainty

ikkijjiijk SYYSMMSGX )()()(E

Scenario YearModelAnnual Mean

Global model 1 2Regional model 1 2 3 4 5 … 1 2Control x x x x xA2 Scenario x x x x xB2 Scenario

Page 25: Statistical Challenges in Climatology Chris Ferro Climate Analysis Group Department of Meteorology University of Reading ‘Climate is what we expect, weather

Temperature: R2

Page 26: Statistical Challenges in Climatology Chris Ferro Climate Analysis Group Department of Meteorology University of Reading ‘Climate is what we expect, weather

Temperature: Model Effects

°C

Page 27: Statistical Challenges in Climatology Chris Ferro Climate Analysis Group Department of Meteorology University of Reading ‘Climate is what we expect, weather

Temperature: Model Response

°C

Page 28: Statistical Challenges in Climatology Chris Ferro Climate Analysis Group Department of Meteorology University of Reading ‘Climate is what we expect, weather

Extreme Values

./1)Pr(

satisfies ,,levelreturn period- The

.}/)(1{exp)Pr(

:ondistributi value-extreme dgeneralise a has

thendegenerate-non /)( If

}.,,max{Let

/1

1

mxM

xm

xxM

Y

YabM

XXM

mn

m

n

dnnn

nn

Page 29: Statistical Challenges in Climatology Chris Ferro Climate Analysis Group Department of Meteorology University of Reading ‘Climate is what we expect, weather

Rainfall 10-DJF Return LevelsControl A2 Scenario / Control

Page 30: Statistical Challenges in Climatology Chris Ferro Climate Analysis Group Department of Meteorology University of Reading ‘Climate is what we expect, weather

GEV Parameter Estimates

Page 31: Statistical Challenges in Climatology Chris Ferro Climate Analysis Group Department of Meteorology University of Reading ‘Climate is what we expect, weather

Scale-change Model

p-value

Page 32: Statistical Challenges in Climatology Chris Ferro Climate Analysis Group Department of Meteorology University of Reading ‘Climate is what we expect, weather

Concluding Remarks

Need for sophisticated statistical techniques to help to analyse large amount of complex data.

‘There is, to-day, always a risk that specialists in two subjects, using languages full of words that are unintelligible without study, will grow up not only, without knowledge of each other’s work, but also will ignore the problems which require mutual assistance.’ Sir Gilbert Walker, 1927

Page 33: Statistical Challenges in Climatology Chris Ferro Climate Analysis Group Department of Meteorology University of Reading ‘Climate is what we expect, weather

Further Information

PRUDENCE

Climate Analysis Group

9th International Meeting

on Statistical Climatology,

Cape Town, 24-28 May 2004

prudence.dmi.dk

www.met.rdg.ac.uk/cag

www.csag.uct.ac.za/IMSC

[email protected]