Posts Tagged ‘random walk’

Long term persistence and internal climate variability

April 30, 2013

After a long hiatus, Climate Dialogue has just opened a second discussion. This time it’s about the presence of long term persistence in timeseries of global average temperature, and its implications (if any) for internal variability of the climate system and for trend significance. This discussion is strongly related to the question of whether global warming could just be a random walk, a question vigorously debated on this blog (incl my classic  april fool’s day post three years ago).

Invited expert participants in the discussion include Rasmus Benestad (of RealClimate fame), Demetris Koutsoyiannis and Armin Bunde. The introduction text here slightly differs from that posted on ClimateDialogue.org

(more…)

To publish BS or not, that’s the question

November 11, 2011

Richard Tol levied a strong accusation at Judith Curry for highlighting two seriously flawed papers (via twitter):

Its wrong, but with @JudithCurry lending her authority it becomes disinformation

Judith defended herself in a post where she tries to shift the blame to the mainstream scientists:

 Here is a quiz for you.  How many of these disinformation tactics [a list containing a mix of logical fallacies and avoidance tactics] are used by:

  • JC (moi)
  • Public spokespersons for the IPCC
  • Joe Romm
  • Marc Morano

If that’s not a dog-whistle I don’t know what is. 

Keith has a nice rundown of the discussion, and the ensuing thread over there contains many good comments. He’s got a knack for hosting interesting discussions.

Richard has since laid out his argument as to what’s wrong with the papers in a guest post over at CE.  Basically they’re methodologically flawed:

Using “detrended” fluctuation analysis to study “trends” was a dead giveaway that something is not quite right with these papers.

Tol goes on to write: 

7. There is a substantial body of climate research that is credible — even if it reaches opposite conclusions — but there are also papers (left, right, and center) that are just flawed.
8. If flawed papers reach a certain prominence, they should be debunked. Prominent but flawed research does damage as it misinforms people about climate change. Publicly criticizing such research hardens the existing polarization.
9. If flawed papers linger in obscurity, they should be ignored. The papers are wrong but do no damage. Lifting a flawed paper out of obscurity only to debunk it, is no good to anybody.

Curry takes especially issue with the last statement:

Yours isn’t a statement about science, but about playing politics with science, and reinforces the gatekeeping mentality in climate science that was embarassingly revealed by the CRU emails. (…)

Of course scientists don’t want the public to be misinformed about the science! So If I’m concerned about public understanding of science, I’m automatically “playing politics with science”? Then I sure hope every scientist is.

Judith rightly says that “Of course there are flawed papers that get published.” But why shining the spotlight on them? What’s gained by doing so?

It’s true that these discussions don’t occur about science without policy relevance. Research on the mating behavior of fruit flies won’t result in argument whether a flawed paper should be promoted in the public sphere or not.

The differences are that 1) such research is not present in the public sphere, because the public isn’t interested, and 2) even though flawed papers exist in any field, the more its conclusions clash with ideologies, the more attempts will be made to reach opposite conclusions and thus the more deeply flawed/biased papers will be published. It’s not a coincidence that there’s no fruitflies-version of EIKE or Heartland. 

Curry:

Most people don’t come to climate etc. to reinforce their prejudices (there are far too many echo chambers where this is much more satisfyingly accomplished). They come here to learn something by considering the various arguments.

The general tone of comments at CE makes me strongly doubt this last statement.

Tol:

@Anteros
I would agree with you [no harm done by highlighting flawed studies] if climate blogs were exclusively read by well-intentioned, well-informed, and intelligent people.

Richard further shows his mastery in the tweet-universe with one-liners such as

I argue for self-censorship. It is what separates adults from children.

Over at CaS, Roger Pielke Jr makes the point that wrong or bad articles can be a useful teaching tool. And indeed they can. But as Stoat rightly says,

within a managed class structure with someone guiding the discussion, it is fine to discuss flawed texts, for the reason given: it encourages critical thinking. That wasn’t what Curry was doing.

Tol:

Curry took two papers that almost nobody had read, and put them in the limelight.
The papers say 2+2=5.
There are a lot of people who would like to believe that. It is not true.
So now there is yet another dogfight about whether the answer is 3, 4, or 5. We can do without that.
There are plenty of real issues to argue over.

Jonathan Gilligan, consistently thoughtful, writes:

Pielke has said that he views blogs as more like the kind of discussions people conduct over beers at the neighborhood bar, and from that perspective Richard’s criticism makes no more sense than telling the crowd at the pub to leave sports commentary to the experts. 

Tol makes some valid points here, but Pielke is more persuasive. People will read these blogs or not as they choose, and when a blog repeatedly calls attention to crap, its credibility and its audience will adjust to reflect this. Climate Etc. is not The Wall Street Journal, so the greater danger in Curry’s gushing over crap is to Curry’s reputation, not to the public understanding of science.

I have also compared blogs to bar-discussions (quoting Bob Grumbine), but that comparison is about the presence (or lack) of quality control. As Tol rightly says, 

With academics blogging and tweeting, and journalists, and prime ministers, and institutes, departments, agencies and companies, I don’t think there is a one-rule-fits-all.

At CE, thousands of people are listening. Judith’s opinion and her writings make their way to the general public and politicians via mainstream media and Senate hearings as well. By the scale of those who are engaged in the conversation, that is orders of magnitude different from a discussion in a bar. That also means that the risk is twofold: Both to Curry’s reputation (her problem) and to the public understanding of science (everyone’s problem, even though Curry tries to belittle that).

Whereas Tol argued based on methodological flaws, Fred Moolten explains why the papers’ conclusions are unsupportable on physical grounds and I made a similar argument:

Conservation of energy precludes the climate to wonder off too far in any direction without being “forced” to by changing boundary conditions. Unless of course the energy is merely being redistributed within the system. Which it isn’t, since all other compartments of the climate system are gaining energy.

The paper’s conclusion that the observed warming is “predominantly a natural 100-year fluctuation” is at odds with conservation of energy.

All very reminiscent of the random walk saga and the Harry Potter theory of climate.

Harry Potter theory of Boating

April 12, 2011

Update: For those coming here expecting to read the latest Harry Potter news, this a blog about climate change. Harry Potter is mentioned only to refer to all kinds of magical thinking that people try to come up with to explain the recent global warming.  Please read on how it’s merely basic physics that rules our climate…

Consider a boat at sea. It has both a sail (being dependent on the wind – i.e. natural variation) and an engine (i.e. radiative forcing).

The skipper puts the engine on full blast and steers the boat from, say, Holland to England.

Would anyone wonder whether it’s just the wind that’s pushing the boat over the Canal?

That would be the Harry Potter theory of boating.

Harry Potter theory of climate, part I, starring Mark Serreze, stating:

Climate doesn’t change all by itself. It’s not like the Harry Potter theory of climate, where he flicks his magic wand and the climate suddenly changes. Climate only changes for a reason.

Harry Potter theory of climate, part II, starring Judith Curry, saying the following in response to Serreze’s comments (including the one cited above):

Ouch.  On previous Climate Etc. threads on attribution of 20th century climate change, we have pretty much debunked each of these arguments.

Ouch. Debunked. Who would have guessed? Harry?

Harry Potter theory of climate, part III, starring Susan “shewonk”. She seems to be pulling a Start Wars trick though, since she apparently wrote this story over a year ago:

How did this escape the notice of scientists? Millions of dragons flying around, warming the atmosphere?

Luckily, the radiation energy balance provides a powerful constraint for the global average temperature of the planet (Ramanathan and Feng, 2009).

A ‘rooty’ solution to my weight gain problem

April 1, 2010

I just love brownies, chocolate fudge cake and the like. As a result of eating too many of those –so my dietician told me- I have gained weight over the past years. According to my dietician, somebody’s body weight depends on the ratio of their caloric input and output (i.e. someone’s personal ‘energy balance’). I also  believed that. Until recently.

Here’s a graph of my body weight over the past 32 years:

As you can see from this graph, I’ve been on quite a few diets. But often, as soon as I had lost a few pounds, they came back when I lost my appetite in carrots and hunted down the chocolate aisle again. In the nineties, I did quite a bit of sports, which prevented my weight from increasing too much. I’ve stopped since; it just makes me tired.

Over the past 8 years, despite the yo-yo effect of sometimes losing as much as 5 kg over the course of a few months, my weight has increased. My dietician told me that unless I change my eating and sporting habits in a sustainable way, my weight will probably keep yo-yo-ing up.

I was gonna go back to drinking carrot juice again, but then somebody pointed out that my weight increase had nothing to do with my eating too much chocolate or anything like that. Huh? 

He pointed out to me that the timeseries of my weight versus time (as shown in the graph above) contains a unit root! No, that’s not a consequence of eating too much carrots; it’s a characteristic of the time series. So what, you my ask? Well,

a deterministic trend is inconsistent with a unit root

Though admittedly,

it can contain a drift parameter, which indeed predicts a ‘deterministic’ rise in a certain period

According to this theory, my body weight just varies stochastically, e.g. between the blue lines in the graph below:

As you can see, the theory is valid: My weight has indeed remained between the blue lines. And for the next few years, my weight will be between 55 and 105 kg, irrespective of what I eat and how much I sport! After all, that would be deterministic, wouldn’t it? (i.e. my eating and other habits determining my weight)

Wow, if that’s the case, then I’ll stop my carrot juice diet right now and run to the corner store for a box of mars bars!! And I’ll cancel further consultations with my dietician. Energy balance… such nonsense. Never thought I’d be so happy with a root!

 

PS: This post is not meant to ridicule the arguments made in favor of a unit root. It is meant to draw attention to the fact that the physical (or biological in this case) context of the quantity we’re investigating is very important. If someone is riding a bike downhill, I could wonder if the bike could have gotten to where it is all by itself, and conclude that I cannot possibly predict when the bike will reach the valley. But that ignores the (deterministic) effect of the guy who is riding the bike. Share your favorite analogy in the comments!

[Some typos edited]

The relevance of rooting for a unit root

March 18, 2010

So what if the global average temperature series contained a unit root? It would mean that ordinary least squares regression may lead to spurious results in terms of inflated trend significance. It would *not* mean that phsyics-based climate models are suddenly invalid or that AGW is suddenly falsified (just as gravity is not falsified by observing a bird in the sky).

On a previous post, ‘VS’ commented that

“(…) global temperature contains a stochastic rather than deterministic trend, and is statistically speaking, a random walk.”

He later clarified (updated):

I agree with you that temperatures are not ‘in essence’ a random walk, just like many (if not all) economic variables observed as random walks are in fact not random walks.

And later still:

“I’m not ‘disproving’ AGWH here.
I’m not claiming that temperatures are a random walk.
I’m not ‘denying’ the laws of physics.”

However, many commenters started chiming in with a sense of “Yeah, somebody is taking on climate science and seems to have refuted it all!” Uhm, no.

Basically, a random walk towards warmer air temperatures would cause either a negative radiative imbalance at the top of the atmosphere, or the energy would have to come from other parts of the earth’s system. Neither is the case. It’s actually opposite: There is a positive radiation imbalance and other reservoirs (e.g. oceans, cryosphere) are also gaining more energy. Which makes sense, in the face of a radiative forcing.

Explaining the increase in global average temperatures by a mere ‘random walk’ would violate conservation of energy.

Ramanathan and Feng describe the earth’s radiation balance as follows:

So the process of the net incoming (downward solar energy minus the reflected) solar energy warming the system and the outgoing heat radiation from the warmer planet escaping to space goes on, until the two components of the energy are in balance. On an average sense, it is this radiation energy balance that provides a powerful constraint for the global average temperature of the planet.

I.e. The global average temperature only changes over climatic timescales (multiple decades or longer) if there is an imbalance in the radiation budget. As is now indeed the case. Climate is to a certain extent deterministic, irrespective of unit roots.

The presence/absence of a unit root (dependent on the nature of the assumed trend amongst other choices) does not disprove/prove that the extra greenhouse gases we put in the atmosphere are warming the planet.

Update: This discussion has focussed on global average air temperatures, but changes have been observed in many other parts of the earth system that point to a changing (warming) climate: Sea level rise, ocean heat content, ice sheets , sea ice, glaciers, ecosystems, radiation budget. A statement along the lines of ‘nothing anomalous is happening’ should take all these changes into account.

Is the increase in global average temperature just a ‘random walk’?

March 8, 2010

On the previous thread, a discussion ensued about whether the observed increase in global average temperature is just a ‘random walk’. A rundown (*):

- Anonymous commenter “VS” claims that according to some statistical method, the increase in global average temp is not statistically significant, and that global average temperature behaves like a ‘random walk’. Heiko confirms with a simple excel exercise that under the assumption of stacked cumulative errors a quantity can wander off in any direction in the absence of a forced trend.

- The practical relevance of VS’ claim escapes me in light of the graphs shown in the previous post. E.g. each single year of the past 30 years has been warmer than each single year between 1880 and 1930. Calling this merely coincidence makes me wonder, how lucky do you feel? (**) 

- The applicability of said statistic and of the assumption of stacked cumulative errors is questionable in light of the physical nature of the climate: Temperatures continuing to wander off towards warmer values without a change in radiative forcing as the driving factor would cause a negative energy imbalance, which would force the temperatures back to where they came from: Equilibration. There’s conservation of energy after all. In general, long term changes in global avg temp are the consequence of a non-zero radiative forcing, whereas temp juggle up and down without a clear trend if there is no net radiative forcing acting upon the system.

- The earth’s energy imbalance as measured from space and as deduced from adding up atmospheric and ocean heat content is actually positive: More energy is coming in than radiating back into space (***). This directly contradicts that the increase in global average temperature would be random (since in that case we would expect a negative energy imbalance)

- Radiative forcing of climate is reasonably well known (at least that of the greenhouse gases and of natural forcings such as changes in the output of the sun; much less so for aerosols). The net forcing is positive, so we know that the temperature is being pushed into the warmer direction. I.e. we know that it in this case the warming isn’t random. The question is then: Could such a warming theoretically be observed even in the absence of a forcing? I think not, for the physical reasons stated above (equilibration). But it’s a bit like asking if the bike could have moved downhill all by itself, even if you see that someone is riding the bike downhill. Interesting question for a late night drink at the bar, but not very relevant to the question of how the bike got to the bottom of the hill. Let me add though that understanding the nature of natural variability in global temperatures is definitely important, and the discussion in the previous thread was definitely thought provoking.

- Changes in atmospheric temperatures are not the only sign of a warming climate. There is the increase in ocean heat content, decrease in Arctic sea ice, thinning of Greenland and Antarctic ice sheets, retreat of glaciers, changes in ecology (e.g. growing season, blooming of flowers, etc), sea level rise, etc. Is this all coincidence? How lucky do you feel?

(*): I’ll admit that my knowledge of statistics is not such that I can argue the details of a statistical analysis. Instead, I’ll argue mostly from a physical perspective. I think that’s entirely appropriate –necessary even- in trying to understand a physical system. Conservation of energy is probably a sufficient reason to dismiss the idea of a random walk in temperatures.

(**): If you feel lucky, you may want to arrange a bet about future warming (or lack thereof) with e.g. James Annan or Brian Schmidt.

(***): Satellite measurements of outgoing longwave radiation find an enhanced greenhouse effect (Harries 2001, Griggs 2004, Chen 2007). This result is consistent with measurements from the Earth’s surface observing more infrared radiation returning back to the surface (Wang 2009, Philipona 2004, Evans 2006). Consequently, our planet is experiencing a build-up of heat (Murphy 2009). These findings provide ”direct experimental evidence for a significant increase in the Earth’s greenhouse effect that is consistent with concerns over radiative forcing of climate

Update: Related discussions of the chaotic nature of climate here, here and here. Tamino chimes in as well.


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