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« Economist on global warming | Main | Josh 12 »
Wednesday
Mar172010

Statistical death-match

If you have a lot of time on your hands and get excited by tests for unit roots, do have a look at contributions the thread on random walks at Tamino's blog and the longer (much longer!) subsequent thread at Bart Vergheggen's.

VS, for that is his nom-de-blog, reckons that the temperature records are a random walk (or something like one) which means that many standard statistical approaches to measuring trends, including all the ones currently used in climatology, are invalid.

The thread is interesting on another level too, with several days of calm debate at Bart's site rudely interrupted by an invasion of trolls from Tamino's.

Statistics wasn't supposed to be this much fun.

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  • Response
    BBC News - It's still real and it's still a problem The evidence of change is indeed there. The glaciers of the Alps and the Himalayas are retreating. Weather patterns around the world are becoming more erratic and more extreme....

Reader Comments (82)

I am not well read into Steve McIntyre's work, so apologies all around if this has already been done to death.

When I was doing a course in GeoStatistics in the late 90s, It ocurred to me that constructing semi variograms ( http://www.kriging.com/PG1979/Chapter_2/Part1.htm ) for individual climate station's raw data would provide a measure of any trends and periodicity in the data, and give a measure for what period in time data can be extrapolated over, and with what confidence.

Has anyone seen that done?

With respect to the two equillibrium states of the earth's climate : glacial and interglacial, who says that the mechanism is terrestrial, as opposed to orbital or solar variability?

In the long gone days of studying reconstruction of Quaternary environments, the term "Milankovitch cycle" appeared ( http://en.wikipedia.org/wiki/Milankovitch_cycles ).

Mar 18, 2010 at 11:44 AM | Unregistered CommenterKeith in Ireland

@Bart Verheggen
"There are more factors influencing climate than only CO2. Aerosol went up a lot in concentration during the 40s-70s (to a large extent due to soaring SO2 emissions)".

Sure and sulfur emissions came soaring down again after the '70s, coinciding with a rapid divergence of ground temperature vs satellite temperature.
BTW Weart is not telling the full story on Arrhenius:
http://www.klimatosoof.nl/klimafiles/images/Untitled-13.png

Mar 18, 2010 at 12:05 PM | Unregistered CommenterHans Erren

land vs ocean is even more prominent
http://suprememastertv.com/data/geditor/0903/%5B0%5Dland_and_ocean_temperature_.jpg

Mar 18, 2010 at 12:20 PM | Unregistered CommenterHans Erren

Yer Grace

Remarkable! So I shall. Like others I spent a few hours on this and was totally absorbed.

Up with this comment by VS I can put with great agreement and delight -

"WHAT ON EARTH is wrong with this entire clique?
How come NOBODY can discuss NORMALLY with somebody who they disagree with? "

:-)

Mar 18, 2010 at 1:18 PM | Unregistered CommenterE O'Connor

@Ianl8888, You touched on one of the most important points there, namely READ THE COMMENT BY WHBABCOCK!
From Beenstock & Reingewertz, temperature and co2 are, according to the cointegration tests, unlikely to be related by a simple linear relationship. i.e. as postulated by the great and good, that an increase in co2 leads to a proportional or related increase in temperature.
Instead, the tests suggest that temperature changes in step with the rate of change of co2. So when the rate of increase of co2 is fast, temp increases. If the rate of co2 increase is constant, temp stays constant - no increase.

David Stockwell covers this very well at Niche Modelling.

Mar 18, 2010 at 2:02 PM | Unregistered CommenterChuckles

TG,

If VS is right on a long enough time-scale then you will get your catastrophe.

Much like saying that in the long run we're all dead. That doesn't imply that we should hurl ourselves into the path of an oncoming train.

So Mr FOD. Is your theory that we are about to reach a tipping point correct?

Strawman - nobody said we are about to hit a tipping point. The point is that ramping up the greenhouse effect with, according to your view, no real idea of what may result is not exactly reassuring.

Your version of VS's argument is like saying that it is safe to swing a sledgehammer around a house, with no idea which are the supporting walls. All while claiming that a dubious statistical analysis of roof heights around the world means that if you hit something important, then some unknown 'feedback' may cause the roof to levitate above your head.

Mar 18, 2010 at 2:06 PM | Unregistered CommenterFrank O'Dwyer

@Chuckles
No that's the other way round, CO2 absorption speed follows temperature,
http://members.casema.nl/errenwijlens/co2/co2lt_2007.gif
Correlation is not causation.

Mar 18, 2010 at 2:23 PM | Unregistered CommenterHans Erren

http://www.youtube.com/watch?v=GPg7v6iUXcw

Mar 18, 2010 at 2:30 PM | Unregistered CommenterJoost

Philip Bratby,

Where is the evidence of heat accumulating in the earth's systems?

For example: http://www.agu.org/pubs/crossref/2009/2009JD012105.shtml

Then there is also sea level rise from thermal expansion, the response of much of the biosphere, together with a large amount of ice which seems to have taken a permanent walk and left no forwarding address.

The current El Nino is releasing energy stored in the Pacific Ocean into the atmosphere, from whence it is radiating to space. When the El Nino terminates, the atmosphere will cool as the Pacific recharges. The atmosphere contains very little energy in comparison to the oceans, so it is the oceans that matter.

And the oceans are warming. As for El Nino, this is not the first nor even the largest El Nino in recent memory. The oceans still accumulated heat after 1998 so why won't they this time?

ENSO just shuffles heat from one place to another, and meanwhile more heat arrives. Arguing that this means cooling is like arguing that you lose money by moving it from one pocket to another. Or indeed from one interest bearing account with regular deposits to another. There is still more coming in than going out.

Mar 18, 2010 at 2:30 PM | Unregistered CommenterFrank O'Dwyer

@Hans,

That's a most interesting graph Hans, but I think you are talking about physics, and they are talking about statistical tests?

Have a look at David Stockwells posts on co-integration, it describes it extremely well.

Mar 18, 2010 at 2:43 PM | Unregistered CommenterChuckles

Breaking Story: Whilst everyone is beating themselves around their heads with statistics is seems real world data from the scientific past is beginning to assert itself once more.

http://hidethedecline.eu/pages/posts/decline-temperature-decline-1940-78-the-cold-data-war-170.php

Could the 1930s and 1940s have been warmer than the past couple of decades?

.... and who adusted the temperature data from the 1950s, 60s and 70s to make this period warmer than it was?

It would seem not only was the MWP a pesky nuisance, so too was the warm 1930s and 40s and the much colder 1950s, 60s and 70s.

Mar 18, 2010 at 3:29 PM | Unregistered CommenterMac

Not sure if this has been posted already but it is a link (from someone called Josh) on the thread in question...


Science News on statistics - Odd are its wrong

And is a good read

Mar 18, 2010 at 5:10 PM | Unregistered CommenterJosh

Josh -- you had me until "the math rooted in the same principles that guarantee profits for Las Vegas casinos" 2nd par. Getting in early for April Foll were you?

Mar 19, 2010 at 12:28 AM | Unregistered CommenterAndrew Kennett

It's possible that Marco in that thread is in fact Tamino.

Mar 19, 2010 at 5:02 AM | Unregistered CommenterMikeN

I too spent some time reading the discussion and found it enlightening. I also started skipping any post of dhogaza's around half way through and it was then faster to read and stayed closer to the main points.

Mar 19, 2010 at 7:02 AM | Unregistered Commenterrc

Hans Erren,

SO2 emissions soared up between the 1940s and 1940s but (globally) didn't soar down afterwards. See eg fig 1 here: http://www.pnl.gov/main/publications/external/technical_reports/PNNL-14537.pdf

Moreover, aerosols cause cooling, so their decrease after they have increased unmasks the greenhouse warming. The warming is *not* attributable to *cooling* aerosols.

Mar 19, 2010 at 10:39 AM | Unregistered CommenterBart Verheggen

Ah the battle of the data
http://members.casema.nl/errenwijlens/co2/stern2005fig3.gif
ref: David I. Stern: Global sulfur emissions from 1850 to 2000, in: Chemosphere, Vol. 58, 2005, S. 163–175, doi:10.1016/j.chemosphere.2004.08.022 online data: http://www.sterndavidi.com/datasite.html
Sulfur emissions in the Netherlands peaked in 1966 and are currently at 1890 level.

According to David stern the sulfur peak occured in the 70's which is also in agreement with german "waldsterben" treeringdata of Wilson and Elling
http://www.eeo.ed.ac.uk/homes/rwilson6/Publications/WilsonandElling2004.pdf

Mar 19, 2010 at 11:19 AM | Unregistered CommenterHans Erren

On a hot summerday your airconditioning breaks down and it slowly gets warmer in your house. Where's the heat coming from, from the airconditioning or from the warmth outside?

Mar 19, 2010 at 12:18 PM | Unregistered CommenterBart Verheggen

Wrong analogy, on a hot summerday open the shutters and it rapidly gets warmer in your house. Where's the heat coming from, from the shutters or from the sun outside?

Mar 19, 2010 at 12:34 PM | Unregistered CommenterHans Erren

Nice to see Bart here, I enjoyed the thread on his site (mostly) and we need more...what?..here. (Trying not to insult or demean anyone here...) People who are happy to argue an anti-sceptical view? People engaged in climate science?

Or, just people like Bart!

Mar 19, 2010 at 10:32 PM | Unregistered CommenterDennis

@Bart Verheggen

Thank you for hosting the thread - extremely interesting on a large number of levels

I recommend that you re-read the whbabcock post (March 17). The accusation that the B&R paper '"transgresses" known physics is a straw man

Mar 19, 2010 at 11:07 PM | Unregistered Commenterianl8888

Hans Erren,

Wrong analogy, on a hot summerday open the shutters and it rapidly gets warmer in your house. Where's the heat coming from, from the shutters or from the sun outside?

Well do you want the real answer or the 'sceptic' answer ("it isn't getting warmer in the house! it's UHI! the house has been this warm before so it couldn't have been caused by you opening the shutters! look, I have your emails!").

Mar 19, 2010 at 11:24 PM | Unregistered CommenterFrank O'Dwyer

Hans - or you could have the alarmist "answer":

"I've already decided on the outcome of any investigation into this and the answer is what I say it is and I'll back it up with my poorly executed and inappropriate statistics and I'll show how little breadth and depth of understanding I have by refusing to tackle and confront obvious shortcomings and inconsistencies in my argument and I'll get all my colleagues to rally round to drown out any points of view we don't like and I'll respond ad tedium to valid points on any blogs I can with armwaving and shouting and I'll keep it up until you all go away and and and and and and ....."

where "and" tends to infinity. Or something like that.

Mar 21, 2010 at 11:44 AM | Unregistered Commenternot banned yet

Your Grace has been noticed by the frequenters of Barts climate space. Regrettably he and the ever opinionated Marco do not seem to share the local enthusiasm for your Graces' literary efforts.
I suspect that Marco is, as ever, deeply confused in his comment further down. Montford, Monckton, what's in a name?

http://ourchangingclimate.wordpress.com/2010/03/19/what-do-we-know-about-climate-change-peter-sinclair-climate-crocks/#comment-2006

Mar 21, 2010 at 2:04 PM | Unregistered CommenterChuckles

I stumbled on this site while looking for something else, and even though I don't understand what is meant by random walk, stochastic, deterministic, or unit root, I read the whole thing all the way through. VS, you have a fan club. I am now going to find a mathematician who will tell me what those words mean.

This climate business is better than any book I've ever come across, and it's real time drama and global.

Mar 21, 2010 at 9:09 PM | Unregistered CommenterMariwarcwm

Chuckles,

I suspect that Marco is, as ever, deeply confused in his comment further down. Montford, Monckton, what's in a name?

Eh? Where is the mention of Monckton?

Mar 21, 2010 at 9:26 PM | Unregistered CommenterFrank O'Dwyer

If I am understanding this correctly, an important part of the dissension is about the nature of the temperature dataset. B&R's paper makes claims as to the nature of that set, that it contains a "unit root", and it would seem from the analyses presented on the various blogs that this is correct. The prime "anti" argument appears to be that although the data looks like that, it isn't "really" like that so the analyses based on the appropriate statistics for such datasets is invalid. Thus the apparent independence of CO2 concentration and temperature is an artifact of the statistical treatment. Is this a valid argument ?

If data has all the characteristics necessary to define the presence of a unit root, in what way is the fact that theoretically it shouldn't in some ways (being bounded for example) sufficient to alter the appropriate statistical treatment ? It is interesting that David Stockwell, using different methods altogether, arrives at the same conclusion as B&R.

I also suspect that much of the special pleading about the "true" nature of the temperature data is based on the utterly unfounded belief (wish ?) from those espousing the view that they know how the real dynamical atmosphere works to a sufficient level of detail. Going with that appears to be a belief that the existing models adequate and accurately reflect that understanding.

Certainly however (to paraphrase commenter VS), it is not a good look for a theory when the ONLY data available to evaluate your theory gives results that invalidate that theory when correctly treated. Of course climate science is full of examples used to support the various theories with "proofs" based on the improper and misleading use of statistics.

Mar 22, 2010 at 12:07 AM | Unregistered CommenterEd Snack

Thanks to BV for this post. Who would have thought that the existence or not of a unit root in a time series process could have produced such a span of apoplectic fits amongst Tamino's hangers-on.

Thanks also to VS for his exceptionally well argued input. Read it all, but at the very least read his classic put-down of the execrable Josh Halpern (aka Eli Rabett). Who submerged and remained at snorkelling depth for a long period afterwards.

Mar 22, 2010 at 2:50 AM | Unregistered CommenterGrantB

Sorry Frank, didn't see your post there.

Just my terrible phrasing, I was trying to say that the good bishop is hardly given to polemic in his writings, and that Marco was perhaps confusing him with Monckton.

Mar 22, 2010 at 12:30 PM | Unregistered CommenterChuckles

This was an excellent thread - mind you it took me several days to get through it. I have to agree once I started skipping the posters with empty messages and vitriol (pretty much at the same time VS did) then I started moving faster. Alex also contributed greatly. I would also agree with ianl and chuckles that the best summary was whbabcock. I believe VS also enjoyed and agreed with his summary although no other commenter besides Bart's referred to it.

Other stuff - (a bunch of) hand waving by dhogoza concerning B&R trying to overturn modern physics, Willis E. rebutted and dhog did not answer but certainly kept hand waving.

Also VS had some good questions for Eduardo who showed up.

Once more I thoroughly enjoyed it - wish we could have more reasonable discussions like it.

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