Reliability of regional climate model trends

A necessary condition for a good probabilistic forecast is that the forecast system is shown to be reliable: forecast probabilities should equal observed probabilities verified over a large number of cases. As climate change trends are now emerging from the natural variability, we can apply this concept to climate predictions and compute the reliability of simulated local and regional temperature and precipitation trends (1950–2011) in a recent multi-model ensemble of climate model simulations prepared for the Intergovernmental Panel on Climate Change (IPCC) fifth assessment report (AR5). With only a single verification time, the verification is over the spatial dimension. The local temperature trends appear to be reliable. However, when the global mean climate response is factored out, the ensemble is overconfident: the observed trend is outside the range of modelled trends in many more regions than would be expected by the model estimate of natural variability and model spread. Precipitation trends are overconfident for all trend definitions. This implies that for near-term local climate forecasts the CMIP5 ensemble cannot simply be used as a reliable probabilistic forecast.

A method for under-sampled ecological network data analysis: plant-pollination as case study

In this paper, we develop a method, termed the Interaction Distribution (ID) method, for analysis of quantitative ecological network data. In many cases, quantitative network data sets are under-sampled, i.e. many interactions are poorly sampled or remain unobserved. Hence, the output of statistical analyses may fail to differentiate between patterns that are statistical artefacts and those which are real characteristics of ecological networks. The ID method can support assessment and inference of under-sampled ecological network data. In the current paper, we illustrate and discuss the ID method based on the properties of plant-animal pollination data sets of flower visitation frequencies. However, the ID method may be applied to other types of ecological networks. The method can supplement existing network analyses based on two definitions of the underlying probabilities for each combination of pollinator and plant species: (1), pi,j: the probability for a visit made by the i’th pollinator species to take place on the j’th plant species; (2), qi,j: the probability for a visit received by the j’th plant species to be made by the i’th pollinator. The method applies the Dirichlet distribution to estimate these two probabilities, based on a given empirical data set. The estimated mean values for pi,j and qi,j reflect the relative differences between recorded numbers of visits for different pollinator and plant species, and the estimated uncertainty of pi,j and qi,j decreases with higher numbers of recorded visits.

Ensemble projections for wine production in the Douro Valley of Portugal

Wine production is largely governed by atmospheric conditions, such as air temperature and precipitation, together with soil management and viticultural/enological practices. Therefore, anthropogenic climate change is likely to have important impacts on the winemaking sector worldwide. An important winemaking region is the Portuguese Douro Valley, which is known by its world-famous Port Wine. The identification of robust relationships between atmospheric factors and wine parameters is of great relevance for the region. A multivariate linear regression analysis of a long wine production series (1932–2010) reveals that high rainfall and cool temperatures during budburst, shoot and inflorescence development (February-March) and warm temperatures during flowering and berry development (May) are generally favourable to high production. The probabilities of occurrence of three production categories (low, normal and high) are also modelled using multinomial logistic regression. Results show that both statistical models are valuable tools for predicting the production in a given year with a lead time of 3–4 months prior to harvest. These statistical models are applied to an ensemble of 16 regional climate model experiments following the SRES A1B scenario to estimate possible future changes. Wine production is projected to increase by about 10 % by the end of the 21st century, while the occurrence of high production years is expected to increase from 25 % to over 60 %. Nevertheless, further model development will be needed to include other aspects that may shape production in the future. In particular, the rising heat stress and/or changes in ripening conditions could limit the projected production increase in future decades.

A sequential procedure for comparing two experimental treatments with a control

A procedure is described in which patients are randomized between two experimental treatments and a control. At a series of interim analyses, each experimental treatment is compared with control. One of the experimental treatments might then be found sufficiently superior to the control for it to be declared the best treatment, and the trial stopped. Alternatively, experimental treatments might be eliminated from further consideration at any stage. It is shown how the procedure can be conducted while controlling overall error probabilities. Data concerning evaluation of different doses of riluzole in the treatment of motor neurone disease are used for illustration.

Generalized Bayesian cloud detection for satellite imagery. part 1: technique and validation for night-time imagery over land and sea

Numerical Weather Prediction (NWP) fields are used to assist the detection of cloud in satellite imagery. Simulated observations based on NWP are used within a framework based on Bayes' theorem to calculate a physically-based probability of each pixel with an imaged scene being clear or cloudy. Different thresholds can be set on the probabilities to create application-specific cloud-masks. Here, this is done over both land and ocean using night-time (infrared) imagery. We use a validation dataset of difficult cloud detection targets for the Spinning Enhanced Visible and Infrared Imager (SEVIRI) achieving true skill scores of 87% and 48% for ocean and land, respectively using the Bayesian technique, compared to 74% and 39%, respectively for the threshold-based techniques associated with the validation dataset.

Generalised Bayesian cloud detection for satellite imagery. part 2: technique and validation for day-time imagery

Numerical Weather Prediction (NWP) fields are used to assist the detection of cloud in satellite imagery. Simulated observations based on NWP are used within a framework based on Bayes' theorem to calculate a physically-based probability of each pixel with an imaged scene being clear or cloudy. Different thresholds can be set on the probabilities to create application-specific cloud masks. Here, the technique is shown to be suitable for daytime applications over land and sea, using visible and near-infrared imagery, in addition to thermal infrared. We use a validation dataset of difficult cloud detection targets for the Spinning Enhanced Visible and Infrared Imager (SEVIRI) achieving true skill scores of 89% and 73% for ocean and land, respectively using the Bayesian technique, compared to 90% and 70%, respectively for the threshold-based techniques associated with the validation dataset.

Local and average structure in zinc cyanide: towards an understanding of the atomistic origin of negative thermal expansion

Neutron diffraction at 11.4 and 295 K and solid-state 67Zn NMR are used to determine both the local and average structures in the disordered, negative thermal expansion (NTE) material, Zn(CN)2. Solid-state NMR not only confirms that there is head-to-tail disorder of the C≡N groups present in the solid, but yields information about the relative abundances of the different Zn(CN)4-n(NC)n tetrahedral species, which do not follow a simple binomial distribution. The Zn(CN)4 and Zn(NC)4 species occur with much lower probabilities than are predicted by binomial theory, supporting the conclusion that they are of higher energy than the other local arrangements. The lowest energy arrangement is Zn(CN)2(NC)2. The use of total neutron diffraction at 11.4 K, with analysis of both the Bragg diffraction and the derived total correlation function, yields the first experimental determination of the individual Zn−N and Zn−C bond lengths as 1.969(2) and 2.030(2) Å, respectively. The very small difference in bond lengths, of ~0.06 Å, means that it is impossible to obtain these bond lengths using Bragg diffraction in isolation. Total neutron diffraction also provides information on both the average and local atomic displacements responsible for NTE in Zn(CN)2. The principal motions giving rise to NTE are shown to be those in which the carbon and nitrogen atoms within individual Zn−C≡N−Zn linkages are displaced to the same side of the Zn···Zn axis. Displacements of the carbon and nitrogen atoms to opposite sides of the Zn···Zn axis, suggested previously in X-ray studies as being responsible for NTE behavior, in fact make negligible contribution at temperatures up to 295 K.

Examining reliability of seasonal to decadal sea surface temperature forecasts: the role of ensemble dispersion

Useful probabilistic climate forecasts on decadal timescales should be reliable (i.e. forecast probabilities match the observed relative frequencies) but this is seldom examined. This paper assesses a necessary condition for reliability, that the ratio of ensemble spread to forecast error being close to one, for seasonal to decadal sea surface temperature retrospective forecasts from the Met Office Decadal Prediction System (DePreSys). Factors which may affect reliability are diagnosed by comparing this spread-error ratio for an initial condition ensemble and two perturbed physics ensembles for initialized and uninitialized predictions. At lead times less than 2 years, the initialized ensembles tend to be under-dispersed, and hence produce overconfident and hence unreliable forecasts. For longer lead times, all three ensembles are predominantly over-dispersed. Such over-dispersion is primarily related to excessive inter-annual variability in the climate model. These findings highlight the need to carefully evaluate simulated variability in seasonal and decadal prediction systems.Useful probabilistic climate forecasts on decadal timescales should be reliable (i.e. forecast probabilities match the observed relative frequencies) but this is seldom examined. This paper assesses a necessary condition for reliability, that the ratio of ensemble spread to forecast error being close to one, for seasonal to decadal sea surface temperature retrospective forecasts from the Met Office Decadal Prediction System (DePreSys). Factors which may affect reliability are diagnosed by comparing this spread-error ratio for an initial condition ensemble and two perturbed physics ensembles for initialized and uninitialized predictions. At lead times less than 2 years, the initialized ensembles tend to be under-dispersed, and hence produce overconfident and hence unreliable forecasts. For longer lead times, all three ensembles are predominantly over-dispersed. Such over-dispersion is primarily related to excessive inter-annual variability in the climate model. These findings highlight the need to carefully evaluate simulated variability in seasonal and decadal prediction systems.

The lottery-panel task for bi-dimensional parameter-free elicitation of risk attitudes

We propose first, a simple task for the eliciting attitudes toward risky choice, the SGG lottery-panel task, which consists in a series of lotteries constructed to compensate riskier options with higher risk-return trade-offs. Using Principal Component Analysis technique, we show that the SGG lottery-panel task is capable of capturing two dimensions of individual risky decision making i.e. subjects’ average risk taking and their sensitivity towards variations in risk-return. From the results of a large experimental dataset, we confirm that the task systematically captures a number of regularities such as: A tendency to risk averse behavior (only around 10% of choices are compatible with risk neutrality); An attraction to certain payoffs compared to low risk lotteries, compatible with over-(under-) weighting of small (large) probabilities predicted in PT and; Gender differences, i.e. males being consistently less risk averse than females but both genders being similarly responsive to the increases in risk-premium. Another interesting result is that in hypothetical choices most individuals increase their risk taking responding to the increase in return to risk, as predicted by PT, while across panels with real rewards we see even more changes, but opposite to the expected pattern of riskier choices for higher risk-returns. Therefore, we conclude from our data that an “economic anomaly” emerges in the real reward choices opposite to the hypothetical choices. These findings are in line with Camerer's (1995) view that although in many domains, paid subjects probably do exert extra mental effort which improves their performance, choice over money gambles is not likely to be a domain in which effort will improve adherence to rational axioms (p. 635). Finally, we demonstrate that both dimensions of risk attitudes, average risk taking and sensitivity towards variations in the return to risk, are desirable not only to describe behavior under risk but also to explain behavior in other contexts, as illustrated by an example. In the second study, we propose three additional treatments intended to elicit risk attitudes under high stakes and mixed outcome (gains and losses) lotteries. Using a dataset obtained from a hypothetical implementation of the tasks we show that the new treatments are able to capture both dimensions of risk attitudes. This new dataset allows us to describe several regularities, both at the aggregate and within-subjects level. We find that in every treatment over 70% of choices show some degree of risk aversion and only between 0.6% and 15.3% of individuals are consistently risk neutral within the same treatment. We also confirm the existence of gender differences in the degree of risk taking, that is, in all treatments females prefer safer lotteries compared to males. Regarding our second dimension of risk attitudes we observe, in all treatments, an increase in risk taking in response to risk premium increases. Treatment comparisons reveal other regularities, such as a lower degree of risk taking in large stake treatments compared to low stake treatments and a lower degree of risk taking when losses are incorporated into the large stake lotteries. Results that are compatible with previous findings in the literature, for stake size effects (e.g., Binswanger, 1980; Antoni Bosch-Domènech & Silvestre, 1999; Hogarth & Einhorn, 1990; Holt & Laury, 2002; Kachelmeier & Shehata, 1992; Kühberger et al., 1999; B. J. Weber & Chapman, 2005; Wik et al., 2007) and domain effect (e.g., Brooks and Zank, 2005, Schoemaker, 1990, Wik et al., 2007). Whereas for small stake treatments, we find that the effect of incorporating losses into the outcomes is not so clear. At the aggregate level an increase in risk taking is observed, but also more dispersion in the choices, whilst at the within-subjects level the effect weakens. Finally, regarding responses to risk premium, we find that compared to only gains treatments sensitivity is lower in the mixed lotteries treatments (SL and LL). In general sensitivity to risk-return is more affected by the domain than the stake size. After having described the properties of risk attitudes as captured by the SGG risk elicitation task and its three new versions, it is important to recall that the danger of using unidimensional descriptions of risk attitudes goes beyond the incompatibility with modern economic theories like PT, CPT etc., all of which call for tests with multiple degrees of freedom. Being faithful to this recommendation, the contribution of this essay is an empirically and endogenously determined bi-dimensional specification of risk attitudes, useful to describe behavior under uncertainty and to explain behavior in other contexts. Hopefully, this will contribute to create large datasets containing a multidimensional description of individual risk attitudes, while at the same time allowing for a robust context, compatible with present and even future more complex descriptions of human attitudes towards risk.

Evaluating the Bank of England density forecasts of inflation

We consider evaluating the UK Monetary Policy Committee's inflation density forecasts using probability integral transform goodness-of-fit tests. These tests evaluate the whole forecast density. We also consider whether the probabilities assigned to inflation being in certain ranges are well calibrated, where the ranges are chosen to be those of particular relevance to the MPC, given its remit of maintaining inflation rates in a band around per annum. Finally, we discuss the decision-based approach to forecast evaluation in relation to the MPC forecasts

Evaluating the Survey of Professional Forecasters probability distributions of expected inflation based on derived event probability forecasts

Techniques are proposed for evaluating forecast probabilities of events. The tools are especially useful when, as in the case of the Survey of Professional Forecasters (SPF) expected probability distributions of inflation, recourse cannot be made to the method of construction in the evaluation of the forecasts. The tests of efficiency and conditional efficiency are applied to the forecast probabilities of events of interest derived from the SPF distributions, and supplement a whole-density evaluation of the SPF distributions based on the probability integral transform approach.

Combining probability forecasts

We consider different methods for combining probability forecasts. In empirical exercises, the data generating process of the forecasts and the event being forecast is not known, and therefore the optimal form of combination will also be unknown. We consider the properties of various combination schemes for a number of plausible data generating processes, and indicate which types of combinations are likely to be useful. We also show that whether forecast encompassing is found to hold between two rival sets of forecasts or not may depend on the type of combination adopted. The relative performances of the different combination methods are illustrated, with an application to predicting recession probabilities using leading indicators.

Communicating probabilistic information from climate model ensembles—lessons from numerical weather prediction

Climate model ensembles are widely heralded for their potential to quantify uncertainties and generate probabilistic climate projections. However, such technical improvements to modeling science will do little to deliver on their ultimate promise of improving climate policymaking and adaptation unless the insights they generate can be effectively communicated to decision makers. While some of these communicative challenges are unique to climate ensembles, others are common to hydrometeorological modeling more generally, and to the tensions arising between the imperatives for saliency, robustness, and richness in risk communication. The paper reviews emerging approaches to visualizing and communicating climate ensembles and compares them to the more established and thoroughly evaluated communication methods used in the numerical weather prediction domains of day-to-day weather forecasting (in particular probabilities of precipitation), hurricane and flood warning, and seasonal forecasting. This comparative analysis informs recommendations on best practice for climate modelers, as well as prompting some further thoughts on key research challenges to improve the future communication of climate change uncertainties.

Examining reliability of seasonal to decadal sea surface temperature forecasts: the role of ensemble dispersion

Useful probabilistic climate forecasts on decadal timescales should be reliable (i.e. forecast probabilities match the observed relative frequencies) but this is seldom examined. This paper assesses a necessary condition for reliability, that the ratio of ensemble spread to forecast error being close to one, for seasonal to decadal sea surface temperature retrospective forecasts from the Met Office Decadal Prediction System (DePreSys). Factors which may affect reliability are diagnosed by comparing this spread-error ratio for an initial condition ensemble and two perturbed physics ensembles for initialized and uninitialized predictions. At lead times less than 2 years, the initialized ensembles tend to be under-dispersed, and hence produce overconfident and hence unreliable forecasts. For longer lead times, all three ensembles are predominantly over-dispersed. Such over-dispersion is primarily related to excessive inter-annual variability in the climate model. These findings highlight the need to carefully evaluate simulated variability in seasonal and decadal prediction systems.Useful probabilistic climate forecasts on decadal timescales should be reliable (i.e. forecast probabilities match the observed relative frequencies) but this is seldom examined. This paper assesses a necessary condition for reliability, that the ratio of ensemble spread to forecast error being close to one, for seasonal to decadal sea surface temperature retrospective forecasts from the Met Office Decadal Prediction System (DePreSys). Factors which may affect reliability are diagnosed by comparing this spread-error ratio for an initial condition ensemble and two perturbed physics ensembles for initialized and uninitialized predictions. At lead times less than 2 years, the initialized ensembles tend to be under-dispersed, and hence produce overconfident and hence unreliable forecasts. For longer lead times, all three ensembles are predominantly over-dispersed. Such over-dispersion is primarily related to excessive inter-annual variability in the climate model. These findings highlight the need to carefully evaluate simulated variability in seasonal and decadal prediction systems.

Dawn-dusk asymmetry in particles of solar wind origin within the magnetosphere

Solar wind/magnetosheath plasma in the magnetosphere can be identified using a component that has a higher charge state, lower density and, at least soon after their entry into the magnetosphere, lower energy than plasma from a terrestrial source. We survey here observations taken over 3 years of He2+ ions made by the Magnetospheric Ion Composition Sensor (MICS) of the Charge and Mass Mgnetospheric Ion Composition Experiment (CAMMICE) instrument aboard POLAR. The occurrence probability of these solar wind ions is then plotted as a function of Magnetic Local Time (MLT) and invariant latitude (3) for various energy ranges. For all energies observed by MICS (1.8–21.4 keV) and all solar wind conditions, the occurrence probabilities peaked around the cusp region and along the dawn flank. The solar wind conditions were filtered to see if this dawnward asymmetry is controlled by the Svalgaard-Mansurov effect (and so depends on the BY component of the interplanetary magnetic field, IMF) or by Fermi acceleration of He2+ at the bow shock (and so depends on the IMF ratio BX/BY ). It is shown that the asymmetry remained persistently on the dawn flank, suggesting it was not due to effects associated with direct entry into the magnetosphere. This asymmetry, with enhanced fluxes on the dawn flank, persisted for lower energy ions (below a “cross-over” energy of about 23 keV) but reversed sense to give higher fluxes on the dusk flank at higher energies. This can be explained by the competing effects of gradient/curvature drifts and the convection electric field on ions that are convecting sunward on re-closed field lines. The lower-energy He2+ ions E × B drift dawnwards as they move earthward, whereas the higher energy ions curvature/gradient drift towards dusk. The convection electric field in the tail is weaker for northward IMF. Ions then need less energy to drift to the dusk flank, so that the cross-over energy, at which the asymmetry changes sense, is reduced.