Statistical decadal predictions for sea surface temperatures: a benchmark for dynamical GCM predictions

Accurate decadal climate predictions could be used to inform adaptation actions to a changing climate. The skill of such predictions from initialised dynamical global climate models (GCMs) may be assessed by comparing with predictions from statistical models which are based solely on historical observations. This paper presents two benchmark statistical models for predicting both the radiatively forced trend and internal variability of annual mean sea surface temperatures (SSTs) on a decadal timescale based on the gridded observation data set HadISST. For both statistical models, the trend related to radiative forcing is modelled using a linear regression of SST time series at each grid box on the time series of equivalent global mean atmospheric CO2 concentration. The residual internal variability is then modelled by (1) a first-order autoregressive model (AR1) and (2) a constructed analogue model (CA). From the verification of 46 retrospective forecasts with start years from 1960 to 2005, the correlation coefficient for anomaly forecasts using trend with AR1 is greater than 0.7 over parts of extra-tropical North Atlantic, the Indian Ocean and western Pacific. This is primarily related to the prediction of the forced trend. More importantly, both CA and AR1 give skillful predictions of the internal variability of SSTs in the subpolar gyre region over the far North Atlantic for lead time of 2 to 5 years, with correlation coefficients greater than 0.5. For the subpolar gyre and parts of the South Atlantic, CA is superior to AR1 for lead time of 6 to 9 years. These statistical forecasts are also compared with ensemble mean retrospective forecasts by DePreSys, an initialised GCM. DePreSys is found to outperform the statistical models over large parts of North Atlantic for lead times of 2 to 5 years and 6 to 9 years, however trend with AR1 is generally superior to DePreSys in the North Atlantic Current region, while trend with CA is superior to DePreSys in parts of South Atlantic for lead time of 6 to 9 years. These findings encourage further development of benchmark statistical decadal prediction models, and methods to combine different predictions.

A statistical approach to the problem of restoring damaged and contaminated images

We address the problem of automatically identifying and restoring damaged and contaminated images. We suggest a novel approach based on a semi-parametric model. This has two components, a parametric component describing known physical characteristics and a more flexible non-parametric component. The latter avoids the need for a detailed model for the sensor, which is often costly to produce and lacking in robustness. We assess our approach using an analysis of electroencephalographic images contaminated by eye-blink artefacts and highly damaged photographs contaminated by non-uniform lighting. These experiments show that our approach provides an effective solution to problems of this type.

Likelihood-free estimation of model evidence

Statistical methods of inference typically require the likelihood function to be computable in a reasonable amount of time. The class of “likelihood-free” methods termed Approximate Bayesian Computation (ABC) is able to eliminate this requirement, replacing the evaluation of the likelihood with simulation from it. Likelihood-free methods have gained in efficiency and popularity in the past few years, following their integration with Markov Chain Monte Carlo (MCMC) and Sequential Monte Carlo (SMC) in order to better explore the parameter space. They have been applied primarily to estimating the parameters of a given model, but can also be used to compare models. Here we present novel likelihood-free approaches to model comparison, based upon the independent estimation of the evidence of each model under study. Key advantages of these approaches over previous techniques are that they allow the exploitation of MCMC or SMC algorithms for exploring the parameter space, and that they do not require a sampler able to mix between models. We validate the proposed methods using a simple exponential family problem before providing a realistic problem from human population genetics: the comparison of different demographic models based upon genetic data from the Y chromosome.

Statistical characterization of arctic polar-night jet oscillation events

A novel diagnostic tool is presented, based on polar-cap temperature anomalies, for visualizing daily variability of the Arctic stratospheric polar vortex over multiple decades. This visualization illustrates the ubiquity of extended-time-scale recoveries from stratospheric sudden warmings, termed here polar-night jet oscillation (PJO) events. These are characterized by an anomalously warm polar lower stratosphere that persists for several months. Following the initial warming, a cold anomaly forms in the middle stratosphere, as does an anomalously high stratopause, both of which descend while the lower-stratospheric anomaly persists. These events are characterized in four datasets: Microwave Limb Sounder (MLS) temperature observations; the 40-yr ECMWF Re-Analysis (ERA-40) and Modern Era Retrospective Analysis for Research and Applications (MERRA) reanalyses; and an ensemble of three 150-yr simulations from the Canadian Middle Atmosphere Model. The statistics of PJO events in the model are found to agree very closely with those of the observations and reanalyses. The time scale for the recovery of the polar vortex following sudden warmings correlates strongly with the depth to which the warming initially descends. PJO events occur following roughly half of all major sudden warmings and are associated with an extended period of suppressed wave-activity fluxes entering the polar vortex. They follow vortex splits more frequently than they do vortex displacements. They are also related to weak vortex events as identified by the northern annular mode; in particular, those weak vortex events followed by a PJO event show a stronger tropospheric response. The long time scales, predominantly radiative dynamics, and tropospheric influence of PJO events suggest that they represent an important source of conditional skill in seasonal forecasting.

Towards a model-based integration of co-registered electroencephalography/functional magnetic resonance imaging data with realistic neural population meshes

Brain activity can be measured with several non-invasive neuroimaging modalities, but each modality has inherent limitations with respect to resolution, contrast and interpretability. It is hoped that multimodal integration will address these limitations by using the complementary features of already available data. However, purely statistical integration can prove problematic owing to the disparate signal sources. As an alternative, we propose here an advanced neural population model implemented on an anatomically sound cortical mesh with freely adjustable connectivity, which features proper signal expression through a realistic head model for the electroencephalogram (EEG), as well as a haemodynamic model for functional magnetic resonance imaging based on blood oxygen level dependent contrast (fMRI BOLD). It hence allows simultaneous and realistic predictions of EEG and fMRI BOLD from the same underlying model of neural activity. As proof of principle, we investigate here the influence on simulated brain activity of strengthening visual connectivity. In the future we plan to fit multimodal data with this neural population model. This promises novel, model-based insights into the brain's activity in sleep, rest and task conditions.

A combined statistical and dynamical approach for downscaling large-scale footprints of European windstorms

The occurrence of mid-latitude windstorms is related to strong socio-economic effects. For detailed and reliable regional impact studies, large datasets of high-resolution wind fields are required. In this study, a statistical downscaling approach in combination with dynamical downscaling is introduced to derive storm related gust speeds on a high-resolution grid over Europe. Multiple linear regression models are trained using reanalysis data and wind gusts from regional climate model simulations for a sample of 100 top ranking windstorm events. The method is computationally inexpensive and reproduces individual windstorm footprints adequately. Compared to observations, the results for Germany are at least as good as pure dynamical downscaling. This new tool can be easily applied to large ensembles of general circulation model simulations and thus contribute to a better understanding of the regional impact of windstorms based on decadal and climate change projections.

Statistical modelling of grapevine yield in the Port Wine region under present and future climate conditions

The impact of projected climate change on wine production was analysed for the Demarcated Region of Douro, Portugal. A statistical grapevine yield model (GYM) was developed using climate parameters as predictors. Statistically significant correlations were identified between annual yield and monthly mean temperatures and monthly precipitation totals during the growing cycle. These atmospheric factors control grapevine yield in the region, with the GYM explaining 50.4% of the total variance in the yield time series in recent decades. Anomalously high March rainfall (during budburst, shoot and inflorescence development) favours yield, as well as anomalously high temperatures and low precipitation amounts in May and June (May: flowering and June: berry development). The GYM was applied to a regional climate model output, which was shown to realistically reproduce the GYM predictors. Finally, using ensemble simulations under the A1B emission scenario, projections for GYM-derived yield in the Douro Region, and for the whole of the twenty-first century, were analysed. A slight upward trend in yield is projected to occur until about 2050, followed by a steep and continuous increase until the end of the twenty-first century, when yield is projected to be about 800 kg/ha above current values. While this estimate is based on meteorological parameters alone, changes due to elevated CO2 may further enhance this effect. In spite of the associated uncertainties, it can be stated that projected climate change may significantly benefit wine yield in the Douro Valley.

Estimation of wind storm impacts over Western Germany under future climate conditions using a statistical-dynamical downscaling approach

A statistical–dynamical regionalization approach is developed to assess possible changes in wind storm impacts. The method is applied to North Rhine-Westphalia (Western Germany) using the FOOT3DK mesoscale model for dynamical downscaling and ECHAM5/OM1 global circulation model climate projections. The method first classifies typical weather developments within the reanalysis period using K-means cluster algorithm. Most historical wind storms are associated with four weather developments (primary storm-clusters). Mesoscale simulations are performed for representative elements for all clusters to derive regional wind climatology. Additionally, 28 historical storms affecting Western Germany are simulated. Empirical functions are estimated to relate wind gust fields and insured losses. Transient ECHAM5/OM1 simulations show an enhanced frequency of primary storm-clusters and storms for 2060–2100 compared to 1960–2000. Accordingly, wind gusts increase over Western Germany, reaching locally +5% for 98th wind gust percentiles (A2-scenario). Consequently, storm losses are expected to increase substantially (+8% for A1B-scenario, +19% for A2-scenario). Regional patterns show larger changes over north-eastern parts of North Rhine-Westphalia than for western parts. For storms with return periods above 20 yr, loss expectations for Germany may increase by a factor of 2. These results document the method's functionality to assess future changes in loss potentials in regional terms.

A closer look at chaotic advection in the stratosphere: part II: statistical diagnostics

Statistical diagnostics of mixing and transport are computed for a numerical model of forced shallow-water flow on the sphere and a middle-atmosphere general circulation model. In particular, particle dispersion statistics, transport fluxes, Liapunov exponents (probability density functions and ensemble averages), and tracer concentration statistics are considered. It is shown that the behavior of the diagnostics is in accord with that of kinematic chaotic advection models so long as stochasticity is sufficiently weak. Comparisons with random-strain theory are made.

Aerosol indirect effects – general circulation model intercomparison and evaluation with satellite data

Aerosol indirect effects continue to constitute one of the most important uncertainties for anthropogenic climate perturbations. Within the international AEROCOM initiative, the representation of aerosol-cloud-radiation interactions in ten different general circulation models (GCMs) is evaluated using three satellite datasets. The focus is on stratiform liquid water clouds since most GCMs do not include ice nucleation effects, and none of the model explicitly parameterises aerosol effects on convective clouds. We compute statistical relationships between aerosol optical depth (τa) and various cloud and radiation quantities in a manner that is consistent between the models and the satellite data. It is found that the model-simulated influence of aerosols on cloud droplet number concentration (Nd ) compares relatively well to the satellite data at least over the ocean. The relationship between �a and liquid water path is simulated much too strongly by the models. This suggests that the implementation of the second aerosol indirect effect mainly in terms of an autoconversion parameterisation has to be revisited in the GCMs. A positive relationship between total cloud fraction (fcld) and �a as found in the satellite data is simulated by the majority of the models, albeit less strongly than that in the satellite data in most of them. In a discussion of the hypotheses proposed in the literature to explain the satellite-derived strong fcld–�a relationship, our results indicate that none can be identified as a unique explanation. Relationships similar to the ones found in satellite data between �a and cloud top temperature or outgoing long-wave radiation (OLR) are simulated by only a few GCMs. The GCMs that simulate a negative OLR - �a relationship show a strong positive correlation between �a and fcld. The short-wave total aerosol radiative forcing as simulated by the GCMs is strongly influenced by the simulated anthropogenic fraction of �a, and parameterisation assumptions such as a lower bound on Nd . Nevertheless, the strengths of the statistical relationships are good predictors for the aerosol forcings in the models. An estimate of the total short-wave aerosol forcing inferred from the combination of these predictors for the modelled forcings with the satellite-derived statistical relationships yields a global annual mean value of −1.5±0.5Wm−2. In an alternative approach, the radiative flux perturbation due to anthropogenic aerosols can be broken down into a component over the cloud-free portion of the globe (approximately the aerosol direct effect) and a component over the cloudy portion of the globe (approximately the aerosol indirect effect). An estimate obtained by scaling these simulated clearand cloudy-sky forcings with estimates of anthropogenic �a and satellite-retrieved Nd–�a regression slopes, respectively, yields a global, annual-mean aerosol direct effect estimate of −0.4±0.2Wm−2 and a cloudy-sky (aerosol indirect effect) estimate of −0.7±0.5Wm−2, with a total estimate of −1.2±0.4Wm−2.

Which of satellite- or model-based estimates is closer to reality for aerosol indirect forcing?

In their contribution to PNAS, Penner et al. (1) used a climate model to estimate the radiative forcing by the aerosol first indirect effect (cloud albedo effect) in two different ways: first, by deriving a statistical relationship between the logarithm of cloud droplet number concentration, ln Nc, and the logarithm of aerosol optical depth, ln AOD (or the logarithm of the aerosol index, ln AI) for present-day and preindustrial aerosol fields, a method that was applied earlier to satellite data (2), and, second, by computing the radiative flux perturbation between two simulations with and without anthropogenic aerosol sources. They find a radiative forcing that is a factor of 3 lower in the former approach than in the latter [as Penner et al. (1) correctly noted, only their “inline” results are useful for the comparison]. This study is a very interesting contribution, but we believe it deserves several clarifications.

A semi-distributed ntegrated itrogen model for multiple source assessment in tchments (INCA): Part I — model structure and process equations

A new model has been developed for assessing multiple sources of nitrogen in catchments. The model (INCA) is process based and uses reaction kinetic equations to simulate the principal mechanisms operating. The model allows for plant uptake, surface and sub-surface pathways and can simulate up to six land uses simultaneously. The model can be applied to catchment as a semi-distributed simulation and has an inbuilt multi-reach structure for river systems. Sources of nitrogen can be from atmospheric deposition, from the terrestrial environment (e.g. agriculture, leakage from forest systems etc.), from urban areas or from direct discharges via sewage or intensive farm units. The model is a daily simulation model and can provide information in the form of time series at key sites, or as profiles down river systems or as statistical distributions. The process model is described and in a companion paper the model is applied to the River Tywi catchment in South Wales and the Great Ouse in Bedfordshire.

The cross-currency hedging performance of implied versus statistical forecasting models

This article examines the ability of several models to generate optimal hedge ratios. Statistical models employed include univariate and multivariate generalized autoregressive conditionally heteroscedastic (GARCH) models, and exponentially weighted and simple moving averages. The variances of the hedged portfolios derived using these hedge ratios are compared with those based on market expectations implied by the prices of traded options. One-month and three-month hedging horizons are considered for four currency pairs. Overall, it has been found that an exponentially weighted moving-average model leads to lower portfolio variances than any of the GARCH-based, implied or time-invariant approaches.

Type-1 error inflation in the traditional by-participant analysis to metamemory accuracy: a generalized mixed-effects model perspective

In order to examine metacognitive accuracy (i.e., the relationship between metacognitive judgment and memory performance), researchers often rely on by-participant analysis, where metacognitive accuracy (e.g., resolution, as measured by the gamma coefficient or signal detection measures) is computed for each participant and the computed values are entered into group-level statistical tests such as the t-test. In the current work, we argue that the by-participant analysis, regardless of the accuracy measurements used, would produce a substantial inflation of Type-1 error rates, when a random item effect is present. A mixed-effects model is proposed as a way to effectively address the issue, and our simulation studies examining Type-1 error rates indeed showed superior performance of mixed-effects model analysis as compared to the conventional by-participant analysis. We also present real data applications to illustrate further strengths of mixed-effects model analysis. Our findings imply that caution is needed when using the by-participant analysis, and recommend the mixed-effects model analysis.

Can a climate model reproduce extreme regional precipitation events over England and Wales?

The ability of the HiGEM climate model to represent high-impact, regional, precipitation events is investigated in two ways. The first focusses on a case study of extreme regional accumulation of precipitation during the passage of a summer extra-tropical cyclone across southern England on 20 July 2007 that resulted in a national flooding emergency. The climate model is compared with a global Numerical Weather Prediction (NWP) model and higher resolution, nested limited area models. While the climate model does not simulate the timing and location of the cyclone and associated precipitation as accurately as the NWP simulations, the total accumulated precipitation in all models is similar to the rain gauge estimate across England and Wales. The regional accumulation over the event is insensitive to horizontal resolution for grid spacings ranging from 90km to 4km. Secondly, the free-running climate model reproduces the statistical distribution of daily precipitation accumulations observed in the England-Wales precipitation record. The model distribution diverges increasingly from the record for longer accumulation periods with a consistent under-representation of more intense multi-day accumulations. This may indicate a lack of low-frequency variability associated with weather regime persistence. Despite this, the overall seasonal and annual precipitation totals from the model are still comparable to those from ERA-Interim.