I’ve been somewhat sidetracked on this series, mostly by starting up a company and having no time, but also by the voluminous distractions of IPCC AR5. The subject of attribution could be a series by itself but as I started the series *Natural Variability and Chaos* it makes sense to weave it into that story.

In Part One and Part Two we had a look at chaotic systems and what that might mean for weather and climate. I was planning to develop those ideas a lot more before discussing attribution, but anyway..

AR5, *Chapter 10: Attribution* is 85 pages on the idea that the changes over the last 50 or 100 years in mean surface temperature – and also some other climate variables – can be attributed primarily to anthropogenic greenhouse gases.

The technical side of the discussion fascinated me, but has a large statistical component. I’m a rookie with statistics, and maybe because of this, I’m often suspicious about statistical arguments.

### Digression on Statistics

The foundation of a lot of statistics is the idea of independent events. For example, spin a roulette wheel and you get a number between 0 and 36 and a color that is red, black – or if you’ve landed on a zero, neither.

The statistics are simple – each spin of the roulette wheel is an **independent event** – that is, it has no relationship with the last spin of the roulette wheel. So, looking ahead, what is the chance of getting 5 two times in a row? The answer (with a 0 only and no “00″ as found in some roulette tables) is 1/37 x 1/37 = 0.073%.

However, after you have spun the roulette wheel and got a 5, what is the chance of a second 5? It’s now just 1/37 = 2.7%. The past has no impact on the future statistics. Most of real life doesn’t correspond particularly well to this idea, apart from playing games of chance like poker and so on.

I was in the gym the other day and although I try and drown it out with music from my iPhone, the Travesty (aka “the News”) was on some of the screens in the gym – with text of the “high points” on the screen aimed at people trying to drown out the annoying travestyreaders. There was a report that a new study had found that autism was caused by “Cause X” – I have blanked it out to avoid any unpleasant feeling for parents of autistic kids – or people planning on having kids who might worry about “Cause X”.

It did get me thinking – if you have let’s say 10,000 potential candidates for causing autism, and you set the bar at 95% probability of rejecting the hypothesis that a given potential cause is a factor, what is the outcome? Well, if there is a random spread of autism among the population with no actual cause (let’s say it is caused by a random genetic mutation with no link to any parental behavior, parental genetics or the environment) then you will expect to find about 500 “statistically significant” factors for autism simply by testing at the 95% level. That’s 500, when none of them are actually the real cause. It’s just chance. Plenty of fodder for pundits though.

That’s one problem with statistics – the answer you get unavoidably depends on your frame of reference.

The questions I have about attribution are unrelated to this specific point about statistics, but there are statistical arguments in the attribution field that seem fatally flawed. Luckily I’m a statistical novice so no doubt readers will set me straight.

On another unrelated point about statistical independence, only slightly more relevant to the question at hand, Pirtle, Meyer & Hamilton (2010) said:

In short, we note that GCMs are commonly treated as independent from one another, when in fact there are many reasons to believe otherwise. The assumption of independence leads to increased confidence in the ‘‘robustness’’ of model results when multiple models agree. But GCM independence has not been evaluated by model builders and others in the climate science community. Until now the climate science literature has given only passing attention to this problem, and the field has not developed systematic approaches for assessing model independence.

.. end of digression

### Attribution History

In my efforts to understand Chapter 10 of AR5 I followed up on a lot of references and ended up winding my way back to Hegerl et al 1996.

Gabriele Hegerl is one of the lead authors of Chapter 10 of AR5, was one of the two coordinating lead authors of the Attribution chapter of AR4, and one of four lead authors on the relevant chapter of AR3 – and of course has a lot of papers published on this subject.

As is often the case, I find that to understand a subject you have to start with a focus on the earlier papers because the later work doesn’t make a whole lot of sense without this background.

This paper by Hegerl and her colleagues use the work of one of the co-authors, Klaus Hasselmann – his 1993 paper “Optimal fingerprints for detection of time dependent climate change”.

Fingerprints, by the way, seems like a marketing term. Fingerprints evokes the idea that you can readily demonstrate that John G. Doe of 137 Smith St, Smithsville was at least present at the crime scene and there is no possibility of confusing his fingerprints with John G. Dode who lives next door even though their mothers could barely tell them apart.

This kind of attribution is more in the realm of “was it the 6ft bald white guy or the 5’5″ black guy”?

Well, let’s set aside questions of marketing and look at the details.

### Detecting GHG Climate Change with Optimal Fingerprint Methods in 1996

The essence of the method is to compare observations (measurements) with:

- model runs with GHG forcing
- model runs with “other anthropogenic” and natural forcings
- model runs with internal variability only

Then based on the fit you can distinguish one from the other. The statistical basis is covered in detail in Hasselmann 1993 and more briefly in this paper: Hegerl et al 1996 – both papers are linked below in the References.

At this point I make another digression.. as regular readers know I am fully convinced that the increases in CO2, CH4 and other GHGs over the past 100 years or more can be very well quantified into “radiative forcing” and am 100% in agreement with the IPCCs summary of the work of atmospheric physics over the last 50 years on this topic. That is, the increases in GHGs have led to something like a “radiative forcing” of 2.8 W/m² [*corrected, thanks to niclewis*].

And there isn’t any scientific basis for disputing this “pre-feedback” value. It’s simply the result of basic radiative transfer theory, well-established, and well-demonstrated in observations both in the lab and through the atmosphere. People confused about this topic are confused about science basics and comments to the contrary may be allowed or more likely will be capriciously removed due to the fact that there have been more than 50 posts on this topic (post your comments on those instead). See The “Greenhouse” Effect Explained in Simple Terms and On Uses of A 4 x 2: Arrhenius, The Last 15 years of Temperature History and Other Parodies.

Therefore, it’s “very likely” that the increases in GHGs over the last 100 years have contributed significantly to the temperature changes that we have seen.

To say otherwise – and still accept physics basics – means believing that the radiative forcing has been “mostly” cancelled out by feedbacks while internal variability has been amplified by feedbacks to cause a significant temperature change.

Yet this work on attribution seems to be fundamentally flawed.

Here was the conclusion:

We find that the latest observed 30-year trend pattern of near-surface temperature change can be distinguished from all estimates of natural climate variability with an estimated risk of less than 2.5% if the optimal fingerprint is applied.

With the caveats, that to me, eliminated the statistical basis of the previous statement:

The greatest uncertainty of our analysis is the estimate of the natural variability noise level..

..The shortcomings of the present estimates of natural climate variability cannot be readily overcome. However, the next generation of models should provide us with better simulations of natural variability. In the future, more observations and paleoclimatic information should yield more insight into natural variability, especially on longer timescales. This would enhance the credibility of the statistical test.

Earlier in the paper the authors said:

..However, it is

generally believedthat models reproduce the space-time statistics of natural variability on large space and long time scales (months to years) reasonably realistic. The verification of variability of CGMCs [coupled GCMs] on decadal to century timescales is relatively short, while paleoclimatic data are sparce and often of limited quality...We assume that the detection variable is Gaussian with zero mean, that is, that

there is no long-term nonstationarity in the natural variability.

[Emphasis added].

The climate models used would be considered rudimentary by today’s standards. Three different coupled atmosphere-ocean GCMs were used. However, each of them required “flux corrections”.

This method was pretty much the standard until the post 2000 era. The climate models “drifted”, unless, in deity-like form, you topped up (or took out) heat and momentum from various grid boxes.

That is, the models themselves struggled (in 1996) to represent climate unless the climate modeler knew, and corrected for, the long term “drift” in the model.

### Conclusion

In the next article we will look at more recent work in attribution and fingerprints and see whether the field has developed.

But in this article we see that the conclusion of an attribution study in 1996 was that there was only a “2.5% chance” that recent temperature changes could be attributed to natural variability. At the same time, the question of how accurate the models were in simulating natural variability was noted but never quantified. And the models were all “flux corrected”. This means that some aspects of the long term statistics of climate were considered to be known – in advance.

So I find it difficult to accept any statistical significance in the study at all.

If the finding instead was introduced with the caveat “*assuming the accuracy of our estimates of long term natural variability of climate is correct..*” then I would probably be quite happy with the finding. And that question is the key.

The question should be:

What is the likelihood that climate models accurately represent the long-term statistics of natural variability?

- Virtually certain
- Very likely
- Likely
- About as likely as not
- Unlikely
- Very unlikely
- Exceptionally unlikely

So far I am yet to run across a study that poses this question.

### References

Bindoff, N.L., et al, 2013: Detection and Attribution of Climate Change: from Global to Regional. In: Climate Change 2013: The Physical Science Basis. Contribution of Working Group I to the Fifth Assessment Report of the Intergovernmental Panel on Climate Change

Detecting greenhouse gas induced climate change with an optimal fingerprint method, Hegerl, von Storch, Hasselmann, Santer, Cubasch & Jones, *Journal of Climate* (1996)

What does it mean when climate models agree? A case for assessing independence among general circulation models, Zachary Pirtle, Ryan Meyer & Andrew Hamilton, *Environ. Sci. Policy* (2010)

Optimal fingerprints for detection of time dependent climate change, Klaus Hasselmann, *Journal of Climate* (1993)

## Natural Variability and Chaos – Two – Lorenz 1963

Posted in Atmospheric Physics, Climate Models, Commentary on July 27, 2014 | 20 Comments »

In Part One we had a look at some introductory ideas. In this article we will look at one of the ground-breaking papers in chaos theory - Deterministic nonperiodic flow, Edward Lorenz (1963). It has been cited more than 13,500 times.

There might be some introductory books on non-linear dynamics and chaos that don’t include a discussion of this paper – or at least a mention – but they will be in a small minority.

Lorenz was thinking about convection in the atmosphere, or any fluid heated from below, and reduced the problem to just three simple equations. However, the equations were still non-linear and because of this they exhibit chaotic behavior.

Cencini et al describe Lorenz’s problem:

Willem Malkus and Lou Howard of MIT came up with an equivalent system – the simplest version is shown in this video:

Figure 1Steven Strogatz (1994), an excellent introduction to dynamic and chaotic systems – explains and derives the equivalence between the classic Lorenz equations and this tilted waterwheel.

L63 (as I’ll call these equations) has three variables apart from time: intensity of convection (x), temperature difference between ascending and descending currents (y), deviation of temperature from a linear profile (z).

Here are some calculated results for L63 for the “classic” parameter values and three very slightly different initial conditions (blue, red, green in each plot) over 5,000 seconds, showing the start and end 50 seconds – click to expand:

Figure 2 - click to expand – initial conditions x,y,z = 0, 1, 0; 0, 1.001, 0; 0, 1.002, 0We can see that quite early on the two conditions diverge, and 5000 seconds later the system still exhibits similar “non-periodic” characteristics.

For interest let’s zoom in on just over 10 seconds of ‘x’ near the start and end:

Figure 3Going back to an important point from the first post, some chaotic systems will have predictable statistics even if the actual state at any future time is impossible to determine (due to uncertainty over the initial conditions).

So we’ll take a look at the statistics via a running average – click to expand:

Figure 4- click to expandTwo things stand out – first of all the running average over more than 100 “oscillations” still shows a large amount of variability. So at any one time, if we were to calculate the average from our current and historical experience we could easily end up calculating a value that was far from the “long term average”. Second – the “short term” average, if we can call it that, shows large variation at any given time between our slightly divergent initial conditions.

So we might believe – and be correct – that the long term statistics of slightly different initial conditions are identical, yet be fooled in practice.

Of course, surely it sorts itself out over a longer time scale?

I ran the same simulation (with just the first two starting conditions) for 25,000 seconds and then used a filter window of 1,000 seconds – click to expand:

Figure 5 - click to expandThe total variability is less, but we have a similar problem – it’s just lower in magnitude. Again we see that the statistics of two slightly different initial conditions - if we were to view them by the running average at any one time – are likely to be different even over this much longer time frame.

From this 25,000 second simulation:

Repeat for the data from the other initial condition.

Here is the result:

Figure 6To make it easier to see, here is the difference between the two sets of histograms, normalized by the maximum value in each set:

Figure 7This is a different way of viewing what we saw in figures 4 & 5.

The spread of sample means shrinks as we increase the time period but the difference between the two data sets doesn’t seem to disappear (note 2).

## Attractors and Phase Space

The above plots show how variables change with time. There’s another way to view the evolution of system dynamics and that is by “phase space”. It’s a name for a different kind of plot.

So instead of plotting x vs time, y vs time and z vs time – let’s plot x vs y vs z – click to expand:

Figure 8 - Click to expand – the colors blue, red & green represent the same initial conditions as in figure 2Without some dynamic animation we can’t now tell how fast the system evolves. But we learn something else that turns out to be quite amazing. The system always end up on the same “phase space”. Perhaps that doesn’t seem amazing yet..

Figure 7 was with three initial conditions that are almost identical. Let’s look at three initial conditions that are very different: x,y,z = 0, 1, 0; 5, 5, 5; 20, 8, 1:

Figure 9- Click to expandHere’s an example (similar to figure 7) from Strogatz – a set of 10,000 closely separated initial conditions and how they separate at 3, 6, 9 and 15 seconds. The two key points:

From Strogatz 1994

Figure 10A dynamic visualization on Youtube with 500,000 initial conditions:

Figure 11There’s lot of theory around all of this as you might expect. But in brief, in a “dissipative system” the “phase volume” contracts exponentially to zero. Yet for the Lorenz system somehow it doesn’t quite manage that. Instead, there are an infinite number of 2-d surfaces. Or something. For the sake of a not overly complex discussion a wide range of initial conditions ends up on something very close to a 2-d surface.

This is known as a

strange attractor. And the Lorenz strange attractor looks like a butterfly.## Conclusion

Lorenz 1963 reduced convective flow (e.g., heating an atmosphere from the bottom) to a simple set of equations. Obviously these equations are a massively over-simplified version of anything like the real atmosphere. Yet, even with this very simple set of equations we find chaotic behavior.

Chaotic behavior in this example means:

## References

Deterministic nonperiodic flow, EN Lorenz,

Journal of the Atmospheric Sciences(1963)Chaos: From Simple Models to Complex Systems, Cencini, Cecconi & Vulpiani,Series on Advances in Statistical Mechanics – Vol. 17(2010)Non Linear Dynamics and Chaos, Steven H. Strogatz,Perseus Books(1994)## Notes

Note 1: The Lorenz equations:dx/dt = σ (y-x)

dy/dt = rx – y – xz

dz/dt = xy – bz

where

x = intensity of convection

y = temperature difference between ascending and descending currents

z = devision of temperature from a linear profile

σ = Prandtl number, ratio of momentum diffusivity to thermal diffusivity

r = Rayleigh number

b = “another parameter”

And the “classic parameters” are σ=10, b = 8/3, r = 28

Note 2: Lorenz 1963 has over 13,000 citations so I haven’t been able to find out if this system of equations is transitive or intransitive. Running Matlab on a home Mac reaches some limitations and I maxed out at 25,000 second simulations mapped onto a 0.01 second time step.However, I’m not trying to prove anything specifically about the Lorenz 1963 equations, more illustrating some important characteristics of chaotic systems

Note 3: Small differences in initial conditions grow exponentially, until we reach the limits of the attractor. So it’s easy to show the “benefit” of more accurate data on initial conditions.If we increase our precision on initial conditions by 1,000,000 times the increase in prediction time is a massive 2½ times longer.

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