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    What can be said about future

    climate?Quantifying uncertainty in multi-decade climate

    forecasting

    Myles AllenDepartment of Physics, University of Oxford

    [email protected]

    mailto:[email protected]:[email protected]
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    It is wrong to think that the task of physics

    is to find out how nature is. Physics

    concerns what we can say about nature.Niels Bohr

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    A recent failure of climate modelling

    99% of the effort

    99% of the impact

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    Sources of uncertainty in climate forecasts

    Initial conditions: Only relevant for most variables on seasonal to inter-annual

    timescales.

    Boundary conditions:

    Natural forcing is a major and irreducible source ofuncertainty on all timescales.

    Anthropogenic forcing a source of uncertainty on >50-year

    timescales: scenarios predict similar forcing to 2030s.

    Response uncertainty, or model error:

    Dominant source of uncertainty on critical 30- to 50-year

    time-frame.

    The focus of this talk.

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    Why didnt the IPCC just use inter-model spread

    from the CMIP-3 ensemble of opportunity?

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    Global temperatures from the AR4 models: is

    this too good to be true?

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    Evidence that the fit to 20th century warming may

    be misleadingly good (Kiehl, 2007)

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    More evidence that ensembles of opportunity do not

    span responses consistent with observations

    Diamonds show models used in IPCC (2001)

    TCR=warming after 70 years of 1% increasing CO2

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    Box-whisker bar shows range of TCRs of AR4 models

    (only one model has TCR greater than 2.2K)

    More evidence that ensembles of opportunity do not

    span responses consistent with observations

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    Identifying the origin of the discrepancy:

    Andrews & Allen (2007) after Forest et al (2006)

    Diagnose effective climatesensitivity (ECS) and

    effective heat capacity

    (EHC) for AR4 models

    Compare models with

    observations of 20th century

    temperature changes and

    ocean heat uptake.

    C

    F

    TFdt

    dT

    C

    xCO

    =

    =

    =

    EHC

    ECS 22

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    Identifying the origin of the discrepancy:

    Andrews & Allen (2007) after Forest et al (2006)

    New coordinates:transient climate response (TCR)

    & feedback response time (FRT)

    TCR distribution is biased low, FRT

    under-dispersed.

    0

    2

    0

    ECS

    2

    0

    2

    2)70(ECSFRT

    2

    )70(

    12

    )ECS(ECSTCR

    2

    0

    TyC

    C

    yFT

    eT

    xCO

    T

    ==

    =

    =

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    Note that transient observable quantities are

    inherently non-linear in ECS

    For small ECS (large ) orlong timescales, transient

    response varies as ECS.

    For large ECS (small ) or

    short timescales, responsevaries as (ECS)-1.

    )ECS(3

    21TCR

    ECSTCR

    00

    TT

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    Moving on from ensembles of opportunity

    If modelling groups, either consciously or bynatural selection, are tuning their flagship models

    to fit the same observations, spread of predictions

    becomes meaningless: eventually they will all

    converge to a delta-function.

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    Three approaches to the treatment of model

    error in ensemble forecasting

    1. Subjectivist (e.g. Rougier, 2006; Murphy et al,2004): using expert priors on model parameters

    weighted by goodness-of-fit to observations.

    2. Realist (Allen et al, 2000; Forest et al, 2002): focus

    on relative goodness-of-fit to observations,minimizing influence of prior assumptions.

    3. Nihilist (Smith, 2002; Stainforth et al, 2005, 2007):

    focus on spread of model results, irrespective of

    goodness-of-fit to observations.

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    The problems with option 3: Climate sensitivities

    from climateprediction.net

    Stainforth et al, 2005

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    Stainforth et al, 2005, updated: raw distribution

    based on ~50,000 45-year GCM simulations

    Traditional range

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    Distribution close to Gaussian in (ECS)-1, so high-

    ECS models are inevitable: see Roe & Baker (2007)

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    Many of these high sensitivity models will prove

    significantly less realistic than the original

    Global Top-of-Atmosphere Energy Imbalance

    ClimateSensitivity

    Colours: values of the entrainment coefficient

    Rejected by Rodwell & Palmer

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    But not all

    Global Top-of-Atmosphere Energy Imbalance

    ClimateSensitivity

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    If you just report the spread of results, some people

    (deliberately?) get the wrong end of the stick

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    Option 2: The standard Bayesian approach to

    probabilistic climate forecasting

    =

    =

    dyP

    PyPSP

    dyPSPySP

    )(

    )()|()|(

    )|()|()|(

    S quantity predicted by the model, e.g. climate sensitivity

    model parameters, e.g. diffusivity, entrainment coefficient etc.

    y observations of model-simulated quantities e.g. recentwarming

    P(y|) likelihood of observationsy given parameters

    P() prior distribution of parameters

    Simple models: P(S|)=1 if parameters gives sensitivity S

    P(S|)=0 otherwise

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    The problem with Bayesian approaches:

    sensitivity of results to prior assumptions

    Solid line: Forest et al (2002)

    distribution if you start with uniform

    sampling of model parameters

    Dashed line: distribution obtained if

    you start with uniform sampling of

    climate sensitivity

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    More recent example: Murphy et al (2004), using

    a perturbed physics ensemble & the essential

    method for UKCIP08

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    The distribution P(ECS) Murphy et al would have

    found, if other perturbations were ineffective,

    through their sampling of the entrainment coefficient

    Discontinuity at unperturbed value

    Weighting by ECS-2

    I t f i (ECS) 2 i hti ( lid) d

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    Impact of removing (ECS)-2 weighting (solid) and

    discontinuities in P(ECS) (dashed)

    Wh th t d d B i h t

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    Why the standard Bayesian approach wont ever

    work

    Sampling a distribution of possible modelsrequires us to define a distance between two models

    in terms of their input parameters & structure, a

    metric for model error.

    As long as models contain nuisance parametersthat do not correspond to any observable quantity,

    this is impossible in principle: should Forest et al

    have sampled ECS, Log(ECS) or (ECS)-1?

    Trying different priors doesnt help, because users

    want one answer: e.g. Stern used Murphy et al with

    discontinuities and (ECS)-2 weighting.

    So what is the alternative?

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    Forest et al (2001), Knutti et al (2002), Frame et al (2005),

    Hegerl et al (2006): sample parameters to give a uniform

    distribution in sensitivity, then weight by likelihood

    IGG (Isopleth of

    Global Goodness-

    of-fit)

    Sensitivity

    E i l tl t lik lih d ll

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    Equivalently, compute average likelihood over all

    models that predict a given S

    =

    dPSP

    dPyPSP

    ySL)()|(

    )()|()|(

    )|(0

    S quantity predicted by the model, e.g. climate sensitivity.

    model parameters, e.g. diffusivity, entrainment coefficient etc.

    y observations of model-simulated quantities e.g. recentwarming

    Denominator: prior predictive distribution, orP(S)given by

    parameter sampling withP(y|) = constant

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    Simple case in which all models that predict a

    given Shave the same likelihood (e.g. single

    observational constraint, monotonic in S)

    )|()|( )(,0 yPySL SS=

    No need to average over parameters, soP() does not feature.

    Only applies in this very simple case.

    If the model doesnt have just one parameter affecting S, or

    different parameter-choices predicting the same Shave

    different likelihoods, what should we do?

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    Impact of sampling nuisance parameters

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    Impact of sampling nuisance parameters

    A b t h t i

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    A more robust approach: compute maximum

    likelihood over all models that predict a given S

    )|()|(max)|(1 yPSPySL =

    P(S|) picks out models that predict a given value of the forecastquantity of interest, e.g. climate sensitivity.

    P(y|) evaluates their likelihoods.

    Likelihood profile,L1(S|y), is proportional to relative likelihood of

    most likely available model as a function of forecast quantity.

    Likelihood profiles follow parameter combinations that cause

    likelihood to fall off as slowly as possible with S: the leastfavourable sub-model approach.

    P() does not matter. Use any sampling design you like as long asyou find the likelihood maxima.

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    Likelihood profiling

    Find the relative likelihood of the most likely (mostrealistic, or least unlikely) model as a function of the

    forecast variable of interest.

    Evaluate likelihood only over observable quantities

    that are Relevant to the forecast.

    Adequately simulated by the model (including variability).

    Ignore the (meaningless) number of less realistic

    models that you find that give a similar prediction.

    Evaluate confidence intervals from likelihood

    thresholds.

    Generating models consistent with quantities we can

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    Generating models consistent with quantities we can

    observe

    and mapping their implications for quantities

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    and mapping their implications for quantities

    we wish to forecast.

    Note: only the outline (likelihood profile) matters, not the density of

    models. Hence we avoid the metric-of-model-error problem.

    Why you cant interpret the area under the

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    Why you can t interpret the area under the

    likelihood profile as a probability

    Blue line: area-conserving map of likelihood

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    Blue line: area-conserving map of likelihood

    profile for climate sensitivity onto C2K

    Implications for 21st century warming under a

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    Implications for 21st century warming under a

    given scenario

    Bayesian approach (e g incorporating a prior

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    Bayesian approach (e.g. incorporating a prior

    from Murphy et al, 2004) gives a tighter forecast

    But also a tighter hindcast: do we really believe

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    But also a tighter hindcast: do we really believe

    our models this much?

    And if some people believe models more than

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    And if some people believe models more than

    others

    IPCC attribution methodology

    IPCC projection methodology

    Some objections to a likelihood profiling

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    Some objections to a likelihood profiling

    approach to probabilistic forecasting

    Ignoring prior expectations gives misleadingly largeuncertainty ranges:

    Attribution statements have consistently had more impact

    than climate predictions.

    Could this be because the attribution community has taken

    such a cautious, data-driven approach?

    Decision-makers need probability distribution

    functions, not just confidence intervals.

    Not at all clear this is true of real decision-makers.

    Likelihood profiles require such large ensemblesthat you cant generate them with a GCM unless you

    resort to crude pattern-scaling approaches.

    Likelihood profiling with full-complexity climate

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    Likelihood profiling with full-complexity climate

    models

    Exploring even a low-dimensional parameter spacerequires large, multi-thousand-member, ensembles:

    Varying parameters to generate multiple model versions,

    allowing for non-linear interactions.

    Varying initial conditions to quantify likelihood of each

    model version with respect to observations.

    Varying forcings to allow for forcing uncertainty in

    likelihood and forecast.

    How could we possibly do this with a full-complexity

    coupled AOGCM?

    Cli t di ti t th ld l t

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    Climateprediction.net: the worlds largest

    climate modelling facility

    >300,000 volunteers (50,000 active), 23M model-years

    The climateprediction net BBC Climate Change

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    The climateprediction.net BBC Climate Change

    Experiment

    HadCM3L coupled GCM, fluxcorrected, atmospheric

    resolution of HadCM3, lower

    ocean resolution, no Iceland.

    Spin-up with standard

    atmosphere, 10 perturbedoceans.

    Switch to perturbed

    atmosphere in 1920 and re-

    adjust down-welling fluxes.

    Transient (A1B) and controlsimulations to 2080.

    10 future volcanic and 5

    solar scenarios.

    23,000 runs completed to

    date (7M model years).

    Global temperatures from CMIP-3: transient-

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    Global temperatures from CMIP 3: transient

    control simulations

    Global temperatures from CPDN BBC climate

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    Global temperatures from CPDN BBC climate

    change experiment: first 500 runs

    Evaluating a likelihood profile for 2050

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    Evaluating a likelihood profile for 2050

    temperature from CPDN-BBC results

    Start with 5-year-averaged temperature time-seriesover 1961-2005 for Giorgi regions plus ocean

    basins (29 regions, 9 pentades).

    Project onto EOFs of CPDN ensemble.

    Compute weighted r2

    (Mahalanobis distance) usingCMIP3 control integrations to estimate expected

    model-data discrepancy due to internal variability:

    covariancecontrol

    simulationmodel

    nsobservatio

    )()(

    th

    12

    =

    =

    =

    =

    N

    i

    iN

    T

    ii

    i

    r

    C

    x

    y

    xyCxy

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    Extracting models in which r2

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    Extracting models in which r 95 percentile of

    control distribution

    Fi i ti f t li t

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    Fingerprinting future climate

    Weight elements ofyand xby information content:correlation with 2050 temperature in CPDN ensemble

    Discrepancy against observed change 1961-2005

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    sc epa cy aga st obse ed c a ge 96 005

    versus T-2050, weighting by information content

    Extracting models in which r2

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    g p

    control distribution, weighting by IC

    Information content in input parameter values?

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    p p

    Shades denote values of entrainment coefficient

    Methodological concl sions

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    Methodological conclusions

    Ensembles of opportunity are too good: fit toobserved changes is consistent with pure internal

    variability (no errors in forcing or response).

    Deliberately perturbed ensembles give a much larger

    spread of behavior, particularly if sulfur cycleparameters are included.

    Standard Bayesian approach faces fundamental

    problems with selection of priors. Open to pressure

    e.g. to keep PDFs tight to maximise utility.

    Likelihood profiling seems to be the only viable

    option: we just arent yet incorruptible enough for

    the Reverend Bayes.

    Conclusions of the BBC Climate Change

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    g

    Experiment so far

    Range of predictions consistent with recent climatechange suggests lower bound (of the 95% C.I.)

    similar to minimum of CMIP3 ensemble.

    Upper bound is closer to CMIP3 mean plus 60%,

    consistent with AR4 expert assessment. Next step: extension to regional forecasts.

    Interesting methodological question: should the

    definition of the likelihood function (weights in r2)

    depend on the forecast quantity of interest?

    And the people who actually did the work

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    And the people who actually did the work

    Simple modelling: Dave Frame, Chris Forest, BenBooth & conversations with many others.

    BBC Climate Change Experiment: Carl Christensen,

    Nick Faull, Tolu Aina, Dave Frame, Frances

    McNamara & the rest of the team at cpdn & the BBC. Distributed computing: David Anderson (Berkeley

    and SETI@home) & the BOINC developers.

    Paying the bills: NERC (COAPEC, e-Science, KT &

    core), EC (ENSEMBLES & WATCH), UK DfT,Microsoft Research

    And most important of all, the endlessly patient and

    enthusiastic participants, volunteer board monitors

    etc. of the climateprediction.net global community.

    Things didnt work out entirely according to plan

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    Things didnt work out entirely according to plan

    But its an ill wind sulphate emissions in the

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    p

    first (dashed) and corrected (solid) ensembles

    Using the altered aerosol experiment to explore

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    g

    impact on Sahel rainfall (Ackerley et al, in prep)

    With the corrected forcing files global

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    temperatures from the first completed runs