Guest essay by Jeffery S. Patterson
My last post on this site, examined the hypothesis that the climate is dominated by natural, harmonically related periodicities. As they say in the business, the critics were not kind. Some of the criticisms were due to a misunderstanding of the methodology and others stemmed from an under appreciation for the tentativeness of the conclusions, especially with respect to forecasting. With respect to the sparseness of the stochastic analysis, the critics were well founded. This lack of rigor is why it was submitted as a blog post and not a journal paper. Perhaps it served to spark someone’s interest who can do the uncertainty analysis properly, but I have a day job.
One of the commentators suggested I repeat the exercise using a technique called Singular Spectrum Analysis which I have done in a series of posts starting here. In this post, I turn my attention away from cycles and modeling and towards signal detection. Can we find a signature in the temperature data attributable to anthropogenic effects?
Detecting small signals in noisy data is something I am quite familiar with. I work as a design architect for a major manufacturer of test equipment, half of which is dedicated to the task of finding tiny signals in noisy data. These instruments can measure signals on the order of -100dBm (1 part in 10-13). Detecting the AGW signal should be a piece of cake (tongue now removed from cheek).
Information theory (and a moment’s reflection) tells us that in order to communicate information we must change something. When we speak, we modulate the air pressure around us and others within shouting distance detect the change in pressure and interpret it as sound. When we send a radio signal, we must modulate its amplitude and/or or phase in order for those at the other end to receive any information. The formal way of saying this is that ergodic processes (i.e. a process whose statistics do not change with time) cannot communicate information. Small signal detection in noise then, is all about separating the non-ergodic sheep from the ergodic goats. Singular Spectrum Analysis excels at this task, especially when dealing with short time series.
Singular Spectrum Analysis is really a misnomer, as it operates in the time-domain as opposed to the frequency domain as the term spectrum normally applies. It allows a time-series to be split into component parts (called reconstructions or modes) and sorts them in amplitude order, with the mode contributing most to the original time series first. If we use all of the modes, we get back the original data exactly. Or we can choose to use just some of the modes, rejecting the small, wiggly ones for example to provide the long term trend. As you may have guessed by now, we’re going to use the non-ergodic information-bearing modes, and relegate the ergodic, noisy modes to the dust bin.
SSA normally depends on two parameters, a window length L which can’t be longer than ½ the record length and a mode selection parameter k (k is sometimes a multi-valued vector if the selected modes aren’t sequential but here they are). This can make the analysis somewhat subjective and arbitrary. Here however, we are deconstructing the temperature time-series into only two buckets. Since the non-ergodic components contribute most to the signal characteristics, they will generally be in the first k modes, and the ergodic components will be sequential, starting from mode k+1 and including all remaining L-k-1 modes. Since in this method, L only controls how much energy leaks from one of our buckets to the other, we set to its maximum value to give the finest grain resolution to the division between our two buckets. Thus our analysis depends only on a single parameter k which is set to maximize the signal to noise ratio.
That’s a long time to go without a picture so here are the results of the above applied to the Northern Hemisphere Sea Surface Temperature data.
Figure 1 -SST data (blue) vs. a reconstruction based on the first four eigen modes (L=55, k=1-4)
The blue curve is the data and the red curve is our signal “bucket” reconstructed from the first four SSA modes. Now let’s look in the garbage pail.
Figure 2 – Residual after signal extraction
We see that the residual indeed looks like noise, with no discernible trend or other information. The distribution looks fairly uniform, the slight double-peak due probably to the fact that the early data is noisier than the more recent. Remembering that the residual and the signal sum to the original data, and since there is no discernible AGW signal in the residual, we can state without fear of contradiction that any sign of AGW, if one is to be found, must be found in the reconstruction built from the non-ergodic modes plotted in red in figure 1.
What would an AGW signal look like? The AGW hypothesis is that the exponential rise in CO2 concentrations seen since the start of the last century should give rise to a linear temperature trend impressed on top of the climate’s natural variation. So we are looking for a ramp, or equivalently a step change in the slope of the temperature record. Here’s an idea of what a trendless climate record (with the natural variation and noise similar to the observed SST record) might look like, with (right) and without (left) a 4 °C/century AGW component. The four curves on the right represent four different points in time where the AGW component first becomes detectable: 1950, 1960, 1970 and 1980.
Figure 3 – Simulated de-trended climate record without AGW component (left) and with 4°C/century AWG components
Clearly a linear AGW signal of the magnitude suggested by the IPCC should be easily detectible within the natural variation. Here’s the real de-trended SST data. Which plot above does it most resemble?
Figure 4 -De-trended SST data
Note that for the “natural variation is temporarily masking AGW” meme to hold water, the natural variation during the AGW observation widow would have to be an order of magnitude higher than that which occurred previously. SSA shows that not to be the case. Here is the de-trended signal decomposed into its primary components (note, for reasons too technical to go into here, SSA modes occur in pairs. The two signals plotted below include all four signal modes constituted as pairs)
Figure 5 – Reconstruction of SSA modes 1,2 and 3,4
Note the peak-to-peak variation has remained remarkably constant across the entire data record.
Ok, so if it’s not 4°C/century, what is it? Remember we are looking for a change in slope caused by the AGW component. The plot below shows the slope of our signal reconstruction (which contains the AWG component ,if any), over time.
Figure 6 – Year-to-year difference of reconstructed signal
We see two peaks, one in 1920 well before the effects of AGW are thought to have been detectable and one slightly higher in 1995 or so. Let’s zoom in on the peaks.
Figure 7 – Difference in signal slope potentially attributable to AGW
The difference in slope is 0.00575 °C/year or ~.6 °C/century. No smoothing was done on the first-difference plot above as is normally required, because we have eliminated the noise component which makes this necessary.
Returning to our toy climate model of figure 3, here’s what it looks like with a .6 per century slope (left) with the de-trended real SST data on the right for comparison.
Figure 8 – Simulated de-trended climate record with .6°C/century linear AGW components (see figure 3 above) left, de-trended SST (northern hemisphere) data right
Fitting the SST data on the right to a sine wave-plus-ramp model yields a period of ~65 years with the AGW corner at 1966, about where expected by climatologists. The slope of the AGW fit? .59 °C/century, arrived at complete independent of the SSA analysis above.
Conclusion
As Monk would say, “Here’s what happened”. During the global warming scare of the 1980’s and 1990’s, the quasi-periodic modes comprising the natural temperature variation were both in their phase of maximum slope (See figure 5). This naturally occurring phenomenon was mistaken for a rapid increase in the persistent warming trend and attributed to the greenhouse gas effect. When these modes reached their peaks approximately 10 years ago, their slopes abated, resulting in the so-called “pause” we are currently enjoying. This analysis shows that the real AGW effect is benign and much more likely to be less than 1 °C/century than the 3+ °C/century given as the IPCC’s best guess for the business-as-usual scenario.
Related articles
- ‘Mind blowing paper’ blames ENSO for Global Warming Hiatus (wattsupwiththat.com)
- Signal Detection: An Important Skill in a Noisy World (perceptualedge.com)
- Where’s the Magic? (EMD and SSA in R) (r-bloggers.com)
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You get bad reviews because global warming alarmists are a rowdy bunch who have experience dominating the discussion by shouting everyone else down. It’s not like we have an alternative or minority position, we are branded skeptics and deniers.
Your analysis seems to me to be one of the best explanations of recent data and a prediction I have been seeing for tiny temperature increases or even decreases for another decade.
Thank you … I do so love clarity and reason. It is a genuine shame that they are so enjoyable because of their rarity.
Good post Jeffery S. Patterson.
I do feel the main climate natural variation is caused by the sun.
Historical Total Solar Irradiance Chart
1900 to 2012 and it matches Temp charts.
http://lasp.colorado.edu/lisird/tsi/historical_tsi.html
Now negative PDO followed Solar Irradiance and sun spot cycle.
http://www.landscheidt.info/images/powerwave3.png
Ron Scubadiver says:
September 26, 2013 at 7:09 am
Actually, Ron, Jeffrey got bad reviews because he claimed that he had detected a 170.7 year signal in 110 years of data …
w.
Excellent straightforward analysis using standard tools suited to the purpose. The confirmation of 0.6 Deg C/Century replicates the natural variation claimed by several other sources going on for years now. That are far too many to cite.
We are of course interested in what the signal frequency(s) is and what the likely near-term change will be. Thanks.
Sometime ago a group I was working with used a similar approach to locate non-radial pulsations moving across the surface of a star, effectively small waves. Our graphs looked almost identical to your Figure 4, these tiny surface waves could barely be seen, very much like the temperature variations you found of less than 1deg C per century….excellent analysis.
Willis Eschenbach says:
September 26, 2013 at 7:25 am
At least he had 110 points. It only take three to describe a circle (if there’s only a circle to be described).
A neat variant on the previous observations that the upward slope in the late 20th century is little different from the upward slope in the early 20th century despite vastly increased CO2 emissions by humans.
CO2 comprises .04 PERCENT of the atmosphere ; it is an atmospheric trace gas.
Of this .04 PERCENT of CO2, about 5 PERCENT, is produced as a result of human activity.
So, this tells us that the CO2 level in the atmosphere resulting from human activity is about one part in 50,000 or .002 PERCENT.
And we are supposed to believe that this is the cause of warming.
Sorry, but there is no mathematical tinkering with the (bogus?) temperature time series that will convince me humans are affecting the climate.
What will? When science can EXPLAIN (not just describe) the historical climate.
Of course, when this happens, climate models will be able to REPRODUCE, ACCURATELY, the GLOBAL historical climate of , say, the last 1000 years.
I am not holding my breath.
A+ for clarity and explanation of statistical method.
Jeffrey, first, thanks for a clean understandable piece of analysis.
Unfortunately, I am always very suspicious of simply filtering out short-term variations, calling them “noise”, and focusing on the long-term variations. The problem is well known in climate science, which is that such long-term variations appear for a while … and then they disappear. For example, over the last ~ 50 years, the rate of change of sea level has had good correlation with the sunspots.
However, the fifty years before that show no such signal. Where did the signal come from? Where did it go?
So finding new methods to filter out the short-term variation doesn’t impress me much. There is very little difference, for example, between the red SSA line in your Figure 1, and either a Gaussian or a Loess filter applied to the same data.
I also am very suspicious when someone says thing like:
For me, “natural variation” is an un-scientific dodge to avoid saying “we don’t have a clue what makes it go up and down”. Given that, we also don’t know what the shape and nature of the natural variation is … except that it is chaotic.
So properly translated, your statement should refer to “a linear temperature trend impressed on top of a chaotic signal about which we are totally clueless.”
So that leaves us with a single equation with two unknowns—the anthropogenic signal and the unknown chaotic signal. You can’t pull the short term variations out of the signal and say “voilá, what remains are natural variations”. We don’t know that.
Finally, you have a hundred years of data, and you’re highlighting a sixty-year cycle … me, I limit my findings to a third of the length of my data.
I’m sorry, but to me, filtering the data and then saying that simple transformation is enough to differentiate between the (presumably quasi-linear) anthropological signal and the totally unknown, chaotic natural signal doesn’t cut it.
w.
Very well reasoned. Thank you!
Thanks also for the flashback to my senior year electrical engineering “Communication/Information Theory” class as I started on the road to my MSEE work. This is perhaps the best analysis I’ve seen on trying to extract an AGW signal from the noisy temperature record.
Jeffery S. Patterson:
Thankyou for this analysis. Clearly, you have taken account of criticisms of your previous analysis.
However, I and some others asked you to conduct your previous analysis on each half of the time series and to observe if your analysis then predicts each half from the other.
I would appreciate your attempting that for this analysis, too. It would give confidence that your observed signals are real.
Richard
Here are some plots using Fourier Convolution (Spectral Ana.) to remove higher freq. component from temperature station records.
This analysis comprised of computing the anomaly of long term station records (prior to 1800) so as to produce a average. The average anomaly was then converted to the freq. domain,passed through a “mask” to cut off higher freq. & converted back to the time domain. Included were following analysis procedures to reduce “leakage”.
Three groups were evaluated:
Prior to 1700 A1 ( actually only one, CEL-Central England)
Prior to 1750 A4 ( CEL, Debuilt, Uppsalla, Berlin- later 2 from http://www.rimfrost.no/ )
Prior to 1800 A1 ( 14 stations )
Here are the results, all seem to predict a downward trend.
Ave1 – CEL 25 Yr. Cut Off:
http://dc456.4shared.com/img/AgE-cCa2/s7/13188a22140/Ave1_2010_FF_25yr.jpg?async&rand=0.8159342953716682
Ave1 – CEL 50 Yr. Cut Off:
http://dc385.4shared.com/img/7rxAWINH/s7/131889a5cf8/Ave1_2010_FF_50yr.jpg?async&rand=0.31054256968052096
Ave4 – CEL 50 Yr. Cut Off:
http://dc358.4shared.com/img/tGnWv886/s7/131889a2648/Ave4_2010_FF_50yr.jpg?async&rand=0.008796124754720136
Ave14 – CEL 50 Yr. Cut Off:
http://dc488.4shared.com/img/4FKXcwnw/s7/131889a9790/Ave14_2010_FF_50yr.jpg?async&rand=0.16009074298866643
When the results of a similar plot was presented on RC, about 4 years ago, one “Tamino”, noted it was “bungled”, since it went against his analysis.
Guess time will tell who “bungled”.
“What would an AGW signal look like? The AGW hypothesis is that the exponential rise in CO2 concentrations seen since the start of the last century should give rise to a linear temperature trend impressed on top of the climate’s natural variation. ”
Wrong.
The AGW signal is the result of ALL forcings due to humans, slightly over half is C02.
if you want to look for a signal it helps to understand the actual theory, and to understand what the theory is.
Next. The theory states that the addition of GHGs will change the energy balance. There are two large unknowns here.
1. How much will the balance change ( sensitivity)
2. How will balance be restored
Question 1 can be answered only vaguely, the ECS, will be between 1.5 and 4.5C per 3.7W of increased forcing
Question 2. Question 2 can only be answered with models. Which means it cant be answered very clearly. Where the excess energy will be stored and how it will be released is not known very well. Your analysis depends on your assumption that the restoration happens linearly.
That’s probably the least likely scenario.
In the last year in a series of posts at
http://climatesense-norpag.blogspot.com
I have laid out a method of climate forecasting based on recognising quasi repetitive- quasi cyclic patterns in the temperature and other relevant climate-driver data time series.Patterson’s post illustrates a useful approach to deconvolving possible patterns from the temperature time series.We should not expect mathematical precision in this type of forecast because of the changing resonances between the quasi cyclic rate processes which integrate into the temperature climate metric. It would however be very useful if Patterson could extend his analysis to the 2000 year proxy temperature record of Christiansen and Ljundqvist 2012
http://www.clim-past.net/8/765/2012/cp-8-765-2012.pdf
which is probably the best representation of the NH temperature for the last 2000 years and the basis for most of my cooling projections for the next several hundred years .
I would suggest that the underlying 0.6 degree /century trend which Patterson is happy to attribute to AGW is in fact part of the natural 1000 year solar cycle seen in the Christiansen and the ice core data shown in the first link above. The key question is whether the recent peak was a peak in both the 60 and 1000 years cycles. The decline in solar activity since about 2004 suggests that it may well be so.
Hmmm….nitpicking, but 10^-13 is -260dB; -100dB is 10^-5. I imagine your company’s instruments could still be detecting a -100dBm signal (7.75 uV) on top of a +160dBm signal (77,500,000 volts), but it seems unlikely.
The analysis shows mostly that the underlying trend is linear. It would reject an AGW hypothesis only under the assumption that AGW creates a non linear trend. Which cannot be the case over such short period of times, so I think the analysis doesn’t show anything at all…
Can we find a signature in the temperature data attributable to anthropogenic effects?
Sure. Vaughan Pratt showed one way, with a trend explicitly related to CO2 concentration. But with time series like this that have been worked and reworked, we can “find” a signal that isn’t there. He had to then find an “unusual” (shall we say?) model for the residual.
Nice post. The test will be on the next 20 years worth of out of sample data.
If the data are trend plus residual (i.e., everything else), and if you have a good model for the residual (derived as the computed residuals from a smoothing), then you have a good model for the trend. The “trend” includes all anthropogenic effects that have been reasonably monotonic over the interval: land use changes and UHI, aerosols, CO2. So the conclusion dependent on your model result is that CO2 is at worst benign.
Your model fits my mood better than Vaughan Pratt’s model, but I expect to have to wait 20 some years yet for a credible model.
Nancy, I’m not sure I understand either of you. A dBm is a decibel measurements referenced to a milliwatt. So, for starters, the only thing it’s 1 part in 10^13 of is 1 watt. Maybe that’s what Jeffrey meant, but I doubt it. -130dB *is* 1 part in 10^13 referenced to whatever you are calling unity (or 0dB). Electrical Engineers, one of which you apoear to be, often “fudge” by saying that power is proportional to volts^2, so change the decibel relationship from 10Log10 to 20Log10 and everything is peachy – but that’s a shorthand that can lead to incorrect results if one isn’t careful (though it’s usually ok) because the relationship is only linear under controlled conditions (freely available current, added power through system doesn’t change operating characteristics, etc.), so that’s how you got -260dB, but that’s probably not what Jeffrey was referring to, either. Or he’s completely wrong to have referenced dBm, because that is specifci to power (which is the only appropriate quantity to use in rating dB).
Sorry, now my nitpicking is done.
So, everybody; what caused the Little Ice Age??
What caused the Medieval Warming Period?
Does ANYBODY KNOW?
If a Singular Spectrum Analysis had been carried out of the first 100 years of the Medieval Warming Period, what exactly would that tell us of THE CAUSE of that warming??
Would that analysis shed any light about the subsequent Little Ice Age?
Hello. !!!!!! Anybody there??
The Farmers’ Almanac seems to have the most accurate long range forecasting tool to date. Has anyone investigated the parameters that they use and tried to duplicate their model?
Steven Mosher: Question 1 can be answered only vaguely, the ECS, will be between 1.5 and 4.5C per 3.7W of increased forcing
A question for you, incidental to the leading post. The 3.7W/m^2 of forcing that results from CO2 doubling falls mostly on water and other wet surfaces: Amazon Basin, N. American forests and plains, Central Africa, S.E. Asia, etc.. How much of that extra energy will result in extra vaporization of water with no (or reduced, or little) increase in temperature? The ECS calculation assumes an equilibrium, but any such equilibrium will be the result of the events during the transition (or transient, if you prefer), not the cause of them. The existence of an equilibrium is not guaranteed, and the earliest effects of 3.7W/m^2 increased forcing need to be understood.
This leads to a guess about question 2: if (!) the likely effect of increased forcing is mostly increased vaporization, a reasonable consequence is that cloud cover increases faster than otherwise, slightly blocking incoming sunlight.
Nancy C says:
September 26, 2013 at 8:50 am
Hmmm….nitpicking, but 10^-13 is -260dB; -100dB is 10^-5. I imagine your company’s instruments could still be detecting a -100dBm signal (7.75 uV) on top of a +160dBm signal (77,500,000 volts), but it seems unlikely.
Your confusing voltage with power. dBm is db below a 1 mW reference
Dr Norman Page says:
September 26, 2013 at 8:45 am
I would suggest that the underlying 0.6 degree /century trend which Patterson is happy to attribute to AGW …
I’ll respond more fully wanted to correct this. Note the key plot is captioned ” Difference in signal slope potentially attributable to AGW. It could be as you point out, less, but certainly the hypothesis that an AWG of the magnitude depicted in fig 3 (or even half that) being undetectable in the data is not supportable.