To Tell the Truth: Will the Real Global Average Temperature Trend Please Rise? Part 2

To Tell the Truth:  Will the Real Global Average Temperature Trend Please Rise?

Part II

A guest post by Basil Copeland

Before proceeding, I want to thank Anthony for allowing me to guest blog at Watt’s Up With That?  Anthony is doing some remarkable work in trying to insure the integrity and quality of the surface record, and it is an honor to be able to use his blog for my modest contribution to the debate over climate change and global warming.

In Part I we looked at seasonal differences in the four global average temperature metrics Anthony has recently been blogging about, and demonstrated that since around the end of 2001 there has been no “net” global warming, that positive seasonal differences have been offset by negative seasonal differences.  More recently, negative seasonal differences have dominated, suggesting the possibility of a recent negative trend in global average temperatures.

Reader comments to Part I were interesting.  It was obvious from many that they were struggling to understand what I was getting at, and that this was a different perspective on the data than usual.  Others quickly raised the specter of cherry picking the data, or suggesting a hidden agenda of some kind.  That some would jump to such conclusions without giving me the courtesy of waiting until I was finished is a sad commentary on what’s happening to the field of climate science.  Science is supposed to be all about the freedom to engage in critical inquiry without being impugned with false motives, the freedom to hold scientific consensus up to the critical scrutiny of falsifiable hypotheses.  When voices immediately seek to shut off avenues of inquiry, or impugn motives for questioning scientific consensus, I don’t know what that is, but I know that it is not science..

Resuming where we left off with Part I, if there is evidence of a recent negative trend in global average temperature, is it “statistically significant,” and if so, in what sense?  That’s the question I left hanging at the end of Part I, and is the question we will address in Part II.  There are various ways we might go about investigating the matter.  I chose one that comes from my particular field of experience and expertise (economics, though it is perhaps worth noting that my training was in environmental and resource economics): the Chow test.  The Chow test is used to test for “structural breaks” in time series data.  Just as correlation does not prove causation, a “structural break” doesn’t necessarily prove anything.  It merely suggests that things were different in some way before the “break” than afterward.  It doesn’t answer the question of “why” things changed.  Or, given the venue, we might say that it doesn’t answer the question Watts Up With That?  But it does answer the question of whether the change is “statistically significant.”  And if it is, then perhaps inquiring minds might want to know about it, and consider whether it makes any difference to matter under discussion.

The Chow test involves fitting a regression to the sub parts, and comparing the sum of the mean square error (MSE) of the sub parts to the mean square error of a regression fitted to the entire time period.  If the sub parts come from sufficiently different regimes or circumstances, splitting the time series into two parts will reduce the total MSE, compared to the MSE of a single regression fitted to the entire time period.  The Chow test follows the F distribution, and is a test of the null hypothesis of no change, or difference.

ttttpart2table1.png

Table 1 summarizes the Chow test for each of the four metrics under consideration, for a structural break at 2002:01.  The Chow test was statistically significant in all four cases, though in varying degree.  In Table 1 I describe the level of statistical significance using the same likelihood terminology used by IPCC.  Evidence for a structural break is “very likely” from the UAH satellite dataset, “extremely likely” from the GISS and RSS datasets, and “virtually certain” from the HadCRUT land-sea dataset. 

I cannot say that, though, with remarking about how silly it is.  I do not know of any other field where statistical significance is interpreted this way.  In my field, anything less than a 95% level of confidence is considered weak support of a tested hypothesis.  Instead of “very likely,” for support at the 90% level of confidence I’d say “probably.”  Instead of “extremely likely” at the 95% level of confidence, I’d say “likely.”  And instead of “virtually certain” at the 99% level of significance, I’d say “very likely.”  In other words, to my way of thinking, the IPCC likelihood terminology is shifted about two orders of magnitude in the direction of overstating the likelihood of something.  But even with my more cautious approach to characterizing the results, the evidence is somewhere between “probably” and “very likely” that a structural break occurs in the data after 2002:01.

However we choose to put it, there is statistical support for modeling the trends with a break at 2002:01.  This is done, statistically, with dummy slope and constant variables, and the results are shown graphically in Figures 1, 2, 3, and 4.  In each figure, there are three “trends” noted.  The first, to the left and above the data, is the trend for 1979-2001.  The third, to the right and below the data, is the trend for 2002 through 2008:01.  In the middle, labeled “dT” is a trend for the entire period derived from the delta, or difference, in the end points of the the trend lines, with a number in parentheses representing the decadal rate of change from fitting a single trend line to the data.  This overall trend, based on the difference in end points of the trend lines, is a “best estimate” of the overall trend using all 29 years of data (thus refuting any notion of cherry picking). 

ttttpart2figure1-520.png

Figure 1 – click for larger image

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Figure 2 – click for larger image

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Figure 3 – click for larger image

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Figure 4 – click for larger image

Many readers will probably be familiar with the use of 30 years as a basis for a “climatological norm.”  While we do not have 30 years of data here, we’re close, close enough to refer to the overall trends as a climatological normal for the past three decades.  As I look at the results shown in the four figures, two things stand out. 

First, the dT of the final “best estimate” is 0.025C/decade (UAH_MSU) to 0.047C/decade (HadCRUT) lower than what we’d expect from fitting a straight trend line through the data.  That is perhaps the major point I’m trying to make in all this: that over the period for which we have satellite data to compare to land-sea data, the rise in global average temperature is not quite as great as one would think from fitting straight trend lines through the data. 

Incidentally, this not entirely owing to fitting a downward trend through the data since 2001.  Separate slope and constant dummy variables are also included for the 1998 El Nino, and this accounts for some of the difference.  In fact, somewhat surprisingly, when a constant dummy is added for the 1998 El Nino, it reduces the slope (trend) for the non-El Nino part of the time series through 2001.  We usually expect a constant dummy to affect the model constant term, not the slope.  But in every case here it reduces the slope in a significant way as well, so some of the difference in the “dT” and the result we’d get from a straight trend line owes to the effect of controlling for the 1998 El Nino.

The second thing that stands out, of course, is the downturn since 2001.  Whether this downturn will continue or not, only time will tell.  But if it continues, then the “dT” will likely decline further.

Other things may stand out to other observers.  The differences within the two types of metrics are notable.  GISS implies more warming than HadCRUT, and RSS_MSU implies more warming than UAH_MSU, with the latter showing quite a bit less warming in the period up to 2001 (given the way we’ve modeled the data).  In the case of GISS vs. HadCRUT, the trends are actually quite similar in the period up to 2001; it is after that that the difference emerges, making one wonder if something has changed in recent years in the way one or the other is taking its measure of the earth’s temperature.

Just a final comment, as a way of putting this all in some perspective.  In AR4 IPCC projects warming of 0.2C per decade for the next two decades in a variety of its climate change scenarios.  That will take a lot more warming than we’ve seen in recent decades.  And with the leveling off of the trend in recent years, even if an upward trend resumes, at present it seems highly unlikely that we will see a rise of 0.4C over the next two decades.  Of course, the future has a way of humbling all forecasts.  But perhaps the apocalypse is not as near at hand as some fear.

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SteveSadlov
March 13, 2008 3:10 pm

I use CUSUM at times to try and answer the question “did something change, if so, when?”

March 13, 2008 3:22 pm

Basil, have you had a look at menne’s change point analysis
for temps. ( err.. google Menne change point )

nick stokes
March 13, 2008 3:25 pm

Basil,
You’ve lost me here. The purpose of least squares fitting, including regression, is to test whether your data could have been produced by some process that you have a scientific reason for believing may be at work, plus other effects that can be modelled as noise. A linear temperature rise, say, would qualify; even, perhaps, a rise with a continuous change in gradient. But the models you are now producing have no plausibility – particularly discontinuous temperature. You might as well fit the original data. If you want to test whether 2001 is a pivot point, regression with two continuous line segments would be more interesting.

March 13, 2008 3:26 pm

Basil, you talked about adding a “constant dummy”, tammy may take a fence to that.
Sorry Rev, delete at your pleasure

nick stokes
March 13, 2008 3:27 pm

I meant “discontinuous change in gradient”

Brian
March 13, 2008 3:39 pm

GISS uses the poles where HadCRUT does not, so that could be the difference. Other than that, good posts Basil. It will definately be interesting to see what the next couple years brings.

coaldust
March 13, 2008 3:50 pm

Basil,
I’m not an expert on statistical analysis. When I look at the trendlines on the graphs, the discontinuities jump out at me. I expect the trendlines to meet at the endpoints.
Also when I look at the trendline from ~1979 to 2001, if it is extended it appears from my eyeball that it would be close to intersecting the 2001-2008 trendline in 2008 for HadCRUT and RSS. For GISS and UAH_MSU it appears the intersection would be in a later year.
Could you comment on the meaning of the discontinuities and the intersection of the trendlines if they are extended, if there is some meaning? Thanks.

March 13, 2008 4:08 pm

The figures aren’t showing on my two browsers. Is there an html glitch?
REPLY: Not that I know of, all apears fine and comments from others seem to indicate they can view them. Could be a routing problem. Try reset of your DSL or cable modem box to get a new IP address, clear cache and try again.

Raven
March 13, 2008 4:10 pm

TSI peaked in 2000. A 2 year lag would explain a break point in the 2002 range.
Prior to that TSI peaked in 1991 and 1980.
The graphs seem to show similar breaks around those times too but it is obscured by the volcanic eruptions in 1984 and 1991.
Bottom line: there is a physical basis for choosing 2002 as a structural break.

March 13, 2008 4:51 pm

You remember when Tammy selected 1975 as a “good place” to start a linear regression? Well, basil is actually using
a METHOD to determine places in a time series where things change as opposed to eyeballing things.
Change point analysis. Not cherry picking. We might nit pick his method
but I did not see you get bothered by taminos ‘selection’ of 1975. ( even though
I suggested mennes change point analysis to him a few times)
here is and example of a similiar approach. Used by NOAA. before you attack this be aware. This method is used to adjust USHCNv2 data . and we all know who uses that. and the change point is 1964, not 1975 or 1977 as tammy thought.
http://ams.confex.com/ams/pdfpapers/100694.pdf

Basil
Editor
March 13, 2008 4:54 pm

Interesting comments and questions so far. I don’t have a time to answer them all right now. I’ll come back when I do have more time, but I can answer a couple of Lee’s questions pretty quickly.
The criterion for choosing a break point at 2002 has been explained serveral times now. Cumulative seasonal differences turn negative, and stay negative, after that point. In other words, there are more negative seasonal differences than positive seasonal differences. That’s rationale enough to justify looking at 2002 as a break point. In truth, one could pick a break point at random, and investigate whether it constitutes a significant break point, and there would be nothing wrong with that other than being a likely waste of time and resources. In any event, the proof is in the pudding, as they say, and that’s in the significant Chow statistics.
As for autocorrelation, the regressions were all estimated with Cochrane-Orcutt, so that’s not an issue. In fact, had I used OLS, the autocorrelation would have biased the variances downward, overstating the Chow test.
As to allegedly introducing a 0.2C step change, and then testing for it, you don’t appear to understand the process. I just introduce the hypothesis of a step change, without quantifying it; the 0.2C is what comes out as an estimate of what the step change was. I.e., I didn’t make up the 0.2C, that’s what comes out of the regression analysis. And it is in fact different in each case, being the product of the regression, not an a priori input on my part.
More later.
Basil

March 13, 2008 5:43 pm

“The criterion for choosing a break point at 2002 has been explained serveral times now. Cumulative seasonal differences turn negative, and stay negative, after that point. In other words,”
Basil, this is why I was nagging you in the last thread about your plots being just annually smoothed temperatures, rescaled. I showed it with algebra, numbers, I’d show the plot if I could. All this quoted statement means is that the annually smoothed temp was the same in 2002 and 2008, and was higher in between. That doesn’t make 2002 any kind of special event.

Basil
Editor
March 13, 2008 7:36 pm

coaldust,
Good questions. Your eyes are sharp, and it is true that extrapolating the 1979-2001 trend ends up meeting the downward trend from 2001 at some point. As for the discontinuities, I don’t necessarily have an explanation for them, as I’m not a climate scientist. I cannot imagine an a priori reason, though, why a complex system like the climate might not exhibit discontinuities like that shown in the trend lines. I’m just reporting what I see in the data. Maybe others can suggest plausible explanations (like Raven does with his comment about TSI).
Steve Sadlov/Steven Mosher,
As I said, “There are various ways we might go about investigating the matter. I chose one that comes from my particular field of experience …” As for Menne’s changepoint analysis, I was unfamiliar with it, but having taken a quick look, it appears to be based on the same principle as the Chow test, but designed to track more complex patterns of change than the Chow test.
Looking back, I see I haven’t answered all your questions. The 98 El Nino is controlled for by simple dummy variables (1’s for months where it appears that the El Nino was affecting global temperature, and 1 x time for the same months to capture the change in slope). As for not controlling for the current La Nina, there is not yet enough data to model it meaningfully with a dummy variable. In time, there well may be. I wish you were less argumentative, because I’d very much like to be straightforward with you. But statements like “Your trace shows multiple breaks, introduced by you, pre-2002 What did you actually do?” imply that I’ve taken liberties with the data to make things appear that are not really there. What I did was not terribly sophisticated, and I cannot believe that you are really having that much trouble understanding what I did.

Stan Needham
March 13, 2008 7:37 pm

Basil,
Your description of confidence levels is interesting in light of a 10-year-old Iowa State University paper I stumbled across recently in which they say:

What do we know from climate predictions with a confidence of at least 99%?
* The stratosphere will continue to cool as CO2 concentrations continue to rise. Ozone depletion will add to the cooling.
* Water vapor in the lower troposphere (0-3 km) will increase about 6% for every 1oC of warming. Relative humidities will stay approximately the same.
What do we know from climate predictions with a confidence of at least 90%?
* The warming of the last century is consistent with model projections of global warming due to CO2 modified by the regional cooling effect of sulfate particles.
* Doubling of CO2 over pre-industrial levels (likely to occur in the later half of the 21st century unless emissions are significantly reduced) is projected to lead to a global warming of 1.5 to 4.5oC (2 – 8oF).
* A quadrupling of CO2 , if it should occur, will lead to warming of twice this amount.
* By 2100, under reasonable assumption on CO2 increases, we can expect temperature increase of 1.5oC to 5oC.
* Sea-level rise is most likely to be 50 (+/-25) cm by year 2100 with continued rise beyond that time highly likely. Continued high (quadrupled) CO2 could lead to 2+/- m rise in sea level.
* Global mean precipitation will increase at 2 (+/-0.5)% per 1oC of warming.
* By 2050, the higher latitudes of the Northern Hemisphere will experience temperature increases well above the global average. Significant precipitation increases are likely in the higher latitudes of the Northern Hemisphere.
What additional projections can be made with a confidence of at least 2 out of 3?
* Mid-latitude continents of the Northern Hemisphere will experience decreased soil moisture
* Little change in temperature is expected in the region of the South Pole and Antarctica
* Precipitation increases at high latitudes will reduce salinity and slow global ocean circulation
* Tropical storms will tend to be more intense
* Variance of temperature is likely to be similar under global warming compared to today. This means that higher averages coupled with similar variability will lead to higher incidence of heat waves and periods of plant stress and lower incidence of cold episodes.

It would be interesting to take these one by one and see how many of them have been born out.

Stan Needham
March 13, 2008 7:40 pm

PS. sorry about the Flea comment. I kid.
Steve, IIRC, back in the 60’s and 70’s the loyal fans who followed professional golfer, Lee Trevino, around the course during tournaments were fondly called Lee’s fleas. I’m just sayin’ — historical perspective?

Basil
Editor
March 13, 2008 7:45 pm

Nick Stokes,
I would love to see a plot of what you are describing. Is there some reason why that’s not possible? You have access to the same data I do — Anthony’s. Mind you, I’m not saying that what you are saying is not true. But even so, regardless of WHY the decision was made to test a break at 2002, the reality is that the trend IS negative after that point, and that the Chow tests provide ad hoc justification for treating the period as somehow different than the period before. Is your point that that is merely serendipity, and that any six year period chosen at random might well show a similar kind of discontinuity? If so, be my guest and demonstrate this to us.

Philip_B
March 13, 2008 7:45 pm

The long term “climate” trend is almost certainly continuous, not discontinuous.
We see daily temperature changes 2 orders of magnitude larger than 0.2C.
We see much larger than 0.2C month to month changes (in the anomaly) here in Australia, that cannot possibly be caused by heat transport to/from somewhere else (SST don’t vary that much around Australia and there are no nearby landmasses except PNG).
That the Earth is always in thermal equilibrium (absent changes in forcings) is untested dogma.
The alternate theory is that step changes occur over short time periods due to say the PDO, etc, and this is interpreted as a trend due the noise in the data.

Chris
March 13, 2008 8:16 pm

Would it not have been easier and at the same time save everyone a lot of work by just putting a $ sign on the y axis of these graphs and sending them to a stock analyst? Tell the analyst that you are thinking of investing in this particular stock (ticker symbol GW). Ask the analyst if the technical trends suggest that the stock will go higher or lower. Guys, Wall St. have been doing this type of analysis for decades. Why re-invent the wheel?

Chris
March 13, 2008 8:25 pm

My brother, an astronomer who studies climate on Mars, sent me today an article from the March Issue of Physics Today. In it, the authors from Duke University and Research Triangle Park describe a new way of modeling the impact of the sun on the earth’s climate. If I recall correctly (I left the article at the office), it claims global cooling since 2002 and the sun has contributed up to 65% (roughly two-thirds) of the warming seen since 1900. I’m surprised that no one has mentioned the article yet.

paminator
March 13, 2008 9:14 pm

I was very surprised to see that article show up in the same magazine that recently (over the last 18 months or so) gave Gavin Schmidt of NASA GISS and Kerry Emanuel of MIT space to educate the physics community on the successes of GCM’s in predicting global temperature variations, and Carnot cycle models of hurricanes.
The article is by Scafetta and West, and reviews some of their recent work looking for power-law fluctuations in solar TSI and global surface temperatures, implying that even weak sol-earth coupling has a significant effect on earth’s climate. Pretty interesting read. They highlight the dramatic differences in TSI satellite reconstructions by ACRIM and PMOD, and argue that as much as 69% of the current warming trend can be attributed to solar influences.

Jeff Alberts (was Jeff in Seattle)
March 13, 2008 9:32 pm

Ozone depletion will add to the cooling.

Is ozone actually being depleted? I thought the trend was flat since the “hole” was discovered in the mid-50s.

March 13, 2008 9:53 pm

Raven,
I read Menne’s paper, at least this one. He does the analysis more completely, allowing the uncertainty in the break location to be part of the F-statistic. And he couldn’t even find a significant change point even in the 70’s, although there was one about 1964. That’s using decades of data.
The case against sudden temperature changes is simple physics – thermal inertia. The atmosphere is quite well mixed on a scale of weeks or months, so you need a substantial heat flux over a long period to change the temperature, even ignoring that heat would be flowing into the ocean as well. By my calc 2 W/m2 (a ball-park AGW figure) will take about three years to heat the atmosphere 1 deg C.
On the significance of 2002 – I was specifically arguing against Basil’s contention that the zero of the CSD was an event. But a max in TSI isn’t an event either; it doesn’t change any physics, any more than noon does.

March 13, 2008 11:39 pm

Basil,
It’s not that I can’t do a plot of the running average, but I don’t know how, as a commenter, I could post it.

March 13, 2008 11:51 pm

On 2002 and all that – yes, the trend from 2002 to 2008 is, well, zero really. But as far as concluding that something happened in 2002, that is post hoc reasoning. In 2006, you would have said the trend from 2002 is positive, and probably said the break was in 1999. In 2010 the trend from 2002 will be something else.
I’ve mentioned this paper by Menne. I think he’s doing the analysis more correctly, in that he allows the break point to be determined by the analysis. But the F-test then shows much less isgnificance – even with decades of data, he couldn’t find a significant breakpoint in the mid 1970’s

Kagiso
March 14, 2008 1:20 am

By an odd coincidence, just published is an interesting new paper that links non-gaussian variability of solar activity to non-gaussian variability of global temperature anomalies:
http://www.fel.duke.edu/~scafetta/pdf/opinion0308.pdf
The paper suggests that both time series show Levy statistics, and that the two time series are closely linked.
The randomness of the solar fluctuations shows a short time scale of roughly 7.5 years (linking to El Ninho / La Ninha??), on top of the 11 and 22 year known solar cycles.
Oddly enough, the paper suggests that global cooling started in 2002…..

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