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.
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).
Figure 1 – click for larger image
Figure 2 – click for larger image
Figure 3 – click for larger image
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.





This is a global extortion the likes of which we have never seen before. John West (14 March).
Harsh words in a teeth-gritting post, John; a post I wish I could dismiss as a silly rant, if only for my own comfort… but I can’t, because it seems the unbelievable is real and something malignant has taken hold amongst us. The money hunger I can understand; money has always trumped morals amongst some. I can even understand a quest for personal power. I cannot understand the missionary zeal, or the slack-jawed awe, amongst the wider population which is feeding both.
I herewith endorse your concerns; and note to our host I believe your post, John, and my brief response here, is very much on topic and a necessary mix and caution to give urgency to the vital knowledge being generated here, and its dissemination through Watts Up With That?.
Nick,
A preview feature would be nice. I’ve wished for that myself too, and time or two.
Well, like they say, a picture is worth a thousand words. And now that I can see, visually, what you’ve been trying to say, I see your point.
Now try to see if you can see mine. If we start with your plot, the uninverted 12 month moving average, and start at the most recent point, and work backwards, at a point somewhere in late 2001 (yours is not labeled, but we can work it out from the tic marks, around #70), the 12 month MAV drops back to a point equal to where it is at the end of the graph (i.e. January 2008). Between those two points, there is no “net” cooling or warming. While the anomaly rises and falls between #70 and #144, at #144 it has dropped back to where it was at #70, indicating no net change over that time frame. That’s six years of no “global warming” even by your way of representing the data.
That is all I need to justify what I’ve done. My “scientific curiosity” makes me wonder if the most recent six years are somehow different than the 23 that proceeded. And so I expose my curiosity to the possibility of being wrong by performing a Chow test.
There is no philosophical or scientific basis for contending that what I’ve done is illegitimate. If your point is that the last six years are NOT different, in any meaningful way, than the proceeding 23 years, then state your point in the form of a falsifiable hypothesis and tell us how you would propose testing it.
Basil
for those interested here is another change point approach
http://www.beringclimate.noaa.gov/regimes/Red_noise_paper_v3_with_figures.pdf
the author also has an excell plug in which is fun to play with.
I’ll see if I can dig it up.
Also, I’m glad that folks finally got to the end of Menne’s paper. his method
folks will be used to do adjustments for the temperature series of ushcnv2.
so, who knows what that will produce.
Basil keep up the good work i enjoyed your post
http://www.beringclimate.noaa.gov/regimes/help3.html
works in excell
FrankD-
Sure. Menne leaves open that his analysis may not be better than the previous one. Lee opened with the first paragraph on part I with a brief comment to Basil accusing him of cherry picking (heaven knows what) and linking to a graph that supposedly picks it’s endpoint for Basil’s as yet unposted analysis “the right way”.
Lee has been vague, refused to link to articles explaining how or why 1975 was selected in the graph he posted. Finally, when pressed, suggests we read the paper SteveMoscher selected. That paper may or may not explain any method used to pick the 1975 in the graph Lee linked. Moreover, it suggests that, yes, there is a way to get 1975 as a hinge, but that vanishes if we use the method proposed in the only specific paper Lee proposes. Lee hasn’t explained how this new analysis will affect Basil’s as yet unpublished post.
So what, precisely are we to make of Lee’s immediate accusation of cherry picking?
If he wants to debate whether or not hinge points exist, that’s fine. But, we can’t know what Basil is going to say in part III. Until Basil uses these hinge points to make some sort of conclusions, how can anyone accuse him of any such thing.
OP
Here’s an opinion piece by Joseph D’Aleo who takes it one step above what I did (includes a correlation with both PDO and AMO). I think this is what Anthony was referring to recently. It’d be nice to see an exposition on the same thing in a refereed journal.
http://www.energytribune.com/articles.cfm?aid=544
As far as going back further, Michaels had a post referencing a peer reviewed paper. The figure looks kind of cartoonish, so it may be for demonstration purposes only. I haven’t read the original paper.
http://www.worldclimatereport.com/index.php/2007/02/13/more-bad-news-about-el-nino/
Obviously, the farther back you go, the less certain the data, so finding a distinct link between PDO and global temperature pre-1900 may be tough.
This is all fascinating stuff. I’m not sure how any card-carrying scientist could let the phrase “settled science” slip through his or her lips when it comes to the global temperature trend and its causes.
Basil – thank you for your insight and statistical analysis. I find them helpful and thought provoking.
John West – could not agree more
Anthony – many, many thanks for publishing and maintaining such an informative website. Your’s is one I visit very regularly and take the time to read thoroughly.
As others have pointed out – Sol remains very quiet.
REPLY: Thanks for the kind words. See latest post on “sol” at home page of website
There’s an interesting “discontinuity” in the Ap index graph in this latest post on the solar activity.
http://wattsupwiththat.wordpress.com/2008/03/15/sun-still-blank-no-sign-of-cycle-24/
Busy today, moderation may be slow. Don’t fret if comments don’t show up for a few hours.
I like ‘climatites’. That resonates.
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Basil, having worked all my life ( I am now 67 years old, ) as a engineer in the petroleum industry, I have seen more of the world than most, the only thing that is sure in this life, is the weather, it’s going to change, I do not believe in global warming as portrayed by the MSM, Gore-al. In my work, having to deal with multi cultures, idiots, theoreticians, ignorance, and heavy on the ignorance, what has, when I don’t know, powered my decisions is logic. Having followed you and the full spectrum of comments that you have generated, and not knowing night from a hinge, logic tells me that you have the answer.
Lee, I bet your Mother was glad to get you out of the house.
You have to laugh. People keep telling us to use statistical techniques to find the trends because simply eyeballing isn’t good enough. Then we find there’s at least a half dozen techniques, none of which give the same answer. Shall we just go back to eyeballing it because it’s quite clear that modern statistics is about deciding what you want to show and then finding a mathematical method to wrap up your bias in? And such a quaint, if rather ridiculous, idea that a few straight lines can represent a highly non-linear, chaotic system – please! Likely Scaffeta and West were the closest with their curvy fits. Then theres another chap telling us to ask those geniuses on Wall Street to do the analysis for us. Words fail me!
Basil,
Yes, I see that modified interpretation. Here is a summary of my objections:
1. It’s post hoc. You postulate a change in 2002 because the temperature then (smoothed) is equal to what it is now in 2008. But suppose, as some assure us, temperatures for the next few years go down. Similar analyses would find break dates right through the 1990’s. But if something really did happen, the timing can’t depend on when future people choose to do their analyses.
2. Discontinuous temperature. Economic analogy – OK you can have a discontinuous interest rate or share price. But suppose you are studying the number of houses. The rate of increase may change, but the actual number of houses can’t suddenly change. Heat is like that. You’ve postulated that in a month in 2002, the temperature rose suddenly by 0.2C. All other months were normal. Now 0.2C is what about a decade of AGW heating is supposed to achieve. Some people find that hard to believe. To expect that such heat would accumulate in a month, then go back to normal, is not plausible. And OK, you could say that the model is idealised, and the heating may have taken longer. But still, it just isn’t physical.
3. Too many degrees of freedom. You’ve compounded this by trying to model the 1998 El Nino rise separately. This creates a justified accusation of bias. But I think it also probably doesn’t make much difference, and just confuses the issue. Just two line segments would do.
4. More on degrees of freedom. With linear regression, you just fit two parameters, and the stat analysis tells you whether the slope is well determined, or whether other slopes might have fitted nearly as well. Only in the former case are you getting a good answer. Here you are introducing a wider group of functions – multiple line segments. You should really test whether your fit is uniquely the best of that class – that other perhaps very different looking models from the same set would not have done almost as well. That is the point of letting the model try to determine the breakpoint, as Menne has done. All your Chow test does is test whether a member of an arbitrary subset the large class is better than a member of another subset (the single line segment).
Kim. you know there is no such thing as the climate. Some day we should
dereify it.
Basil,
I agree with Nick Stokes here – you want to do more to justify your selection of change points. For a casual blog post, what you did is probably fine. But really to be persuasive, there’s more needed (perhaps this is coming in part 3?).
In your post above, you mentioned that the major point of your Chow analysis is that the global temperature trend is less than what’s given by a simple linear fit. You may well be correct. But you haven’t yet shown it. Is your significant result special among all the potential change points you could have “Chowed” down on (so to speak)? You seemed to dismiss this in a comment above as “a likely waste of time and resources.” But it’s crucial to establish that the change points you analyzed fit the data especially well – better than some number of other possible sets of change points, particularly if you want to conclude that it’s a better representation of trend than a simple linear fit.
Step Change?
The selected base years of NINO3.4 anomaly data dictate the relationship of El Nino and La Nina data. Do they reflect their impact on global temperature? Probably not.
The term step change was used approximately 29 times in this thread. How could the 97-98 El Nino have caused a step change in global temperature if it was followed by a La Nina that lasted longer? Following that line of thought, pick an ENSO SST index (ONI, NCDC NINO3.4). I chose the NCDC data. Multiply the average 97-98 El Nino data by the number of months the anomaly was above 0 deg C. Then multiply the subsequent average La Nina data by the number of months the anomaly was below. The La Nina “deg months” (-33) are greater than the El Nino (25), so if there had been a step change it should have been toward cooling, not a warming.
For example, now shift the base line down 0.6 deg C, making the El Nino data more prominent, and run through the calculations again. The beginning and end shifts forward, too. The “degree months” of the El Nino (39) now exceed the La Nina (10). That would have caused a major positive step change.
Does this prove anything other than anomaly data is impacted by its base? No.
Refer to Trenberth et al (2000) “The Evolution of ENSO and Global Atmospheric Temperatures” if you question the role of the ENSO. Based on his linear trend, El Nino dominance raised global temperature 0.06 deg C from 1950-1998. Add in the immediate effects of the 1950 La Nina and the 97-98 El Nino, and ENSO is responsible for over 0.4 deg C of the rise in global temperature between 1950 and 1998.
Using 1950 as opposed to the mid-to-late 70s for the starting point significantly reduces the positive linear trend, since from 1950 to the 70s, the trend was negative. How much does it reduce it? If I had the statistical capabilities of your guest posters, I’d quantify it. Since I don’t, I won’t.
When I see this kind of pompousness from our side it scares me. First the guy thinks that he can put up posts separately over several days, but that we should wait to criticize? why not him wait to post!?
And then the whole overdone “Chow test” when the guy can look at his data and see the random walk in it, yet he insists on looking at 10 year patterns for breaks in a long term pattern. And he doesn’t understand the point about human decision for where to test break points as being a decision point.
It just scares me, when I see my side being so simple-minded.
(No offense.)
A Step Change Around 1998?
Here’s MSU Global, Northern Hemisphere, Northern Extratropics, and North Pole temperature anomalies from 1978 to 2007. What diverges and what causes it?
http://tinypic.com/fullsize.php?pic=zswazc&s=3&capwidth=false
Here’s MSU Northern Hemisphere and North Pole temperature anomalies and trends from 1999 to 2007. The North Pole trend is more than double that of the Northern Hemisphere.
http://tinypic.com/fullsize.php?pic=mcb5md&s=3&capwidth=false
Here’s MSU Northern Hemisphere and North Pole temperature anomalies and trends from 1978 to 1997. Prior to 97-98, the North Pole and Northern Hemisphere trends are just about equal.
http://tinypic.com/fullsize.php?pic=2qjvwqw&s=3&capwidth=false
Hi,
could Basil describe the way he finds the linear regression for his different segments, as I find very different value if I try a linear fit (least square) on the Hadley center since 2002 (up to 2008). I am using monthly means.
Regards.
I second Gal’s request. A blogger is having problems in replicating the -0.4C/decade from figure 2. Could Copeland or Watts please elaborate? – thanks
http://jhubert.livejournal.com/181274.html?view=844058#t844058