New paper makes a hockey sticky wicket of Mann et al 98/99/08

NOTE: This has been running two weeks at the top of WUWT, discussion has slowed, so I’m placing it back in regular que.  – Anthony

UPDATES:

Statistician William Briggs weighs in here

Eduardo Zorita weighs in here

Anonymous blogger “Deep Climate” weighs in with what he/she calls a “deeply flawed study” here

After a week of being “preoccupied” Real Climate finally breaks radio silence here. It appears to be a prelude to a dismissal with a “wave of the hand”

Supplementary Info now available: All data and code used in this paper are available at the Annals of Applied Statistics supplementary materials website:

http://www.imstat.org/aoas/supplements/default.htm

=========================================

Sticky Wicket – phrase, meaning: “A difficult situation”.

Oh, my. There is a new and important study on temperature proxy reconstructions (McShane and Wyner 2010) submitted into the Annals of Applied Statistics and is listed to be published in the next issue. According to Steve McIntyre, this is one of the “top statistical journals”. This paper is a direct and serious rebuttal to the proxy reconstructions of Mann. It seems watertight on the surface, because instead of trying to attack the proxy data quality issues, they assumed the proxy data was accurate for their purpose, then created a bayesian backcast method. Then, using the proxy data, they demonstrate it fails to reproduce the sharp 20th century uptick.

Now, there’s a new look to the familiar “hockey stick”.

Before:

Multiproxy reconstruction of Northern Hemisphere surface temperature variations over the past millennium (blue), along with 50-year average (black), a measure of the statistical uncertainty associated with the reconstruction (gray), and instrumental surface temperature data for the last 150 years (red), based on the work by Mann et al. (1999). This figure has sometimes been referred to as the hockey stick. Source: IPCC (2001).

After:

FIG 16. Backcast from Bayesian Model of Section 5. CRU Northern Hemisphere annual mean land temperature is given by the thin black line and a smoothed version is given by the thick black line. The forecast is given by the thin red line and a smoothed version is given by the thick red line. The model is fit on 1850-1998 AD and backcasts 998-1849 AD. The cyan region indicates uncertainty due to t, the green region indicates uncertainty due to β, and the gray region indicates total uncertainty.

Not only are the results stunning, but the paper is highly readable, written in a sensible style that most laymen can absorb, even if they don’t understand some of the finer points of bayesian and loess filters, or principal components. Not only that, this paper is a confirmation of McIntyre and McKitrick’s work, with a strong nod to Wegman. I highly recommend reading this and distributing this story widely.

Here’s the submitted paper:

A Statistical Analysis of Multiple Temperature Proxies: Are Reconstructions of Surface Temperatures Over the Last 1000 Years Reliable?

(PDF, 2.5 MB. Backup download available here: McShane and Wyner 2010 )

It states in its abstract:

We find that the proxies do not predict temperature significantly better than random series generated independently of temperature. Furthermore, various model specifications that perform similarly at predicting temperature produce extremely different historical backcasts. Finally, the proxies seem unable to forecast the high levels of and sharp run-up in temperature in the 1990s either in-sample or from contiguous holdout blocks, thus casting doubt on their ability to predict such phenomena if in fact they occurred several hundred years ago.

Here are some excerpts from the paper (emphasis in paragraphs mine):

This one shows that M&M hit the mark, because it is independent validation:

In other words, our model performs better when using highly autocorrelated

noise rather than proxies to ”predict” temperature. The real proxies are less predictive than our ”fake” data. While the Lasso generated reconstructions using the proxies are highly statistically significant compared to simple null models, they do not achieve statistical significance against sophisticated null models.

We are not the first to observe this effect. It was shown, in McIntyre

and McKitrick (2005a,c), that random sequences with complex local dependence

structures can predict temperatures. Their approach has been

roundly dismissed in the climate science literature:

To generate ”random” noise series, MM05c apply the full autoregressive structure of the real world proxy series. In this way, they in fact train their stochastic engine with significant (if not dominant) low frequency climate signal rather than purely non-climatic noise and its persistence. [Emphasis in original]

Ammann and Wahl (2007)

On the power of the proxy data to actually detect climate change:

This is disturbing: if a model cannot predict the occurrence of a sharp run-up in an out-of-sample block which is contiguous with the insample training set, then it seems highly unlikely that it has power to detect such levels or run-ups in the more distant past. It is even more discouraging when one recalls Figure 15: the model cannot capture the sharp run-up even in-sample. In sum, these results suggest that the ninety-three sequences that comprise the 1,000 year old proxy record simply lack power to detect a sharp increase in temperature. See Footnote 12

Footnote 12:

On the other hand, perhaps our model is unable to detect the high level of and sharp run-up in recent temperatures because anthropogenic factors have, for example, caused a regime change in the relation between temperatures and proxies. While this is certainly a consistent line of reasoning, it is also fraught with peril for, once one admits the possibility of regime changes in the instrumental period, it raises the question of whether such changes exist elsewhere over the past 1,000 years. Furthermore, it implies that up to half of the already short instrumental record is corrupted by anthropogenic factors, thus undermining paleoclimatology as a statistical enterprise.

FIG 15. In-sample Backcast from Bayesian Model of Section 5. CRU Northern Hemisphere annual mean land temperature is given by the thin black line and a smoothed version is given by the thick black line. The forecast is given by the thin red line and a smoothed version is given by the thick red line. The model is fit on 1850-1998 AD.

We plot the in-sample portion of this backcast (1850-1998 AD) in Figure 15. Not surprisingly, the model tracks CRU reasonably well because it is in-sample. However, despite the fact that the backcast is both in-sample and initialized with the high true temperatures from 1999 AD and 2000 AD, it still cannot capture either the high level of or the sharp run-up in temperatures of the 1990s. It is substantially biased low. That the model cannot capture run-up even in-sample does not portend well for its ability

to capture similar levels and run-ups if they exist out-of-sample.

Conclusion.

Research on multi-proxy temperature reconstructions of the earth’s temperature is now entering its second decade. While the literature is large, there has been very little collaboration with universitylevel, professional statisticians (Wegman et al., 2006; Wegman, 2006). Our paper is an effort to apply some modern statistical methods to these problems. While our results agree with the climate scientists findings in some

respects, our methods of estimating model uncertainty and accuracy are in sharp disagreement.

On the one hand, we conclude unequivocally that the evidence for a ”long-handled” hockey stick (where the shaft of the hockey stick extends to the year 1000 AD) is lacking in the data. The fundamental problem is that there is a limited amount of proxy data which dates back to 1000 AD; what is available is weakly predictive of global annual temperature. Our backcasting methods, which track quite closely the methods applied most recently in Mann (2008) to the same data, are unable to catch the sharp run up in temperatures recorded in the 1990s, even in-sample.

As can be seen in Figure 15, our estimate of the run up in temperature in the 1990s has

a much smaller slope than the actual temperature series. Furthermore, the lower frame of Figure 18 clearly reveals that the proxy model is not at all able to track the high gradient segment. Consequently, the long flat handle of the hockey stick is best understood to be a feature of regression and less a reflection of our knowledge of the truth. Nevertheless, the temperatures of the last few decades have been relatively warm compared to many of the thousand year temperature curves sampled from the posterior distribution of our model.

Our main contribution is our efforts to seriously grapple with the uncertainty involved in paleoclimatological reconstructions. Regression of high dimensional time series is always a complex problem with many traps. In our case, the particular challenges include (i) a short sequence of training data, (ii) more predictors than observations, (iii) a very weak signal, and (iv) response and predictor variables which are both strongly autocorrelated.

The final point is particularly troublesome: since the data is not easily modeled by a simple autoregressive process it follows that the number of truly independent observations (i.e., the effective sample size) may be just too small for accurate reconstruction.

Climate scientists have greatly underestimated the uncertainty of proxy based reconstructions and hence have been overconfident in their models. We have shown that time dependence in the temperature series is sufficiently strong to permit complex sequences of random numbers to forecast out-of-sample reasonably well fairly frequently (see, for example, Figure 9). Furthermore, even proxy based models with approximately the same amount of reconstructive skill (Figures 11,12, and 13), produce strikingly dissimilar historical backcasts: some of these look like hockey sticks but most do not (Figure 14).

Natural climate variability is not well understood and is probably quite large. It is not clear that the proxies currently used to predict temperature are even predictive of it at the scale of several decades let alone over many centuries. Nonetheless, paleoclimatoligical reconstructions constitute only one source of evidence in the AGW debate. Our work stands entirely on the shoulders of those environmental scientists who labored untold years to assemble the vast network of natural proxies. Although we assume the reliability of their data for our purposes here, there still remains a considerable number of outstanding questions that can only be answered with a free and open inquiry and a great deal of replication.

===============================================================

Commenters on WUWT report that Tamino and Romm are deleting comments even mentioning this paper on their blog comment forum. Their refusal to even acknowledge it tells you it has squarely hit the target, and the fat lady has sung – loudly.

(h/t to WUWT reader “thechuckr”)

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August 17, 2010 3:43 am

@Henry Pool:
“How else could they measure CO2 coming back from the moon, showing its exact spectral fingerprint data?”
CO2 coming back from the moon?

August 17, 2010 3:59 am

Duckster is determinedly dense – enough wrtitten historical records and on-site remaining physical evidence supports the MWP as fact without the need for proxies.
He reminds me of an elderly chap who was a devout Anglican but would not recite the Nicene Creed as that was, in his mind, admitting to being a Catholic.

RockyRoad
August 17, 2010 4:12 am

duckster says:
August 17, 2010 at 1:47 am
@two moon says:
August 16, 2010 at 7:03 am
duckster: M&W are not scientists and their point is not scientific. They are statisticians and their point is statistical. They do not claim to present a new, “valid” reconstruction. Their point is that proxies will not support any reconstruction. In other words, the Hockey Stick is not so much broken as it is a castle in the air.
See this is exactly what I am saying. If you accept MW (2010), then it also undermines every argument made here which has also relied on proxies. Either the arguments presented here – use of proxies is fundamentally flawed – are true, and you throw out many of your previous arguments, or they are not, and you get to keep your incredible moving MWP at 1200 – 1400 attested to by various proxies.
Say ‘yes’ to this paper and WUWT’s MWP reconstruction is broken too! Back to the drawing board guys.
And this isn’t a straw man argument – it’s about logical consistency. Simple really.
———-Reply:
Sorry, duckster. You’ve tried to deflect the content of this paper every which way but how it was presented, which is this: It reveals and refutes Mann’s bogus interpretation of the data. Now, is there work to be done in other areas? Without a doubt. But back to the main question: is Mann’s work (which again is the SALIENT subject here) of any value? The mathematically rigorous answer would be NO.
That’s it! That’s the bottom line. The foundation of AGW is broken and with it all the bogus hysteria the CAGW camp has been howling for the past two decades. It means the science wasn’t settled; it means their scare tactics where they said “everybody is going to die” were lies. Their imaginary “tipping points” are just that–imaginary.
Besides, the MWP doesn’t have to even exist for the total annhilation of CAGW–the fact that there have been multiple glacial and interglacial epochs that have cycled repeatedly without any influence of man (with temperature extremes far beyond what we’re currently experiencing) means there are much larger factors at play in Earth’s climate than anything that existed in just the past 1000 years.
So let the theory of CAGW die; the basic premise upon which it was built has been destroyed.

RockyRoad
August 17, 2010 4:22 am

Dave Springer says:
August 16, 2010 at 10:47 pm
(…)
Of course a big volcano blowing its top could muck up my prediction big time!
—–Reply:
Count on Katla in the next year or two.

Rod.
August 17, 2010 4:43 am

forgive me for my ignorance, but what are those “proxies” based on? u.u

barry
August 17, 2010 5:05 am

The proxies that are most contentious are tree-ring proxies in the NH. But millennial paleoclimatic reconstructions use an array of proxies – sediment, coral, bore holes etc.

barry
August 17, 2010 5:16 am

And there is an apparent ~60 year oscillation that provided
cooling from ~1880 to ~1910,
then warming from ~1910 to ~1940,
then cooling from ~1940 to ~1970,
then warming from about ~1970 to ~2000,
then cooling since.

This is straying off-topic, but since the post is allowed…
There has been no cooling since 2000 according to any of the surface or satellite temperature records. There might have been a slow-down of warming since 2000 (depending on which data set you use – GISS, RSS and UAH show warming. HadCRU shows negligible warming or flat trend), but no cooling as yet.
Of course, 10 years is too short a period to say anything with respect to climate, but one can play the hand one is dealt.
It would appear from the paper cited that there has been a long cooling trend from 1000 – 1900, followed by a sharp uptick during the 20th century. As you posit 900-year cycles as comprising two phases of 450 years, warming and cooling, the paper du jour doesn’t seem to support your contention.

August 17, 2010 5:36 am

Well yeah, the science team always looks at things, and finds answers. It looks like the basic error on this one is that by calibrating against the hemispheric average, rather than smaller grid cells, they loose information and kill the signal to noise. Averaging out the local signal means that noise looks better than signal and in their words, noise provides a better fit than the proxys. There are, however, some other useful ideas in the paper.

Hoodlum
August 17, 2010 5:56 am

Duckster: See this is exactly what I am saying. If you accept MW (2010), then it also undermines every argument made here which has also relied on proxies. Either the arguments presented here – use of proxies is fundamentally flawed – are true, and you throw out many of your previous arguments, or they are not, and you get to keep your incredible moving MWP at 1200 – 1400 attested to by various proxies.
In fairness, this is actually a valid point. The conclusion of that paper does indeed cast doubt over not just Mann’s proxy reconstruction, but all of them.
However, that’s not to say that other proxy reconstructions all used the same methods as Mann – the authors of the paper were arguing a general point. It could well be the case, that under more rigorous statistical examination, the methods used in other proxy reconstructions might prove to be a lot more robust than Mann’s.
All of that however doesn’t escape from the fact that Mann’s reconstruction is fatally flawed. Even if, as Duckster says, other proxies that have been used on here to make arguments against AGW also turn out to be flawed, it doesn’t alter the fact that in this case one of the cornerstone’s of the argument for AGW has been completely undermined.

duckster
August 17, 2010 6:41 am

The foundation of AGW is broken and with it all the bogus hysteria the CAGW camp has been howling for the past two decades.
This is, as I said before, about five years premature – based on this paper alone. No-one has had a chance to respond to this paper yet at all, and from what I hear, the publishing journal is withholding publication until it can elicit a range of critical responses.
Anyone prematurely claiming the death of CAGW based on this paper alone is engaging in ‘Gotcha’ science, which might make nice soundbites, but it’s not science. The death of the hockey stick, were it to happen, would not mean the end of CAGW, which would not mean the end of climate change theories.

Bruce Foutch
August 17, 2010 6:42 am

Another real statistician weighs in:
http://wmbriggs.com/blog/?p=2773

August 17, 2010 7:03 am

People are still looking at the graph and saying “Look, it says this…”
The graph represents nothing. All it demonstrates is the Hockey Stick is broken. Nothing is created to replace it – welcome to the ‘void’ of Hidden Global Warming hypothesis.

Dave Springer
August 17, 2010 7:04 am

Stephen Wilde says:
August 17, 2010 at 3:33 am
Dave Springer asked:
“Your explanation of SST oscillations just pushes the question back to a different point. What drives cyclic changes in trade winds which in turn drive cyclic changes in localized SSTs?”
Try latitudinal shifts in the air circulation systems driven by the oceans below and the sun above in a complex interplay

Let me get this straight. Pamela says the trade winds drive the cyclical ocean SST patterns and then when I ask what drives the trade winds you say the ocean.
Circular reasoning much?
Granted the sun provides the energy that keeps the ocean in motion but its cyclicity doesn’t match the beat of the heat.

John Whitman
August 17, 2010 7:21 am

Bruce Foutch says:
August 17, 2010 at 6:42 am
Another real statistician weighs in:
http://wmbriggs.com/blog/?p=2773

Bruce Foutch,
That was great. Thanks.
John

August 17, 2010 7:29 am

henry@katabasis
Can you believe it that they can identify CO2 by measuring its radiation fingerprint bouncing back from the moon? You must actually read my previous posts, like I said to DaveSpringer.
http://wattsupwiththat.com/2010/08/17/breaking-new-paper-makes-a-hockey-sticky-wicket-of-mann-et-al-99/#comment-459228
He has become quiet now on the issue and the fact remains that he could indeed not prove to me that the warming property of CO2 is greater than its cooling properties. (in the correct SI dimensions). So we don’t know really, for sure, even whether or not CO2 really a greenhouse gas.

RR Kampen
August 17, 2010 7:36 am


[REPLY – Well, turnabout is fair play, wot? ~ Evan]

(This was a reply on my post on August 16, 2010 at 1:07 am)
Fair if there were symmetry in the game. But there isn’t in this case. Comparable to mathematicians who poke fun at those ignorants believing the ratio of circumference and diameter of a circle to be a rational number; there is no fun vice versa, just Inquisition or this: http://en.wikipedia.org/wiki/Indiana_Pi_Bill .

Dave Springer
August 17, 2010 7:45 am

Wilde
At any rate where the energy came from to drive a 100-year record El Nino has nothing to do with where that energy ended up. It pretty clearly ended up as latent heat of fusion turning a million square kilometers of arctic ice at 32F into a million square kilometers of arctic water at 32F. It also doesn’t alter the fact that no thermometer of any kind will register a change in latent heat. That’s precisely why it’s called latent heat. The only means of observing that energy is to note the phase change from ice to water and try to estimate the kilograms of ice involved. From there you can determine the kiloJoules in latent heat it took to melt it. If you can somehow estimate the kiloJoules of energy it took to raise the temperature of the water in the 1998 El Nino and how many kilograms of water were involved we could compare it to the latent heat in the ice and figure out exactly how much of the El Nino energy was sequestered and didn’t register as a temperature change anywhere.
In science we don’t have proofs. Science is about best explanations that fit the observations. Moreover the principle of Occam’s Razor demands that among equally good explanations we presume the correct one is the simplest. I think my explanation of the recent loss of 1 million square kilometers of Artic Ice is that it was a consequence of the 1998 El Nino. It’s simple, elegant, and fits all the facts. A pulse of warm water in the tropical pacific with an energy content setting a 100-year record made its way to the arctic ocean and melted a bunch of ice and none of it showed up on a thermometer anywhere because it became latent of heat of fusion and until that mass of water changes back into ice the latent heat will remain right where it is invisible to thermometers.
My hypothesis should make predictions of course. I’m predicting that a step change in artic ice extent of about a million square km less has occured and it won’t return quickly unless something like a 100-year record El Nino comes along to provide the energy sink required to absorb the latent heat of fusion and turn water into ice again. I also predict that you won’t see this happening in the temperture record except as rapid drop in global average temperature followed by an equally rapid rise. At the end of that downward spike all the evidence of it will be an upward step change in the ice extent. Absent some record ocean cooling event the return of the lost ice will be slow at best.

Jaye Bass
August 17, 2010 7:46 am

duckster says:
August 17, 2010 at 6:41 am
The foundation of AGW is broken and with it all the bogus hysteria the CAGW camp has been howling for the past two decades.

With due respect, you don’t understand some of the basic concepts of the scientific method or independent replication of results or the consequences of a counter example to a theory or the nonexistent requirement that after an experiment shows that a theory or some aspect of a theory is nullified the experimenter must show an alternative theory. Given all that you comments don’t appear to have much substance.

Jaye Bass
August 17, 2010 7:48 am

Once again, using the MW paper to show something specific about temperature trends is missing the point. Only a valid technique combined with a proper set of proxies…no upside down sediments please…will do the job. MW is not answering that question.

rbateman
August 17, 2010 7:50 am

What the graphs shows me is that C02 increase is too slow and arduous to be responsible for previous sharp movements of the the temperature record. Other, unidentified forces are at play, and if they cannot be isolated, neither can they be predicted.
The Climate will move at will where it desires to go.

Dave Springer
August 17, 2010 7:54 am

Henry Pool says:
August 17, 2010 at 12:13 am
Henry@DaveSpringer
Again: The idea that CO2 is transparent in the sun’s radiation range of 0-5 um is not correct, in any context! How else could they measure CO2 coming back from the moon, showing its exact spectral fingerprint data?

The usual way of observing a backlit cold dense gas – by a characteristic absorption band. Astronomy 101.

stephen richards
August 17, 2010 8:02 am

Duckster
You are still missing the point. The MWP was founded on the pre-existing statistical models. That is those which existed before Mann et al. When the Hokey-pokey stick appeared it claimed to have destroyed the old stats and replaced them with the proof that the planet has warmed more in the last 30 years than at any time in the last 1000.
This paper effectively shows that the Mann stats and many others do not have the ‘skill’ to displace the MWP. The MWP was built not only on stats but on physical and written evidence, albeit some what anecdotal.
You are correct when you say that this paper debunks all paleo recons but you are FUNDAMENTALLY WRONG in thinking that it leaves in place the AGW theory.
You are wrong and blinded by you own beliefs. The AGW theory was based on Arrhenius’ CO² proposition which has never been proven scientifically to raise atmospheric temperature with any acceptable science based / engineering method. While we all accept that there has been an apparent warming over the past 30 yrs and a definitive warming since the little ice age, the amount of that warming cannot be defined accurately, according to this paper. We have neither the data nor the stats with which we can definitively say it has warmed by xxx °C.
The hockey stick is defunct and Hansen and Mann’s stats are defunct. C’est ça!

Henry chance
August 17, 2010 8:07 am

All belief is a cover up for insecurity. Romm, Tamino and Mann are just like Deprak Chopra

stephen richards
August 17, 2010 8:07 am

Jaye
that after an experiment shows that a theory or some aspect of a theory is nullified the experimenter must show an alternative theory
Suggest you read Feynman. This is not STRICTLY true. It is not necessary to show an alternate theory merely to show where the current theory breaks down.

August 17, 2010 8:17 am

Henry DaveSpringer
The paper that confirmed to me that CO2 is (also) cooling the atmosphere by re-radiating sunshine is this one:
http://www.iop.org/EJ/article/0004-637X/644/1/551/64090.web.pdf?request-id=76e1a830-4451-4c80-aa58-4728c1d646ec
they measured this radiation as it bounced back to earth from the moon. So the direction of the radiation was:sun-earth-moon-earth. Follow the green line in fig. 6, bottom. Note that it already starts at 1.2 um, then one peak at 1.4 um, then various peaks at 1.6 um and 3 big peaks at 2 um.
This paper here shows that there is absorption of CO2 at between 0.21 and 0.19 um (close to 202 nm):
http://www.nat.vu.nl/en/sec/atom/Publications/pdf/DUV-CO2.pdf
There are other papers that I can look for again that will show that there are also absorptions of CO2 at between 0.18 and 0.135 um and between 0.125 and 0.12 um.
We already know from the normal IR spectra that CO2 has big absorption between 4 and 5 um.
So, to sum it up, we know that CO2 has absorption in the 14-15 um range causing some warming (by re-radiating earthshine) but as shown and proved above it also has a number of absorptions in the 0-5 um range causing cooling (by re-radiating sunshine). This cooling happens at all levels where the sunshine hits on the carbon dioxide same as the earthshine. The way from the bottom to the top is the same as from top to the bottom. So, my question is: how much cooling and how much warming is caused by the CO2? How was the experiment done to determine this and where are the test results? (I am afraid that simple heat retention testing might not work here, we have to use real sunshine and real earthshine to determine the effect in W/m3 [0.03%- 0.06%]CO2/m2/24hours). I am also doubtful of just doing analysis (determining surface areas) of the spectral data, as some of the UV absorptions of CO2 have only been discovered recently. Also, I think the actual heat caused by the sun’s IR at 4-5 maybe underestimated, e.g. the amount of radiation of the sun between 4 and 5 maybe small but how many Watts does it cause? Here in Africa you can not stand in the sun for longer that 10 minutes, just because of the heat of the sun on your skin.
So your Astronomy 101 must be wrong?

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