First, a bit of a primer. Wikipedia describes a random walk is a mathematical formalisation of a trajectory that consists of taking successive random steps. For example, the path traced by a molecule as it travels in a liquid or a gas, the search path of a foraging animal, the price of a fluctuating stock and the financial status of a gambler can all be modeled as random walks. The term random walk was first introduced by Karl Pearson in 1905.
From the Financial Post: A 2011 study in the Journal of Forecasting took the same data set and compared model predictions against a “random walk” alternative, consisting simply of using the last period’s value in each location as the forecast for the next period’s value in that location.
The test measures the sum of errors relative to the random walk. A perfect model gets a score of zero, meaning it made no errors. A model that does no better than a random walk gets a score of 1. A model receiving a score above 1 did worse than uninformed guesses. Simple statistical forecast models that have no climatology or physics in them typically got scores between 0.8 and 1, indicating slight improvements on the random walk, though in some cases their scores went as high as 1.8.
The climate models, by contrast, got scores ranging from 2.4 to 3.7, indicating a total failure to provide valid forecast information at the regional level, even on long time scales. The authors commented: “This implies that the current [climate] models are ill-suited to localized decadal predictions, even though they are used as inputs for policymaking.”……
More here: http://opinion.financialpost.com/2012/06/13/junk-science-week-climate-models-fail-reality-test/
h/t to WUWT reader Crispin in Waterloo
Previously, WUWT covered this issue of random walks here:
Is Global Temperature a Random Walk?
UPDATE: The paper (thanks to reader MT) Fildes, R. and N. Kourentzes, 2011: Validation and forecasting accuracy in models of climate change. International Journal of Forecasting. doi 10.1016/j.ijforecast.2011.03.008
and is available as a PDF here
Bill Tuttle says:
June 15, 2012 at 11:33 am
‘The paper *does* say that plotting random numbers — “using the last period’s value in each location as the forecast for the next period’s value in that location” — resulted in a more accurate forecast than those produced by the models.’
Such a process is called a martingale.
PS to all: Stop bothering with Skippy. He is just a typical thoughtless drone, his comments provide no value added and do not merit the attention.
Bart says:
June 17, 2012 at 2:14 pm
Bill Tuttle, June 15, 2012 at 11:33 am: ‘The paper *does* say that plotting random numbers — “using the last period’s value in each location as the forecast for the next period’s value in that location” — resulted in a more accurate forecast than those produced by the models.’
Such a process is called a martingale.
Phil’s going to have a fit — “an unbiased random walk is an example of a martingale”…
I would love to comment further on the . . . . “contributions” . . . made so far on this thread. But I want to hear everyone who has commented so far to tell me why they think *Anthony Watts* has remained silent to this point.
It’s just a simple question! Please–enlighten me!
skip says:
June 17, 2012 at 10:35 pm
I would love to comment further on the . . . . “contributions” . . . made so far on this thread. But I want to hear everyone who has commented so far to tell me why they think *Anthony Watts* has remained silent to this point.
Doing that would require me to make an unsupported assumption.
skip says: June 17, 2012 at 3:38 am
That, skip, is both an unsupported assertion and a bare-faced lie. Asserting that something is a “fact” does not make it so. Comments get snipped here for violation of site policy. Period. Any assertion to the contrary is simply mendacity. If you were snipped on a previous thread, it was not simply for asking a question.
Another unsupported assertion. You *know* Anthony will only reference articles that support his “position”, hmmmm? And you *know* this how? It obviously is not because you’ve carefully analyzed the content of all the articles and books that have been referenced here because you would have quickly seen that Anthony often links to articles that do not support his “position”. His “position” is to provide the references and let others make their own informed choice. He does not need to read every article he links to, and when he was given the name of the article, he linked to it. In my last comment I said : “Let’s put this in perspective: Anthony posted an article published in the popular press by Dr. Ross McKitrick, who is not exactly a fool, by the way, and then posted a link to the article that McKitrick was discussing but failed to link to in his own article. You replied:
Sorry, but that is exactly what happened. You accuse McKitrick of “quote mining”, but in fact, the conclusions of the study were actually as he reported. The fact that the authors also made their ritual obeisance to the current orthodoxy does not change that, nor does it do much to obscure the fact that these so-called science-based models don’t work. If they are based on accepted science, then why don’t they work? Critical thinking does not seem to be your strong suit “skip”.
Well, if I were a professor of criminal justice I would probably be very ill-qualified to comment on this blog, but as it happens, I’m not. You’d know that if you bothered to check. I teach sociology and anthropology and I am very interested in the interaction of social systems and environment. I teach that stuff. I also teach deviance and criminology and have an ongoing interest in the way elites deviantize and criminalize behavior to further their own agendas and dominance. So, yes, I think I am qualified to comment on this blog. Opinions of experts? There is a term you need to learn: “cultural cognition”.
Oh, and I never said that I didn’t know what your qualifications were, I simply said, “whatever they may be”. As it happens, Timmy, I know exactly what your qualifications are. You’re not as bright as you think you are.
Note to Skippy: Never, ever, ever poke a salt-water crocodile on the nose and never, ever, ever say “And as for you, Professor Phelan”…
The results in either instance will not be to your liking.
[Note: Here are a few more of skip’s personal attacks and insults on Anthony Watts and the readership of WUWT]:
“Anthony Watts’s rank blunder is …an embarrassment to Mr. Watts and everyone who reads this blog. …so intellectually lazy…another humiliating example of why the mainstream scientific community rejects Anthony Watts and his ilk… The blunt and ugly truth is that they think Anthony Watts is the scientific equivalent of a court jester, and his acolytes, such as yourselves, are easy marks for his nonsense… And your collective unwillingness to acknowledge Mr Watts’s – and your own — blunders is yet further confirmation of it.”
[The rest were snipped, with a fair warning to ‘skip’: any more of the same will get your entire post deleted. Stick to the science and you will have no problem, your comments will be posted no matter what your scientific point of view. And note also that Anthony had nothing to do with this particular comment moderation. ~db stealey, mod.]
Robert E. Phelan,
The Fquit CAGW Alarmist Theorem:
There is a CAGW alarmist such that if he is wrong then all of them are wrong.
Application:
If we find him we can all go home . As luck would have it, I reckon skippy the prancing chancer here is the one we’re looking for.
Incidentally, “[Directed at ‘skip‘:] You’re not as bright as you think you are.” [REP]
Yes, it certainly looks that way. I understand there are various IQ scales, but taking one with a mean of 100 and a standard deviation of, say, 15, what do you reckon he is capable of scoring? A rough upper bound will do. Do you think it might be positive?
[snip. ~dbs, mod.]
skip says:
June 17, 2012 at 10:35 pm
I would love to comment further on the . . . . “contributions” . . . made so far on this thread. But I want to hear everyone who has commented so far to tell me why they think *Anthony Watts* has remained silent to this point.
It’s just a simple question! Please–enlighten me!
=========================================
I defer to Mark Twain on this, to a quote attributed to him
“Never argue with a fool, onlookers may not be able to tell the difference.”
Since this thread has devolved into “all about Skip”, and Skip has started to make routine policy violations with many of his comments, making this a waste of everyone’s time, I’m closing comments. Thanks to the moderation staff.
“Skip” is welcome to be as upset as he wishes.