Detecting regime shifts in climate data – the modern warming regime ended in 1997

The Analysis of the Global Change using Hurst Re Scaling

S.I.Outcalt : Emeritus Professor of Physical Geography, University of Michigan

Abstract: Three data sets used to document the case for anthropogenic global warming were analyzed using Hurst Rescaling. The analysis indicated that a more likely interpretation of the data is that the observed linear trend in global temperatures is an artifact of regime shifts. The dramatic “hockey stick” trace, which began in 1976 accompanied by a major transition in the Pacific Decadal Oscillation, ends at the onset of the 21st Century and might be better termed the modern warming regime. This regime was replaced by a pronounced cooling regime. These observations attenuate the demonic interpenetration of the linear trend in the historic global temperature data.

Introduction: Hurst Re Scaling or Integral Inflection Analysis is a simple operation which is used to detect regime transitions in serial data. Although it is seldom employed the technique of has been demonstrated to be extremely effective in the detection of regime shifts in serial data [Outcalt et.al.(1997), Runnalls and Oke (2006)]. The method is named in honor of H.E.Hurst, who used the extremes of the integral of deviations from the record mean of serial data to analyze persistence in time series. The method is based on the assumption that most natural data is composed of regimes ranging in scale for geologic epochs to turbulence. In this world view nature has a strongly fractal structure with serial regimes covering the entire range of space and time.

Implementation: Dplot software uses a variety of rapid operators to analyze serial data. A small group of operators are used in Hurst Re Scaling Analysis. These operators are the calculation of the integral trace or the cumulative deviations from the record mean, mean value subtraction, linear trend removal and normalization. The analysis begins with the subtraction of the record mean followed by integration. Inflections in the integral trace signal regime transitions. If several variables are used in the analysis they may be normalized and plotted on the same graph. Another informative integral trace can be produced by removing the linear trend before integration. This operation phase shifts the initial inflections but signals subsets of record that might be parsed and analyzed using simple integration after mean subtraction. Even in the case where the data is in deviations from the record mean initial mean subtraction ensures integral closure. Trend removal on integral traces before normalization insures that the normalized integral traces cover the entire range of zero to unity.

The Test Signal: Three sets GHCN, HadCRUT3 and NASA were used as test signals. These data signals are remarkably similar and are displayed as figure 1.

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Figure 1. The three record used as a test signals.

Integration: Integral traces were calculated from the test signals. Two integrations were performed. The first integration was done after a second mean subtraction to assure integral closure and the second followed trend removal and mean subtraction. These traces are displayed as Figure 2.

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Figure 2. The initial integration (open symbols) displayed strong inflections near the the major global climate transitions in 1936 and 1976, which were accompanied by major ocean circulation transitions. The integrals of departures from the linear trend (filled symbols) indicate a major transition in the last decade of the 20th Century.

Figure 2 suggests that the period from 1976 until the end of the record should be parsed for detailed analysis. The traces of the 1976-2008 segment of the record were integrated and normalized after mean subtraction. The traces resulting from these operations is displayed as Figure 3.clip_image006

Figure 3. These traces indicate that the modern warming regime ended in 1997.

Figure 3 indicates that a major transition occurred at the onset of the 21st Century. The global thermal response to this transition is somewhat muted. An inspection of the data displayed as Figure 1 shows only slight downturns near the end of the record in 2008. However, ground temperature data collected by Janke(2011) and analyzed by the author indicates a major shift from a warming to cooling regime in the early years of the 21st Century. This ground temperature data is based on the mean annual temperatures calculated from probes at 1 m intervals in three 6 m boreholes along Trail Ridge Road in Rocky Mountain Park, Colorado. The annual mean temperatures were calculated from hourly observations and are therefore extremely robust. The data were collected in mountain tundra terrain above treeline along an east / west ridge. The data from these boreholes is displayed as Figure 4.

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Figure 4. Mean annual temperature profiles from Trail Ridge. The temperature inflection in BH2 profile is an artifact of the 1976 onset of modern warming. The Terzaghi equation makes it possible to estimate the overlying inflection dates. The upper inflections in all three boreholes indicate a dramatic transition from a warming to cooling regime in the early years of the 21st Century.

Figure 4 indicates a dramatic shift in the climate at Trail Ridge. Linear extrapolation if BH2 profile below 4 m to the surface yields an extreme minimal estimate of a 2C surface temperature drop. As disturbance profiles are parabolic [Terzaghi (1970)] the actual drop in surface temperature over the first decade of the 21st Century is probably more than double the conservative estimate in the realm of 4-6 C.

Conclusion: This short analysis indicates that an alternate model of climate change based on serial regime transitions rather than anthropogenic global warming is consistent with the results of the Hurst Re Scaling analysis.

References:

Janke,J.R.(2011) personal communication.

Outcalt,S.I., Hinkel, K.M.,Meyer,E . and Brazel,A.J.(1997) The application of Hurst rescaling to serial geophysical data. Geographical Analysis 29, 72-87.

Runnalls,K.E. and Oke,T.R.(2006) A technique to detect micro-climatic inhomogeneities in historical records of screen-level air temperature. Journal of Climate 19: 959-978.

Terzaghi,K (1970) Permafrost, J. Boston. Soc. Civil Eng. 39(1): 319-368

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July 3, 2012 10:15 pm

Very cool paper and thanks for posting this Anthony. This is above Tamino’s head. Hurst makes perfect sense and these methods are well defended. This is better/more accurate than just fitting a linear trend.

Nick in Vancouver
July 3, 2012 10:16 pm

“the technique of has been”
“normalization insures that” – ensures?
“inflections near the the”
“traces resulting from these operations is” – are?
“Linear extrapolation if’ – of?

July 3, 2012 10:17 pm

Great paper. Thanks for re-posting this Anthony. Hurst makes perfect sense and it is well defended in the paper. I think Tamino is over his head with a paper like this.
REPLY: Oh, he’ll try to shoot it down anyway. – Anthony

Venter
July 3, 2012 11:10 pm

Sins of omission as usual, by Mosher, while preaching his favourite Gospel. Let me correct it
” we knew long ago, long before the index ever went up that GHGs will warm the planet.
And if the temperature index goes down, we will still know that GHGs will warm the planet, PROVIDED ALL OTHER THINGS REMAIN UNCHANGED, WHICH IS HIGHLY IMPOSSIBLE IN A CHAOTIC SYSTEM ”
The capital letters are mine.

July 3, 2012 11:18 pm

“Detecting regime shifts in climate data – the modern warming regime ended in 1997”
Impossible! We were told there was runaway global warming by the United Nations, for Chrissake! AND James Hansen! AND Michael Mann! We’re STILL being told that by the UN, AND Jim, AND Mike. And when have the UN and these other guys EVER told us a lie? Impossible!
And besides, I only predicted imminent global cooling in an article written in 2002! So how could it have started five years earlier? Show me the time machine? Impossible!
/sarc off

P. Solar
July 3, 2012 11:36 pm

Prof. Outcalt
This may be an interesting way of bringing out what is obvious to an objective inspection of temperature and sea level data and was stated by Phil Jones: “there has been no statistically significant warming since 1995.” However, I think you need to explain the processing a bit better and comment on why the shoot upwards in the period when the warming stops.
Also , is this a cumulative intergral (CDF) or a sliding window. It’s a bit unclear what you are actually plotting here, though I think once it is clear it would make the point nicely.

P. Solar
July 3, 2012 11:48 pm

It would be interesting to see the same analysis on mean sea level. All this data has been tweek and massaged but they can’t rig it enough to hide the obvious change since 1995.

July 3, 2012 11:55 pm

We should welcome this kind of analysis, which is sorely lacking in mainstream climate science, because it allows us to identify short to medium term climate drivers and assess their size/impact. In this case I think snow cover is behind the borehole cooling, but would like to see data from boreholes outside snow cover areas.
Even NASA/GiSS admit that the CO2 forcing is not much more than 25% of the total change in forcings since 1850, and given the large uncertainties could well be less.
http://www.giss.nasa.gov/research/briefs/hansen_05/

Nigel Harris
July 4, 2012 12:22 am

Why does this analysis end in 2008? Colour me skeptical, but with data available to 2011, my instinctive first question is – would the results of this analysis change if it were extended to use all currently available data? And why on earth was that data not used?
Also: no links provided to data used, no detailed description of the method used, no assessment of statistical significance, no description of the interpretation of these charts.

July 4, 2012 12:23 am

Currently I am completing an article which will precisely define causes of the climate shifts in the Northern Hemisphere, I used name Geo-Solar cycle
http://www.vukcevic.talktalk.net/GSC1.htm
Southern Hemisphere’s response is affected by the Circumpolar current’s temperature wave, which interpolate within GS cycle, in addition to the inertia of larger oceanic mass damping the natural oscillations. Any serious analysis should consider giving a degree of disengagement between the hemispheres

Steve C
July 4, 2012 1:30 am

Very interesting. That’s a splendid inflection in Fig 3 – very hard to deny that something happened. I’m also intrigued by the much deeper and more sharply-defined 1930 dip in the HadCRUT data compared with the other two in Fig 2. Must be the different techniques used in British and US data massage parlours – ours will give you inflections that’ll be the envy of all your friends!

P. Solar
July 4, 2012 1:57 am

vukcevic, that’s very interesting. Do you show anywhere what this “geo-solar” cycle is composed of ? There certainly seems to be a strong relation.
I would caution on the use of moving averages (which I assume is what your 3yma means) running means pull peaks to one side or the other dependant on surrounding data (see your NH 1902). In worst case situations they can invert a peak (see your AMO 1958). None of this is helpful when you are looking for correlation.
They also let a lot of spikiness through that one is usually hoping to remove.
In this case I would suggest at least using a 1-2-1 binomial weighting for your three year filter.
It also looks like you are not removing enough “trend”. Since the fitted slope is a result arbitrarily dependent on where the circa 65y cycle falls in the window of data available, you would probably be no less justified in removing the slope to best fit the cyclic component, or centring the detrending on 1940. Even if the non-cyclic component can crudely be taken as linear, it would be pure chance if detrending the essentially arbitrary period of the data, found the correct trend.
I think this kind of cycle nature is actually what is shown by the analysis in this article rather than the “regime shift” the author calls it.
I look forward to seeing what you’re writing up. This looks a lot more credible that a lot of stuff I’ve seen.

P. Solar
July 4, 2012 2:06 am

Phil Bradly links to:
http://www.giss.nasa.gov/research/briefs/hansen_05/
>>
That basic issue has been a focus of climate research for 20 years, ever since the National Academy of Sciences’ famous “Charney report” (see references below) in 1979 estimated that the world would warm between 1.5° and 4.5°C if the amount of carbon dioxide in the air were to double.
>>
So despite all the shouting and MASSIVE gravy train of expenditure we have not advanced one jot on the fundamental question since 1979 !!!
Incredible.

TomVonk
July 4, 2012 2:11 am

D.Koutsoyiannis has published much about Kolmogorov-Hurst phenomena so it is not as rare as the OP means.
The problems I have with this post are:
– it is not exactly described what is being done (a few equations would go a long way). It is really not clear to me what the figures say.
– all H or K-H analysis apply to random autocorrelated data. Indeed the fundamental assumption is that the studied variable is random. It is neither clear nor accepted that the system’s variables (temperatures, pressures, velocities, densities, cloudiness etc) are random.
– Using a “global temperature” which is produced by spatially averaging over some spatial grid per definition destroys all spatial correlations. As “climate shifts” are supposed to be the result of interaction between spatial structures (see Tsonis and Oceanic Oscillations f.ex), it is highly doubtful that a statistical analysis of such a composite variable where all spatial correlations are destroyed would show anything relevant to the dynamics of “climate shifts”.
– Then, completely on the other extremum of spatial structures, a single point is chosen. While the global parameters destroy spatial correlations, using local parameters supposes that there are none.
So considering a time series at a single spatial point is hardly relevant to the dynamics either.
What stays is that while the both spatial methods are invalid considered independently, they show many similitudes. This is puzzling.

John Marshall
July 4, 2012 2:20 am

Borehole temperatures are not just dependent on solar but mainly geothermal heating which averages 30W/sq.m. over continental crust but can be as high as 100W/sq., even higher near volcanoes but lets ignore that. So such variable input make this data unreliable I would have thought.

July 4, 2012 4:08 am

P. Solar says:
July 4, 2012 at 1:57 am
…..
Hi Solar
Thanks for the notes. I am well aware of moving average shortcomings (yes it is 3 y ma), it is as an aid for easier visual inspection, but annual values are also shown.
AMO is taken from http://www.esrl.noaa.gov/psd/data/correlation/amon.us.long.data where the trend is already removed
The NH temps appear to have an upward trend, I’ve just plotted trend line and came with y = 7E-05x – 0.075.
The article is nearly finished, based on half a dozen well known data files, it shows mechanism at work, but does not go into theory of the energy transfer, that will come later on; words of caution: the article is only dealing with short to medium term oscillations, longer term and the upward trend are not considered.
When finished it will be available on line.
I’ve put similar post on the RC (Unforced Variations thread), but since I am not on Gavin’s list of ‘favorites’ he may demote it to ‘bore hole’ where lot of good stuff is to be found.

Editor
July 4, 2012 5:23 am

According to UAH, temperatures in the last couple of weeks are lower than 2011, despite the end of La Nina.
http://discover.itsc.uah.edu/amsutemps/execute.csh?amsutemps

ferdberple
July 4, 2012 5:39 am

” we knew long ago, long before the index ever went up that GHGs will warm the planet.
And if the temperature index goes down, we will still know that GHGs will warm the planet”
==========
Here is a simple proof that says otherwise:
Radiation in = radiation out at TOA. An atmosphere with GHG radiates from both the surface and the atmosphere, while an atmosphere without GHG radiates only from the surface. For any value of atmospheric radiation greater than zero, the surface radiation must be reduced by an equal amount to maintain the radiative balance. Thus, surface radiation must be lower with GHG than without. Thus, the surface temperature must be lower with GHG than without.
Radiation in = radiation out
Solar in = Surface radiation out + atmospheric radiation out (with GHG)
Solar in = Surface radiation out + 0 (without GHG)
therefore: Surface radiation out (without GHG) > Surface radiation out (with GHG)
therefore: Surface temperature (without GHG) > Surface temperature (with GHG)

July 4, 2012 6:07 am

I agree with John Marshall above….geo-thermal energy is assumed constant AND insignificant in the one dimensional Carbon warming models. The ‘radiative budget’ is an intentional deception and ‘energy balance’ is the real determining factor….in a chaotic system that never achieves balance. What happens in the atmosphere is the final, visible end reaction to a long series of unseen primary forces.
[note on reply echoes….moderation & posting delays can cause unintended, comment content echoes]

kim2ooo
July 4, 2012 6:55 am

Oh my….
So Bill Nye … “The Science Lie”…err guy.
Care to explain why this warming ended?
http://www.breitbart.com/Big-Journalism/2012/07/02/Conservatives-Beating-Bill-Nye-the-Global-Warming-Guy-But-Obama-Soon-to-the-Rescue

P. Solar
July 4, 2012 7:13 am

vukcevic says: the article is only dealing with short to medium term oscillations
If medium mean circa 65y, then explaining and taking out most of those would be a huge step in terms of analysing what remains (instead of pretending half a 60y cycle due to CO2).
Try a 1-2-1 weighting, it’s trivial to do and will probably be visibly better. It looks like a five point filter would be better and may help identify the correlations.
“AMO is taken from http://www.esrl.noaa.gov/psd/data/correlation/amon.us.long.data where the trend is already removed”
Well I’d always try to get my data a unprocessed as possible before spending too much time on it.
“The NH temps appear to have an upward trend, I’ve just plotted trend line and came with y = 7E-05x – 0.075.”
Yes that’s small anyway, but if you are taking the “trend” over that full data you show in that plot, you are biased by starting and ending at different points in the cycle. This is not the underlying trend. It is the underlying trend plus part of the trend of an incomplete number of cycles.
I don’t think the concept of “trend” has much validity in this context so I would suggest you are free to remove whatever linear variation makes the data fit best, without any loss of generality.
There may be some linear or quadratic or century scale variations as well. You may wish to grossly approximate whichever it is by a linear relation. It’s a fair first approximation that may help isolate the short to medium cycles you are looking at but it is a bit arbitrary, which is why you don’t lose anything by doing what works best.
Even if the AMO data claims to be “detrended” this is not more rigorous than an arbitrary linear adjustment so there is not reason why you should not add your own linear adjustment to that which has already been done. Since the linear model which was fitted to do the detrending has not physical meaning you are not losing any generality by adding your own.
I can see by eye from your plot that both NH and AMO would fit the GS signal better with a bit more linear adjustment.

Paul Vaughan
July 4, 2012 7:49 am

@TomVonk (July 4, 2012 at 2:11 am)
Regionally differentiated spatial contributions to earth rotation variations are constrained in spatially global aggregate by the Law of Conservation of Angular Momentum (LCAM).
Interannually differentiated temporal evolution of the well-constrained spatially-global aggregate is systematically constrained in hierarchically-tuned temporal aggregate by Central Limit Theorem (CLT).
http://i49.tinypic.com/219q848.png (solar-terrestrial-climate weave)
A concise, beautifully-written foundations primer for sensible parties wishing to develop deeper appreciation & understanding of nature:
Dickey, J.O.; Marcus, S.L.; & Chin, T.M. (2007). Thermal wind forcing & atmospheric angular momentum: origin of the Earth’s delayed response to ENSO. Geophysical Research Letters 34, 7.
Best Regards.

Paul Vaughan
July 4, 2012 8:22 am

vukcevic (July 4, 2012 at 12:23 am)
“Any serious analysis should consider giving a degree of disengagement between the hemispheres”

The steepest gradient is at the ACC, not the equator.
You are alert & wise in suggesting we not ignore the profound impact of steep stationary gradients on aggregates.
Adequate attention to zonal ocean-continent contrast at the boundary layer is also missing in many of the generalizations we routinely encounter.
Aggregation criteria in general deserve infinitely more attention than they receive in the climate discussion.
Best Regards.

Keitho
Editor
July 4, 2012 9:04 am

Tom in Indy says:
July 3, 2012 at 6:55 pm (Edit)
The mainstream media won’t touch this. It does not fit thier agenda. The founders thought they established a system where a free press would prevent government from asserting its will over the populace. Unfortunately, the founders never envisioned a scenario where the press would be sympathetic to a totalitarian cause.
——————————————————————————————–
That is so true. The Frankfurt School has totally infected the media, organized labor and the social democrats everywhere. We are all in great peril.

Sou
July 4, 2012 9:16 am

Yeah, yeah. A new ice age is on its way for sure. (Another one gone emeritus.)