Monthly Averages, Anomalies, and Uncertainties

Guest Post by Willis Eschenbach

I have long suspected a theoretical error in the way that some climate scientists estimate the uncertainty in anomaly data. I think that I’ve found clear evidence of the error in the Berkeley Earth Surface Temperature data. I say “I think”, because as always, there certainly may be something I’ve overlooked.

Figure 1 shows their graph of the Berkeley Earth data in question. The underlying data, including error estimates, can be downloaded from here.

B.E.S.T. annual land surface average tempFigure 1. Monthly temperature anomaly data graph from Berkeley Earth. It shows their results (black) and other datasets. ORIGINAL CAPTION: Land temperature with 1- and 10-year running averages. The shaded regions are the one- and two-standard deviation uncertainties calculated including both statistical and spatial sampling errors. Prior land results from the other groups are also plotted. The NASA GISS record had a land mask applied; the HadCRU curve is the simple land average, not the hemispheric-weighted one. SOURCE

So let me see if I can explain the error I suspected. I think that the error involved in taking the anomalies is not included in their reported total errors. Here’s how the process of calculating an anomaly works.

First, you take the actual readings, month by month. Then you take the average for each month. Here’s an example, using the temperatures in Anchorage, Alaska from 1950 to 1980.

anchorage raw data plus avgFigure 2. Anchorage temperatures, along with monthly averages.

To calculate the anomalies, from each monthly data point you subtract that month’s average. These monthly averages, called the “climatology”, are shown in the top row of Figure 2. After the month’s averages are subtracted from the actual data, whatever is left over is the “anomaly”, the difference between the actual data and the monthly average. For example, in January 1951 (top left in Figure 2) the Anchorage temperature is minus 14.9 degrees. The average for the month of January is minus 10.2 degrees. Thus the anomaly for January 1951 is -4.7 degrees—that month is 4.7 degrees colder than the average January.

What I have suspected for a while is that the error in the climatology itself is erroneously not taken into account when calculating the total error for a given month’s anomaly. Each of the numbers in the top row of Figure 2, the monthly averages that make up the climatology, has an associated error. That error has to be carried forwards when you subtract the monthly averages from the observational data. The final result, the anomaly of minus 4.5 degrees, contains two distinct sources of error.

One is error associated with that individual January 1951 average, -14.7°C. For example, the person taking the measurements may have consistently misread the thermometer, or the electronics might have drifted during that month.

The other source of error is the error in the monthly averages (the “climatology”) which are being subtracted from each value. Assuming the errors are independent, which of course may not be the case but is usually assumed, these two errors add “in quadrature”. This means that the final error is the square root of the sum of the squares of the errors.

One important corollary of this is that the final error estimate for a given month’s anomaly cannot be smaller than the error in the climatology for that month.

Now let me show you the Berkeley Earth results. To their credit, they have been very transparent and reported various details. Among the details in the data cited above are their estimate of the total, all-inclusive error for each month. And fortunately, their reported results also include the following information for each month:

estimated B.E.S.T. monthly average errorsFigure 3. Berkeley Earth estimated monthly land temperatures, along with their associated errors.

Since they are subtracting those values from each of the monthly temperatures to get the anomalies, the total Berkeley Earth monthly errors can never be smaller than those error values.

Here’s the problem. Figure 4 compares those monthly error values shown in Figure 3 to the actual reported total monthly errors for the 2012 monthly anomaly data from the dataset cited above:

error estimates in 2012 berkeley earth dataFigure 4. Error associated with the monthly average (light and dark blue) compared to the 2012 reported total error. All data from the Berkeley Earth dataset linked above.

The light blue months are months where the reported error associated with the monthly average is larger than the reported 2012 monthly error … I don’t see how that’s possible.

Where I first suspected the error (but have never been able to show it) is in the ocean data. The reported accuracy is far too great given the number of available observations, as I showed here. I suspect that the reason is that they have not carried forwards the error in the climatology, although that’s just a guess to try to explain the unbelievable reported errors in the ocean data.

Statistics gurus, what am I missing here? Has the Berkeley Earth analysis method somehow gotten around this roadblock? Am I misunderstanding their numbers? I’m self-taught in all this stuff and I’ve been wrong before, am I off the rails here? Always more to learn.

My best to all,

w.

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Dr Burns
August 17, 2013 2:12 pm

Jones, CRU: “The global and hemispheric averages are now given to a precision of three decimal places” http://cdiac.ornl.gov/trends/temp/jonescru/jones.html details here http://www.metoffice.gov.uk/hadobs/hadcrut3/HadCRUT3_accepted.pdf
He assumes that more data increases accuracy. On this basis one could calculate very accurate global temperature by getting people around the world to hold their fingers in the air and take estimates.
Even recording accuracy was only +/- 0.5 deg C until recently.

geran
August 17, 2013 2:21 pm

First: You need “perfect” temp data.
Then, the anomalies are just basic arithmetic.
Second: See “First”.
Soooo Willis, you are definitely on the right track in questioning the uncertainties.

David Riser
August 17, 2013 2:23 pm

Willis,
Interesting post, made me read their “Robert Rohde, Richard A. Muller, et al. (2013) Berkeley Earth Temperature Averaging Process.” which is kind of disturbing in how they treated the data. After reading that I am pretty much going to ignore BEST from here on out. But relevant to your post is this note buried in their paper, which by the way is supposed to make the data more accurate through a mathematical process. Not sure you can do that without putting your own biases into the data but its what they have done.
“Note, however, that the uncertainty associated with the absolute temperature value is larger than the uncertainty associated with the changes, i.e. the anomalies. The increased error results from the large range of variations in bi from roughly 30°C at the tropics to about -50°C in Antarctica, as well as the rapid spatial changes associated with variations in surface elevation. For temperature differences, the C(x) term cancels (it doesn’t depend on time) and that leads to much smaller uncertainties for anomaly estimates than for the absolute temperatures.”
I hope this helps.
v/r,
David Riser

dearieme
August 17, 2013 2:23 pm

“precision” != “accuracy”
http://en.wikipedia.org/wiki/Accuracy_and_precision
Of course imprecision and inaccuracy may be more suitable concepts for Climate Science. As may dishonesty.

August 17, 2013 2:37 pm

The light blue months are months where the reported error associated with the monthly average is larger than the reported 2012 monthly error … I don’t see how that’s possible.

Nor do I. It looks unreasonable.
But have you asked BEST directly?
What do they say?

Steve Fitzpatrick
August 17, 2013 2:43 pm

Willis,
On one station you are correct. But there are lots of stations, the land averages tend to average out the uncertainties.

Jeff Condon
August 17, 2013 2:46 pm

Willis,
I’m not sure how they are reporting monthly error, but there is a serious logical problem in the published Berkley error reporting which uses an incorrectly modified version of the jackknife method for calculation.
http://noconsensus.wordpress.com/2011/11/20/problems-with-berkeley-weighted-jackknife-method/
http://noconsensus.wordpress.com/2011/11/01/more-best-confidence-interval-discussion/
http://noconsensus.wordpress.com/2011/10/30/overconfidence-error-in-best/
The authors have failed to either attempt a correction or even respond with any kind of discussion on the matter.
The error you report, is exactly the type of thing which could happen by their broken jackknife method.

Nick Stokes
August 17, 2013 2:52 pm

Willis,
The uncertainty of an anomaly was discussed in a recent thread at Climate Audit and one at Lucia’s. That concerned the Marcott estimates, and I calculated an exact value here.
The point that caused discussion there is that, yes, there is error in the climatology which affects uncertainty. It’s rather small, since it is the error in a 30 year mean being added to the error of a single month, so the extra error is prima facie (in that case) about 1/30 of the total. That’s a version of the reason why at least 30 years is used to calculate anomalies.
The wrinkle discussed in those threads is that within the anomaly base period, the random variation of the values and the anomaly average are not independent, and the error is actually reduced, but increased elsewhere.
But in another sense the error that you are talking about matters less, because it is the same number over all years. Put another way, often when you are talking about anomalies, you don’t care so much about the climatology (or the base years). You want to know whether a particular year was hotter than other years, or to calculate a trend. The error you are discussing won’t affect trends.

August 17, 2013 2:53 pm

The shaded regions are the one- and two-standard deviation uncertainties calculated including both statistical and spatial sampling errors.
It’s always bothered me that they can quantify spatial sampling uncertainty.
Tom Karl on the subject,
Long-term (50 to 100 years) and short-term (10 to 30 years) global and hemispheric trends of temperature have an inherent unknown error due to incomplete and nonrandom spatial sampling.
http://journals.ametsoc.org/doi/abs/10.1175/1520-0442(1994)007%3C1144%3AGAHTTU%3E2.0.CO%3B2

August 17, 2013 2:55 pm

“For example, in January 1951 (top left in Figure 2) the Anchorage temperature is minus 14.7 degrees.”
Am I really this dense… isn’t the actual figure in figure 2…. -14.9° and therefore the anomoly is -4.7° ==>> not that it matters in relation to the discussion but… just thought I’d mention it?
[No, I’m really that dense … fixed, thanks. -w.]

August 17, 2013 3:08 pm

You’re right, Willis. The total uncertainty in the anomalies must include the uncertainty in the climatology average and the uncertainty in each individual monthly average temperatures. The uncertainty in the monthly average temperature must include the uncertainty in the daily averages, and the uncertainty in the daily average must include the errors in the individual measurements. They all add in quadrature — square root of the sum of the squares.
The CRU, GISS, and BEST people assume that the temperature measurement errors are random and uncorrelated. This allows them to ignore individual measurement errors, because random errors diminish as 1/sqrt(N) in an average. When N is thousands of measurements per year, they happily decrement the uncertainty into unimportance.
However, sensor field calibration studies show large systematic air temperature measurement errors that cannot be decremented away. These errors do not appear in the analyses by CRU, GISS or BEST. It’s as though systematic error does not exist for these scientists.
I’ve published a thoroughly peer-reviewed paper on this exact problem: http://meteo.lcd.lu/globalwarming/Frank/uncertainty_in%20global_average_temperature_2010.pdf (869.8 KB)
I’ve also published on the total inadequacy of the CRU air temperature measurement error analysis: http://multi-science.metapress.com/content/t8x847248t411126/fulltext.pdf (1 MB)
These papers were originally submitted as a single manuscript to the Journal of Applied Meteorology and Climatology where, after three rounds of review taking a full year, the editor found a pretext to reject. His reasoning was that a careful field calibration experiment is no more than a single-site error, implying that instrumental calibration experiments reveal nothing about the accuracy of similar instruments deployed elsewhere. One might call his view cultural-relativistic science, asserting that basic work done in one region cannot be valid elsewhere.
I had an email conversation with Phil Brohan of CRU about these papers. He could not refute the analysis, but was dismissive anyway.

August 17, 2013 3:08 pm

It’s rather small, since it is the error in a 30 year mean being added to the error of a single month, so the extra error is prima facie (in that case) about 1/30 of the total.

Let us say I have been driving an automobile for 30 years, & carefully recording the mileage & the amount of fuel used (but nothing else).
What is the formula to derive the error of my odometer from the mileage & fuel used?
If I fuel up twice as often (& thus record twice as many mileage & fuel entries), do my figures get more or less accurate? By what percentage?
How can I calculate my neighbour’s milage from this?

geran
August 17, 2013 3:12 pm

Nick Stokes says:
August 17, 2013 at 2:52 pm
The wrinkle discussed in those threads is that within the anomaly base period, the random variation of the values and the anomaly average are not independent, and the error is actually reduced, but increased elsewhere.
>>>>>
We all needed a good laugh, thanks, Nick.

chris y
August 17, 2013 3:18 pm

Nick Stokes- you say
“It’s rather small, since it is the error in a 30 year mean being added to the error of a single month, so the extra error is prima facie (in that case) about 1/30 of the total.”
How’s that again? I think you mean 1/sqrt(30).
I hope.

Nick Stokes
August 17, 2013 3:31 pm

chris y says: August 17, 2013 at 3:18 pm
“How’s that again? I think you mean 1/sqrt(30).”

No. As Pat Frank says, the errors add in quadrature. The deviation in variance is about 1/30. And then the error in the sqrt of that is not the sqrt of the error, but about 1/2. So arguably it is 1/60, but it depends on the variance ratio.

GlynnMhor
August 17, 2013 3:34 pm

So, if I understand this correctly, the anomaly is a comparison between the monthly value for each station and the average of all the stations for that month over whatever number of years?
Or is it the monthly value for each station compared to the average of that station for that month over whatever number of years?
In the latter case systematic error is present and cancels out (being equal in both sets of figures) in both the monthly and the monthly ‘average over years’ values, whereas in the former case systematic errors common to any one station would be random over all the stations (and thus cancelling with increasing number of samples), but still present for the data from any one station.

richard verney
August 17, 2013 3:35 pm

dearieme says:
August 17, 2013 at 2:23 pm
//////////////////////////////
And:
incompetence; and
statistical and mathmatical illiteracy

Nick Stokes
August 17, 2013 3:52 pm

Willis,
As far as I can tell, in Fig 3 you quote the error of individual monthly errors. But the error in climatology is the error in the mean of 30, which is much less. So I don’t think your Fig 4 works.

Brad
August 17, 2013 3:52 pm

“the final error estimate for a given month’s anomaly cannot be smaller than the error in the climatology for that month.”
There’s a trick in robotics where we get around low accuracy sensors by using kalman filters. Basically it’s the math needed to reduce your error by combining multiple low accuracy sensors.
Now I see no evidence BEST is using a related trick but its relevant to the conversation because it lets you get a total error lower than the piece part error.

Nick Stokes
August 17, 2013 3:53 pm

Correction “quote the error” ==> “quote the value”

geran
August 17, 2013 4:14 pm

Nick Stokes says:
August 17, 2013 at 3:53 pm
Correction “quote the error” ==> “quote the value”
>>>>>>
“Quoth the raven”
(Nick, get to the TRUTH, not spin, and you will not be such an easy target.)

August 17, 2013 4:21 pm

“But in another sense the error that you are talking about matters less, because it is the same number over all years. Put another way, often when you are talking about anomalies, you don’t care so much about the climatology (or the base years). You want to know whether a particular year was hotter than other years, or to calculate a trend. The error you are discussing won’t affect trends.”
Precisely.
Also if people want to go back to absolute temperature with our series they can. We solve the field for temperature. In our mind we would never take anomalies except to compare with other series. Or we’d take the anomaly over the whole period not just thirty years and then adjust it accordingly to line up with other series. So, anomalies are really only important when you want to compare to other people ( like roy spencer ) or ( jim hansen) who only publish anomalies. Anomalies are also useful if you are calculating trends in monthly data.
In the end if you want to use absolute temperature willis then use them. But when you try to calculate a trend then you might want to remove seasonality.

Nick Stokes
August 17, 2013 4:43 pm

geran says: August 17, 2013 at 4:14 pm
“(Nick, get to the TRUTH, not spin, and you will not be such an easy target.)”

Well, geran, if you want to make an actual contribution, you could explain the TRUTH to us. About Monthly Averages, Anomalies, and Uncertainties, that is.

August 17, 2013 4:53 pm

Nick, the 1/30 uncertainty you cite is the average error in a single year of an average of 30 years. However, the uncertainty in the mean itself, the average value, is the single year errors added in quadrature, i.e., 30x the uncertainty you allow. I cover that point in the first of the two papers I linked above.
I also point out again, the the published uncertainties in global averaged air temperature never include the uncertainty due to systematic measurement error. That average annual uncertainty is easily (+/-)0.5 C, not including the uncertainty in the climatology mean (which is also not included in the published record).
All the standard published global air temperature records are a false-precision crock.

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