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« Statistics | Main | Runners and riders »
Saturday
Jan072012

An HSI sighting

This (unpublished, I think) paper popped into my mail box via Google Scholar. It's by Guido Travaglini, an economist from Rome.

Climate Change: Where is the Hockey Stick? Evidence from Millennial-Scale Reconstructed and Updated Temperature Time Series.

The goal of this paper is to test on a millennial scale the magnitude of the recent warmth period, known as the “hockey-stick”, and the relevance of the causative anthropogenic climate change hypothesis advanced by several academics and worldwide institutions. A select batch of ten longterm climate proxies, included in the NOAA 92 PCN dataset all of which running well into the nineties, is updated to the year 2011 by means of a Time-Varying Parameter Kalman Filter SISO model for state prediction. This procedure is applied by appropriately selecting as observable one out of the HADSST2 and of the HADCRUT3 series of instrumental temperature anomalies available since the year 1850. The updated proxy series are thereafter individually tested for the values and time location of their four maximum non-neighboring attained temperatures. The results are at best inconclusive, since three of the updated series, including Michael Mann’s celebrated and controversial tree-ring reconstructions, do not refute the hypothesis, while the others quite significantly point to different dates of maximum temperature achievements into the past centuries, in particular those associated to the Medieval Warm Period.

The Hockey Stick Illusion is cited in the preamble.

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Reader Comments (34)


... is updated to the year 2011 by means of a Time-Varying Parameter Kalman Filter SISO model for state prediction.

To construct a Kalman filter, you have to have a first-order vector linear differential or difference equation as a dynamic model for the process that generates the observations. So the physical system has to be well defined and understood in detail.

I'd be interested to know how you would construct a precise dynamic model for the process generating climate observations.

As a student, I had the honour to meet Rudolph Kalman. I asked him for his autograph. Better than that, he kindly sent me some of his papers bearing his signature.

Jan 7, 2012 at 6:41 PM | Unregistered CommenterMartin A

http://www.telegraph.co.uk/earth/energy/solarpower/8998404/The-sun-goes-down-on-solar-power.html

If you want to spend 10 grand and put solar panels on your roof
And install Duvine lithium cell batteries in the cupboard under your stairs
And then run 12 volt power cables under your floorboards from a seperate fuse bose consumer unit
And use it to power Low voltage LED or Halogen lighting
or perhaps drive your Laptop or your incar phone charger
even maybe an LCD flatscreen telly then good for you
If you can spend thousands of pounds just to knock hundreds of pounds
off your electricity bill then good for you
However you wont be able to use it to power your washing machine or an elecric cooker or Hobb
or proberly the electric pump in your central heating boiler

All that is great but dont expect the rest of us tax paying mugs to finance your Eco Vanity

Jan 7, 2012 at 6:42 PM | Unregistered CommenterjAMSPID

This is significant in that it shows that there are some scientists willing to investigate the claims without fear of retribution. What I have found most vexing in the whole AGW debate is that anyone questioning the issue has attracted a swift and severe response to include losing their jobs. This hostile atmosphere has helped to create the appearance wide consensus by suppressing any dissent out of fear.

It is good to see critical examination of the claims no matter what the result. If nothing else, this paper seems to me to highlight the uncertainty underlying these claims.

Jan 7, 2012 at 7:02 PM | Unregistered Commentercrosspatch

I concur with crosspatch.

I had the temerity to ask the Infallible Professor Jones for some data a couple of years ago.
His reaction to a legitimate enquiry was to ask his "colleagues" whether I could be discredited.

http://foia2011.org/index.php?id=1575

Jan 7, 2012 at 7:16 PM | Unregistered CommenterDon Keiller

Don

His reaction to a legitimate enquiry was to ask his "colleagues" whether I could be discredited.

http://foia2011.org/index.php?id=1575


Were you? I just love a bit of gossip :))

Jan 7, 2012 at 7:35 PM | Unregistered CommenterStephen Richards

crosspatch

This is significant in that it shows that there are some scientists willing to investigate the claims without fear of retribution.

First, I was under the impression that Travaglini was an economist. Not an atmospheric physicist or paleoclimatologist.

Second, see Martin A's comment (first on thread).

Jan 7, 2012 at 7:41 PM | Unregistered CommenterBBD

@BBD

Apart from self-certification, what qualifications are necessary to be a paleoclimatologist?

How would I tell that somebody is or is not able to have an opinion or write a paper about the subject?

Because it would be equally easy to say that Mike Mann has no business preparing Hockey Sticks since he is not a statistician.

Please clarify.

Jan 7, 2012 at 7:54 PM | Unregistered CommenterLatimer Alder

Perhaps the Bishop got the draft of this as a courtesy as his book is mentioned.

Jan 7, 2012 at 8:08 PM | Unregistered CommenterPharos

Steven, read through the thread (see below). Wiser heads (and God knows UEA needs every wise head it can find!) prevailed.

Dear Phil,
Do you know the heads of department at Oxford and Anglia Ruskin? Are you sure that they would dissociate themselves from their colleagues who have written? I know how frustrating you must find all of this so can understand why you feel you want to do something. But if you do decide to write, I would be cautious about how such a message is phrased - along lines of written more in sorrow than in anger... We want to avoid any accusation that you are trying to get people fired because they disagree with you.
Best, Annie

Jan 7, 2012 at 8:14 PM | Unregistered CommenterDon Keiller

@BBD

I find your comments that tend toward devaluation interesting. Is economics not a science that deals with the future of a very stochastic process? As in climate, there are many variables that can have an influence on the future. When one is looking simply at trends, I would think an economist or statistician would be more qualified than a climatologist or a paleoclimatologist.

Jan 7, 2012 at 8:17 PM | Unregistered Commentercrosspatch

Steven, with reference to the above, here is another gem, courtesy of "Climategate 2"

"This Anglia Ruskin chap appears to be deputy head of department and could, I think, cause a huge stir if he got wind of it."

Jan 7, 2012 at 8:19 PM | Unregistered CommenterDon Keiller

Steven, with reference to the above, here is another gem, courtesy of "Climategate 2"

"This Anglia Ruskin chap appears to be deputy head of department and could, I think, cause a huge stir if he got wind of it."

Jan 7, 2012 at 8:20 PM | Unregistered CommenterDon Keiller

Well Annie was right. I am going to cause a huge stir.
The hard work has already been done, just awaiting confirmation of the result.

Jan 7, 2012 at 8:22 PM | Unregistered CommenterDon Keiller

Don,

May I wish you a very Happy New Year!

Jan 7, 2012 at 8:46 PM | Unregistered CommenterGreen Sand

Don

Thanks. I've been through some but by no means all of CG2 but most of all I was teasing you in gest :)

Have a good 2012 and I am looking forward to seeing the outcome of your work.

Jan 7, 2012 at 9:09 PM | Unregistered CommenterStephen Richards

Jan 7, 2012 at 6:42 PM | jAMSPID

You could actually power the whole house from batteries and or PV panels by using inverters. You would of course need a very big roof and a lot of sunshine, not the UK for sure, but it could be done.

Jan 7, 2012 at 9:11 PM | Unregistered CommenterStephen Richards

just a question for any scientists lurking, or Don and Jonathan Jones..

are other scientists aware of 'issue' within climate science,are your colleagues aware of your attempts just to see data that peer reviewed science depends on.

what do your colleagues think of itall..

my concern is thatwhen the 'stables' of certain corners of climate science are cleaned out, the public/media/politicians might clean out all of science with it.. ie loss of respect/funding. etc

Jan 7, 2012 at 9:29 PM | Unregistered CommenterBarry Woods

@Stephen Richards

I think most solar advocates are from the Southwest or something. They don't understand that quite a bit of the US, for example, has fewer than 100 sunny days per year. And putting PV panels on rooftops might not be a good idea where severe winds are fairly common. It just adds more windblown debris to add to the mix of awnings, roofing, and garden furniture that already cause a lot of destruction and injury during high winds, not to mention places like the Midwestern US where large hail is a frequent occurrence.

If one is placing PV panels on the ground, then one is depriving the ground of sunshine and causing a major environmental change in the habitat, particularly in desert environments. For some reason people tend to overlook negative environmental impacts of solar just because it is solar. They don't take into account environmental impacts of manufacture and disposal, either.

Jan 7, 2012 at 9:40 PM | Unregistered Commentercrosspatch

Galileo was not qualified either to dispute matters on where the sun and earth are located

Jan 7, 2012 at 9:41 PM | Unregistered Commentertutu

he had not published in the established papers of the time

Jan 7, 2012 at 9:42 PM | Unregistered Commentertutu

The elephant in the room that some analysts are strangely coy of highlighting, apart from the fact that tree rings are very accurate at dating (dendrochronology), and rather less so as climate proxies (palaeoclimatology), is that thick rings equate with favourable growing environments, which, among other essential horticultural requirements, includes a warm temperature during the growth season.

As in the enhanced warmth of the Medieval Warm Period, and the Modern Warm Period.

But a rather inconvenient and embarassing truth for 'The Cause'.

Jan 7, 2012 at 9:44 PM | Unregistered CommenterPharos

Jones and Keiler anecdote: This is bordering criminality if true. It certainly is not in the job description of the honest hard working professorship to tarnish and conspire against the people that are sceptically inclined on ones work.

Jan 7, 2012 at 9:45 PM | Unregistered Commentertutu

You said it, Tutu.

Jan 7, 2012 at 10:17 PM | Unregistered CommenterDon Keiller

@ Don Keiller

agree with above comments & wish you a very Happy New Year (may your hard work on this reach fruition, the more emails I read from Jones like yours the more I can not stomach the man & I've tried to be in his shoes throughout)

found this interesting from your link, from hull response I think - "I've signed my department up to 10:10 campaign and have a taskforce of staff and students involved in it"

says it all, again!!

Jan 7, 2012 at 11:00 PM | Unregistered Commenterdougieh

@Stephen Richards

"You could actually power the whole house from batteries and or PV panels by using inverters. You would of course need a very big roof and a lot of sunshine, not the UK for sure, but it could be done."

Solar installations abound here in Oz, including one right next door to us and many more in the surrounding suburbs. They do make a modicum of sense here where the sun shines brightly whether we like it or not, but mainly for new buildings and/or for young people with many years of life expectancy before them during which they can amortise the high capital costs. Of course, our Green government subsidises both the installation and any surplus fed into the grid - all at the expense of other taxpayers who are forced to pay significantly higher electricity charges.

Except for the purpose of providing power for rural dwellers off the grid, and specialised purposes such as solar hot water systems (which are excellent) and swimming pool heating, I suspect that they'll soon be recognised as the monstrous scam that they really are and will wind up being outlawed as cures worse than the disease.

Jan 7, 2012 at 11:44 PM | Unregistered CommenterMique

I have a solar/light powered Texas Instruments pocket calculator, made in Japan in 1981. I've just taken it out of the desk drawer, and annoyingly, it still works perfectly. Mind you, I still use a conventional incandescent light bulb hanging from the ceiling above.

Jan 8, 2012 at 12:04 AM | Unregistered CommenterPharos

Martin A Jan 7, 2012 at 6:41 PM

"To construct a Kalman filter, you have to have a first-order vector linear differential or difference equation as a dynamic model for the process that generates the observations. So the physical system has to be well defined and understood in detail.

"I'd be interested to know how you would construct a precise dynamic model for the process generating climate observations."

I'm not sure that this paper is purporting to rely on a physical model of the climate. As I read it they are using one time series (shown to be a "first-order vector linear differential or difference equation") as the dynamic model for the process that generates the other.

BBD Jan 7, 2012 at 7:41 PM

"... I was under the impression that Travaglini was an economist. Not an atmospheric physicist or paleoclimatologist."

If my surmise is correct I'd be looking for an author that understood time series analytic techniques. The fact that these time series represent reconstructions of the temperature is incidental to the analysis. The observation at the end of the paper that you don't get a hockey stick could in principle be drawn regardless of what the time series represented.

There is on the other hand a sorry track record of scientists that don't understand time series analysis making a pig of it (all due respect to pigs) evidenced by Jim Hansen et al.'s draft paper entitled: "Perceptions of climate change: the new climate dice", discussed recently at Judith Curry's.

Even getting a mathematician involved is no guarantee you'll get it right as can be seen in Foster (Tamino) and Rahmstorf 2011 discussed recently at WUWT.

Jan 8, 2012 at 3:21 AM | Unregistered CommenterHAS

Pharos. I have a solar-powered, reverse-Polish HP calculator from the 80s. It still works a treat under the old incandescent bulb. I wouldn't be without it.

I look forward to the resolution of Don Keiller's tribulations. Good luck Don.

Jan 8, 2012 at 6:57 AM | Unregistered CommenterPhillip Bratby

http://www.imdb.com/title/tt0090605/locations

THERE ALREADY EXISTS A DEVICE FOR CAPTURING CO2 ITS CALLED A TREE

and its solared powered dosent ruin the landscape can use it building materials and arts and crafts AND A SOURCE OF FUEL

ALSO IT GREAT FOR WILLIFE

BUT you wont find sigourney weaver in there with a flame thrower and a big gun or Batman swinging about

Jan 8, 2012 at 7:49 AM | Unregistered Commenterjamspid

O/T but for the record:

8 Jan: Daily Mail: Chris Greenwood: Yard chiefs who quit over phone hacking 'are given £500,000 in secret cash pay outs'
Former Scotland Yard Commissioner Sir Paul Stephenson and his colleague John Yates are thought to have received up to £500,000 between them.
The cash was handed out after the pair signed gagging orders which bar them from suing the Metropolitan Police or speaking about their treatment.
The force is now braced for further criticism after the Audit Commission, a public spending watchdog, ordered a review of how the pay-offs were agreed.
Critics highlighted how both officers appeared to have been handsomely rewarded despite choosing to leave as a result of their own failings...
The payments were agreed by lawyers at the soon-to-be-abolished MPA, which is a separate organisation from the Met...
The MPA refused to reveal how much the deals were worth but said the amount will be published in its annual accounts later this year...
Mr Yates resigned from his post as Britain’s top anti-terrorism officer, with a £200,000 salary, several weeks later. He admitted being a close friend of Mr Wallis amid claims he improperly helped to secure a civilian job for the journalist’s 27-year-old daughter at Scotland Yard. Both officers were later cleared of any misconduct after an inquiry by the Independent Police Complaints Commission (IPCC).
Mr Yates is now preparing to move to Bahrain where he will advise the Government on police reform...
http://www.dailymail.co.uk/news/article-2083276/Scotland-Yard-chiefs-quit-phone-hacking-given-500k-secret-cash-pay-outs.html

Jan 8, 2012 at 8:10 AM | Unregistered Commenterpat

HAS Jan 8, 2012 at 3:21 AM

I'm not sure that this paper is purporting to rely on a physical model of the climate. As I read it they are using one time series (shown to be a "first-order vector linear differential or difference equation") as the dynamic model for the process that generates the other.

HAS - thank you.

I have only just noticed that there is a link to the paper itself which I assume will explain all that.

Jan 8, 2012 at 2:24 PM | Unregistered CommenterMartin A

Don gets wind, hard work done, results to be confirmed and a huge stir in the offing? How exciting!

Pen poised.

Jan 8, 2012 at 11:25 PM | Unregistered CommenterJosh

Travaglini seems a statistician.

Despite some need for English editing, his research sounds very interesting. Perish the thought, he has been trying for a while to find a (statistical) indication that things in matters of climate aren't what they used to be. That would qualify as climate change would it not.

Travaglini is on LinkedIn if anybody wants to hear it from the horse's mouth.

Jan 9, 2012 at 9:49 AM | Unregistered CommenterMaurizio Morabito

I just stumbled perchance on this blog. Thanx to the moderator for posting and to all the participants that have mentioned me here.
My results depend much on the Kalman Filter (KF) procedure utilized, which is described in the MS. I have no problems at disclosing the Matlab code, maybe I can do that in Linkedin, as M.Morabito suggests.
Personally, I endorse the idea that publishers should mandatorily require authors to provide the procedures utilized for empirical testing in order to replicate the results rather than following their own instinct or, worse, ideology.
By means of the KF I do not build up a physics model of climate, I would be totally unable to do that. I simply update the millennial-scale records available at NOAA to the year 2011 to test for the hockey stick hypothesis purported to be significant in the last decade or so. I do not rely on other methods, like regression, curve fitting or calibration (what is it?) simply because in my view KF is the best method to extrapolate hidden Markov states.
Moreover, given the noisy environment of paleo reconstructions, I perform Montecarlo simulations on the entire updated series to test for multiple non neighboring maxima. I find that in most series the probability that the Medieval Warm Period is warmer than today is significantly high. The hockey stick hypothesis is significantly not rejected only for three out of ten series: not unexpectedly those concocted by Mann and associates.
Finally, although I fear no punishment whatsoever for my search of the truth, I was met with a hostile atmosphere when submitting a previous MS on a similar topic to the peer-reviewed "Climate Dynamics". That's all for now, regards to all, Guido.

Jan 19, 2012 at 1:47 AM | Unregistered CommenterGuido Travaglini

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