Dan Hughes on Software Validation

I [Dan Hughes] posted a short discussion of some software Verification and Validation issues on another thread. Here are some additional thoughts.

I have a few questions for anyone who have answers. I consider these issues to be essentially show-stoppers as far as use of the results of any of the AOLBCGCM codes and all supporting codes use in all aspects of climate-change analyses, for either (1) archival peer-reviewed publications, (2) providing true insight into the phenomena and processes that are modeled, and most importantly (3) for decision-making relative to public policies. Any and all professional software developers would absolutely require that all of the issues to be mentioned below be sufficiently addressed and documented before using any software for applications in the analyses areas for which it was designed. Continue reading

New Mann Paper

Michael E. Mann, 2006, Climate Over the Past Two Millennia, Annu. Rev. Earth Planet. Sci. 2007. 35:111–36 is online here , No signs so far of Mann, M.E. et al, Robustness of proxy-based climate field reconstruction methods, 2006 (accepted), which was cited by “Anonymous Referee #2” in the Burger-Cubasch review.

Funding generously provided by NSF here.

Osborn Finally Identifies MXD Sites

A miracle has occurred. Osborn has provided identification of the sites used in the various Osborn and Briffa MXD studies. See his webpage here. He notified Craig Loehle and I today. These use various subsets of the large Schweingruber collection made in the late 1980s and early 1990s. They only cover the period after 1400, but are important for the divergence problem. This is the study that was truncated after 1960 in IPCC TAR.

The Juckes Proxies

I thought that some of you would be interested in a plot of Juckes’ Union proxies against gridcell temperatures. I’ll start off by simply showing a plot during the 1856-1980 calibration period (both scaled over 1856-1980), as below, followed by a plot of the residuals. The proxies are arranged according to longitude from California going east to China, going down columns first. The prefix in each legend is the multiproxy source; the suffix is a short version of the proxy. Continue reading

Weblog Update: November 2006

I thought I’d give a brief overview on what’s happening with the weblog, the changes that were made, the problems encountered/fixed and the future of Climate Audit.

Statistics

Figures for the month of November show a big jump from all previous months. The number of hits climbed steeply to around 1.7 million.

castatsnov2006.JPG

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Q.e.d.

One point that Wahl and Ammann and ourselves agree on, but which Juckes appears to contest, is that principal components methodologies applied to AD1400 MBH98 networks result in upweighting or downweighting of bristlecones. Their Scenario 6 shows reconstruction results without bristlecones for covariance, correlation and Mannian PCs. I have no dispute with these calculations although I would characterize the situation differently.

The Figure below shows results for the key cases for WA Scenario 6 (no bristlecones) – right panel, as compared to WA Scenario 5 – left panel. .

  • Pink shows results with 2 covariance PCs;
  • red with Mannian PCs;
  • blue – 2 correlation PCs and 5 covariance PCs;
  • orange – Mann’s unreplicated archived results, which are lower in the 15th century than any replication.

Understanding this graphic goes a long way towards understanding the oceans of words on this topic

The left graphic is identical to what was either illustrated or discussed in MM05(EE); I have no major disagreement with the calculations in WA Scenario 5 – only with their failure to acknowledge that their results were equivalent to the MM05 (EE) results.

Wahl and Ammann Scenario 6 – without bristlecones – yields results that are essentially equivalent to results with 2 covariance PCs in the left panel (what people call the “MM” results, though they are really just MBH with lower bristlecone weight.) If there are no bristlecones in the network (as in the right panel), then the different standardization procedures don’t “matter”. But the methodology makes a difference to the final reconstruction if bristlecones are in the system.

This diagram also illustrates rather clearly the lack of substance to Juckes’ complaint that using 2 covariance PCs “effectively eliminates” much of the data. This is not correct. The results using 2 covariance PCs are essentially identical to results without bristlecones. It is simply false that “much” of the data is “effectively eliminated” using 2 covariance PCs. The only data whose downweighting is material are the bristlecones.

Figure 1. MBH98-style NH Temperature Reconstructions. Left – WA Scenario 5 as previously described. Right – WA Scenario 6 with bristlecone series excluded. Orange – MBH98 for reference. Red – with two Mannian PCs; magenta – with 2 covariance PCs; blue – one graph with 2 correlation PCs; one graph with 5 covariance PCs. All smoothed with 21-year gaussian filter. wahl.c11.gif

This direct connection between bristlecones and PC methodology (mentioned in MM05 articles) was acknowledged by Wahl and Ammann as follows:

Restricting the PCs in MM05a/b to only the first two (5d) indirectly omits the information carried by the bristlecone/foxtail pine records and thereby leads to a non-meaningful reconstruction. (33)

Now Ross and I categorically agree with Wahl and Ammann that an MBH-style reconstruction without bristlecones is non-meaningful. Our point of difference is that we assert that an MBH98-style reconstruction with bristlecones is also non-meaningful. This is a different issue than whether the 15th century values of the reconstruction are higher than 20th century values.

If the reconstruction isn’t meaningful, it doesn’t matter whether the 15th century portion is higher or lower than the 20th century. (However, if it is higher using Mannian methods, then that is a rather neat refutation of the claim that 20th century uniqueness has been established with Mannian data and methods – regardless of whether the reconstruction is meaningful or not. This logic is a nuance of our approach that many controversialists lose sight of.)

In my recent European presentations (including at KNMi to Mitrie coauthor Nanne Weber), I summarized our position post-NAS panel and post-Wahl and Ammann as follows:

  1. Wahl and Ammann and ourselves agree that an MBH98-type reconstruction without bristlecones is non-meaningful.
  2. the NAS panel agreed that strip-bark sites (which include all the relevant bristlecone, foxtail and even a couple of limber pine sites) should be avoided in temperature reconstructions for a variety of reasons.

Q.e.d.

I see no remaining wiggle room for MBH supporters. However rather than squarely facing up to the bristlecone problem, Juckes simply avoided any discussion of the impact of bristlecones, even though this was squarely in the middle of the agenda, both as a result of our work and even of Wahl and Ammann. Instead, as we’ve seen here, Juckes reverted to realclimate code words, “effective elimination of much of the data”, rather than careful analysis distinguishing between bristlecones and everything else.

Replicating Juckes' CVM

Here are some notes on my attempts to replicate Juckes’ CVM calculations, together with a script.

I can replicate some reconstructions very closely – e.g. Esper and Jones within less than a tenth of a degree of the archived CVM, but other replications,including the Union reconstruction, are not as close. In each case, I checked the closeness of the CVM-replication by calculating the correlation to the archived CVM series and the range of discrepancies. There are a few other puzzles listed below, including Juckes’ use of the “unadjusted” Mannian PC1. Maybe Juckes will be prepared to clarify some of the problems that I encountered; but, if not, maybe others can solve the Juckesian conundra. The script contains two functions: juckes.cvm – which calculates cvm reconstructions using a network of proxies and a target period; and verification.stats which generates calibration r2,RE and verification r2,RE and CE statistics.

For nearly all cases, I first did a calibration on 1856-1980 following Juckes, and, in addition, did a calibration on 1902-1980 with verificaiton on 1856-1901 following MBH. I presented results last December at AGU on verification statistics for the archived reconstructions noting the high calibration r2 statistics, negligible verification r2 statistics and typically high danger-zone calibration DW statistics. Continue reading

Juckes cites Wahl and Ammann

One of the really annoying things about Wahl and Ammann was their failure to cite our prior analysis of various MBH permutations and, then, having failed to cite these prior analyses, reproaching us for supposedly “omitting” these analyses. For example, in MM05 (EE) we discussed the relative impact of using 2 or 5 covariance PC2 or using correlation PCs; we did so largely because these issues were already in play through our Nature correspondence and realclimate postings, where Mann had raised the same issues. (Wahl and Ammann don’t cite or even acknowledge Mann.)

However, when Wahl and Ammann carried out similar analyses, they did not refer to or reconcile to our prior analyses, leaving a highly distorted record. Here’s a graphic that I presented at KNMI, showing the virtual identity of MM05 (EE) results and Wahl and Ammann Scenario 5 results. (I spent several hours with Juckes coauthor Nanne Weber at KNMI and she did not inquire about this graphic.)

Left: Archived results from MM05 (EE) Figure 1. Orange- MBH98 as archived; red — MM05b emulation of MBH98; magenta — using 2 covariance PCs from NOAMER network. All smoothed. In addition, MM05b reported that 15th century results using correlation PCs were “about halfway” between the results with 2 covariance PCs and that “MNH-type” results occur if the network is expanded to 5 PCs. Right – WA benchmark and Scenario 5 cases using MBH98 weights and temperature PCs (after fully reconciling calculations to WA benchmark with no weights and WA version of temperature PCs). Orange — MBH98 as archived; red- WA benchmark varied as described; magenta — using two covariance PCs; blue — one graph with 4 covariance PCs; one graph with 2 correlation PCs.

The differences between the Wahl and Ammann emulation and the MM05b emulation are obviously very slight – apples and apples. The slight difference pertains to how the reconstructed temperature PCs were re-scaled. I discussed this on the blog in May 2005 after Wahl and Ammann released their code. Apples and apples, the reconstructed temperature PCs were identical in the two codes. The difference arises in the re-scaling procedure in MBH98, which is handled a little differently in the two algorithms, accounting for the slight differences. In MM05b, we calculated the NH composite using the reconstructed temperature PCs from the regression module without re-scaling; the resulting composite was then re-scaled to match the instrumental NH composite. In the WA implementation (which has been adopted in all fresh calculations reported here), the reconstructed RPCs were re-scaled to match the variance of the target RPCs. The WA source code acknowledge a pers. comm. from Mann in April 2005 for this step, which is undocumented. The practical effect of re-scaling prior to calculating the NH composite (as opposed to the other order) in this particular case is to cause a slight compression of scale and to improve the replication of MBH results. However, the replication, as noted above, remains incomplete and there is a disquieting remaining discrepancy in 15th century results.

The pink curve shows the emulation results using 2 covariance PCs in the NOAMER network, a situation illustrated in MM05b and discussed in Wahl and Ammann Scenario 5. The left panel shown here uses the identical digital information as the corresponding Figure in MM05 (EE), but is colored and smoothed differently to match Wahl and Ammann. The blue curves shown on the right shows the reconstruction using 2 correlation PCs or 5 covariance PCs. In MM05b, we reported the following result:

If the data are transformed as in MBH98, but the principal components are calculated on the covariance matrix, rather than directly on the de-centered data, the results move about halfway from MBH to MM. If the data are not transformed (MM), but the principal components are calculated on the correlation matrix rather than the covariance matrix, the results move part way from MM to MBH, with bristlecone pine data moving up from the PC4 to influence the PC2….

If a centered PC calculation on the North American network is carried out …., MBH-type results occur if the NOAMER network is expanded to 5 PCs in the AD1400 segment (as proposed in Mann et al., 2004b, 2004d). Specifically, MBH-type results occur as long as the PC4 is retained, while MM-type results occur in any combination which excludes the PC4.

The only amendment that I would make to the above comments is to concede a little less than conceded above: that inclusion of the covariance PC4 (the second paragraph of the quotation) merely moves the reconstruction about halfway from the results using 2 covariance PCs to the MBH results.

When you think of the various calumnies thrown out by Wahl and Ammann (and re-cycled by Juckes), the similarities between the results in MM05b and Wahl and Ammann Scenario 5 are remarkable. The failure of Ammann and Wahl to reconcile these results amounts in my opinion to a distortion of the research record, a distortion being perpetuated by Juckes et al.

Juckes and Covariance PCs

Juckes and the Euro Team spent a lot of time on the topic of MM normalization, stating as follows (continuing the academic check kiting initiated by claims made in Wahl and Ammann (Clim Chq 2006) using the rejected Ammann and Wahl (GRL 2006)):

Wahl and Ammann (2006) ascribe the difference between MM2005 and MBH1998 to another apparent error by McIntyre and McKitrick: the omission of the normalisation of proxies prior to the calculation of proxy principal components.

Juckes, in his usual style, raised this issue again on the blog as follows (in the same message as his claim about failing to “disclose” “machine-specific” code):

re #29: Using your code, I can show that the sensitivity you describe only exists when you use your own “arbitrary” normalisation for the calculation of the proxy PCs (ranging from a standard deviation of 0.0432 for wy023x to 0.581 for nm025). Why do you use this normalisation? Is the effective elimination of much of the data intentional?

Remarkably enough, this very issue with the specific series wy023x has already been discussed in print (Huybers Comment and Reply to Huybers). My published corpus of work is not large – indeed, I receive many criticisms for it not being larger than it is. Given that we’re talking about only 5 papers and given Juckes’ preoccupation with matters MM, you’d think that Juckes would have familiarized himself with prior discussion of this issue before making various attacks, both here and in his submission to Climate of the Past.

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Juckes and the Pea under the Thimble (#1)

Juckes has much to say about several MM articles, none of it favorable and little of it accurate. Juckes, like the rest of the Team, seldom quotes our articles – instead, he typically paraphrases what we said, often creating a straw man, which he prefers to deal with. It’s a wearisome task disentangling the many mischaracterizations of our work.

I’ll discuss a few points. Although he spends a great deal of time discussing standardization prior to PC calculations, astonishingly he does not discuss or even cite the Huybers Comment or the Reply to Huybers, the NAS panel or the Wegman panel.

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