© Crown copyright 2004
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Development of probabilistic
climate predictions for UKCIP08
David Sexton,
James Murphy, Mat Collins, Geoff Jenkins , Glen
Harris, Kate Brown , Robin Clark, Penny Boorman, Simon Brown,
Richard Jones, Jason Lowe, Ben Booth, B. Bhaskaran, David Hassell,
Ruth McDonald, Tom Howard, Lizzie Kennett
UEA, October 19, 2007
© Crown copyright 2004
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Content
UKCIP08
Probabilistic climate prediction system
Modelling uncertainty and perturbed
physics ensembles
Weighting with observations
Time Scaling
Other components of Earth System
Downscaling
Assumptions
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UKCIP ‘02
Based on the state-of-the-
art at the time - HadCM3,
HadAM3H time-slice, 50km
HadRM3 experiments
Used by many private and
public-sector organisations
to make decisions and
spend money
“Scenario” based with no
quantification of
uncertainties (although
plenty of caveats pointing
this out)
© Crown copyright 2004
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Emission scenarios
Effects of internal
variability
Modelling of
Earth
system
processes
Uncertainties in model projections
… which
includes
how
informative
are models
about
reality
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Modelling uncertainty
Set of international climate models are
all ‘tuned’ to observations
But there is no guarantee these are the
actual optimal models
Other choices of values for model input
parameters could have provided equally
plausible simulations of observations
whilst providing a wide range of
responses in the future
So tuning could affect the decisions
planners make based on climate
predictions
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UKCIP08 – Probabilistic predictions
To provide joint probability distribution
functions (pdfs) of predicted changes in a
selection of key UK climate variables at
25km resolution for 2010-2039, 2020-
2049,…,2070-2099
Results will be presented for each
variable by month
We aim to deliver the final report and the
pdfs October 2008
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UKCIP08 Products
Report
Three types of output:
Probabilistic PDF
Weather Generator (change factors from PDFs)
Raw daily data from 17 regional climate models
Web-based data delivery package (UI)
Will produce nice graphics
Provide some analysis
Provide some guidance
Documentation on guidance
Preparatory workshops
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Probabilistic climate predictions are …
It is not a probability distribution from which the
real world samples what it does
So not an ensemble weather forecast for the
future.
It is just a representation of the degree to which
each possible future climate is plausible given
the evidence (climate models and observations).
As the evidence changes so will the prediction.
Underlying value is to reduce the risk of a user
making a bad decision
So instead of giving a policy maker all our
modelled and observed data we give them a
summary statement of the extent to which
various possible future climates are consistent
with the evidence.
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Production of UKCIP08 predictions
EBM
Time-
scaling
Down-
scaling
Perturbed
physics
ensemble
Ocean PPE
Aerosol
PPE
Carbon
cycle PPE
No computer in world is big enough to run many variants of a 25km
Earth system model so we have developed a framework to combine
lots of pieces (Murphy et al, Phil. Trans. Royal Society, 2007).
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Perturbed physics ensembles
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..use “perturbed physics ensembles” to sample
systematically a space of possible model configurations
• Relatively large ensembles designed to sample
modelling uncertainties systematically within a
single model framework
• Executed by perturbing model input parameters
controlling key model processes, within expert-
specified ranges
•
Key strength
: Allows greater control over
experimental design cf multi-model “ensembles of
opportunity”
•
Key limitation
: does not sample “structural
modelling uncertainties”, e.g. changes in resolution,
or in the fundamental assumptions used in the
model’s parameterisation schemes – need to include
results from other models to account for these.
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First steps
•Take one climate model (in this case
version 3 of the Hadley Centre model)
•Specify distributions for multiple
uncertain model parameters controlling
atmospheric physical processes
• Run an ensemble of simulations
(@300km horizontal resolution) of the
equilibrium response to doubled CO
2
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..gives a large (~300 member) sample of possible
changes (e.g. summer UK rainfall)
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Making
probabilistic
climate predictions
for 2xCO2
response
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Bayesian prediction – Goldstein and Rougier
Aim is to construct joint probability
distribution p(X, m
h
, m
f
,y,o,d) of all
uncertain objects in problem.
Input parameters (X)
Historical Model output (m
h
)
Model prediction (m
f
)
True climate (y
h
,y
f
)
Observations (o)
Model imperfections (d)
It measures how all objects are related in
a probabilistic sense
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Best-input assumption
Physical and dynamical processes in a climate
model are controlled by numbers called model
input parameters.
We assume that one choice of these values, x*,
is better than all others
( *)
y
f x
e
=
+
True climate
Discrepancy
Model output
of best choice
of parameter
values x*
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Best-input assumption
We only know the probability that any
combination of parameter values is the
best-input model. But that means we
need millions of model variants.
That is too expensive - can only afford
hundreds of runs but they have to
sampled in a way that is consistent with
your beliefs about where the best model
is.
Need a cheap alternative..
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Emulators e.g. climate sensitivity
Ensemble member
S
q
rt
(c
lim
a
te
s
e
n
sit
iv
ity
)
Dots – actual runs
Lines – 95% credible
interval from emulator
Emulators are statistical
models, trained on
ensemble runs, designed to
predict model output at
untried parameter
combinations
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Sampling different model variants with
emulator
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Climate sensitivity – before weighting with
observations
FOCUS
ON
BLACK
CURVE
The
Prior
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Parameter Constraints due to
weighting
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Weighting different model variants
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Weighting different model variants
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Climate sensitivity
“Truncation
level” =
amount of
independent
information
from
observations
FOCUS
ON
RED
CURVE
The
Posteri
or
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Climate sensitivity
“Truncation
level” =
amount of
independent
information
from
observations
FOCUS
ON
RED
CURVE
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Weighting models
with observations
and discrepancy
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Physics/dynamics matter…
Compare models against several
observational variables – with just one
variable you can simulate climate well for
the wrong reasons
Will compare with present-day mean
climate - Indirect assessment of key
processes for our climate prediction but
adds confidence to our prediction of one-
off event
We are not going to assume models are
perfect so using better models has an
impact
© Crown copyright 2004
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Best-input assumption
Physical and dynamical processes in a climate
model are controlled by numbers called model
input parameters.
We assume that one choice of these values, x*,
is better than all others
( *)
y
f x
e
=
+
True climate
Discrepancy
Model output
of best choice
of parameter
values x*
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Comparing models with observations
Use likelihood function i.e. skill of model is
likelihood of model data given some observations
1
1
log ( )
log| |
(
)
(
)
2
2
T
o
n
L
c
-
=- -
-
m
V
m-o V m-o
V = obs uncertainty + emulator error +
discrepancy
Discrepancy
is ‘distance’ between real system and
‘best’ choice of input parameters
Truncation level
= dimensionality of m, o
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Discrepancy – a schematic of what
it does
•Avoids observations over-constraining the pdfs.
•Avoids contradictions from subsequent
analyses when some observations have been
allowed to constrain the problem too strongly.
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Specifying discrepancy
Use multimodel ensemble from AR4 and
CFMIP
For each multimodel ensemble member,
find emulated model variant that is
closest to that member
There is a distance between climates of
this multimodel ensemble member and
this “best” emulated model variant i.e.
effect of processes not explored by slab
model variants.
Pool these distances over all multimodel
ensemble members
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Four types of data…
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Errors in predicting multimodel
ensemble
•Each dot is a
member of
multimodel ensemble
•Grey shading
represents 95%
confidence interval
from internal climate
variability
A choice: select 10 as this is
as large as possible whilst
still providing a robust
estimate
Number of
observable quantities
in cost function used
to find ‘best input’
© Crown copyright 2004
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Climate sensitivity
“Truncation
level” =
amount of
independent
information
from
observations
FOCUS
ON
RED
CURVE
© Crown copyright 2004
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Joint probabilities
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Time scaling
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Production of UKCIPnext predictions
EBM
Time-
scaling
Down-
scaling
Equilibrium
PPE
Ocean PPE
Aerosol
PPE
Carbon
cycle PPE
For A1B, B1, A1FI scenarios…
© Crown copyright 2004
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Coupled Atmosphere-Ocean
Ensembles
Smaller
ensembles of
HadCM3
because of
spin-up issues
Perturbations
to atmosphere-
model
parameters
with equivalent
HadSM3
versions
Flux
adjustments
used to keep
models stable
and reduce SST
biases
Observations
Historical + A1B
forcing
Collins et al. 2006
© Crown copyright 2004
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Pattern Scaling to Produce Pseudo-Transient
Ensembles - Methodology
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Some plumes…Wales August
temperature
No carbon cycle feedback yet
© Crown copyright 2004
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Other components
of Earth System
© Crown copyright 2004
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Production of UKCIPnext predictions
EBM
Time-
scaling
Down-
scaling
Equilibrium
PPE
Ocean PPE
Aerosol
PPE
Carbon
cycle PPE
For A1B, B1, A1FI scenarios…
© Crown copyright 2004
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Uncertainties in the transient response of global
mean surface temperature
Ocean
parameter
s
perturbed
Sulphur
Cycle
parameters
perturbed
Atmospher
e
parameter
s
perturbed
Ocean
parameter perturbation
experiments (17 member ensemble)
run to quantify effects of
uncertainties in ocean transport
processes
Sulphur cycle
parameter perturbation
experiments (another 17 member
ensemble) also run
© Crown copyright 2004
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Impact of terrestrial uncertainties on
CO2
Standard HadCM3, 16 variants of terrestrial carbon
cycle
Black crosses - observations
Total
atmospheric
CO2
concentratio
n
© Crown copyright 2004
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Downscaling
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Production of UKCIPnext predictions
EBM
Time-
scaling
Down-
scaling
Equilibrium
PPE
Ocean PPE
Aerosol
PPE
Carbon
cycle PPE
© Crown copyright 2004
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Downscaling
•Have also run a 17-member 25km
resolution ensemble of perturbed
physics regional model versions.
•Driven by boundary forcing from
the HadCM3 A1B transient
simulations (1950-2100).
•We will construct regression
relationships between the 17 GCM
and 17 RCM simulations of future
climate.
•Use these to create regional
response pdfs at 25km scale. Will
add further uncertainty to the
regional responses.
© Crown copyright 2004
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Downscaling uncertainty
16 realisations of the difference in response of the regional model relative
to its driving global model, for January precipitation (% change for 2071-00
relative to 1950-79).
© Crown copyright 2004
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Downscaling relationships…
RCM
GCM error
b
= �
+
© Crown copyright 2004
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Assumptions
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What are the main assumptions we cannot
test
Local feedbacks between atmosphere
and other components of Earth System
(carbon cycle, aerosol chemistry and
ocean) are of second order importance to
effects linked to global temperature
change.
Structural model uncertainty is a good
proxy for difference between HadCM3
family of models and real system
Pattern scaling, downscaling relationships
applicable across parameter space
Multimodel members have equal
contribution to discrepancy
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THE END
ANY QUESTIONS?
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UKCIPnext (Hadley Centre contribution) –
Aims and Objectives
To provide joint probability distribution functions
(pdfs) of predicted changes in a selection of key
UK climate variables at 25km resolution for
each decade during the 21st century
Results will be presented for each variable by
month indicating mainly mean outcomes but
also extremes for e.g. max/min temperature,
precipitation
We aim to deliver the pdfs and final report
summer 2008
© Crown copyright 2004
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Sensitivity to prior – climate sensitivity
Before observational After
observational constraint
constraint
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Sensitivity to prior - %ΔUK summer
rainfall
Before observational After
observational constraint
constraint
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Monte Carlo Sampling
Emulated
Samples
E
m
u
la
te
d
D
is
tr
ib
u
tio
n
s
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Reducing uncertainty
Improve observational uncertainties
Improve model i.e. reduce discrepancy
Run larger ensembles
Use more observational constraints
independent of the ones used already
Remove pattern scaling and downscaling
steps
Remove assumptions about linking sub-
modules
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Weather Generators
We will make probabilistic predictions for
the variables that are inputted into the
weather generator
Weather Generators will be used to
generate time series consistent with
probabilistic predictions
If need spatially coherent time series at
high temporal and spatial resolution, can
use output from 17 regional climate
model runs
© Crown copyright 2004
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Ideal for future UKCIPs
Run 1860-2120 with fully coupled Earth
System Models perturbing parameters in
all components simultaneously and then
downscale
That is, no equilibrium runs, no
ensembles on individual components
Would need other climate centres to run
this experiment for their standard model
and ideally they would have these
downscaled.
© Crown copyright 2004
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Response surface predicted by
emulator
Climate Sensitivity as a function of two
parameters according to mean prediction of the
emulator – note emulator also predicts
uncertainty of response surface
© Crown copyright 2004
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Summer UK % precipitation change
Another choice: what truncation level to choose…
FOCUS
ON
RED
CURVE
© Crown copyright 2004
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Probabilistic climate prediction
Probabilistic prediction is a function of
Model
Observations
Choices
Assumptions
Choices guided by principle that we think
it is important to model the Earth System
correctly.
© Crown copyright 2004
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Bayesian framework by Goldstein and
Rougier:
some terms
Murphy et al., 2004, Nature, 430,
768-772
histogram of
“perturbed
physics”
ensemble
“emulated”
prior
distribution
posterior
distribution
© Crown copyright 2004
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Ensemble Simulations
“Bedrock” provided by a
relatively large ~300
member ensemble of
HadSM3 (atmosphere-slab
ocean) run at 1x and
2xCO
2
Results sensitive to how
you select parameter
combinations
Murphy et al., 2004
Webb et al., submitted
Stainforth et al., 2005
© Crown copyright 2004
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Weights
As truncation level increases, have to be luckier to land on a quality
point in parameter space
© Crown copyright 2004
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Precision of percentile estimates
Number of Monte Carlo samples 1-0.5
million
Precision
of 95
th
percentile
estimate
CHOOSE
THIS
ONE!
© Crown copyright 2004
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Emulators are statistical models,
trained on ensemble runs, designed
to predict model output at untried
parameter combinations
Emulators
© Crown copyright 2004
Page 68
Monte Carlo sampling of parameters combined with an
emulator overcomes dependency on sampling strategy to
produce prior prediction (blue line) consistent with beliefs about
where the best input lies.
Prior distribution
– prediction before any observations used
Emulators and priors
© Crown copyright 2004
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Discrepancy on future variable
Model not perfect so there are processes
in real system but not in our model that
could alter model response by an
uncertain amount.
Places extra uncertainty on prediction
variable in form of a variance
© Crown copyright 2004
Page 70
Where is the ‘best’ input?
Observations reduce uncertainty about which
points are best in parameter space
Most effective if a strong relationship exists
Constraining predictions
© Crown copyright 2004
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Standard carbon cycle, 3 versions of
atmosphere GCM
Dashed – no carbon cycle
Solid – with carbon cycle
© Crown copyright 2004
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Estimating discrepancy
Four ways I can think of…
Elicitation
Observations
Super-parameterised models
Ensemble of international climate models