CATS e-News                                    Issue 2,  April 2010

Welcome to the latest issue of CATS e-News!

This month's edition sees even more news, with contributions from Visiting Professors and ex-LSE CATS members. In fact, we have added a new section, "Where are they now?" at the end so as to keep up with where everyone is and what they're doing. Special thanks to Eva for all her work on this, and especially for finding such great pictures!

Conferences, workshops, presentations etc...April and May

Leonard Smith gave/will be giving the following presentations

Further ahead

"Extracting Insight from Predictions of the Irrelevant: Can the Diversity in Our Models Inform Our Uncertainty of the Future?" to be presented by Leonard Smith at 28th International Conference on Mathematical Geophysics Modelling Earth Dynamics: Complexity, Uncertainty and Validation, Pisa, June.

Arthur Petersen, two weeks after his visit to LSE, will be attending an Exploratory Workshop funded by the European Science Foundation on "Epistemic Shifts in Computer-Based Environmental Sciences", University of Aarhus, June 10-12.

Max Fehr and Pauline Barrieu have been asked to organise two sessions for the "Energy and Emission Markets" stream of the EURO XXIV (24th European Conference on Operational Research), in Lisbon, July 11-14.

Lenny, Dave, Nicola, Falk, Ana and Milena will be going to the 11th International Meeting on Statistical Climatology (IMSC) in Edinburgh, 12-16 July.

Ralph Rayner will be presenting the keynote lecture at a conference being hosted by Engineers Australia and the Planning Institute of Australia, 29 September to 1 October.

Leonard Smith talking at the NCAS/NERC spring summer school

Papers & other outputs

Papers recently finished:

Ralph Rayner has published a chapter in a new book which is entitled "Asset management – Whole-life management of physical assets". The title of the chapter is "Incorporating climate change within
asset management".

Leonard Smith, Milena Cuellar, Hailiang Du, and Kevin Judd, "Exploiting Dynamical Coherence: A Geometric Approach to Parameter Estimation in Nonlinear Models" accepted by Physics Letters A.

Leonard Smith and Hailiang Du, "Parameter estimation using Ignorance" under revision for Physics Review Letter.

Leonard Smith and Hailiang Du, "Improvement in Full Probability Forecasting at Seasonal Lead-times" under revision for Quarterly Journal Royal Meteo Soc

Visser H, Büntgen U, D'Arrigo R and Petersen AC, "Detecting instabilities in tree-ring proxy calibration", submitted to Climate of the Past (three referee comments received recommending acceptance with minor revision).

Papers in preparation include:

Smith, LA., Du, HL, Higgins, S. and Binter, R: "Neccesary Conditoins for assigning Sensible Model Weights in Seasonal and Decadal Forecasting", in preparation for Tellus

Jochen Broecker has started writing a chapter for Jolliffe & Stephenson's book on forecast verification, 2. ed.

Research progress and activities

Milena has recently finished a STICERD funded CATS project that looks for innovative ways of quantifying the research quality of individuals, departments and institutions. The project focused on assessing research quality of individual researchers. To assess the quality of a researcher according to a given set of measures, there are available a number of databases with quantitative information about a researcher, academic department or institution's scientific activity. Data for research quality assessment is normally found as number of publications and number of citations for given researcher. To overcome the flaws introduced by the analysis of this low dimensional data, the time series of publications and citations of an individual are analyzed at lower temporal scales (quarterly periods) and cross-correlated to Impact Journal Information and spread of the impact of a publication in different areas.

Max Fehr, Pauline Barrieu and Umut Cetin continue their work on a model for risk neutral futures price dynamics in the European Unions Emissions Trading Scheme (EU ETS). Historical price dynamics suggest that both allowance prices for different compliance periods and CER prices for different compliance periods are significantly related. To obtain a realistic price dynamics we take into account the specific details of the EU ETS compliance regulations, such as banking and the link to the Clean Development Mechanism (CDM), and exploit arbitrage relationships between futures on EU allowances and Certified Emission Reductions.

Falk Niehoerster, Nicola Ranger, and Lenny Smith continue work on Hurricanes: the predictability of Hurricane frequency and intensity is investigated on seasonal to multi-decadal timescales. Comparison and verification of different statistical approaches are conducted in addition to expert elicitation. The goal is to generate scenarios of future development of Hurricane activities for adaptation decision making.

Roman Binter, Hailiang Du, Falk Niehoerster and Lenny Smith work on Seasonal to Decadal Predictability: The predictability of important atmospheric phenomena is investigated in seasonal to decadal (s2d) predictions produced in the multi-model framework of the ENSEMBLES project. Impact relevant indices like the sea surface temperature (SST) in the main development region for hurricanes (MDR) and the Nino3.4 index (related to the El Nino phenomenon) as well as the global mean temperature (GMT) are currently the focus of the analysis.

Falk Niehoerster and Lenny Smith work on SVD on ICE - Linearity questions in climate modelling: The question of linearity in general circulation model (GCM) simulations of global warming as a function of a increasing atmospheric CO2 concentration is another focus. The assumption that climate response is "linear" is widely used and multiply defined. Indeed, the assumption of linearity is crucial for several applications of climate science including pattern scaling. The extent to which linearity approximations hold is evaluated in large (~2^9)) initial condition ensembles (ICE). These simulations consider the equilibrium response of HadSM3 to three different levels of CO2 concentration increase. By comparing the singular value decomposition (SVD) and the leading singular vectors of the three initial condition ensembles we evaluate not only the relevance of the linearity assumption, but also the robustness of the principal pattern of temperature change.

Funding opportunities

There is an NERC and Met Office weather of climate research call, with closing date 11 May. Details are at this link

The Grantham Institute and Department of Statistics will be submitting a joint application to the AXA Research Fund for an endowed Chair in Climate Change Risk and Uncertainty, for which we are proposing the appointment of Professor René Carmona of Princeton University.
Closing date is 20th May 2010.

Henry Wynn together with Dr Mark Atherton of Brunel University submitted an application to EPSRC last month, entitled: "Piezoelectric Bimorphs with Adaptive Performance".

Visitors

Howard Kunreuther, Munich Re Visiting Professor, visited LSE on April 15-16. The main focus of discussions concerned our potential collaboration, under the Munich Re programme, on the hurricane risk scenarios and adaptation work. Meetings were also held with Rowan Douglas (Willis Re), Robert Muir-Wood (RMS), Gordon Conway (DFID) and Erik Chavez (World Bank).

Arthur Petersen, also Munich Re Visiting Professor, is visiting LSE from 26th April to 21st May (see more information under Conferences and Research progress.)

As reported by Dave Stainforth  last month Mike Wehner from Berkeley would be keen to visit for a while at some stage. He's interested in and has done some work on hurricane simulations. Also Peter Rayner from Melbourne is in Paris for a few months. He gave a great talk at the RS on "Reducing Uncertainties in future terrestrial carbon sinks: an approach using process models and data assimilation". He uses a perturbed physics approach. A little over interpreted but generally cautious. He would like to talk with us. There would be relevance to our interests in model interpretation, philosophy of climate science and Grantham more generally. It would be great if we could get him over before he goes back to Australia sometime in May.

Dr Thomas Stemler, scientist from UWA (and postdoc of Kevin Judd) will be visiting LSE for six weeks from 18th May.

New projects / appointments

The NERC EQUIP project (End-to-End Quantification of Uncertainty for Impacts Prediction) is now under way. For details of the project see: homepages.see.leeds.ac.uk/~earac/equip.html. We have appointed a new postdoc, Emma Suckling (a nuclear physicist by training but soon to become our project statistician!) who will be starting on 4th May.

Dave Stainforth's NERC RAPID RAPIT project will get underway sometime between now and October, we are currently re-advertising the  PhD studentship on Relating Climate Models and Reality.

Arthur Petersen received a grant for hiring two postdocs on a social and natural science project on "Bridging the gap between stakeholders and climate modellers: demand-driven adaptation assessment for uncertain changes in weather extremes". The grant was awarded by the Netherlands Organisation for Scientific Research (NWO). For the natural science (or better: statistical) component, the Royal Netherlands Meteorological Institute (KNMI) is now hiring a two-year postdoc.

From March 22-26 Arthur Petersen attended the "Asilomar International Conference on Climate Intervention Technologies" in Pacific Grove, CA. He has been engaged in the Dutch public debate on geo-engineering research, particularly the uncertainties associated with it and its public acceptability.

Max Fehr has been awarded the ETH Medal for his PhD Thesis (The medal is awarded to the top 5  PhD Thesis at ETH.

Where are they now?

Anna Andrianova completed her PhD at CATS, thesis title: "Incorporating weather forecasts into the energy markets". More info to follow soon we hope!

Ron Bates is currently working at Rolls Royce. He was a senior Research Fellow in the Department of Statistics and CATS from 2003 to 2008, working with Henry Wynn on a number of European and EPSRC funded projects.

Neil Bathia completed his PhD earlier this year, thesis title: "Factor modelling for high dimensional time". He is currently doing a postdoc with Prof. Peter Hall in the Maths department at the University of Melbourne and he is working on problems in high dimensional data analysis and model selection.

Jochen Broecker works at the Max Planck Institute for Physics of Complex Systems in Dresden. We are very happy to announce that Jochen got married on 24th April!
Jochen was a Research Officer at CATS from 2003 to 2007, working on a number of projects including the EU project ENSEMBLES and the EPSRC project DIME.

Liam Clarke is working at the Financial Services Authority, London.
He was a Research Officer at CATS from 2003 to 2008, working on the EPSRC funded project REMIND and then the NERC funded project NAPSTER.

Milena Cuellar is now an Adjunct Assistant Professor at CUNY Bronx's Community College. She's teaching Math to first year college students.
She completed her PhD at CATS funded by NGT. Thesis title: "Time series analysis, model parameters estimation."

Reason Machete is currently a Research Assistant in Mathematical Modeling for the Digital Economy in the Mathematics Department at the University of Reading. He was a Research Assistant in CATS from 2007 to 2010, working on a number of different CATS projects.

Hugo Maruri-Aguilar is now lecturing in the Statistics Department at Queen Mary, University of London.He was a Research Officer on the EPSRC funded project, MUCM, from 2006 to 2009, working with Henry Wynn.

Edward Tredger completed his PhD in 2009, thesis title: "What can Insurers learn from Climate Models?" Edward is now working at Defra.

Antje Weisheimer is at the European Centre for Medium Range Weather Forecasting (ECMWF) in Reading, and we're very please to announce that she has just had a new baby! Antje was an EC Marie Curie Postdoctoral Fellow at CATS from 2002 to 2003. She was working on predictability in large climate models.