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CATS
e-News
Issue 4, June
2010
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Welcome to the June
edition of CATS e-news.
CATS
10th Anniversary event! CATS is celebrating it's 10th Anniversary this year, and
we plan to hold an event to mark this on Friday 29th October here at LSE. Please
keep the date in your diaries (it will most likely be afternoon and early
evening), and look out for further news over the coming months.
Conferences, workshops,
presentations etc...June
Leonard Smith gave an invited
talk, "Extracting
Insight from Predictions of the Irrelevant: Can the Diversity in Our Models
Inform Our Uncertainty of the Future?", at the special session
"Can our models only predict the irrelevant?" in memory of
Professor Tarantola, at the 28th International
Conference on Mathematical Geophysics Modelling Earth Dynamics: Complexity,
Uncertainty and Validation, Pisa, 5-9 June.
Nicola Ranger co-chaired a
session and spoke at NATO ARW workshop on Climate Change: Global Change and
Local Adaptation, 6
– 9th June in Hella, Iceland. This event was
successful and she is now contributing to two book Chapters for a new
Springer book on adaptation decision making as an outcome to the
conference.
Arthur Petersen attended
an Exploratory Workshop funded by the European Science Foundation on "Epistemic Shifts in
Computer-Based Environmental Sciences", University of Aarhus, June 10-12.
Dave
Stainforth presented a talk at Climate
Change Communication and Collaboration in Vienna on 16 June.
The Grantham Research Institute
on Climate Change and the Environment ran an executive summer school
course: "Climate Change: Economics and Governance", 21-24 June. Further details
can be found at:
http://www2.lse.ac.uk/study/summerSchools/executiveSummerSchool/Home.aspx
Next month and
further ahead
Falk Niehoerster will be
attending the Willis
Research Network Meeting titled "Extreme Weather & Climate
Liaison Group Meeting with WMO" on 7th and 8th of July.
Joe Daron and Alex Jarman will
be attending the Royal Meteorological Society Student Conference at the Met
Office in Exeter
from 8th July to 10th July. Joe is on the organising committee for the
conference.
Dave Stainforth is attending a
workshop on "Better use of climate science: innovative approaches and
tools for promoting more effective dialogue between scientists and policy
makers" on Friday 9th July. This is at the Natural Environment
Research Council in Swindon and is a joint workshop involving, amongst
others: NERC, the UK Collaborative on Development Sciences, the
International Federation of the Red Cross and Red Crescent Society's
Climate Centre, the Institute
of Development Studies
and the Humanitarian Futures Programme.
Max Fehr and Pauline Barrieu are
organising two sessions for the "Energy and Emission Markets" stream of the EURO XXIV (24th European
Conference on Operational Research), in Lisbon, July 11-14.
A number of CATS people,
including Leonard Smith, David Stainforth, Falk Niehoerster, Ana Lopez, Joe
Daron, Alex Jarman and Emma Suckling, will be going to the 11th International
Meeting on Statistical Climatology (IMSC) in Edinburgh, 12-16 July.
The presentations will include:
"When
is a model relevant?" (Lenny)
"Are
Current Flaws in Bayesian Approaches to Climate Projection Fatal?"
(Lenny)
"SVD
on ICE - On the linearity of climate change simulation with GCMs"
(Lenny and Falk)
"Comparing
Cloud Feedbacks in Perturbed-Physics Ensembles from two different
GCMs" (Falk)
"Understanding
the relevance of climate model simulations to informing policy: an example
of the application of MAGICC to greenhouse gas mitigation policy” (Nicola, Lenny and Falk)
"The
inapplicability of traditional statistical methods in climate
ensembles" (Dave)
"Climate
model evaluation and models of natural variability"
(Ana)
"Analysis
of long term persistence in a perturbed physical ensemble" (Ana and Milena)
"Extraction
of information from Global Climate Model Perturbed Physics Ensemble"
(Ana and Milena)
"Prediction
of the sunspot activity using the shadowing filter" (Milena)
Henry Wynn will give the opening
keynote lecture at ENBIS10,
the tenth anniversary conference of the European Network for Business and
Industrial Statistics (ENBIS) in Antwerp,
September 12-16.
Ralph Rayner will be presenting
the keynote lecture at the conference 'Practical Responses to Climate
Change National' being hosted by Engineers Australia and the Planning
Institute of Australia, 29 September to 1 October.
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Papers & other
outputs
Papers recently
finished:
Nicola Ranger and Bob Ward
published their CCCEP/Munich Re programme Industry Brief "Aiming
for a 2o goal: what does it mean for the insurance
industry?"
Smith, LA. and Du, HL: "Parameter
estimation using Ignorance" under revision for Physics Review Letters.
Du, HL and Smith, LA: "Improvement
in Full Probability Forecasting at Seasonal Lead-times" under revision for Quarterly
Journal of the Royal Meteorological Society
Papers in
preparation include:
Nicola Ranger is contributing as
an author on a multi-institutional and multi-national report led by UNEP on
international emissions targets to feed into the UNFCCC negotiations this year,
along with Alex Bowen, Bob Ward and Chris Taylor (all Grantham). This is an
outcome of our December policy briefings on emissions targets.
Dr Nicola Ranger and Trevor
Maynard at Lloyd's of London have been collaborating on a paper which
discusses whether long-term general insurance policies would be a-priori
more expensive than short term policies. Their initial work suggests that
this would be the case generally due to typical global regulatory capital
requirements. Ranger and Maynard have shared their work with Howard
Kunreuther of Wharton and visiting Professor at the LSE and continue to
debate this topic in the context of Climate Change adaptation.
Nicola also has three papers at
final review stage for Climate Change:
"An
Assessment of the Potential Impact of Climate Change on Flood Risk in
Mumbai", with Stéphane Hallegatte,
Sumana Bhattacharya, Murthy Bachu, Satya Priya; K. Dhore, Farhat Rafique,
P. Mathur, Nicolas Naville, Fanny Henriet, Celine Herweijer, Sanjib Pohit,
Jan Corfee-Morlot
"A Global
Ranking of Port Cities with High Exposure to Climate Extremes", with Susan Hanson, Robert
Nicholls, S. Hallegatte, J. Corfee-Morlot, C. Herweijer, J. Chateau
"Assessing
Climate Change Impacts, Sea Level Rise and Storm Surge Risk in Port Cities:
A Case Study on Copenhagen", with Stéphane Hallegatte,
Olivier Mestre, Patrice Dumas, Jan Corfee-Morlot, Celine Herweijer, Robert
Muir Wood.
Nicola
Ranger, Antony Millner, Simon Dietz, Sam Fankhauser, Ana Lopez and Gianni
Ruta are working on a report for the Adaptation Sub-Committee: "Adaptation
in the UK: A decision-making process".
Smith, LA., Du, HL, Higgins, S.
and Binter, R: "Necessary Conditions for assigning Sensible Model
Weights in Seasonal and Decadal Forecasting", in preparation for Tellus.
Du, HL and Smith, LA: "Rising
Above Chaotic Likelihoods" in preparation for Journal of the American
Statistical Association.
Jochen Broecker is writing a
chapter for Jolliffe & Stephenson's book on forecast verification (2nd
edition).
Roland Young, Roman Binter, Falk
Niehoerster, Leonard Smith, and Peter Read also have two
papers on the annulus in preparation:
"Shadowing in intermediate-dimensional systems. I - Limits of
iota-shadowing using the perfect model rotating annulus" and
"Shadowing
in intermediate-dimensional systems. II - Demonstration of gradient descent
for a rotating annulus model in the perfect model scenario".
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Research progress and activities
Jochen Broecker implemented the barotropic vorticity
equation (i.e. a very simple weather model) on a strip of 360o
longitude x 30o lattitude. Coriolis parameter varies linearly
(beta--plane) - giving rise to nice Rossby waves. He is also planning to do
shadowing experiments.
Jochen is also preparing a
series of lectures on geophysical fluid dynamics together with Holger Kantz.
Arthur Petersen was involved in the
co-ordination of a Dutch governmental evaluation of the quality of the regional
chapters of the IPCC AR4 WG II report (on impacts, adaptation and
vulnerability). The report “Assessing an IPCC Assessment: An Analysis of
Statements on Projected Regional Impacts in the 2007 Report” was published
by the Netherlands Environmental Assessment Agency in July. A news piece on
the report was published in Nature, Volume 466-Number 7303, on 08 July 2010
"Few
fishy facts found in climate report".
Milena Cuellar is collaborating with Ed Spiegel
and one of his graduate students at Columbia University
on the Uncertainty in the prediction of Sunspots. "In the project we
explore and attempt to assess the uncertainty components of observational
sunspot information and model adequacy, to produce predictions of the solar
cycle".
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 Leonard 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 Leonard 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 Leonard 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. See poster
presented at IMSC, "SVD
on ICE - On the linearity of climate change simulation with GCMs"
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Visitors
Dr Swenja
Surminski,
Adviser Climate Change, Association of British Insurers, has been appointed
a Visiting Senior Fellow to CATS. She is advising the ABI on climate change
mitigation and adaptation. Key areas of work are climate impacts,
mitigation policies, and the role of insurance in the climate change
context. She has co-ordinated the ABI’s response to the 2007 summer floods
in the UK and sits on various research steering groups, guiding the
knowledge exchange between climate scientist and the insurance industry.
She is involved in several governmental working groups, representing the
views of the industry. Swenja is a member of the Management Committee of
the industry’s ClimateWise initiative, of the European Insurance Industry
Climate Change Taskforce (CEA) and of the London Climate Change Partnership
Steering Group. She has been advising on climate change risks at UN, EU and
UK
level and is the author of several papers on these topics.
Prior to taking up this role in April 2007, Swenja was working in the Risk
Management division of insurance broker Marsh McLennon and in the
Geoscience Team at Munich Reinsurance Company.
Swenja was a Fulbright Scholar in the US,
studying Environmental Economics and International Relations at the University of New Hampshire. Swenja received a PhD
in Economics/Political Science from Hamburg University
for her work on ‘Climate Change and the Insurance Industry’ in 2000.
Dr Thomas Stemler, from the School of Mathematics and Statistics of
the University of Western Australia (UWA) (and postdoc of Kevin Judd),
presented "Stochastic
Modelling of Deteministic Systems" at LSE, 10 Jun 2010. During his
visit, Thomas worked with Falk and Lenny on relationships between climate
models of different complexity levels.
Dr James Springham, also from UWA, visited CATS at
the beginning of June
CATS Visiting
Fellow, Jerome Ellepola has moved from the Position of Upstream Petroleum Economist with
Shell UK E&P to join the new Shell Projects& Technology
Organisation in the Netherlands.
His new role is in Network Masterplanning and Optimisation in the new Shell
Projects and Technology Organisation in Holland.
As an Economist he supported operational and commercial decisions on the
portfolio and major assets in the UKCS (e.g. Brent-Penguins,Nelson etc) on
late life field redevelopment strategies and decommissioning. In his new
role he will be part of an integrated team developing network masterplans
(Crude Oil/Gas/Power/CO2 etc). He will also be part of a team designing and
optimising the next generation of manufacturing plants through the
application of MINLP and NLP techniques based on yields and lifecycle
Economic KPIs.
Professor
Keith Beven,
Professor of Hydrology and Fluid Dynamics at Lancaster Environment Centre,
has been appointed a Visiting Professor to CATS. He made a first visit to
CATS on Wednesday 30th June, for a day of informal talks/discussions
on model uncertainty.
Jochen Broecker,a Postdoc at MPI, Dresden, visited
CATS on 24th May.
A list of all current CATS
Visiting Fellows and Professors can be found here
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Dr Swenja Surminski

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Where are
they now?
Our
regular end piece of where ex-CATS members are now.
Roland Young, who was a Research Officer at
CATS last year, is back in Oxford
where he did his D.Phil., working as a postdoc in Peter Read's group. He
has moved from studying the rotating annulus to studying the dynamics of
giant planet atmospheres (specifically Jupiter and Saturn) using general
circulation models.
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.
Roman Binter is finishing his phd thesis, and
began work with Penson GHCO at the beginning of May. We hope to organise a
proper leaving do for Roman soon....watch this space!
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.
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.
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."
Edward Tredger completed his PhD in 2009,
thesis title: "What can Insurers learn from Climate Models?"
Edward is now working at Defra.
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.
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.
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Roland Young

Jochen Broecker

Liam Clarke

Milena Cuellar

Hugo Maruri-Aguilar
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