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CATS update

CATS e-News                                    Issue 4,  June 2010




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:


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"

"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.

































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"
"Shadowing in intermediate-dimensional systems. II - Demonstration of gradient descent for a rotating annulus model in the perfect model scenario".


























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"
























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




Dr Swenja Surminski













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 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.



Roland Young



Jochen Broecker


Liam Clarke


Milena Cuellar


Hugo Maruri-Aguilar