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CATS update

CATS e-News                                    Issue 5,  July - September 2010




Welcome to the July - September edition of CATS e-news.
CATS 10th Anniversary event will take place on Friday 29th October here at LSE. Please see below for further details. We hope to see you there!

Conferences,workshops, presentations etc...
July - September

Falk Niehoerster attended the Willis Research Network meeting "Extreme Weather & Climate Liaison Group Meeting with WMO" on 7th and 8th of July.

Joe Daron and Alex Jarman attended the Royal Meteorological Society Student Conference at the Met Office in Exeter from 8th to 10th July. Joe was on the organising committee for the conference.

David Stainforth attended 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 was 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 organized two sessions for the "Energy and Emission Markets" stream of the EURO XXIV (24th European Conference on Operational Research), in Lisbon, July 11-14. Max gave a talk, "Option Pricing in the European Unions Emission Trading Scheme".

A number of CATS people, including Leonard Smith, David Stainforth, Falk Niehoerster, Ana Lopez, Joe Daron, Alex Jarman and Emma Suckling, gave talks at the 11th International Meeting on Statistical Climatology (IMSC) in Edinburgh, 12-16 July.
See a list of all the presentations here.

Leonard Smith attended a number of conferences and workshops during August and September: Science Foo Camp, BIRS Extreme events in climate and weather, CLIVAR WGOMD-GSOP Workshop on Decadal Variability, Predictability, and Prediction: Understanding the Role of the Ocean and EXTREMES 2010: International Workshop on Recent Achievements in the Study of Extreme Events, in which he gave a talk, “The Role of Simulation Models in Extreme Forecasting”, on 27th-29th September. Falk Niehoerster also attended the workshop.

Nicola Ranger and Bob Ward attended a UNEP workshop in Bonn on global emissions trajectories, leading towards the preparation of a collaborative paper for Cancun, the first week of August. Nicola also presented the 1.5ºC work and its implications for risk and the need for risk reduction and insurance at the MCII (Munich Climate Insurance Initiative) side event.

Henry Wynn gave 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.

David Stainforth attended several workshops and meetings during the month of September:

  • The "Tipping Points" meeting: a colaboration of artists and scientists focused on exploring the role of artistic activities in understanding and communicating issues around climate change.

  • The Isaac Newton Institute Workshop on probabilistic Methods in Exeter. He proposed a breakout group on the subject "What is Climate" and had interesting discussions on the meaning and importance of ergodicity in the climate change problem.

  • RAPID-RAPIT progress meeting to discuss project progress relating to ensembles aimed at exploring the possibility of THC shutdown and the construction of emulators to help design and interpret such ensembles.

  • He also gave a presentation at a meeting called "Complexity Applied", organised by the Institute of Physics at the Judge Business School in Cambridge. His talk was entitled: "Climate Change Complexity: Assumptions - Hidden, Ignored and Dismissed". The meeting had lively discussions and involved a mixture of physicists, economists and specialists in complexity theory.

The Centre for Climate Change Economics & Policy (CCCEP) held a Phd Symposium on 15th September with which some CATS members were involved. Falk Niehoerster chaired a session, together with David Stainforth and Emma Tompkins (Leeds University), on Climate impacts and vulnerability. Joe Daron gave a talk in the "Climate Impacts and Vulnerability" session of the conference - the talk related to his PhD work on defining climate under climate change using simple nonlinear systems.

Jim Baker presented two reports 'On Weather and Forest Monitoring, GEO, and GCOS' and 'On mobilizing funding for observing system improvement in developing countries' at the Global Climate Observing System meeting in Geneva (27-30 Sept 2010).

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.

October and further ahead

CATS 10th Anniversary

To mark its 10th anniversary, CATS is holding an afternoon of talks and evening reception on Friday 29th October.
The talks will cover a broad range of CATS’ research – from climate model uncertainty, ocean systems, valuation and risk in the finance sector, and robust decision making in insurance. Speakers will include Tim Palmer (European Centre for Medium-Range Weather Forecasts), Pauline Barrieu (LSE), Ralph Rayner (ImarEST; Consortium for Ocean Leadership; LSE), and Richard Max-Lino (Quest4 Consulting Ltd)
The afternoon talks will begin shortly after 2pm, and will be followed by an evening reception from 6.00 to 8.30 pm.
If you would like to attend the event (the afternoon talks, the reception, or both), please email Eva Moratinos.

Joe Daron will be giving a talk to Masters Students at the University of Exeter, in Falmouth about International Climate Policy as part of a MSc course in Energy Policy and Sustainability on Wednesday 6th October.

David Stainforth will be attending a Collaborative meeting with The Centre for Ice and Climate, Niels Bohr Institute in Copenhagen on 4th - 6th October. The main focus is the interpretation of in the context of recent discussions on difficulties in constraining climate sensitivity and the implicit assumptions of linearity therein.

Hailiang Du will be giving a talk entitled 'Nowcasting with Indistinguishable States' at the DARC: Data Assimilation at the University of Reading on Wednesday 6th October.

Arthur Petersen (Munich Re Programme Visiting Professor) will be visiting LSE from 29th October - 1st November










































Papers & other outputs

Papers recently finished:

Grantham Research Institute and CCCEP in collaboration with the Met Office published on August 2nd a policy briefing on the feasibility of a goal to limit global warming to 1.5C. This paper was authored by Nicola Ranger, Bob Ward and Alex Bowen from Grantham, in collaboration with Jason Lowe and Laila Gohar from the UK Met Office.

Jochen Broecker's paper ``On Variational Data Assimilation in Continuous Time'' was accepted by QJRMS.

Arthur Petersen's co-authored paper with AHW Beusen and PJF de Vink: “The dynamic simulation and visualization software MyM” was finalized and accepted for publication in Environmental Modeling & Software. The integrated modelling environment MyM integrates design of mathematical models, execution, data analysis and visualization with the explicit purpose to facilitate the interactive communication about model structure and data between modellers, policy analysts and decision makers.

Jim Baker has published a paper in May entitled 'Achieving forest carbon information with higher certainty:A five-part plan'. This article appeared in the journal Environmental science & policy (Elsevier).

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:

Petersen, AC, Meyer, LA, Strengers, BJ and Hajer, MA: “Opening up scientific assessments”, on the future of IPCC assessment methods was submitted to Global Environmental Change (as an Editorial).

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 Granham Institute colleagues, Alex Bowen, Bob Ward and Chris Taylor. This is an outcome of their December policy briefings on emissions targets, "Mitigating climate change through reductions in greenhouse gas emissions: the science and economics of future paths for global annual emissions"

Nicola Ranger and Trevor Maynard (Lloyd's) 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 (Munich Re programme, Visiting Professor) 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

Leonard Smith and Falk Niehoerster started a closer collaboration with the project of Myles Allen in Oxford ( In this collaboration they use the distributed computing environment of the project to test the robustness of results of Bowen&Ranger 2009 ("Mitigating climate change through reductions in greenhouse gas emissions: The science and economics of future paths for global annual emissions", Grantham Policy Brief, December 2009). The goal is to estimate the extent to which the probability distributions based on simulations with simple climate models (MAGICC) are robust when compared to results of using more complex climate models (GCMs). In the context of this collaboration Dan Rowland from Oxford joined CATS as a visitor.

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".

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"























New Appointments

Dr Swenja Surminski, previously Advisor Climate Change, Association of British Insurers, joined CATS/CCCEP in September as a Senior Research Fellow to work on the Munich Re Programme "Evaluating the Economics of Climate Risks and Opportunities in the Insurance Sector ".

Edward Wheatcroft begins his PhD in October 2010 as part of the NERC-funded RAPID-RAPIT project, a collaborative project led by the National Oceanography Centre, Southampton. Edward's Thesis, on "Quantifying the relationship between climate models and reality", will study the relationship between models and reality in the context of climate change. The research will work towards the design of ensemble experiments which can evaluate the spatial and temporal scales on which complex climate models can potentially provide quantitative information about the future real world climate.



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". Anna now works as a Coal and freight Options trader for RWE, an energy company that owns Npower and is the biggest Utillity company in Germany. RWE trades Gas, Power, Coal, Freight, Oil and CO2. It trades physical assets and also paper markets. They also optimise the run of power stations and invest in pipe lines and infrustructure around the world.

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 is now a visiting fellow at CATS. He 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

Anna Andrianova


Jochen Broecker


Liam Clarke


Milena Cuellar


Hugo Maruri-Aguilar