e-News Issue 5, July - September 2010
Welcome to the July
edition of CATS e-news.
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!
July - September
attended the Willis
Research Network meeting "Extreme Weather & Climate
Liaison Group Meeting with WMO" on 7th and 8th of July.
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.
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
Leonard Smith attended a number of conferences and workshops during August and
September: Science Foo Camp,
Extreme events in climate and weather,
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,
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.
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 climateprediction.net 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.
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
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.
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
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.
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 climateprediction.net 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
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.
paper ``On Variational Data Assimilation in Continuous Time'' was accepted
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'.
appeared in the journal Environmental science & policy (Elsevier).
Smith, LA. and
Du, HL: "Parameter estimation using Ignorance" under revision for Physics
Du, HL and Smith, LA: "Improvement
in Full Probability Forecasting at Seasonal Lead-times" under revision for Quarterly
Journal of the Royal Meteorological Society
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
and continue to debate this topic in the context of Climate Change
Nicola also has three papers at
final review stage for Climate Change:
Assessment of the Potential Impact of Climate Change on Flood Risk in
Mumbai", with Stéphane
Bhattacharya, Murthy Bachu, Satya
Priya; K. Dhore, Farhat Rafique, P. Mathur, Nicolas Naville,
Fanny Henriet, Celine Herweijer,
Sanjib Pohit, Jan Corfee-Morlot
Ranking of Port Cities with High Exposure to Climate Extremes", with Susan Hanson, Robert
Nicholls, S. Hallegatte, J. Corfee-Morlot,
C. Herweijer, J. Chateau
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.
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
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
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
climateprediction.net project of Myles Allen in Oxford (www.cimateprediction.net).
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
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
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,
on ICE - On the linearity of climate change simulation with GCMs"
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.
are they now?
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
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 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
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
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.