Leonard A. Smith

Bio: Leonard A. Smith is an academic researcher from London School of Economics and Political Science. The author has contributed to research in topics: Ensemble forecasting & Consensus forecast. The author has an hindex of 44, co-authored 151 publications receiving 9346 citations. Previous affiliations of Leonard A. Smith include Goddard Institute for Space Studies & University of Florida.

Uncertainty in predictions of the climate response to rising levels of greenhouse gases.

Abstract: In the climateprediction.net project, thousands of individuals have volunteered spare computing capacity on their PCs to help quantify uncertainty in the way our climate responds to increasing levels of greenhouse gases. By running a state-of-the-art climate model thousands of times, it is possible to find out how the model responds to slight changes in the approximations of physical processes that cannot be calculated explicitly. The first batch of results has now been analysed, and surface temperature changes in simulations that capture the climate realistically are ranging from below 2 °C to more than 11 °C. These represent the possible long-term change, averaged over the whole planet, as a result of doubling the levels of atmospheric carbon dioxide in the model. This is the first time that complex models have been found with such a wide range of responses. Their existence will help in quantifying the risks associated with climate change on a regional level. The range of possibilities for future climate evolution1,2,3 needs to be taken into account when planning climate change mitigation and adaptation strategies. This requires ensembles of multi-decadal simulations to assess both chaotic climate variability and model response uncertainty4,5,6,7,8,9. Statistical estimates of model response uncertainty, based on observations of recent climate change10,11,12,13, admit climate sensitivities—defined as the equilibrium response of global mean temperature to doubling levels of atmospheric carbon dioxide—substantially greater than 5 K. But such strong responses are not used in ranges for future climate change14 because they have not been seen in general circulation models. Here we present results from the ‘climateprediction.net’ experiment, the first multi-thousand-member grand ensemble of simulations using a general circulation model and thereby explicitly resolving regional details15,16,17,18,19,20,21. We find model versions as realistic as other state-of-the-art climate models but with climate sensitivities ranging from less than 2 K to more than 11 K. Models with such extreme sensitivities are critical for the study of the full range of possible responses of the climate system to rising greenhouse gas levels, and for assessing the risks associated with specific targets for stabilizing these levels.

A dynamical model for generating synthetic electrocardiogram signals

Abstract: A dynamical model based on three coupled ordinary differential equations is introduced which is capable of generating realistic synthetic electrocardiogram (ECG) signals. The operator can specify the mean and standard deviation of the heart rate, the morphology of the PQRST cycle, and the power spectrum of the RR tachogram. In particular, both respiratory sinus arrhythmia at the high frequencies (HFs) and Mayer waves at the low frequencies (LFs) together with the LF/HF ratio are incorporated in the model. Much of the beat-to-beat variation in morphology and timing of the human ECG, including QT dispersion and R-peak amplitude modulation are shown to result. This model may be employed to assess biomedical signal processing techniques which are used to compute clinical statistics from the ECG.

Monte Carlo SSA: Detecting irregular oscillations in the Presence of Colored Noise

Abstract: Singular systems (or singular spectrum) analysis (SSA) was originally proposed for noise reduction in the analysis of experimental data and is now becoming widely used to identify intermittent or modulated oscillations in geophysical and climatic time series. Progress has been hindered by a lack of effective statistical tests to discriminate between potential oscillations and anything but the simplest form of noise, that is, “white” (independent, identically distributed) noise, in which power is independent of frequency. The authors show how the basic formalism of SSA provides a natural test for modulated oscillations against an arbitrary “colored noise” null hypothesis. This test, Monte Carlo SSA, is illustrated using synthetic data in three situations: (i) where there is prior knowledge of the power-spectral characteristics of the noise, a situation expected in some laboratory and engineering applications, or when the “noise” against which the data is being tested consists of the output of an independently specified model, such as a climate model; (ii) where a simple hypothetical noise model is tested, namely, that the data consists only of white or colored noise; and (iii) where a composite hypothetical noise model is tested, assuming some deterministic components have already been found in the data, such as a trend or annual cycle, and it needs to be established whether the remainder may be attributed to noise. The authors examine two historical temperature records and show that the strength of the evidence provided by SSA for interannual and interdecadal climate oscillations in such data has been considerably overestimated. In contrast, multiple inter- and subannual oscillatory components are identified in an extended Southern Oscillation index at a high significance level. The authors explore a number of variations on the Monte Carlo SSA algorithm and note that it is readily applicable to multivariate series, covering standard empirical orthogonal functions and multichannel SSA.

Confidence, uncertainty and decision-support relevance in climate predictions.

Abstract: Over the last 20 years, climate models have been developed to an impressive level of complexity. They are core tools in the study of the interactions of many climatic processes and justifiably provide an additional strand in the argument that anthropogenic climate change is a critical global problem. Over a similar period, there has been growing interest in the interpretation and probabilistic analysis of the output of computer models; particularly, models of natural systems. The results of these areas of research are being sought and utilized in the development of policy, in other academic disciplines, and more generally in societal decision making. Here, our focus is solely on complex climate models as predictive tools on decadal and longer time scales. We argue for a reassessment of the role of such models when used for this purpose and a reconsideration of strategies for model development and experimental design. Building on more generic work, we categorize sources of uncertainty as they relate to this specific problem and discuss experimental strategies available for their quantification. Complex climate models, as predictive tools for many variables and scales, cannot be meaningfully calibrated because they are simulating a never before experienced state of the system; the problem is one of extrapolation. It is therefore inappropriate to apply any of the currently available generic techniques which utilize observations to calibrate or weight models to produce forecast probabilities for the real world. To do so is misleading to the users of climate science in wider society. In this context, we discuss where we derive confidence in climate forecasts and present some concepts to aid discussion and communicate the state-of-the-art. Effective communication of the underlying assumptions and sources of forecast uncertainty is critical in the interaction between climate science, the impacts communities and society in general.

Strictly Proper Scoring Rules, Prediction, and Estimation

Abstract: Scoring rules assess the quality of probabilistic forecasts, by assigning a numerical score based on the predictive distribution and on the event or value that materializes. A scoring rule is proper if the forecaster maximizes the expected score for an observation drawn from the distributionF if he or she issues the probabilistic forecast F, rather than G ≠ F. It is strictly proper if the maximum is unique. In prediction problems, proper scoring rules encourage the forecaster to make careful assessments and to be honest. In estimation problems, strictly proper scoring rules provide attractive loss and utility functions that can be tailored to the problem at hand. This article reviews and develops the theory of proper scoring rules on general probability spaces, and proposes and discusses examples thereof. Proper scoring rules derive from convex functions and relate to information measures, entropy functions, and Bregman divergences. In the case of categorical variables, we prove a rigorous version of the ...

Application of the cross wavelet transform and wavelet coherence to geophysical time series

Abstract: Many scientists have made use of the wavelet method in analyzing time series, often using popular free software. However, at present there are no similar easy to use wavelet packages for analyzing two time series together. We discuss the cross wavelet transform and wavelet coher- ence for examining relationships in time frequency space be- tween two time series. We demonstrate how phase angle statistics can be used to gain confidence in causal relation- ships and test mechanistic models of physical relationships between the time series. As an example of typical data where such analyses have proven useful, we apply the methods to the Arctic Oscillation index and the Baltic maximum sea ice extent record. Monte Carlo methods are used to assess the statistical significance against red noise backgrounds. A software package has been developed that allows users to perform the cross wavelet transform and wavelet coherence (http://www.pol.ac.uk/home/research/waveletcoherence/). As we are interested in extracting low s/n ratio signals in time series we discuss only CWT in this paper. While CWT is a common tool for analyzing localized intermittent os- cillations in a time series, it is very often desirable to ex- amine two time series together that may be expected to be linked in some way. In particular, to examine whether re- gions in time frequency space with large common power have a consistent phase relationship and therefore are sug- gestive of causality between the time series. Many geophys- ical time series are not Normally distributed and we suggest methods of applying the CWT to such time series. From two CWTs we construct the Cross Wavelet Transform (XWT) which will expose their common power and relative phase in time-frequency space. We will further define a measure of Wavelet Coherence (WTC) between two CWT, which can find significant coherence even though the common power is low, and show how confidence levels against red noise back- grounds are calculated. We will present the basic CWT theory before we move on to XWT and WTC. New developments such as quanti- fying the phase relationship and calculating the WTC sig- nificance level will be treated more fully. When using the methods on time series it is important to have solid mecha- nistic foundations on which to base any relationships found, and we caution against using the methods in a "scatter-gun" approach (particularly if the time series probability density functions are modified). To illustrate how the various meth- ods are used we apply them to two data sets from meteo- rology and glaciology. Finally, we will provide links to a MatLab software package.

Climate Change 2007: The Physical Science Basis.

Abstract: Cause, conseguenze e strategie di mitigazione Proponiamo il primo di una serie di articoli in cui affronteremo l’attuale problema dei mutamenti climatici. Presentiamo il documento redatto, votato e pubblicato dall’Ipcc - Comitato intergovernativo sui cambiamenti climatici - che illustra la sintesi delle ricerche svolte su questo tema rilevante.

Early-warning signals for critical transitions

Abstract: Complex dynamical systems, ranging from ecosystems to financial markets and the climate, can have tipping points at which a sudden shift to a contrasting dynamical regime may occur. Although predicting such critical points before they are reached is extremely difficult, work in different scientific fields is now suggesting the existence of generic early-warning signals that may indicate for a wide class of systems if a critical threshold is approaching.