Thursday, February 18, 2010

Old Hurricanes

The record of past tropical cyclones provides an important means to evaluate the hurricane hazard. Historical chronologies are a source of information about tropical cyclones prior to the modern era. Chenoweth (2006) describes an archive of 383 tropical cyclones occurring during the eighteenth and nineteenth centuries, largely before the official hurricane record.

We demonstrate a novel way this archive can be used to articulate historical tropical cyclone activity across space. First, an event in the archive is assigned a series of latitude/longitude coordinates approximating the descriptive locations of the cyclone’s affect. Second, tropical cyclones from the modern record that approach these locations (modern analogs) are mapped. Third, a probable pathway and a realistic track of the archived event is created by averaging the modern analog tracks. As an example, the procedure is used to generate a map showing the tracks of the Atlantic tropical cyclones of 1766. Sensitivity of the methodology to changes in event location and event timing are considered.

Results show historical hurricane chronologies when combined with a history of cyclone tracks can provide new information about the older events not directly related to where the original information was gathered. When this new information is available for all cyclones it should help climatologists better understand long-term variations in tropical cyclone activity.

For more information see here.

Tuesday, December 15, 2009

A Climate Hurricane

A month after hackers broke into the CRU email server and released to the web email (it could have been a leak) correspondences between top climate researchers, what it all means is still being sorted. It apparently had little influence on the Copenhagen Summit as world leaders had momentum going in as well as other issues to sift through.

It is tempting to see the affair (dubbed climategate) as a small tempest on the otherwise tranquil sea of climate research--damaging perhaps to the scientists involved but lacking broader impacts. That would be a mistake. Limited in scope, though certainly broadcast widely, it reveals a suspicion scientists harbor about the research process that rarely gets articulated to a wider audience.

In my opinion the most important repercussion concerns scientific integrity. Climategate demonstrates that scientists can be quick to dismiss research ideas when they threaten their own. This can be relatively benign as rejecting/accepting a paper without careful review (editor's decide using multiple reviews) or worse when failing to cite the relevant literature undermining an essential scientific commitment to evaluating ideas on intellectual merit. It assumes a certainty of methods and ideas of one's own that's counter to the essential self-skepticism of the scientific enterprise. And it can be insidious when the behavior is passed on to a generation of students.

In basic fields, like particle physics, consequences of this type of behavior might decay rather quickly. In climate science where multiple plausible explanations are the norm as evidence is based on observations (not controlled experiments) and theory is incomplete or lacking, consequences have a much slower decay rate. And in a field with policy relevance, this can have a negative impact on the enterprise of science and thus on society as a whole.

The enduring lesson should be greater scientific integrity. Read and cite the relevant literature, analyze the data with proper tools, acknowledge the underlying assumptions, create information-rich graphs, write clearly, and most importantly, explain why you might be wrong.

Monday, November 23, 2009

Reproducible Codes for Climate Science

Foundational pillars of science include transparency and reproducibility. Unfortunately too few climatologists take advantage of the powerful R language for statistical computing. It's a shame because it makes developing, maintaining and documenting code easy, thus facilitating replication. As an example see our blog entry for July 5th 2008 on how to use quantile regression to quantify the increasing trends in hurricane intensities over the period 1981-2006. This is obviously the future for climate research and the faster we move in this direction, the better off climate science will be.

Sunday, November 22, 2009

Alternative Risk Transfer

Imagine an insurer of coastal properties concerned about the next hurricane season. A severe storm happens once every few decades; if the severe storm hits this year, she’ll have to pay out most of her money in claims. To help remain solvent, she could buy reinsurance. Alternatively, she could issue a catastrophe (cat) bond, which would pass the risk on to an investor. An investor could buy the bond valued at, say, $100,000; over time, the insurer would repay the bond with, say, 15% interest. If no hurricane hits during the year, the investor makes 15% on his investment. The insurer also turns a profit because she continues to collect premiums. But if this low-probability severe hurricane does hit, then the investor loses his $100,000, which is used by the insurer to pay claims.

A cat bond triggers payments based on the occurrence of a specified catastrophic event. Most cat bonds to date have been linked to hurricanes and earthquakes, but some have been issued to respond to mortality events. Capital raised by issuing a cat bond is invested in a safe security like a treasury bill, which is held by a special-purpose vehicle (SPV). A SPV is often a company created to execute specific financial transactions. The bond issuer holds a call option on the bond principal (option to buy all or part of the principal) in the SPV with triggers that are specified in the bond contract.

The triggers can be defined in terms of the insurance company's total losses from the catastrophe or some hazard event characteristic. If the defined catastrophic event occurs, the bond issuer can withdraw bond funds from the SPV to pay claims, and part or all of the interest and principal payments are forgiven. If the catastrophe does not occur the investor receives the principal plus interest equal to the risk-free rate (e.g., London Inter-Bank Offered Rate--LIBOR), plus a spread above LIBOR. Cat bond maturity is typically on the order of 1 to 5 years.

Saturday, September 26, 2009

Ahmet Birol Kara

Back in the middle 1990's I had the great fortune to work with and help mentor A. Birol Kara. Birol was a graduate student in meteorology when he approached me and asked if I needed help with a book project I was starting. I quickly put him to work drafting figures. It was clear from the start that Birol was a remarkable student. He approached his work with the utmost care and from a deep analytical perspective. This gave me the opportunity to try new ideas and approaches to the study of hurricanes and climate. I decided he would be co-author and the book would be a joint effort. Although his research passion remained in understanding the physics of the atmospheric boundary layer and in air-sea interaction his habits of the mind help me became a better scientist. In the years following the book project I got to know Birol personally and counted him as a friend. In fact I believe Birol's deep sense of loyalty to himself, family and friends helps explains his approach to research; an approach rooted in the "brutally honest", which I too often find lacking in climate research. After obtaining his Ph.D., Birol worked at the Naval Research Laboratory and lived in New Orleans. Tragically he died of cancer a few weeks ago. His legacy will live on through his publications and through those who were lucky to know him.

Tuesday, August 18, 2009

Catastrophe Finance: An Emerging Academic Discipline

The recent and on-going events in the world's financial markets demonstrate that finance theory remains far from perfected. Meanwhile, the threat of natural disasters continues to increase due to population growth, economic development, climate changes, geologic activity, and political unrest. To better understand and predict natural disasters and their consequences research and training are needed at the interface of geoscience and economics. New academic programs for graduate students in the area of catastrophe finance would help fill this need and could provide better tools and models for risk management and assessment. In turn, greater awareness of the geosciences by market professionals could help assist the spread of scientific knowledge. Importantly, such programs would train the next generation of professionals in finance and environmental organizations to use markets to the advantage of environmental programs and to anticipate the adverse consequences of financial innovation necessary for creating a sustainable future.

Eos
, v90, 281-282. [membership required].

Listen to a BBC Radio 4 Podcast interview with Quentin Cooper.

Friday, August 07, 2009

A New Way to Define Anomalous Years


Recently we used networks to examine year-to-year relationships in hurricane activity. This requires mapping the time series of hurricane counts onto a network. In this way the network is physically related to the variation of hurricanes from one year to the next. This idea is relatively new and was introduced by Lacasa et al. [2008]. By doing this we address the following two questions: How can the occurrence of hurricane landfalls over time be examined from the perspective of network analysis? And, what advantages are gained from this perspective? The intellectual merit of the work is an advance in our understanding of historical coastal hurricane activity and the broader impact is a new method for identifying anomalies from time series data. The paper will appear in a forthcoming issue of Geophysical Research Letters. It is coauthored with Thomas Jagger and Emily Fogarty.

The picture shows the visibility network based on the time series of U.S. hurricane counts over the period 1851--2008. The colors indicate the node degree (number of links); 2 or less (red), 3--5 (orange), 6--10 (yellow), 11--20 (green), 21--30 (blue), and more than 30 (dark blue). The network suggests a novel way to think about anomalies in a time series. Years are anomalous not in a statistical sense of violating a Poisson assumption, but in the sense that the temporal ordering of the counts identifies a year that is unique in that it has a large count but is surrounded in time by years with low counts. Thus we contend that node degree is a useful indicator of an anomalous year. That is, a year that stands above most of the other years, but particularly above its "neighboring" years represents more of an anomaly in physical terms than does a year that is simply well-above the average. Node degree captures information about the frequency of hurricanes for a given year and information about the relationship of that frequency to the frequencies over the given year's recent history and near future. With this definition 1985 stands out as the most anomalous of the hurricane years with 1933, 1886, and 1964 also unusual.

Lacasa, L., B. Luque, F. Ballesteros, J. Luque, and J.C. Nuno (2008), From time series to complex networks: The visibility graph. Proc. Nat. Acad. Sci., USA, 105, 4972--4875.

Thursday, June 11, 2009

Summit Summary

The 2nd International Summit on Hurricanes and Climate Change was held May 31-Jun 5th in Corfu, Greece. Judging by the level of science and by the participants enthusiasm for doing it again, the Summit was an overwhelming success. There were participants from 17 countries. The relative frequency of participants by country is plotted as a word cloud (using wordle). There were 25 participants from the USA, 8 from Germany and China, 7 from France, 6 from Australia and Bermuda, and 5 from the UK. A word cloud illustrating the relative frequency of keywords from the participants abstract titles is also shown.





Summary points arising from the talks and discussions (with help from Rick Murnane):

  1. Although there were a few skeptics, most in attendance would agree that there appears to be an upward trend in the intensity of the strongest tropical cyclones worldwide. Although there does not appear to be a trend associated with the global frequency of tropical cyclones.
  2. There is a growing appreciation among the participants for a significant feedback relationship between TC activity and weather and climate events on the inter-annual time scale and on spatial scales that extend across latitudes.
  3. The availability of quality archival and proxy records of hurricane activity is increasing. These data hold the potential to provide new insights into the linkages between climate variation and tropical cyclone activity.
  4. The idea that Atlantic tropical cyclone activity is controlled by changes in relative sea-surface temperature rather than local sea-surface temperature was discounted on physical and statistical grounds.
The Summit was sponsored by Aegean Conferences, the Risk Prediction Initiative, and Climatek.

Travel awards to help defray some of the costs for students were given to N. Jourdain, R. Hodges, H. Kim, S. Lavender, M. Lenard, J. Malmstadt, K. Sheitlin, A. Suzuki-Parker, E. Vincent, A. Werner.
The talks are being made available here.

Plans are to have Springer publish an edited book of the proceedings.


Plans are underway to hold the 3rd International Summit on Hurricanes and Climate Change in 2011 on the spectacularly beautiful island of Santorini.

Tuesday, May 26, 2009

Follow the Summit

The 2nd International Summit on Hurricanes and Climate Change takes place in Corfu starting next Monday. We will archive podcasts of the talks here. The speaker list includes:

June 1

Session 1: M Chenoweth, K Walsh, JL McBride, F Chauvin, R Romero

Session 2: JB Elsner, JD Woodruff, AV Fedorov, K Oouchi


June 2

Session 3: RE Hart, B Soden, ME Mann, A Khain, J Done

Session 4: GJ Holland, YM Tourre, JP Kossin, S Gentile


June 3

Session 5: K Emanuel, SL Lavender, D Liu, B Owens, C Liu

Session 6: J Nott, C Welker, A Osso, AS Daloz


June 4

Session 7: AA Tsonis, K Scheitlin, DJ Vimont, C Wang, J Rumpf

Session 8: PS Chu, R Kumar, S Rahmstorf, MR Lowry

Wednesday, February 25, 2009

Comments & Replies

Our paper entitled: "The increasing intensity of the strongest tropical cyclones" published last September in Nature (henceforth EKJ08) garnered considerable attention in the scientific community. Here are replies to some of the comments we received about this work.

Comment: "If the total number of storms has not changed, and the number of strong storms has increased from 13 to 17, then surely the number of weak storms must have decreased proportionately."
Reply: We used statistics rather than arithmetic. The rate of strong tropical cyclones is much smaller than the rate of weak tropical cyclones. As the ocean warms the stronger tropical cyclones can "borrow" a few cyclones from below the threshold intensity that will significantly increase the rate of the stronger tropical cyclones while not significantly reducing the rate of weaker cyclones.

Comment: "Intuitively the number of tropical cyclones exceeding the mean rate plus 2 times the standard deviation as was shown in previous studies (e.g., Kossin et al. 2007) should be equivalent to number of tropical cyclones exceeding some upper quantile level as shown in EKJ08."
Reply: The number of cyclones exceeding plus 2 times the standard deviation is positively correlated to the rate of cyclones. A basin with a lower rate of tropical cyclones will have fewer cyclones exceeding plus 2 times the standard deviation compared with a basin with a higher rate, while the number of cyclones exceeding the 90th percentile is independent of the rate. Thus it is not appropriate to compare the differences between Kossin et al. (2007) and EKJ08 using this approach.

Comment: "I've regressed the most intense TC per season on year and my results do not match those presented in EKJ08."
Reply: A regression of the most intense TC per season is not the same as quantile regression on year as was done in EKJ08 for the following reasons. a) Quantile regression minimizes a linear absolute deviation statistic rather than a quadratic statistic, and b) quantile regression treats each intensity value equally; no wind speed contributes more to the model fit.

Comment: "Your results are only marginally significant and there are many factors contributing to hurricane intensification."
Reply: That is correct, but all else being equal, a warming of the tropical oceans where tropical cyclones form should increase their intensity. Since the strongest tropical cyclones are, on average, closest to there theoretical maximum potential intensity it stands to reason that if there is a warming signal it should be most apparent in the tendency of the strongest cyclones. Moreover, statistical inference is concerned with drawing conclusions based on data together with prior assumptions. Arguments that include the basic physics of the role ocean heat plays in tropical cyclone intensity have more weight before the data are examined.

Comment: "The authors claim that the increasing trend is consistent with theory, yet numerical modeling studies suggest a different sensitivity of tropical cyclone intensity to warming."
Reply: Numerical models are not theory. They are based on theory, but require many ad hoc empirical arguments that put them into the realm of "scenario generators." The theory we have in mind is the 2nd law of thermodynamics.

Comment: "I'm surprised that the relationship between intensity and sea-surface temperature is not stronger."
Reply: The physics of cyclone intensification works against the correlative relationship. An active year of tropical cyclones will effectively remove warmth from the ocean so that a seasonal average temperature will not correlate as strongly with tropical cyclone activity as one might expect even though the physical causality is strong.

Comment: "Yet when you look at scatter plots of these SST series versus number of intense TC’s there is no relationship in the warmer SST, more intense TC’s direction."
Reply: We did not look at the number of TCs; we looked at the intensity. There is no theory for TC formation. However, given a TC, there is a nice theory for the efficiency of intensification. So, we focused on intensity rather than on frequency. Given a TC in a nearly optimal dynamic environment, we should expect to see it reach a higher intensity with warmer SST. If on average 10% of the storms get within 5% of their MPI and the MPI increases then we would see the strongest storms getting stronger, assuming all else stays the same.

Comment: "Here's a hypothetical, what if the predictor had been another quantity that also shows a significant trend over the period 1981-2006, I don't know...my weight, perhaps...would one be discussing what the physical meaning of a non-significant correlation between the two was?"
Reply: This example has little to do with the relationship of TCs to warming seas since in the latter there is a theory linking the two, whereas with your weight and TCs there is none. In science this makes a big difference.

Saturday, January 10, 2009

AMS Annual Meeting, Phoenix, AZ

The 2009 addition of the American Meteorological Society's annual meeting is being held here in Phoenix, Arizona. I am one of the instructors for a short course on the topic of statistics and extreme events. The Use R for Climate Research tutorial that I use for the course is available here.

Download R here and work through the tutorial by copying and pasting the code into an R session. Feel free to email me or Thomas Jagger questions.

Wednesday, December 10, 2008

Proceedings of the 1st International Summit on Hurricanes & Climate Change


Springer has announced the availability of a proceedings volume of the 1st International Summit on Hurricanes and Climate Change titled: Hurricanes and Climate Change edited by myself and Thomas Jagger. The volume is available from Springer.

A 4-day international summit on hurricanes and climate change took place in 2007 to discuss and debate various scientific issues related to this important topic. There were 77 attendees from 18 different countries who participated in the summit.

This volume is a sample collection of papers from talks that were presented. The chapters are organized around the broad hurricane-climate themes of empirical evidence, statistical methods, and numerical models. A major focus of the conference was the importance of statistical models for understanding how hurricane activity is changing and may change in the future. Emphasis was also placed on evidence of low-frequency swings in hurricane activity using historical and geological records. Results from various high-resolution numerical models, including a 20-km mesh model, were consistent in showing stronger hurricanes in a warmer future. Most numerical models indicate an overall decrease in the number of storms attributable to greater atmospheric stability and to a decrease in vertical mass flux.

The volume draws from an international community of scholars in the field of hurricane climate science. The science addresses a variety of perspectives ranging from the micro-physics of lightning to geological evidence of prehistoric storminess.

Wednesday, November 26, 2008

Friday, November 14, 2008

2nd International Summit on Hurricanes & Climate Change


Over the past several years the topic of hurricanes and climate change has received considerable attention by scientists, the insurance industry, and the media. Building on the successful inaugural summit on the topic of hurricanes and climate change held during the spring of 2007, we are organizing the second summit scheduled for May 31-Jun 5, 2009 in Corfu, Greece. The purpose is to bring together leading academics and researchers on various sides of the debate and from all over the world to discuss new research and express opinions about what is happening and what might happen in the future with regard to regional and global hurricane (tropical cyclone) activity. The goals are to address what research is needed to advance the science of hurricane climate and to provide a venue for encouraging a lively, spirited, and sustained exchange of ideas.

Recent research shows that tropical cyclones are more powerful than in the past with the most dramatic increases occurring over the North Atlantic and for the strongest hurricanes (Elsner et al. 2008). Although such increases are correlated with warming oceans and are consistent with the thermodynamic theory of hurricane intensity, there remains doubt about the interpretation, integrity, and meaning of these results. Thus we plan to invite leading scientists to present their latest research and participate in discussions on this topic. Invited speakers will be required to stay for the duration of the summit (4 days). All sessions will be plenary. An important part of the summit will be follow-up discussions during coffee breaks and meals to exchange opinions and ideas. We anticipate inviting 15-20 scientists and we expect between 80-100 participants (we had 75 participants for the 2007 Summit).

Keynote speakers: Greg Holland, NCAR; Jim Kossin, UW-Madison; Kerry Emanual, MIT, Robert Hart, Florida State University.

Topic keywords include: hurricane & climate theory; historical, paleo & modern data; empirical, statistical & dynamical models; intensity, frequency, size, paths, landfalls & rainfall, damage & losses; trends & cycles; hurricanes as a response to climate & hurricanes as forcing for climate. The intellectual merit of the summit is the likelihood of a significant advance in our understanding of climate processes associated with tropical cyclone activity. The broader impacts will be a better understanding of the future hurricane threat to the United States, Caribbean, Japan and elsewhere.

To register for the Summit click here.

  • Elsner, J. B., J. P. Kossin, and T. H. Jagger, 2008: The increasing intensity of the strongest tropical cyclones, Nature, 455, 92-95.

Monday, October 27, 2008

Body of Work


The figure is a thumbnail sketch of our research efforts over the past 15 years in the area of Atlantic hurricane climate. The top row is the feature of hurricane activity that we've studied, the middle row is the statistical or empirical model that we've used to study the feature, and the third row is a headline of our principal finding. The time axis provides a chronology for our efforts to better understand the hurricane problem. Click here for copies of these and other related papers.

Sunday, September 07, 2008

Erratum


In our paper "The increasing intensity of the strongest tropical cyclones" Nature, v455, 92-95, Figure 2b is incorrect. The correct figure is given here. The quantile values are labeled correctly on the original figure and the corresponding trend values in Table 1 are correct.