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Opinion

More Problems with Computer Models: Our World is One of Novelty and Change

By jennifer
September 30, 2008

 

The risk of a climate crisis, like the risks associated with sub-prime mortgage securitisation, are calculated using complex computer models and both are too complex for the average punter to understand.  

 

As Graham Young wrote last week in a blog post entitled ‘Sub-prime and climate change’, these models were created by clever people with PhDs in maths and physics, but they are only as good as the information feed into them.  GIGO (garbage in, garbage out) is how he described both the climate models and the models that helped created the current credit crisis.   

 

 

According to Richard Mackey, a sceptic from Canberra, also writing on the issues of climate change and financial systems, a key limitation with both financial and climate models is the underlying false assumption that economic and climate systems are ergodic systems – that is they normalise to an equilibrium state. 

 

Richard Mackey wrote:

“One of the lethal critiques of the United Nation’s Intergovernmental Panel on Climate Change (IPCC) models is that the climate system can never be at anything like an equilibrium state. 

 All the models assume that the climate system normalises to an equilibrium state, the state modelled.  As the natural processes of the climate system are non-linear and non-ergodic, small variations may result in large changes. There are negative and positive feedback loops.  There is randomness in the system. As a result, the simple deterministic computer simulations on which all climate change projections are based will have little to do with the real world.

 

The econometric models of the Treasury are also equilibrium models.

 

They too assume that the economic system normalises to an equilibrium state, the state modelled by those models.

 

As Nobel Laureate, Douglass North, has demonstrated, the real world is vastly more complex that the simulated world of the models and is never in an equilibrium state, more precisely, never anywhere near such a state.

 

He argued that we live in a non-ergodic world and explained that an ergodic phenomenon has an underlying structure so stable theory that can be applied time after time, consistently, can be developed. 

 

In contrast, the world with which we are concerned is continually changing: it is continually novel. Inconsistency over time is a feature of a non-ergodic world.  The dynamics of change of the processes important to us are non-ergodic.  The processes do not repeat themselves precisely.  Douglass North argued that although there may be some aspects of the world that may be ergodic, most of the significant phenomena are non-ergodic.

 

Douglass North stressed that our capacity to deal with uncertainty effectively is essential to our succeeding in a non-ergodic world.  It is crucial, therefore, that the methodologies we use to understand the exceedingly complex phenomena measured in our time series, correctly inform us of the future uncertainty of the likely pattern of development indicated by the time series." [end of quote]

 

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Additional Reading

 

 

 

In 1993 Douglass North, along with fellow economic historian, Robert W. Fogel, received the Noble Prize for Economics for pioneering work which resulted in the establishment of Institutional Economics, now a central school of modern economics.  There is a substantial economic literature that identifies the fatal flaws in the neoclassical deterministic equilibrium models that the Commonwealth Treasury uses and that Ross Garnaut will rely on to tell the Australian Government of the (almost certain) economic consequences of the (almost certain) predictions of the equilibrium climate models. 

 

North, D. C., 1999. Dealing with a Non Ergodic World: Institutional Economics, Property Rights, and the Global Environment. Duke Environmental Law and Policy Forum Vol 10 No. 1 pps 1 to 12.

 

Professor North's opening address at the Fourth Annual Cummings Colloquium on Environmental Law, at Duke University, April 30, 1999, is available on line here: Global Markets for Global Commons: Will Property Rights Protect the Planet?   

 

Classical time series analysis that features in the reports of the IPCC necessarily underestimates future uncertainty. Of great relevance here is that two scientists at the Department of Civil and Environmental Engineering University of Melbourne, Dr Murray Peel and Professor Tom McMahon, have recently shown that randomness in the climate system has been on the rise since the 1950s.  The authors used the time series analysis technique, Empirical Mode Decomposition (EMD), to quantify the proportion of variation in the annual temperature and rainfall time series that resulted from fluctuations at different time scales.  They applied EMD to annual data for 1,524 temperature and 2,814 rainfall stations from the Global Historical Climatology Network.

 

Peel, M and McMahon, T. A., 2006. Recent frequency component changes in interannual climate variability, Geophysical Research Letters, Vol.33, L16810, doi:10.1029/2006GL025670

 

Richard Mackey’s submission to the Garnaut Climate Change Review is entitled 'Much more to the Earth’s climate dynamics than human activity' and can be read here. 

Good Causes

Comments

  1. In a comment on the news early today I caught the word that “equilibrium” being used in again relation to the global financial crash. A senior editor from Iceland speaking to Radio National noted; we may reach some sort of strange equilibrium as everyone’s currency is falling. Can’t find the quote but this is the issue.

    http://www.abc.net.au/news/stories/2008/10/10/2387129.htm?section=justin

    As I said a step function is the test and we naturally look for respite in the next steady state

  2. Let’s offer a word of caution here.

    For several decades, 1960’s & 70’s I witnessed a lot of effort around the problems associated with moving our industry from batch to continuous processing. Unique to Australian conditions after automation was the need for systems to remain versatile in terms of our small market volumes. That is, each plant could be expected to run a variety of products using the same equipment. Production capacity could also be changed rapidly with demand.

    If we looked at a few examples, there would be kettles and cooking, evaporators, digesters and reactors, webs and coatings, also sludge. With early attempts at control we got “hunting” as the instruments tried to normalize the process to some design criteria. Frantic damping of signals usually followed. Given time I worked on phase shift in feedback, then we properly experienced the necessary steps of all functions in our records.

    One obvious change that could result in stability was process time or web speed. Another was turbulence in mixing. Web strength and uniformity depended very much on ingenuus devices employed at the point of delivery just like our choice of paint brush at home. A painted finish is after all only the settled product and that depends on many things including all its manufacturing stages before delivery to our wall.

    Equilibrium is a much desired feature, both in nature and in man made machines. Turbulence can be employed to provide particle randomness in all directions. Streams on the other hand are essential to the continuous process, so is in phase feedback where we are concerned if we want a settled environment.

    One test before control could be established with certainty was a stepped function. Abrupt changes can be managed but in practice from personal experience much of what we build is fragile. I became an expert at tiptoeing around furnaces, gas plants and refineries. It’s a fool’s paradise to expect not to be directly involved with the environment at every level. One spark in the wrong place and bang… How natural is that?

  3. Richard, I do like reading these works. It takes me awhile though.

    In this thread's start it says "According to Richard Mackey, a sceptic from Canberra, also writing on the issues of climate change and financial systems, a key limitation with both financial and climate models is the underlying false assumption that economic and climate systems are ergodic systems – that is they normalise to an equilibrium state.""

    The reason I brought up this de Jager & Usoskin paper was their use of by Moberg
    et al. (2005) temperature reconstruction. At http://noconsensus.wordpress.com/ Jeff has some interesting work showing the problems with selection criteria that is used in temperature reconstructions. I believe that David Stockwell did as well in this http://landshape.org/enm/blogs-on-random-temperature-reconstruction/ . I was curious if you had some discussion on this. I have seen several comments along the lines that one area of the AGW would not effect the validity of another. I disagree. In reading the de Jager & Usoskin paper and reading Jeff and some of David's work, I would be concerned of the bias in reconstructions as indicated by Jeff and David could lead to incorrect phenomenological conclusions such invalidating a conclusion of something being a useful hypothesis.

    Thanks in advance for any discussion.

  4. Hello John

    Yes I have examined the de Jager & Usoskin paper. Those two chaps are very eminent scientists who have accomplished much and their papers always warrant careful study.

    In this paper, their findings are at the phenomenological level rather than the level of physical processes by which of which cosmic rays or ultra-violet radiation induces climate dynamics. Their findings are exploratory rather than conclusive; aggregate rather than regional.

    The paper’s main, if tentative, result is that considering only the relative contributions of cosmic rays and solar UV to tropospheric temperature variations, solar UV is more likely to more likely to affect temperature variations in the atmosphere around us than cosmic rays, other things being equal. This is a useful working hypothesis.

    Richard

  5. Gordon; there is no substitute for practical experience in my book. At various times I had to entertain some undergraduate engineers on the job during their semester breaks. As you probably realize by now I don’t hold academia in great aw. I owe much more to those few bright buddies who could cut it both ways given time. More to the point I learned never to depend on management policy or routines.

    Fear does something too in regard to what we can recall in an instant. As a skinny apprentice I got sent through the 36 or 42” circumference cast iron manhole in our wet steam rotary driers to recover broken condensate scoops during plant shutdowns.

    One morning I heard steam cracking through the main line while I was still inside so I immediately dived out leaving both gum boots and the bottom half of my overalls behind. Problem no2 there was a padlock key to the dry steam factory supply valve in my overall pocket on the wrong side of the drum and of course the main valve was leaking under pressure as the boilers half a mile away fired up. It took everybody standing by quite a while to find a solution but I never went back inside again.

    Apparently people were known to swell up while stuck in such a manhole and that got me thinking about all policy that sends a kid in to do a man’s work. Policy was I had one padlock key and the company safety officer had the other however I decided on the day to keep both as added insurance and hoped to finish the job early as the only light weight in the crew for good measure. Ever since; I take great note of those who have actually been there before me.

    Pressure vessels were the easy bit as I went virtually freelance through major industry and its research. Electrical power installations, nasty chemicals and radiation became the new hazards on a daily basis. By the time I got into microwave networks and their analysis I was very dependent on other practical people for my operational style.

    The key to that experience was listening very carefully to a departmental veteran who had hit the male equivalent of the glass ceiling and was between jobs at the time of my first communications interview. He gave me the smart answers to likely fancy questions about the more covert work in modern radio technology. I was up to the leading edge again in a jiffy. One outcome was my support for CDMA in its infancy, another was our acceptance of leaky cables being installed everywhere.

    All in all; it’s most important to gather and run with the practical side of what’s possible after new developments rather than proclaim their design potential as we may have done with say CDMA v TDMA in the first instance. After all, signal propagation is only one part of the equation.

    My purpose in any post is usually about avoiding this frantic nonsense about evidence or lack of it. In real life I pay scant regard to individual papers and experiments. In scaling up from the lab bench and models there is always a lot of wise counselling to be done before the full implementation of some fresh technical excellence can be achieved. In technical developments we are often beyond general experience too. Standards and mutual agreements flow later and are sometimes decades behind the practice. I say this thinking about the petro-chemical industry in particular. Climate R&D and its management is no exception. The only problem is getting everybody on board in time.

  6. gavin "I fudged my way through years of electronics, industrial systems and radio communications including terrestrial microwave and satellites without remembering hardly any of it"?

    What amazes me is going back to study theory I thought I knew and realizing I didn't understand it at all. I certainly don't remember a lot of microwave theory. I was reading some waveguide theory the other day and still haven't got it down right.

    I don't know if you are up on current data cabling, but twisted pair has made a dramatic comeback. When I first studied electronics, twisted pair was garbage cable. Now we have people talking about CAT 5 (Category 5) cable as if it can do what advanced waveguides do.

    Nothing has changed about twisted pair, it's the technology that has changed. We now live in a largely digital world with square waves which can be recovered even when the signal has deteriorated immensly. On top of that, we have learned how to send much more information at lower frequencies by piggybacking it (quadrature modulation).

    So, the same old stuff we used to call 'bell wire' has now become sophisticated because it is more carefully twisted and packaged. People claim it can transmit signals at 1 gigahertz, which is nonsense, but technology has become such that the good old fundamentals have been sacraficed for hipness. It doesn't matter that you have forgotten so much, you've probably forgotten more than modern techs learn.

    I studied electrical engineering for a few years but I'd been out of university for 10 years and my basics were severely lacking. It's really tough to study engineering when your math has holes in it. Anyway, many of the guys I studied with planned on failing up to three courses per year. They would go back and re-write them in the summer break. That begs the question as to how well anyone learns at university. There are a few students of genius level who no doubt have high retention, but I think the average student forgets an awful lot.

  7. Gavin "Have you ever taken temperatures in an air stream"?

    If you're saying what I think you're saying, hopefully the temperature sensor would be protected from elements like air streams. That's why I can't understand the fuss made about thermisters being affected by direct sunlight. Surely that was considered when the telemetry was installed.

    I know that Spencer is an authority on MSU units. He worked with them at NASA. I also know that the MSU unit was not designed for global warming research, it was put up there for weather forecasting. If they didn't work, one would think we'd have a lot of lousy weather forecasts, but the opposite seems to be true. Christy and Spencer were awarded medals for their work. You would think their work had been closely scrutinized.

    It was Christy and Spencer who approached NCAR to see if they could get the walloping amounts of data they had stored from the MSU units. NCAR was happy to oblige since they were doing some data collating at the time. NCAR set up Christy and Spencer with the data they had on hand, and the latter went to work on it.

    All was well during most of the 1990's. Christy was reporting that the satellites were not in agreement with the computer models but he was brushed off as a pest. It wasn't till around 1998, when politicians were trying to convince the nations on Kyoto, that the satellites become unbearable to them. One US politician came right out and said, "we have to do something about the satellite data".

    In TAR, the IPCC admitted the satellites were in disagreement with the models and NAS concurred. Somewhere between TAR and AR4, serious efforts were made to either discredit the satellite data or look at it more closely, depending on how you see things. It's my feeling that a concerted effort was made to discredit them, because after the smoke cleared, the two major satellite data set creators, UAH and RSS, were in agreement with themselves and the sondes.

    A lot of work was done in the atmosphere earlier than 1979 by meteorologists like Dr. Joanne Simpson. They flew planes right into hurricanes, and did direct research on clouds. They must have done direct temperature measurements. If the sondes and satellites were not measuring correctly, I'm sure that earlier atmospheric data could be used to see if they were in the ballpark.

    I think everyone should be skeptical about any science and the satellite and sonde technology are no exception. I'm wondering if there would have been such a hue and cry about that data if we didn't have this global warming thing. I am very skeptical about claims that the data, accepted widely in the 1990's has suddenly become tainted.

  8. Richard Mackey
    Time October 6, 2008 at 9:44 am

    Thanks. Did you include any discussion of "On possible drivers of Sun-induced climate changes Cornelis de Jager, Ilya Usoskin"?

  9. Gordon: “Thermistors are just as accurate as thermometers”

    I guess you can imagine that I have also done a lot with electronics as applied to industrial/scientific instruments, telemetry, labcraft etc. In this case of remote sensing we are stuck with the fact that the 02 radiation is only proportional to it’s gas temperature. Fixing that with a temp at some altitude is also a problem considering how hard it is to do that with modern surface stations.

    Gordon: Have you ever taken temperatures in an air stream? Today we could start with a thermometer like the latest medical types attached to a helium balloon with altimeter and recorders then send it aloft. How fast would this contraption rise and would the thermometer respond truly to it’s changing environment in time? Alternatively we could hang it outside our aeroplane while reading the customer display on the seat in front. BTW During my last trip I noticed that our 737 height indicator was gaining 10 m in as many seconds while standing & waiting for aircraft movement control at the extreme end of the runaway. Rising 100 or so M while standing still is a bit of a novelty hey.

    Back in about 1972 we realized what a terrific instrument the latest camera was for recording details in events. Retreating from my personal failures to produce significant evidence was not a novelty so I rapidly became dependent on the work of others again. That about the time we started systematically photographing and publishing the changing landscape for a wider public appreciation. Interpreting the value of a shoot had also become a vital area of consideration. In terms of quality control much was dumped. Does that sound familiar?

  10. Gordon; I see a couple of fresh replies, thanks. The one at 11.25 am had me looking up some old papers from the past. I found my post trade grades including instrument technology ended in 1969 then I got a certificate for some 30 units a decade later but my physics studies got lost in between.

    Three decades ago it seems I had recovered somewhat from a memory crash that still frightens me. Maths was again my top subject but do you know, I fudged my way through years of electronics, industrial systems and radio communications including terrestrial microwave and satellites without remembering hardly any of it?

    What I got paid for though was some routines that provided certainty in the minds of other people too busy or too remote to do their own investigations into a range of technical issues, the last being a broad range of interference across the microwave spectrum. That was more than a decade ago now.

    While considering this reply I went for a cuppa and noticed the two page feature deliberately spread on the kitchen table. In 1972 I lost two valuable acquaintances in a campaign to save a most important lake out in the wilderness. The pilot had for a brief time been my mentor on its natural evolution in recent glacial deposits. The formation of large sand dunes there from this shallow creek fed pool system between the ranges in a relatively short geological time frame was suddenly a big interest for both science and the public. I quickly became involved in assisting round the clock observations of its pending destruction by a new water storage project. Although the physical damage to the dune formations was less than expected in some camps the event was spectacular none the less.

    People I encourage to stay behind got quite frightened at times, especially as the larger trees on top came down at night. I hope we won’t see this happen along the coast.

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