A Statistical Evaluation of Atmosphere-Ocean General Circulation Models: Complexity vs. Simplicity

The principal tools used to model future climate change are General Circulation Models which are deterministic high resolution bottom-up models of the global atmosphere-ocean system that require large amounts of supercomputer time to generate results. But are these models a cost-effective way of predicting future climate change at the global level? In this paper we use modern econometric techniques to evaluate the statistical adequacy of three general circulation models (GCMs) by testing three aspects of a GCM's ability to reconstruct the historical record for global surface temperature: (1) how well the GCMs track observed temperature; (2) are the residuals from GCM simulations random (white noise) or are they systematic (red noise or a stochastic trend); (3) what is the explanatory power of the GCMs compared to a simple alternative time series model, which assumes that temperature is a linear function of radiative forcing. The results indicate that three of the eight experiments considered fail to reconstruct temperature accurately; the GCM errors are either red noise processes or contain a systematic error, and the radiative forcing variable used to simulate the GCM's have considerable explanatory power relative to GCM simulations of global temperature. The GFDL model is superior to the other models considered. Three out of four Hadley Centre experiments also pass all the tests but show a poorer goodness of fit. The Max Planck model appears to perform poorly relative to the other two models. It does appear that there is a trade-off between the greater spatial detail and number of variables provided by the GCMs and more accurate predictions generated by simple time series models. This is similar to the debate in economics regarding the forecasting accuracy of large macro-economic models versus simple time series models.

Assessing the factors behind oil price changes

The rapid rise in the price of crude oil between 2004 and the summer of 2006 are the subject of debate. This paper investigates the factors that might have contributed to the oil price increase in addition to demand and supply for crude oil, by expanding a model for crude oil prices to include refinery utilization rates, a non-linear effect of OPEC capacity utilization, and conditions in futures markets as explanatory variables. Together, these factors allow the model to perform well relative to forecasts implied by the far month contracts on the New York Mercantile Exchange and are able to account for much of the rise in crude oil prices between 2004 and 2006. JEL Classification: C53, Q41Oil prices, OPEC, Refinery industry

Is there a global warming signal in hemispheric temperature series?

Global and hemispheric temperatures, greenhouse gas concentrations, solar irradiance, and anthropogenic sulfate aerosols all have increased during the last one hundred and fifty years. Classical linear regression techniques will indicate a positive relationship among such series whether or not such a relation exists. Such standard techniques cannot, therefore, show whether observed temperature increases are the result of anthropogenic climate change. However, recent developments in econometrics allow for the analysis of relationships between statistically nonstationary data. We apply some of these recently developed tests in order to uncover the presence of stochastic trends in global climate change variables. These tests indicate that the greenhouse gases are characterized by I(2) stochastic trends while they fail to find evidence of an I(2) stochastic trend in hemispheric temperature series. This would mean that there is no simple long-run equilibrium relationship between radiative forcing and temperature. We then use a multivariate structural time series model to decompose Northern and Southern Hemisphere temperatures into stochastic trends and autoregressive noise processes. This method does not suffer from some of the disadvantages of the standard tests. The results show that there are two independent stochastic trends. The first is I(2) and is shared by the Northern and Southern Hemisphere temperatures. It may be related to the to the radiative forcing variables and represent a global warming signal. The second trend is I(1) and is only present in Northern Hemisphere temperatures. This trend seems closely related to the radiative forcing due to tropospheric sulfates

Estimates of Global Anthropogenic Sulfate Emissions 1860-1993

This paper updates estimates of global anthropogenic sulfate emissions through 1993 and provides a time series of estimates for each year. We extend the methodology developed by Hameed and Dignon (1989) to include emissions from copper smelting and use estimates for US emissions between 1900 and 1940 which were not previously available. Emissions since 1986 show a slight rise due to an increase in the US followed by a slight decline and a continuing decline in emissions from the other OECD countries. Emissions from the rest of the world peak in 1989 and show a steep decline associated with recession and economic restructuring in Eastern Europe. The various emissions series are consistent with the historical record for the atmospheric concentration of non sea sulfates that is reconstructed from an ice core recovered from Greenland

Estimates of Global Anthropogenic Methane Emissions 1860-1993

This paper provides the first time series estimates of global anthropogenic methane emissions from the mid-19th century to the present. Our purpose is to provide time series estimates of anthropogenic methane emissions for global climate models estimated or calibrated using historical time series data. Previous estimates of methane emissions include "top-down" (deconvolution) estimates of total emissions, estimates of global anthropogenic emissions for the 16th century, and various estimates of anthropogenic and natural emissions in the 1980s and 1990s. This study uses previously published point estimates for the 16th century and the 1980s and early 90s and a variety of historical time series of proxy variables to estimate a time series of global anthropogenic methane emissions. We find that anthropogenic methane emissions have increased from about 80 million tonnes per annum in 1860 to close to 380 million tonnes today. The relative importance of various activities in generating methane emissions has changed over time and continues to change. The rate of increase now may be slowing. A comparison with the estimates generated by Khalil and Rasmussen suggests that natural sources of methane have declined over the period. There are, however, great uncertainties in these estimates which future research may be able to reduce

Time Series Properties of Global Climate Variables: Detection and Attribution of Climate Change

Several time series investigations of global climate change have been published, but the time series properties of the variables has received little attention with a few exceptions in the case of global temperature series. We focus on the presence or absence of stochastic trends. We use three different tests to determine the presence of stochastic trends in a selected group of global climate change data for the longest time series available. The test results indicate that the radiative forcing due to changes in the atmospheric concentrations of CO2, CH4, CFCs, and N2O, emissions of SOX, CO2, CH4, and CFCs and solar irradiance contain a unit root while most tests indicate that temperature does not. The concentration of stratospheric sulfate aerosols emitted by volcanoes is stationary. The radiative forcing variables cannot be aggregated into a deterministic trend which might explain the changes in temperature. Taken at face value our statistical tests would indicate that climate change has taken place over the last 140 years but that this is not due to anthropogenic forcing. However, the noisiness of the temperature series makes it difficult for the univariate tests we use to detect the presence of a stochastic trend. We demonstrate that multivariate cointegration analysis can attribute the observed climate change directly to natural and anthropogenic forcing factors in a statistically significant manner between 1860 and 1994

09-05 "The Environmental Impacts of Soybean Expansion and Infrastructure Development in Brazil’s Amazon Basin"

For decades, the development of transportation infrastructure in the Brazilian Amazon has been the government’s main social and economic development policy in the region. Reductions in transportation costs have not only opened the agricultural frontier to cattle ranching and logging but have also caused more than two-thirds of Amazonian deforestation. Currently, soybean cultivation is a new economic force demanding improvements to roads in the region. Profitable soybean crops have spread over the Mato Grosso’s cerrados and now head toward the core of the Amazon rain forest. One of the main constraints for soy expansion into the Amazon has been the poor condition of roads. In this study, we analyze the effect Amazon transportation infrastructure programs have on soybean expansion by lowering transport costs. The analysis is based on spatial estimates of transportation costs for the soybean sector, first using current road networks and then projecting changes based on the paving of the Cuiabá-Santarém road. Our results indicate that paving the Cuiabá-Santarém road would reduce transportation costs by an average of $10 per ton for farmers located in the northern part of Mato Grosso, by allowing producers to reroute soybean shipments to the Santarém port. Paving the road also would expand the area where growing soybeans is economically feasible by about 70 percent, from 120,000 to 205,000 km2. Most of this new area would be located in the state of Pará and is covered largely by forests. A Cost-Benefit analysis of the road project indicates that the investments in infrastructure would generate more than$180 million for soybean farmers over a period of twenty years. These benefits, however, ignore the project’s environmental impacts. If the destruction of ecological services and products provided by the existing forests is accounted for, then the Cuiabá-Santarém investment would generate a net loss of between $762 million and$1.9 billion. This result shows the importance of including the value of the natural capital in feasibility studies of infrastructure projects to reflect their real benefits to society as a whole.

Phenotype of p53 wild-type epitope-specific T cells in the circulation of patients with head and neck cancer

CD8(+) cytotoxic T-cell (CTL) specific for non-mutated, wild type (wt) sequence p53 peptides derived from wt or mutant p53 molecules expressed in head and neck squamous cell carcinomas (HNSCC) have been detected in the circulation of patients with this disease. The frequency and differentiation/maturation phenotypes of these anti-tumor specific CTL can reflect the host's immunologic response. Therefore, we investigated the frequency and phenotypes of wt sequence p53 peptide-specific CTL in patients with HNSCC (n = 33) by flow cytometric analysis using HLA-A*0201 tetrameric peptides (tet) complexed with the wt sequence p53(264-272) or p53(149-157) peptide and co-staining with phenotypic markers. One main finding was that increasing frequencies of tet(+) CD8(+) T cells in patients' circulation correlated with increased frequencies of inactive naive tet(+) cells, while those with effector memory and terminally differentiated phenotypes, which are associated with positive anti-tumor immune responses, decreased. We also found that the frequency of circulating tet(+) CD8(+) T cells negatively correlated with p53 expression in tumor tissues and tumor stage. Our findings support further clinical-based investigations to define the frequencies and phenotypes of wt sequence p53 peptide-specific CD8(+) T cells to predict disease severity, enhance selection of patients for inclusion in vaccination trials and highlight prerequisites to enhance immune susceptibility by activation of inactive naive tet+ T cells and/or enhancing circulating effector T cell activity by checkpoint blockage

Modulated Martensite: Why it forms and why it deforms easily

Diffusionless phase transitions are at the core of the multifunctionality of (magnetic) shape memory alloys, ferroelectrics and multiferroics. Giant strain effects under external fields are obtained in low symmetric modulated martensitic phases. We outline the origin of modulated phases, their connection with tetragonal martensite and consequences for their functional properties by analysing the martensitic microstructure of epitaxial Ni-Mn-Ga films from the atomic to macroscale. Geometrical constraints at an austenite-martensite phase boundary act down to the atomic scale. Hence a martensitic microstructure of nanotwinned tetragonal martensite can form. Coarsening of twin variants can reduce twin boundary energy, a process we could follow from the atomic to the millimetre scale. Coarsening is a fractal process, proceeding in discrete steps by doubling twin periodicity. The collective defect energy results in a substantial hysteresis, which allows retaining modulated martensite as a metastable phase at room temperature. In this metastable state elastic energy is released by the formation of a 'twins within twins' microstructure which can be observed from the nanometre to millimetre scale. This hierarchical twinning results in mesoscopic twin boundaries which are diffuse, in contrast to the common atomically sharp twin boundaries of tetragonal martensite. We suggest that observed extraordinarily high mobility of such mesoscopic twin boundaries originates from their diffuse nature which renders pinning by atomistic point defects ineffective.Comment: 34 pages, 8 figure