Need for Caution in Interpreting Extreme Weather Statistics
Abstract
Given the reality of anthropogenic global warming, it is tempting to seek an anthropogenic component in any recent change in the statistics of extreme weather. This paper cautions that such efforts may, however, lead to wrong conclusions if the distinctively skewed and heavy-tailed aspects of the probability distributions of daily weather anomalies are ignored or misrepresented. Departures of several standard deviations from the mean, although rare, are far more common in such a distinctively non-Gaussian world than they are in a Gaussian world. This further complicates the problem of detecting changes in tail probabilities from historical records of limited length and accuracy. A possible solution is to exploit the fact that the salient non-Gaussian features of the observed distributions are captured by so-called stochastically generated skewed (SGS) distributions that include Gaussian distributions as special cases. SGS distributions are associated with damped linear Markov processes perturbed by asymmetric stochastic noise and as such represent the simplest physically based prototypes of the observed distributions. The tails of SGS distributions can also be directly linked to generalized extreme value (GEV) and generalized Pareto (GP) distributions. The Markov process model can be used to provide rigorous confidence intervals and to investigate temporal persistence statistics.more »
- Authors:
-
- National Oceanic and Atmospheric Administration (NOAA), Boulder, CO (United States); Univ. of Colorado, Boulder, CO (United States)
- National Oceanic and Atmospheric Administration (NOAA), Boulder, CO (United States)
- Publication Date:
- Research Org.:
- Oak Ridge National Laboratory (ORNL), Oak Ridge, TN (United States). Oak Ridge Leadership Computing Facility (OLCF)
- Sponsoring Org.:
- USDOE Office of Science (SC), Biological and Environmental Research (BER)
- OSTI Identifier:
- 1565515
- Grant/Contract Number:
- AC02-05CH11231; AC05-00OR22725
- Resource Type:
- Accepted Manuscript
- Journal Name:
- Journal of Climate
- Additional Journal Information:
- Journal Volume: 28; Journal Issue: 23; Journal ID: ISSN 0894-8755
- Publisher:
- American Meteorological Society
- Country of Publication:
- United States
- Language:
- English
- Subject:
- 54 ENVIRONMENTAL SCIENCES; Circulation/Dynamics; Atmospheric circulation; Atm/Ocean Structure/Phenomena; Extreme events; North Atlantic Oscillation; North Pacific Oscillation; Rainfall; Mathematical and statistical techniques; Risk assessment
Citation Formats
Sardeshmukh, Prashant D., Compo, Gilbert P., and Penland, Cécile. Need for Caution in Interpreting Extreme Weather Statistics. United States: N. p., 2015.
Web. doi:10.1175/jcli-d-15-0020.1.
Sardeshmukh, Prashant D., Compo, Gilbert P., & Penland, Cécile. Need for Caution in Interpreting Extreme Weather Statistics. United States. https://doi.org/10.1175/jcli-d-15-0020.1
Sardeshmukh, Prashant D., Compo, Gilbert P., and Penland, Cécile. Mon .
"Need for Caution in Interpreting Extreme Weather Statistics". United States. https://doi.org/10.1175/jcli-d-15-0020.1. https://www.osti.gov/servlets/purl/1565515.
@article{osti_1565515,
title = {Need for Caution in Interpreting Extreme Weather Statistics},
author = {Sardeshmukh, Prashant D. and Compo, Gilbert P. and Penland, Cécile},
abstractNote = {Given the reality of anthropogenic global warming, it is tempting to seek an anthropogenic component in any recent change in the statistics of extreme weather. This paper cautions that such efforts may, however, lead to wrong conclusions if the distinctively skewed and heavy-tailed aspects of the probability distributions of daily weather anomalies are ignored or misrepresented. Departures of several standard deviations from the mean, although rare, are far more common in such a distinctively non-Gaussian world than they are in a Gaussian world. This further complicates the problem of detecting changes in tail probabilities from historical records of limited length and accuracy. A possible solution is to exploit the fact that the salient non-Gaussian features of the observed distributions are captured by so-called stochastically generated skewed (SGS) distributions that include Gaussian distributions as special cases. SGS distributions are associated with damped linear Markov processes perturbed by asymmetric stochastic noise and as such represent the simplest physically based prototypes of the observed distributions. The tails of SGS distributions can also be directly linked to generalized extreme value (GEV) and generalized Pareto (GP) distributions. The Markov process model can be used to provide rigorous confidence intervals and to investigate temporal persistence statistics. The procedure is illustrated for assessing changes in the observed distributions of daily wintertime indices of large-scale atmospheric variability in the North Atlantic and North Pacific sectors over the period 1872–2011. No significant changes in these indices are found from the first to the second half of the period.},
doi = {10.1175/jcli-d-15-0020.1},
journal = {Journal of Climate},
number = 23,
volume = 28,
place = {United States},
year = {Mon Dec 07 00:00:00 EST 2015},
month = {Mon Dec 07 00:00:00 EST 2015}
}
Web of Science
Works referenced in this record:
The Twentieth Century Reanalysis Project
journal, January 2011
- Compo, G. P.; Whitaker, J. S.; Sardeshmukh, P. D.
- Quarterly Journal of the Royal Meteorological Society, Vol. 137, Issue 654
Overestimated global warming over the past 20 years
journal, August 2013
- Fyfe, John C.; Gillett, Nathan P.; Zwiers, Francis W.
- Nature Climate Change, Vol. 3, Issue 9
NCEP–DOE AMIP-II Reanalysis (R-2)
journal, November 2002
- Kanamitsu, Masao; Ebisuzaki, Wesley; Woollen, Jack
- Bulletin of the American Meteorological Society, Vol. 83, Issue 11
Extreme events in a changing climate: Variability is more important than averages
journal, July 1992
- Katz, Richard W.; Brown, Barbara G.
- Climatic Change, Vol. 21, Issue 3
Estimating Extremes in Transient Climate Change Simulations
journal, April 2005
- Kharin, Viatcheslav V.; Zwiers, Francis W.
- Journal of Climate, Vol. 18, Issue 8
Can the Frequency of Blocking Be Described by a Red Noise Process?
journal, July 2009
- Masato, Giacomo; Hoskins, Brian J.; Woollings, Tim J.
- Journal of the Atmospheric Sciences, Vol. 66, Issue 7
Alternative interpretations of power-law distributions found in nature
journal, June 2012
- Penland, Cécile; Sardeshmukh, Prashant D.
- Chaos: An Interdisciplinary Journal of Nonlinear Science, Vol. 22, Issue 2
Climatology of Non-Gaussian Atmospheric Statistics
journal, February 2013
- Perron, Maxime; Sura, Philip
- Journal of Climate, Vol. 26, Issue 3
Statistical Inference Using Extreme Order Statistics
journal, January 1975
- Iii, James Pickands
- The Annals of Statistics, Vol. 3, Issue 1
Reconciling Non-Gaussian Climate Statistics with Linear Dynamics
journal, March 2009
- Sardeshmukh, Prashant D.; Sura, Philip
- Journal of Climate, Vol. 22, Issue 5
Understanding the distinctively skewed and heavy tailed character of atmospheric and oceanic probability distributions
journal, March 2015
- Sardeshmukh, Prashant D.; Penland, Cécile
- Chaos: An Interdisciplinary Journal of Nonlinear Science, Vol. 25, Issue 3
Critical influence of the pattern of Tropical Ocean warming on remote climate trends
journal, January 2010
- Shin, Sang-Ik; Sardeshmukh, Prashant D.
- Climate Dynamics, Vol. 36, Issue 7-8
Realism of local and remote feedbacks on tropical sea surface temperatures in climate models
journal, January 2010
- Shin, Sang-Ik; Sardeshmukh, Prashant D.; Pegion, Kathy
- Journal of Geophysical Research, Vol. 115, Issue D21
Extreme Value Analysis of Environmental Time Series: An Application to Trend Detection in Ground-Level Ozone
journal, November 1989
- Smith, Richard L.
- Statistical Science, Vol. 4, Issue 4
A Global View of Non-Gaussian SST Variability
journal, March 2008
- Sura, Philip; Sardeshmukh, Prashant D.
- Journal of Physical Oceanography, Vol. 38, Issue 3
Accounting for threshold uncertainty in extreme value estimation
journal, August 2006
- Tancredi, Andrea; Anderson, Clive; O’Hagan, Anthony
- Extremes, Vol. 9, Issue 2
Decadal atmosphere-ocean variations in the Pacific
journal, March 1994
- Trenberth, Kevin E.; Hurrell, James W.
- Climate Dynamics, Vol. 9, Issue 6
The ERA-40 re-analysis
journal, October 2005
- Uppala, S. M.; KÅllberg, P. W.; Simmons, A. J.
- Quarterly Journal of the Royal Meteorological Society, Vol. 131, Issue 612
A Regime View of the North Atlantic Oscillation and Its Response to Anthropogenic Forcing
journal, March 2010
- Woollings, Tim; Hannachi, Abdel; Hoskins, Brian
- Journal of Climate, Vol. 23, Issue 6
Anthropogenic Influence on Long Return Period Daily Temperature Extremes at Regional Scales
journal, February 2011
- Zwiers, Francis W.; Zhang, Xuebin; Feng, Yang
- Journal of Climate, Vol. 24, Issue 3
Alternative interpretations of power-law distributions found in nature
journal, June 2012
- Penland, Cécile; Sardeshmukh, Prashant D.
- Chaos: An Interdisciplinary Journal of Nonlinear Science, Vol. 22, Issue 2
Statistical Inference Using Extreme Order Statistics
journal, January 1975
- Iii, James Pickands
- The Annals of Statistics, Vol. 3, Issue 1
Works referencing / citing this record:
Changes in daily temperature extremes relative to the mean in Coupled Model Intercomparison Project Phase 5 models and observations
journal, June 2019
- Gross, Mia H.; Donat, Markus G.; Alexander, Lisa V.
- International Journal of Climatology, Vol. 39, Issue 14
Early emergence of anthropogenically forced heat waves in the western United States and Great Lakes
journal, March 2018
- Lopez, Hosmay; West, Robert; Dong, Shenfu
- Nature Climate Change, Vol. 8, Issue 5
A virtual climate library of surface temperature over North America for 1979–2015
journal, October 2017
- Kravtsov, Sergey; Roebber, Paul; Brazauskas, Vytaras
- Scientific Data, Vol. 4, Issue 1
Adapting attribution science to the climate extremes of tomorrow
journal, December 2018
- Harrington, Luke J.; Otto, Friederike E. L.
- Environmental Research Letters, Vol. 13, Issue 12
Linking dissipation, anisotropy, and intermittency in rotating stratified turbulence at the threshold of linear shear instabilities
journal, October 2019
- Pouquet, A.; Rosenberg, D.; Marino, R.
- Physics of Fluids, Vol. 31, Issue 10
Estimate of the average timing for strong El Niño events using the recharge oscillator model with a multiplicative perturbation
journal, October 2018
- Bianucci, Marco; Capotondi, Antonietta; Merlino, Silvia
- Chaos: An Interdisciplinary Journal of Nonlinear Science, Vol. 28, Issue 10
Poorest countries experience earlier anthropogenic emergence of daily temperature extremes
journal, May 2016
- Harrington, Luke J.; Frame, David J.; Fischer, Erich M.
- Environmental Research Letters, Vol. 11, Issue 5
Linear or Nonlinear Modeling for ENSO Dynamics?
journal, November 2018
- Bianucci, Marco; Capotondi, Antonietta; Mannella, Riccardo
- Atmosphere, Vol. 9, Issue 11
The Asymmetry of Vertical Velocity in Current and Future Climate
journal, January 2019
- Tamarin‐Brodsky, T.; Hadas, O.
- Geophysical Research Letters, Vol. 46, Issue 1
CMIP5: a Monte Carlo assessment of changes in summertime precipitation characteristics under RCP8.5-sensitivity to annual cycle fidelity, overconfidence, and gaussianity
journal, January 2020
- Sperber, Kenneth R.; Annamalai, H.; Pallotta, Giuliana
- Climate Dynamics, Vol. 54, Issue 3-4
Poorest countries experience earlier anthropogenic emergence of daily temperature extremes
text, January 2016
- J., Harrington, Luke; J., Frame, David; M., Fischer, Erich
- ETH Zurich
A Bayesian Approach to Regional Decadal Predictability: Sparse Parameter Estimation in High-Dimensional Linear Inverse Models of High-Latitude Sea Surface Temperature Variability
journal, July 2020
- Foster, Dallas; Comeau, Darin; Urban, Nathan M.
- Journal of Climate, Vol. 33, Issue 14
Linear or non Linear modeling for ENSO dynamics?
journal, November 2018
- Bianucci, Marco; Capotondi, Antonietta; Mannella, Riccardo
- Preprints.org