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Represen’ng model uncertainty – hierarchy or heterarchy? Antje Weisheimer University of Oxford, Department of Physics, AOPP Na:onal Centre for Atmospheric Science (NCAS) & European Centre for MediumRange Weather Forecasts (ECMWF), Reading

Represen’ng)model)uncertainty)–hierarchy)or)heterarchy? · 2016-11-18 · Thepurposeofusingensemblesofsimulaonsistorepresentuncertainesinthe underlying)dynamic)system.) E.g.inialcondionensemblesaddressthechaocnatureoftheclimatesystem

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Page 1: Represen’ng)model)uncertainty)–hierarchy)or)heterarchy? · 2016-11-18 · Thepurposeofusingensemblesofsimulaonsistorepresentuncertainesinthe underlying)dynamic)system.) E.g.inialcondionensemblesaddressthechaocnatureoftheclimatesystem

Represen'ng  model  uncertainty  –  hierarchy  or  heterarchy?  

Antje  Weisheimer  

University  of  Oxford,  Department  of  Physics,  AOPP  Na:onal  Centre  for  Atmospheric  Science  (NCAS)  

&  European  Centre  for  Medium-­‐Range  Weather  Forecasts  (ECMWF),  Reading  

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Climate  forecasts  

a"er  Meehl  et  al.  (BAMS  2009)  

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The  purpose  of  using  ensembles  of  simula'ons  is  to  represent  uncertain'es  in  the  underlying  dynamic  system.  

E.g.  ini'al  condi'on  ensembles  address  the  chao'c  nature  of  the  climate  system.  

(Objec've)  Model  uncertain'es  =  deficiencies  (or  inadequacies)  in  the  model  itself  

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Uncertainty  is  a  con'nuum  that  ranges  from    

complete  ignorance   certainty  

Three  broad  categories  of  uncertainty  

Ontological  state  of  complete  ignorance  

Aleatoric    random,  irreducible    probability  theory  

Epistemic  resolvable  lack  of  knowledge  which  we  are  aware  of,  reducible  

Page 5: Represen’ng)model)uncertainty)–hierarchy)or)heterarchy? · 2016-11-18 · Thepurposeofusingensemblesofsimulaonsistorepresentuncertainesinthe underlying)dynamic)system.) E.g.inialcondionensemblesaddressthechaocnatureoftheclimatesystem

Donald  Rumsfeld  (2002):  

There  are  known  knowns:  things  we  know  that  we  know.  

There  are  known  unknowns:  things  we  know  that  we  don’t  know.  But  there  are  also  unknown  unknowns:  things  we  don’t  know  that  we  don’t  know.  

unknown  knowns:  things  we  don’t  know  that  we  know  (things  we  do  not  like  to  know;  inten:onal  refusal  to  acknowledge  the  things  we  know)  

Uncertainty  is  a  con'nuum  that  ranges  from    

complete  ignorance   certainty  

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Sources  of  model  uncertain'es    (for  our  type  of  forecas:ng  models)  

Simplifica'ons  within  the  model  formula'ons  compared  to  reality  

  Spa:al  trunca:on  of  the  resolu:on  of  models    unresolved  sub-­‐grid  scale  processes,  parametrisa:ons  

  Linearised  func:ons  to  approximate  non-­‐linear  rela:ons  

  Computa:onal  constraints  (e.g.,  using  climatological  rather  than  prognos:c  aerosol  distribu:ons)  

  OmiQng  processes  (e.g.  coupling,  incompleteness)  

  Numerical  aspects  (algorithmic  uncertainty)  

  Observa:onal  uncertain:es  

Design  errors  (un-­‐iden:fied  and  iden:fied;  structural  uncertainty)  

Lack  of  correspondence  between  model  and  reality  (e.g.  model  parameters  with  no    counterpart  in  reality)  

Gaps  in  our  basic  knowledge  of  the  relevant  processes  

Page 7: Represen’ng)model)uncertainty)–hierarchy)or)heterarchy? · 2016-11-18 · Thepurposeofusingensemblesofsimulaonsistorepresentuncertainesinthe underlying)dynamic)system.) E.g.inialcondionensemblesaddressthechaocnatureoftheclimatesystem

Methods  used  to  account  for  model  uncertain'es  

  Mul'-­‐model  ensembles  (CMIPs;  Iversen  et  al.,  2011)  

  Parameter  perturba'ons  (QUMP;  Bowler  et  al.,  2008;  Ollinhao  et  al.,  2016)  

  Stochas'c  physical  tendency  perturba'ons  (Buizza  et  al.,  1999,  Palmer  et  al.,  2009)  

  Stochas:city  in  parametrisa:ons  of  physical  processes  (ShuLs,  2005;  Plant  &  Craig,  2008)  

  Mul:-­‐physics  ensembles  (Charron  et  al.,  2010;  Berner  et  al.,  2011)  

  …  

Page 8: Represen’ng)model)uncertainty)–hierarchy)or)heterarchy? · 2016-11-18 · Thepurposeofusingensemblesofsimulaonsistorepresentuncertainesinthe underlying)dynamic)system.) E.g.inialcondionensemblesaddressthechaocnatureoftheclimatesystem

Why  stochas'c  parametrisa'ons?  

  Are  more  consistent  with  the  scaling  symmetries  in  the  Navier-­‐Stokes  equa:ons  and  the  observed  atmospheric  power-­‐law  structure  

  Provide  specific  stochas:c  realisa:ons  of  the  sub-­‐grid  flow,  not  some  assumed  bulk  average  effect  

  Describe  the  sub-­‐grid  tendency  in  terms  of  a  probability  distribu:on  constrained  by  the  resolved-­‐scale  flow  

  Can  incorporate  physical  processes  not  easily  described  in  conven:onal  parametrisa:ons  (e.g.  energy  backscaWer)  

  Parametrisa:on  development  can  be  informed  by  coarse-­‐graining  budget  analyses  of  very  high  resolu:on  (e.g.  cloud  resolving)  models  

 Palmer  (QJRMS  2012),  Towards  the  probabilisTc  Earth-­‐system  simulator:  A  vision  for  the  future  of                climate  and  weather  predicTon.    

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Stochas'cally  Perturbed  Parameterisa'on  Tendencies  (SPPT)  

•  Opera:onal  scheme  in  ECMWF’s  ensemble  forecasts  on  all  :me  scales  

•  Perturba:ons  applied  to  total  parametrised  tendency  of  physical  processes  as  mul:plica:ve  noise  

•  Perturbed  physical  tendencies:  

 X’  =  (1+rμ)  X                                      for  X={u,v,T,q}  

•  r  is  a  uni-­‐variate  Gaussian  random  number  described  through  a  spectral  paWern  generator  which  is  smooth  in  space  and  :me  

•  Spectral  coefficients  of  r  are  described  with  an  AR(1)  process  SPPT pattern

5

Multi&scale+SPPT

500 km6 h

1000 km3 d

2000 km30 d

Leutbecher . . . NWP ensembles Reading, 20–24 June ’11 12 / 29

Three  components  of  the  SPPT  paTern  generator  with  characteris'c  'me  and  spa'al  scales  

courtesy  M.  Leutbecher  (ECMWF)  

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?  

Method  1   Method  2  

Method  3   Method  4   Method  5   Method  6  

Method  3  Method  2  Method  1   Method  4  

Page 12: Represen’ng)model)uncertainty)–hierarchy)or)heterarchy? · 2016-11-18 · Thepurposeofusingensemblesofsimulaonsistorepresentuncertainesinthe underlying)dynamic)system.) E.g.inialcondionensemblesaddressthechaocnatureoftheclimatesystem

Experimental set-up

  Coupled seasonal retrospective forecasts over the period 1991-2005

  Initialised on 1st May and 1st November each year

  Assessment of monthly (first month) and seasonal (months 2-4) forecast skill

Multi-model ensemble (MME)   five coupled atmosphere-ocean GCMs for seasonal forecasts developed in Europe   9 initial condition ensemble members 45 members

Perturbed parameter ensemble (PPE)   poorly constrained cloud physics and surface parameters in HadCM3   simultaneous perturbations to 29 parameters   no control run available

Stochastic Physics Ensemble (SPE)   SPPT scheme in coupled ECMWF model   two-scale perturbed diabatic tendency scheme SPPT   kinetic energy backscatter scheme   9 initial condition ensemble members

  control without stochastic physics (CTRL)

Weisheimer  et  al.  (GRL,  2011)  

An example study

Page 13: Represen’ng)model)uncertainty)–hierarchy)or)heterarchy? · 2016-11-18 · Thepurposeofusingensemblesofsimulaonsistorepresentuncertainesinthe underlying)dynamic)system.) E.g.inialcondionensemblesaddressthechaocnatureoftheclimatesystem

ENSO SST forecasts quality

CTRL

Multi-Model Ensemble (MME)

Perturbed Parameter Ensemble (PPE)

Stochastic Physics Ensemble (SPE)

Multi-model ensemble (MME)   five coupled atmosphere-ocean GCMs for seasonal forecasts developed in Europe   9 initial condition ensemble members 45 members

Perturbed parameter ensemble (PPE)   poorly constrained cloud physics and surface parameters in HadCM3   simultaneous perturbations to 29 parameters   no control run available

Stochastic Physics Ensemble (SPE)   SPPT scheme in coupled ECMWF model   two-scale perturbed diabatic tendency scheme   kinetic energy backscatter scheme   9 initial condition ensemble members   control without stochastic physics (CTRL)

Page 14: Represen’ng)model)uncertainty)–hierarchy)or)heterarchy? · 2016-11-18 · Thepurposeofusingensemblesofsimulaonsistorepresentuncertainesinthe underlying)dynamic)system.) E.g.inialcondionensemblesaddressthechaocnatureoftheclimatesystem

ENSO SST forecasts quality

Multi-model ensemble (MME)   five coupled atmosphere-ocean GCMs for seasonal forecasts developed in Europe   9 initial condition ensemble members 45 members

Perturbed parameter ensemble (PPE)   poorly constrained cloud physics and surface parameters in HadCM3   simultaneous perturbations to 29 parameters   no control run available

Stochastic Physics Ensemble (SPE)   SPPT scheme in coupled ECMWF model   two-scale perturbed diabatic tendency scheme   kinetic energy backscatter scheme   9 initial condition ensemble members   control without stochastic physics (CTRL)

CTRL

Multi-Model Ensemble (MME)

Perturbed Parameter Ensemble (PPE)

Stochastic Physics Ensemble (SPE)

Page 15: Represen’ng)model)uncertainty)–hierarchy)or)heterarchy? · 2016-11-18 · Thepurposeofusingensemblesofsimulaonsistorepresentuncertainesinthe underlying)dynamic)system.) E.g.inialcondionensemblesaddressthechaocnatureoftheclimatesystem

0  

0.2  

0.1  

-­‐  0.1  

cold  November  

0  

0.2  

0.1  

-­‐  0.1  

warm  November  

Sub-­‐seasonal  forecasts  of  global  land  temperature  Brier  Skill  Score  

Brier  Skill  Score  

Page 16: Represen’ng)model)uncertainty)–hierarchy)or)heterarchy? · 2016-11-18 · Thepurposeofusingensemblesofsimulaonsistorepresentuncertainesinthe underlying)dynamic)system.) E.g.inialcondionensemblesaddressthechaocnatureoftheclimatesystem

0  

0.1  

-­‐  0.1  

dry  November   wet  November  

0  

0.1  

-­‐  0.1  

Sub-­‐seasonal  forecasts  of  global  land  precipita'on  Brier  Skill  Score  

Brier  Skill  Score  

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dry  May   wet  May  

dry  Nov   wet  Nov  

CTRL  

SPE  

PPE  

MME  

Sub-­‐seasonal  forecasts  of  land  precipita'on  

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0  

0.2  

0.1  

-­‐  0.1  

cold  DJF   warm  DJF  

0  

0.2  

0.1  

-­‐  0.1  

Seasonal  forecasts  of  global  land  temperature  Brier  Skill  Score  

Brier  Skill  Score  

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cold  JJA   warm  JJA  

cold  DJF   warm  DJF  

CTRL  

SPE  

PPE  

MME  

Seasonal  forecasts  of  land  temperature  

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warm  JJA   wet  JJA  

Seasonal  forecasts  combining  PPE  and  SPE  

CTRL  

SPE  

PPE  

MME  

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warm  JJA   wet  JJA  

Seasonal  forecasts  combining  PPE  and  SPE  

Page 22: Represen’ng)model)uncertainty)–hierarchy)or)heterarchy? · 2016-11-18 · Thepurposeofusingensemblesofsimulaonsistorepresentuncertainesinthe underlying)dynamic)system.) E.g.inialcondionensemblesaddressthechaocnatureoftheclimatesystem

Conclusions

Uncertainty is a continuum and its representation in weather and climate forecast models is currently heterarchical (pluralistic, complementary) rather than hierarchical.

Inferences about model uncertainty from idealised models are intrinsically difficult due to

o  the changing nature of model uncertainty across models

o  the forecasters’ need to get as accurate a forecast as possible ( complex models)

Example study of monthly and seasonal forecasts using multi-model ensembles (MME), perturbed parameter ensembles (PPE) and stochastic perturbations (SPE):

o  ENSO: MME very good, SPE improved over CTRL, PPE rather poor

o  Monthly forecasts: SPE globally most skilful for most land temperature and precipitation events with regional variations

o  Seasonal forecasts: MME (SPE) on average most skilful for temperature (precipitation) over land, regional variations

o  Combination of PPE and SPE approaches potentially improves skill further