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Two models of the Gulf Stream Stommel, 1948 0 = ! 0 ! "

Two models of the Gulf Stream - oceancolor.gsfc.nasa.gov€¦ · What is Truth? Data Model ε d ε m Misfit δ Prediction ε p Skill: Misfits Small, Noisy Deduced Inputs Small,

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Page 1: Two models of the Gulf Stream - oceancolor.gsfc.nasa.gov€¦ · What is Truth? Data Model ε d ε m Misfit δ Prediction ε p Skill: Misfits Small, Noisy Deduced Inputs Small,

Two models of the Gulf Stream

Stommel, 1948

0=!

0!"

Page 2: Two models of the Gulf Stream - oceancolor.gsfc.nasa.gov€¦ · What is Truth? Data Model ε d ε m Misfit δ Prediction ε p Skill: Misfits Small, Noisy Deduced Inputs Small,

A third model of the Gulf StreamA third model of the Gulf Stream

Simulation courtesy ofMat Maltrud, Los Alamos National Laboratory

Temperature at 100m

Simulation duration: 1 year

Page 3: Two models of the Gulf Stream - oceancolor.gsfc.nasa.gov€¦ · What is Truth? Data Model ε d ε m Misfit δ Prediction ε p Skill: Misfits Small, Noisy Deduced Inputs Small,

An eddy-resolving model of the North AtlanticAn eddy-resolving model of the North Atlantic

Temperature log (New Production)

Page 4: Two models of the Gulf Stream - oceancolor.gsfc.nasa.gov€¦ · What is Truth? Data Model ε d ε m Misfit δ Prediction ε p Skill: Misfits Small, Noisy Deduced Inputs Small,

Skill Assessment for Coupled Biological/Physical Models of Marine Systems

Lynch, McGillicuddy, Werner, Haidvogel

Sponsor: NOAA

Goals: 1. To assess the state-of-the-art in quantitative evaluation of coupled physical-biological models (journal issue)2. Provide recommendations for future progress in this area in support of NOAA’s Ecosystem Based Management and Ecological Forecasting initiatives.

http://www-nml.dartmouth.edu/Publications/internal_reports/NML-06-Skill/

Page 5: Two models of the Gulf Stream - oceancolor.gsfc.nasa.gov€¦ · What is Truth? Data Model ε d ε m Misfit δ Prediction ε p Skill: Misfits Small, Noisy Deduced Inputs Small,

Skill Assessment Workshop Attendees

Icarus Allen

Enrique Curchister

Brad de Young

Scott Doney

Geoff Evans

Wolfgang Fennel

Peter Franks

Marjorie Friedrichs

Watson Gregg

Dale Haidvogel

Jason Jolliff

John Kindle

Ivan Lima

Daniel Lynch

Dennis McGillicuddy

Roger Proctor

Allan Robinson

Kenny Rose

Don Scavia

Rainer Schlitzer

Peter Sheng

Keston Smith

Dougie Speirs

John Steele

Charles Stock

Craig Stow

Keith Thompson

Shelly Tomlinson

Elizabeth Turner

Phil Wallhead

Francisco Werner

Page 6: Two models of the Gulf Stream - oceancolor.gsfc.nasa.gov€¦ · What is Truth? Data Model ε d ε m Misfit δ Prediction ε p Skill: Misfits Small, Noisy Deduced Inputs Small,

Timeline

July ‘06 Authors' Workshop 1Vocabulary Rev. 1Working Groups: DA, Metrics

Dec ‘06 Working Group Reports to Editors

Feb ‘07 Vocabulary Rev. 2Working Group Report Distribution

March '07 Authors’ Workshop 2

April ‘07 MS Submission; Peer Review Starts

April ‘08 Publication in Journal of Marine SystemsReport goes to NOAA

Page 7: Two models of the Gulf Stream - oceancolor.gsfc.nasa.gov€¦ · What is Truth? Data Model ε d ε m Misfit δ Prediction ε p Skill: Misfits Small, Noisy Deduced Inputs Small,

OrganizationScientific Applications

Carbon CycleHarmful Algal BloomsEcosystem Dynamics and FisheriesEstuarine/Coastal Water Quality

Cross -Cutting ThemesSkill VocabularyMetricsData Assimilation

Page 8: Two models of the Gulf Stream - oceancolor.gsfc.nasa.gov€¦ · What is Truth? Data Model ε d ε m Misfit δ Prediction ε p Skill: Misfits Small, Noisy Deduced Inputs Small,

What is Truth?

Data Model

εd εm

Misfit δ

Predictionεp

Skill:Misfits

Small, Noisy

Deduced InputsSmall, Smooth

Processes, FeaturesRealistic

Truth real but unknowable

Errors unknowable

Prediction a credible blend:

Data + Model

Invokes statistics of εd , εm

Prediction Error: blend of εd , εm

Misfit: δ = εd - εm

Truth

Page 9: Two models of the Gulf Stream - oceancolor.gsfc.nasa.gov€¦ · What is Truth? Data Model ε d ε m Misfit δ Prediction ε p Skill: Misfits Small, Noisy Deduced Inputs Small,

RationaleSystematic model evaluation requires a hierarchy of performance metrics.

DefinitionsBiasRMS differenceCentered RMS difference (“pattern similarity”)Correlation coefficientCoherenceModel Efficiency (gamma squared - 1)

Misfit Metrics

Page 10: Two models of the Gulf Stream - oceancolor.gsfc.nasa.gov€¦ · What is Truth? Data Model ε d ε m Misfit δ Prediction ε p Skill: Misfits Small, Noisy Deduced Inputs Small,

Taylor Diagram

Azimuthal position: correlationRadial distance: standard deviation, normalized by std dev of dataPerfect model: (1,0)Mean model: (0,0)Centered RMS difference proportional to distance from (1,0)

Doney and Lima

Page 11: Two models of the Gulf Stream - oceancolor.gsfc.nasa.gov€¦ · What is Truth? Data Model ε d ε m Misfit δ Prediction ε p Skill: Misfits Small, Noisy Deduced Inputs Small,

Quantifies skill as a function of threshold using a binary discriminator

Temperature Chlorophyll

Sensitivity=fraction of true positives Specificity=(1 – fraction of true negatives)

In sensitivity vs. specificity spaceBelow data range (1,1) all TP, no TNAbove data range (0,0) no TP, all TNPerfect model (0,1) all TP, TNRandom number generator 1:1 line

Appealing characteristics for HAB and water quality applications with critical thresholds such as dissolved oxygen and toxin concentration.

Receiver-Operator Characteristic (ROC)

0

0.2

0.4

0.6

0.8

1

0 0.2 0.4 0.6 0.8 1

1 - Specificity

Sen

sit

ivit

y

0

0.2

0.4

0.6

0.8

1

0 0.2 0.4 0.6 0.8 1

1 - Specificity

Sen

sit

ivit

y

D MTP + +TN - -FP - +FN + -

Icarus Allen

Page 12: Two models of the Gulf Stream - oceancolor.gsfc.nasa.gov€¦ · What is Truth? Data Model ε d ε m Misfit δ Prediction ε p Skill: Misfits Small, Noisy Deduced Inputs Small,

Problem: How does one assess theskill of models in which data have

been assimilated?

Page 13: Two models of the Gulf Stream - oceancolor.gsfc.nasa.gov€¦ · What is Truth? Data Model ε d ε m Misfit δ Prediction ε p Skill: Misfits Small, Noisy Deduced Inputs Small,

Fig. 4.2. Assimilation model chlorophyll (mg m-3), SeaWiFS mean chlorophyll, and the difference (Assimilation-SeaWiFS, inchlorophyll units) for March 2001. From Gregg (2007).

Page 14: Two models of the Gulf Stream - oceancolor.gsfc.nasa.gov€¦ · What is Truth? Data Model ε d ε m Misfit δ Prediction ε p Skill: Misfits Small, Noisy Deduced Inputs Small,

Annual Error (Bias and Uncertainty)

Assimilation vs. SeaWiFS Chlorophyll

0

10

20

30

40

50

60

70

1 2 3 4 5 6 7 8 9 10 15 20 25 30 40 50 60 90 183

Assimilation Frequency (days)

Err

or

(%)

Free-Run Model Uncertainty (65.3%)

Free-Run Model Bias (21.0%)

Uncertainty

Bias

Figure 4.3. Annual bias and uncertainty for assimilation as a function of assimilation frequency (days of assimilationevents, i.e., 1 is every day, 2 is every other day, etc.) assimilation is performed). The annual bias and uncertaintyfor the free-run model is shown. From Gregg (2007)

Page 15: Two models of the Gulf Stream - oceancolor.gsfc.nasa.gov€¦ · What is Truth? Data Model ε d ε m Misfit δ Prediction ε p Skill: Misfits Small, Noisy Deduced Inputs Small,

Problem: More complex modelscontain more degrees of freedom.

How do we determine whether a morecomplex model has statistically moresignificant explanatory power than a

simpler one?

Page 16: Two models of the Gulf Stream - oceancolor.gsfc.nasa.gov€¦ · What is Truth? Data Model ε d ε m Misfit δ Prediction ε p Skill: Misfits Small, Noisy Deduced Inputs Small,

Hindcast Simulations in the Western Gulf of Maine

Model: ECOM 3-DMY 2.5 Closure

Forcing: Wind, Heat Fluxes,Tides,River discharge

Stock et al.(2005)

Page 17: Two models of the Gulf Stream - oceancolor.gsfc.nasa.gov€¦ · What is Truth? Data Model ε d ε m Misfit δ Prediction ε p Skill: Misfits Small, Noisy Deduced Inputs Small,

4/13 4/29 5/11 5/25 6/5

1993Obs

BestModel

log10(C)

log10(C)

Page 18: Two models of the Gulf Stream - oceancolor.gsfc.nasa.gov€¦ · What is Truth? Data Model ε d ε m Misfit δ Prediction ε p Skill: Misfits Small, Noisy Deduced Inputs Small,

)1ln()1ln( mod,, +!+=iiobsi

cc"

)det(2

)2

1exp(

);....(2/

1

1

!!

!!

"

!!

!##C

C

LM

T

n

$%$

=

Model-data misfit of concentration (c)

Likelihood function for a model with parameters θn:

Maximum likelihood ratio test: null hypothesis (L0 vs. alternative L1)

1,..,...1

,...1

);(

);(

L

L

L

Ll

o

mn

n

==!"""

!""

Likelihood ratio (l) has chi-square distribution with m-n degrees of freedom

Maximum Likelihood Methodology

Stock et al., 2005

Page 19: Two models of the Gulf Stream - oceancolor.gsfc.nasa.gov€¦ · What is Truth? Data Model ε d ε m Misfit δ Prediction ε p Skill: Misfits Small, Noisy Deduced Inputs Small,

Confidence limits setbased on properties ofmaximum likelihoodparameter estimates

Reject nullhypothesis:mortality≠0

Models with and without mortality

90%99%

Page 20: Two models of the Gulf Stream - oceancolor.gsfc.nasa.gov€¦ · What is Truth? Data Model ε d ε m Misfit δ Prediction ε p Skill: Misfits Small, Noisy Deduced Inputs Small,

Models with and withoutnutrient dependence

Reject nullhypothesis: KN ≠0

90%99%

KN = half saturationconstant for nutrientuptake

Page 21: Two models of the Gulf Stream - oceancolor.gsfc.nasa.gov€¦ · What is Truth? Data Model ε d ε m Misfit δ Prediction ε p Skill: Misfits Small, Noisy Deduced Inputs Small,

Nutrient Dependence or Mortality?

•Reject baseline formort. + DIN

•Cannot determineif loss limitation isbest imposed bymean mortality,DIN or somecombination.

• Avoidederroneousrejection!

99%

90%

Page 22: Two models of the Gulf Stream - oceancolor.gsfc.nasa.gov€¦ · What is Truth? Data Model ε d ε m Misfit δ Prediction ε p Skill: Misfits Small, Noisy Deduced Inputs Small,

SummaryNeed to move beyond qualitative phenomenological evaluation

science (hypothesis testing)management (prediction)

Methods for quantitative skill assessment of coupled models are in theirinfancy

Special volume underwayfirst ms submitted April, 2007additional submissions welcome – cutoff summer 2007publication in Journal of Marine Systems – spring 2008

Potential interagency partnerships?

Development of an implementation plan for Model Intercomparison andEvaluation Projects (MIEPs)?

http://www-nml.dartmouth.edu/Publications/internal_reports/NML-06-Skill/