Eidgenössisches Departement des Innern EDI Bundesamt für Meteorologie und Klimatologie MeteoSchweiz Assessing the skill of decadal predictions Reidun Gangstø, Andreas P. Weigel, Mark A. Liniger EMS Annual Meeting, Berlin, 13 September 2011

Assessing the skill of decadal predictions | Reidun Gangstø EMS Annual Meeting, Berlin | 13 September /23 Outline The ENSEMBLES decadal predictions Impact of drift correction on skill Is there any skill apart from the trend? Impact of cross-validation on skill Evaluating skill with the Jackknife bias corrector Summary and conclusions

Assessing the skill of decadal predictions | Reidun Gangstø EMS Annual Meeting, Berlin | 13 September /23 Global average T2 temperature (ENSEMBLES decadal predictions vs ERA-40/Interim re-analysis data) ECMWFUKMO IFM-GEOMARCERFACS T2 (°C) Hindcast year T2 (°C)

Assessing the skill of decadal predictions | Reidun Gangstø EMS Annual Meeting, Berlin | 13 September /23 Problem: sample size too small (8-9) to obtain robust bias estimates for each year separately Lead-time (year) T2 temperature (°C) Example of drift evolution with lead-time Crosses: CONV solid lines: FIT Drift correction methods: Subtracting the lead- time dependent bias (CONV) Fitting a 3rd degree polynomial fit to the lead-time dependent bias (FIT) The drift correction is done in a leave-one-out cross-validation mode

Assessing the skill of decadal predictions | Reidun Gangstø EMS Annual Meeting, Berlin | 13 September /23 Global mean T2, after drift correction ECMWFUKMO IFM-GEOMARCERFACS T2 (°C) Hindcast year T2 (°C) Multi-model

Assessing the skill of decadal predictions | Reidun Gangstø EMS Annual Meeting, Berlin | 13 September /23 Correlation after drift correction (in cross-validation) Correlation, FIT (T2 mean over years 1-5) Lead-time (year) Mean of grid point-wise correlation Correlation Latitude Longitude

Assessing the skill of decadal predictions | Reidun Gangstø EMS Annual Meeting, Berlin | 13 September /23 Removing the model trend 1-5 y 6-10 y All lead-times 1-10 y T2 temperature (°C) Year 1-5 y 6-10 y 1-5 y 6-10 y

Assessing the skill of decadal predictions | Reidun Gangstø EMS Annual Meeting, Berlin | 13 September /23 Removing the observed trend 1-5 y 6-10 y 1-5 y 6-10 y y 6-10 y

Assessing the skill of decadal predictions | Reidun Gangstø EMS Annual Meeting, Berlin | 13 September /23 Correlation after detrending (drift correction with CONV, in cross-validation) Why is the skill predominantly negative??? Lead-time (year) Correlation Correlation, model trend removed (yrs 1-5) Latitude Longitude Mean of grid point-wise correlation

Assessing the skill of decadal predictions | Reidun Gangstø EMS Annual Meeting, Berlin | 13 September /23 Cross-validation 1960 Predict 1960 Determine bias 1965 Determine bias Predict 1965 Determine bias 1970 Determine biasPredict 1970 Determine bias 1975 Determine biasPredict 1975 Determine bias 1980 Determine biasPredict 1980 Determine bias … then correlate with observations 1960, 1965, 1970, …

Assessing the skill of decadal predictions | Reidun Gangstø EMS Annual Meeting, Berlin | 13 September /23 Prescribed correlation: 0 Number of experiments: 10’000 Var.fcst / Var.obsv 1:12 Correlation as measured Drift-correction (method: CONV) in cross-validation Toy model: bias from cross-validation

Assessing the skill of decadal predictions | Reidun Gangstø EMS Annual Meeting, Berlin | 13 September /23 Not bias corrected Forecasts Obsv. NO CORRELATION Illustration of cross-validation bias, example: CONV drift correction

Assessing the skill of decadal predictions | Reidun Gangstø EMS Annual Meeting, Berlin | 13 September /23 Not bias corrected Bias corrected Forecasts Obsv. NO CORRELATION Illustration of cross-validation bias example: CONV drift correction

Assessing the skill of decadal predictions | Reidun Gangstø EMS Annual Meeting, Berlin | 13 September /23 Not bias corrected Bias corrected Forecasts Obsv. NO CORRELATION Illustration of cross-validation bias example: CONV drift correction

Assessing the skill of decadal predictions | Reidun Gangstø EMS Annual Meeting, Berlin | 13 September /23 Not bias corrected Bias corrected Forecasts Obsv. NO CORRELATION Illustration of cross-validation bias example: CONV drift correction

Assessing the skill of decadal predictions | Reidun Gangstø EMS Annual Meeting, Berlin | 13 September /23 Not bias corrected Bias corrected Forecasts Obsv. NO CORRELATION NEGATIVE CORRELATION Illustration of cross-validation bias example: CONV drift correction

Assessing the skill of decadal predictions | Reidun Gangstø EMS Annual Meeting, Berlin | 13 September /23 Consequences for verification Estimates of actual prediction skill of decadal forecasts problematic because: Issues of data situation in hindcasts (e.g. ocean data before 1980s) small sample size induces bias in cross-validation procedure It may be better to look at potential predictability, i.e. the skill we would have with an infinite number of training data, and assuming that there are no limitations in data quality

Assessing the skill of decadal predictions | Reidun Gangstø EMS Annual Meeting, Berlin | 13 September /23 Jackknifing as a pragmatic solution Empirical approach frequently used to quantify sample size related biases Related to bootstrapping The idea is that the estimator is computed from the full sample, then recomputed n times, leaving a different observation out each time Reference: B. Efron (1982). The Jackknife, the Bootstrap and other resampling plans. J.W. Arrowsmith, Ltd., Bristol, England, 92 pp.

Assessing the skill of decadal predictions | Reidun Gangstø EMS Annual Meeting, Berlin | 13 September /23 Prescribed correlation: 0 Number of experiments: 10’000 Var.fcst / Var.obsv 1:12 Correlation as measured Drift-correction (method: CONV) in cross-validation Jackknife estimate Toy model: bias from cross-validation

Assessing the skill of decadal predictions | Reidun Gangstø EMS Annual Meeting, Berlin | 13 September /23 Local correlation after drift correction, with the Jackknife bias corrector (JK) applied Correlation with JK (T2 mean over years 1-5) Lead-time (year) Correlation Correlation, CONV, with CV Latitude Longitude Mean of grid point-wise correlation

Assessing the skill of decadal predictions | Reidun Gangstø EMS Annual Meeting, Berlin | 13 September /23 Local correlation after detrending, with the Jackknife bias corrector applied Correlation with JK, model trend removed (yrs 1-5) Lead-time (year) Correlation Correlation CONV, with CV Latitude Longitude Mean of grid point-wise correlation

Assessing the skill of decadal predictions | Reidun Gangstø EMS Annual Meeting, Berlin | 13 September /23 Difference in correlation between the detrending methods Uncertainties related to the choice of detrending method are of the same order of magnitude as remaining fluctuations

Assessing the skill of decadal predictions | Reidun Gangstø EMS Annual Meeting, Berlin | 13 September /23 Summary and conclusions Predicted near-surface temperature from the ENSEMBLES decadal model forecasts are compared to ERA-40/Interim re-analysis data Drift correction: Reduction of noise by fitting suitable polynomial through annual bias estimates Verification: Unbiased estimate of forecasts problematic due to small sample sizes It may be more useful to focus on potential predictability (e.g. Jackknife method) Trend: By far most of the skill is related to reproduction of linear trend Skill of predicting remaining (interannual) fluctuations close to zero Exact quantification difficult due to uncertainties in detrending methods