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The Peacock in the Snow: Linear Additive Modelling and Principal Component Analysis of Climate Change


    The songs of dust
    The world would end
    The night was always falling
    The peacock in the snow

    - David Bowie, "Heat" (The Next Day)

Contents
0. Preliminaries and Motivation
1. Global Warming
2. Forcings
3. Anomalies
4. Interactive Modelling
5. Best-Fitting Model Parameter Values
6. PCA and Relative Forcing Contributions
7. Acknowledgements

0. Preliminaries

This page presents an analysis of numerical data pertaining to the topical topic of climate change/global warming. The results are presented with Tableau, interactive data visualisation software. The visualisations on this page are hosted by Tableau, and embedded in this page. They will probably work for you without any kind of sign-in to tableau.

With that out of the way, we should have a page with embedded tableau visualisations. These are pages (or "views") from a standalone instance of the tableau medium, known as a "viz". The point of this is visualisation you can interact with - mouseover to view details, filter by selected data, that sort of thing. To see the viz by itself, without the additional features on this page, look here. But I wanted to explain more of what I did with the data, and add a little, which is why this page is here (tableau also doesn't seem to do inline hyperlinks). So if you'd like to read all the geeky details, stay right here.

As interesting as I've found this topic over the years, I was reluctant to indulge in this recreational analysis because surely, this has been done to death. Right? I mean, this was a hot topic when I was in school. But an illustration of the persistent division is a survey of Australians in 2015 finding that while 46% think that humans are to blame for climate change, 39% think that climate change is natural. What we will do is begin with a neutral point of view and attempt to sort this out with minimal assumptions. I looked around and did not see this topic addressed in the manner that I do here.

In this viz we analyse climate change data and examine potential causes. This viz is divided into 6 dashboards.

On dashboard 1 we map the temperature anomaly by location, as observed over the past 150 years. Following this, on dashboard 2 we examine trends in other quantities, known as forcings, both anthropogenic and natural, that might be responsible for the warming. On dashboard 3 we compare anomalies in these forcing quantities with the global temperature anomaly. On dashboard 4 we enable interactive modelling of the temperature response to forcings, alongside a comparison with the observed temperature anomaly. On dashboard 5 we present series that result from the parameter values that fit the data most closely, for both the all-natural and `anthropogenic+natural' models. On dashboard 6 we examine the contributions of the various forcings to global warming, both with a principal component analysis and the components of the best-fitting model.

Part of the motivation for this is a curiosity about the number of assumptions necessary to reproduce the scientific consensus on the cause of climate change. Because the opacity of modelling perceived by some non-specialists is highlighted as a cause for doubt. Our assumptions are minimal, and the modelling here is not done in the simulation sense (as it is by actual climate scientists in real research). Rather, we essentially examine correlations between temperature anomaly and the various forcings. What we find is that with this relatively-simple analysis, the observed warming cannot be explained by the natural forcings alone, and our best-fitting model attributes causation to the forcings in relative magnitudes that are strikingly-similar to the published research.

1. Global Warming

This dashboard is a review of what is mostly accepted - that the planet is warming up. The warming isn't uniform, with greater temperature anomalies in the northern hemisphere than in the southern. I'm not a climate scientist, but my guess is that the southern hemisphere surface has a greater heat capacity because more of it is ocean, meaning that it takes more energy to heat up, and lags behind the north. Which is also why, as is common knowledge, greater temperature extremes are experienced in the northern hemisphere, regardless of climate change.


The map shows the median surface temperature anomaly for the selected period (on the slider). Temperature anomaly is the deviation from the 1961-1990 mean. Click on an individual country on the map, or in the menu on the right to see its temperature anomaly over the past 150 years on the plot at the bottom.

In accordance with the notion that warming is quickest in the northern hemisphere, particularly away from water, the highest temperature anomaly is in one of the most inland landlocked northern hemisphere countries, Mongolia. One of the lowest is as far south as we can go, in Antarctica. Some of the other countries to feature on the Top Five and Bottom Five lists owe their places to their small areas, which makes their temperatures fluctuate more, year by year - they just happened to have a warm or cold year in 2017. We can see this by clicking on them to have their temperature series displayed in the plot at the bottom. Tajikistan, for example, isn't experiencing a cooling trend at all, if we look at its temperature series - its 2017 was unusually cool.

2. Forcings

This dashboard is a bit of an infodump, with plots of the most likely causes of the warming. These are called forcings because they act to force the climate system away from its equilibrium. They can all be quantified, and plotted over time. On the left we show three anthropogenic forcings. These are all the same, in a way - well-mixed greenhouse gases (GHGs). They are "well-mixed" because they are uniformly spread throughout the atmosphere all over the world.


An example of a GHG that isn't well-mixed is ozone, which doesn't last long enough to mix into the atmosphere globally - its concentration varies by location. This was, incidentally, why I did not include it in the analysis to follow, because the model I used is very simple, too simple to take account of geographic distribution. The three GHGs that I included - carbon dioxide (CO2), methane (CH4) and nitrous oxide (N2O) - all show clear increases from the latter part of the twentieth century up to the present. Mouseover the info icons to reveal more about them. Also shown is human population growth, which also increases - more on this later.

On the right are the leading natural forcings that influence the temperature. Carbon dioxide is listed here as well because, to be fair, it also exhibits natural variation over time. We show the prehistoric variation of CO2 concentration - the vertical axes of this plot and the more recent CO2 concentration plot are aligned, clarifying that natural CO2 concentration over the past 400 thousand years apparently never reached post-1960 levels (above 300 ppm). Again to be fair, however, the time sampling over this vast timespan isn't fine enough to draw this conclusion. But modern CO2 levels are unusually-high, to be sure.

Solar irradiance is the energy received from the sun at Earth's surface. The variation is less than one percent, but this is thought to have a measurable effect. Apart from the 11-year cycle, there are longer-term trends like the flatlining in the seventeenth century, and the upward trend of the past few decades. The latter gives climate change sceptics hope for a natural explanation for warming, which we will examine.

The concentration of stratospheric aerosols (the stratosphere being that layer of the atmosphere that sits above where you probably are, the troposphere) is measured as the transmission of 550 nm light. When a volcano erupts and spews vast quantities of aerosols into the air, light from the sun has a harder time penetrating the stratosphere and more of it is reflected back into space, resulting in a cooling effect. Which is a warming effect when there are no eruptions. A relative dearth of volcanic activity in the mid-twentieth century is thought by some to have resulted in effective warming.

The El Niņo Southern Oscillation (ENSO) is a cyclical upwelling of relatively warm or cold water in the Pacific Ocean that affects rainfall in nearby regions like Australia. It's also thought to have a measurable effect on global temperature. A temperature anomaly spike in 1998 is thought to have been caused by ENSO. This spike was disingenuously (just telling it like it is) used by climate sceptics to claim that the global temperature was falling, by using this as a reference year.

3. Anomalies

This dashboard is also something of an infodump, but builds more towards the analysis to be performed. The top-left plot shows the temperature anomaly over time, as a single series. The increase is clearer than in the country-by-country plot shown on an earlier dashboard. In the top right we show the how the temperature anomaly and CO2 concentration have varied together in prehistoric times. We can grant that this alone does not demonstrate causation (this attribution has been made by researchers, not that we'll get into it), but it's intriguing.


The remaining six lower panels plot the temperature anomaly against anomalies in the forcing quantities. This is the first bit of analysis we do. The temperature anomaly is relative to a 1961-1990 base period, over which it averages to about zero. We find the forcing anomalies in the same way: by subtracting from them their 1961-1990 averages. The thinking here is that if we believe the forcings to be responsible for the warming, deviations from the base temperature should result from deviations of the forcings from their base levels. Put another way, anomalies in the former should line up with anomalies in the latter - we might expect to this to be apparent in plots like these.

For the anthropogenic forcings on the left, this is exactly what we see. For the natural forcings on the right, it isn't so clear. The trends are there, in the right direction, but the scatter is considerable. Horizontal axes for stratospheric aerosols and SOI are reversed because it's the lower values of these that we expect to associate with higher temperatures.

4. Interactive Modelling

This dashboard might be the centrepiece of the viz, and was half the reason I made it - if people aren't convinced by specialists in ivory towers who analyse the data for them, let them play with the data themselves in an interactive manner. We do linear additive modelling (as in the title of this viz), by which I mean that the the response of the temperature anomaly to changes in the forcing quantities is assumed to be linear, and that its response to each is independent of the others and that the responses to individual forcings simply ``add up".


The modelling here is very simple. For each of the forcing quantities, we calculate an average and a standard deviation over its values from the base period (1961-90) or part thereof, if some data are unavailable (this base period is that relative to which the temperature anomaly is measured). We then suppose that in any given year, each forcing influences the temperature anomaly by a product: its "impact parameter" multiplied by its deviation from the the base period average in standard deviations. An impact parameter of one means that a forcing influences the temperature anomaly by one degree Celsius per standard deviation. ANModel is a 6-parameter model with one parameter each for CO2, CH4, N2O, solar, stratospheric aerosols and SOI. NModel is a 3-parameter model with only the natural forcings. ANModel is tested over a shorter timespan because annual data on anthropogenic forcings are not complete for earlier years. There is no accounting for lag between cause (forcing) and effect (warming/cooling).

In one line, NModel's temperature anomaly in the i-th year is:

0+SolImp*solanomi/0.33065-StrataerImp*strataeranomi/0.021393-ENSOImp*soianomi/10.4356 .

ANModel's temperature anomaly is:

0+CO2Imp*CO2anomi/11.2797+CH4Imp*CH4anomi/25.2591+N2OImp*N2Oanomi/2.6167+SolImp*solanomi/0.33065-StrataerImp*strataeranomi/0.021393-ENSOImp*soianomi/10.4356
, where *Imp are the impact parameters and *anomi are the anomaly values in year i. The units for all forcings are given below (except that stratospheric aerosol concentration is reported as a dimensionless optical depth, and SOI is simply an index).

The table below shows what a standard deviation is for each of the forcings.
Forcing Standard Deviation over the 1961-1990 Base Period (3 significant figures)
CO2 11.3 ppm
CH4 25.3 ppb
N2O 2.62 ppb
Solar Irradiance 0.331 W.m-2
Stratospheric Aerosols 0.0214
SOI 10.4

Attempt to make the models fit by experimenting with their parameters. Each forcing quantity has an impact parameter that can be fed to the model via the input boxes. To increase the impact of a forcing quantity, raise the value of its impact parameter. The best fits are generally obtained for values of the parameters between 0 and 0.5. Using the impact parameters, the models predict what the temperature anomaly should have been, and this is plotted at the bottom. The actual, observed temperature anomaly is also plotted for comparison. The deviations of the observed series from the model expectation is plotted as a column graph, and the overall deviation summarised in the statistics at the bottom of the dashboard (lower values indicate a better fit). ANModel is influenced by all 6 parameters, while NModel only has 3 (solar, stratospheric aerosols and SOI).

5. Best-Fitting Model Parameter Values

While the interactive modelling was a neat trick, when we want to know which parameter values drive a model to its best fit of the data, we ask a computer to try them all. The root-mean-square deviation (RMSD) was used as the statistic to be minimised in these tests. The RMSDs are between the model predictions and observed temperature anomaly (abbreviated to TA on this dashboard). Using code written in GNU Octave, parameter spaces for both ANModel and NModel were sampled with a resolution of one hundredth of a standard deviation in each parameter. An example of how this looks is shown on the heatmap here, with RMSD values from a slice of parameter space.


ANModel is only ever tested for 1984-2012. I wasn't able to find methane data before 1984, nor was I able to find stratospheric aerosol data after 2012. So this period isn't very long, and probably can't be usefully divided into shorter periods. But data on all forcings in NModel are available from 1876 to 2012, and it's interesting to look at shorter periods within this timespan. In particular, before the 1961-1990 base period (1876-1960), and after (1991-2012). We are interested in whether the goodness of fit for NModel is affected by the introduction of anthropogenic GHGs, most dramatically after the base period.

So the search for best-fitting parameter values was done over various time periods. The values of parameters that achieved the best fits are shown in the table below.
Model Period CO2 Impact CH4 Impact N2O Impact Solar Irradiance Impact Stratospheric Aerosols Impact SOI Impact
NModel 1876-1960 0.16 0 0.08
NModel 1991-2012 0.01 0.17 0.15
NModel 1984-2012 0.03 0.18 0.14
ANModel 1984-2012 0.06 0.03 0.01 0.02 0.05 0.08
NModel 1876-2012 0.1 0.04 0.08

The results are shown in the series on this dashboard. By splitting the NModel test period, a clear difference is revealed. NModel stays in touch with the observed temperature anomaly when fit for 1876-1960, but is clearly discrepant over 1991-2012. It actually predicts the short-term temperature variations correctly, but starts to consistently underpredict the temperature anomaly over this period, and the gap seems to widen with time. In the final comparison at the bottom of the dashboard, NModel and ANModel are compared over the same period, 1984-2012. Although we must remember that since ANModel is essentially NModel with some extra parameters and will thus always outperform NModel, the improvement in agreement between model and observation when anthropogenic forcings are included is noteworthy.

6. PCA and Relative Forcing Contributions

What we've done so far is look at the warming, visualise anomalies that might have led to it and fit models that might explain it. We have found that a decent fit can only be obtained if anthropogenic forcings are considered. On this dashboard we examine just how important each forcing is likely to be in the cause of warming.

With a Principal Component Analysis (PCA), we reduce our 8-dimensional parameter space (over 1984-2012) to just two principal component dimensions, while retaining 77% of the dataset's variance. The percentages in the principal component axis titles are how much of the dataset's variance resides in each principal component. The original data are plotted in this principal component space year-by-year. The original parameters are plotted as radial vectors; a smaller angle between two parameter vectors indicates that they tend to vary more together. These vectors are plotted on the component axes.


In the principal component space, temperatures and the anthropogenic forcings all increase to the right. This shows that they tend to rise and fall together. Vectors for the natural forcings are essentially perpendicular to the others, so they have little to do with either human activity or with the overall trend in temperature. These inferences are confirmed by the projections shown, of forcings onto temperature and human population. The most extreme data point, 1992, followed the eruption of Mount Pinatubo in 1991. That did signifiantly affect temperature, but the natural forcings can only help to explain year-to-year temperature variation, and some trends over periods of a few years - not the overall trend.

This is highlighted most clearly by the plot in the bottom left. Here we show the contributions of each forcing to warming, according to ANModel. Earlier in this commentary we spelt out the terms of this model in a formula. The contributions of specific forcings to warming are the corresponding terms in that formula. The natural forcings all oscillate, in some years causing cooling relative to the base period. The sense in which stratospheric aerosols ever lead to warming is indirect: when there are no significant volcanic eruptions, there is effective warming, relative to the base period.

If this viz has a conclusion, it might be the column chart comparing the anthropogenic and natural contributions to warming.

Here we compare the contributions of anthropogenic and natural forcings to warming, which vary over time. These are averaged contributions over the period of time set by the sliders on the right. To see the average contributions of anthropogenic and natural forcings for a particular timespan, type the start and end years, or use the sliders.

There is one year in which, according to this, the natural contribution to warming was greater: 1987. But no others. If we look at 2010 by adjusting the start and end sliders to that year, the combined warming from anthropogenic greenhouse gases is 0.5 degrees. This is consistent with (at the bottom end of) the IPCC's assessed likely range for warming over the 1951-2010 period attributable to well-mixed greenhouse gases (Figure 1.9 in the IPCC's Climate Change 2014 Synthesis Report).

With our minimal assumptions and relatively-unsophisticated analysis, we've managed to obtain a similar result. The criticism that climate models are so complex that that they have enough fudge factors to be made to say anything and that's the reason they say what they do, doesn't hold up. Our modelling is so simple that it has no right to be correct, but it obtains the same result, to first order.

Acknowledgements
Data Sources
Data Researchers and/or Organisations with External Link Local Link
Human Population - Prehistoric Netherlands Environmental Assessment Agency HYDE database, via Our World in Data Here
Human Population - Recent United Nations Department of Economic and Social Affairs, Population Division, via Our World in Data Here
Temperature Anomaly by Location Climatic Research Unit (University of East Anglia) in conjunction with the Hadley Centre (UK Met Office), via Our World in Data Here
Temperature Anomaly - Prehistoric Shakun et al. (2012), in Nature Here
Temperature Anomaly - Recent Climatic Research Unit (University of East Anglia), Hadley Centre (UK Met Office) Here
Carbon Dioxide - Mauna Loa IPCC Here
Carbon Dioxide - Global Mean Ed Dlugokencky and Pieter Tans, US NOAA/ESRL Here
Carbon Dioxide - Prehistoric J.-M. Barnola, D. Raynaud, C. Lorius, N.I. Barkov. US CDIAC Here
Methane Ed Dlugokencky, US NOAA/ESRL Here
Nitrous Oxide US AGAGE Here
Solar Irradiance Judith Lean, US NASA GISS Here
Stratospheric Aerosols Makiko Sato, Andrew Lacis, James Hansen, Larry Thomason. US NASA GISS Here
Southern Oscillation Index Australian Bureau of Meteorology Here

To see the viz by itself, without the additional features on this page, look here. The data I used, along with code I wrote, can be found here. Numerical analysis (apart from the basic computations) was carried out with GNU Octave. The title of this work references a line from a David Bowie song, "Heat" (The Next Day).

Illustrations on this page: still from the 1973 film Amarcord; still from a video accompanying "Heat", apparently from The Art of the Brick; another still from Amarcord. The Amarcord scene with the peacock is included in this passage.