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Quantifying uncertainties<br />

associated with calibrating proxy<br />

data against instrumental<br />

records – an ensemble approach<br />

Ailie Gallant 1 , Jöelle Gergis 1 and Karl Braganza 2<br />

1 School of Earth Sciences<br />

University of Melbourne, Australia<br />

2 National Climate Centre<br />

Australian Bureau of Meteorology<br />

11 IMSC, 12 – 16 July 2010


Outline<br />

1. Common methodological practices for<br />

developing reconstructions<br />

2. Calibrating to a single period – musings and<br />

questions arising<br />

3. An example using a multi-proxy<br />

reconstruction of southeast Australian<br />

rainfall and streamflow


Palaeoclimate reconstructions – common practice<br />

• Common practice is to calibrate against<br />

instrumental records<br />

– Use a portion of the instrumental record for calibration e.g.<br />

apply regression<br />

– Retain the remaining portion for independent verification of the<br />

record<br />

– The suitability and accuracy of the reconstruction is generally<br />

assessed using a suite of statistics (e.g. correlations, sign test,<br />

RMSE, RE, CE etc.)<br />

– These statistics are used to give an indication of the<br />

confidence we place in the accuracy of the reconstruction<br />

While the accuracy of the reconstruction is stated in terms of<br />

these validation statistics, there is no statement about the<br />

confidence in the numbers themselves…


Musings and questions<br />

If the choice of calibration/verification period and<br />

the lengths of these periods is arbitrary…<br />

1. How dependent is the final reconstruction to this arbitrary<br />

calibration period? Magnitude of sampling error?<br />

2. How is the validation and subsequent “accuracy” of the<br />

reconstruction affected by the arbitrary choice of<br />

calibration/verification period?<br />

3. The final reconstruction is often calibrated against the<br />

entire instrumental record, are we accurately estimating<br />

the regression coefficients? Are we tuning the<br />

reconstruction?


Should we use single/split period calibration?<br />

Proxies may be accepted/rejected as suitable for climate<br />

reconstruction based on these arbitrary choices, with no<br />

estimate as to how representative these statistics actually are<br />

and no estimation of the possible size of the sampling error<br />

associated with calibrating to one period.


An example: Rainfall reconstruction for SE Australia


Problems with the use of single/split calibration<br />

• Period of overlap with observations from 1900 – 1988<br />

• Split the time series in two:<br />

– Early period calibration (1900 – 1944)<br />

– Late period calibration (1945 – 1988)<br />

The verification statistics and the perceived accuracy of the reconstruction<br />

was strongly dependent on the choice of calibration/verification period


An ensemble approach to estimating uncertainty<br />

• Employed bootstrapping to generate an ensemble of<br />

reconstructions and verification statistics<br />

• Allows some quantification of sampling error in<br />

i. the verification statistics<br />

ii. the reconstruction associated with calibration (i.e. the<br />

dependence of the reconstruction on calibration period)<br />

• Random calibration intervals were generated using<br />

approximately half the data – selected in decadal blocks to<br />

maintain variability on the decadal and shorter scales<br />

• 10,000-member ensemble generated, decades used for<br />

generation of ensemble had a uniform distribution


Errors associated with calibration


<strong>Reconstructions</strong><br />

Annual reconstruction<br />

Decadal reconstruction<br />

• Can take the median of the<br />

ensemble as the “best<br />

estimate” of the reconstruction<br />

– resulting correlation very<br />

similar to “full period”<br />

calibration (both 0.57), but<br />

with better estimates of other<br />

measures of reconstruction<br />

accuracy<br />

• Perhaps a sign that using full<br />

period calibration is not tuning<br />

to 20 th century for this case?<br />

• Better to treat the<br />

reconstruction ensemble as a<br />

whole – also allows<br />

probabilistic estimates of the<br />

likelihood of a past climate


River Murray streamflow reconstruction:<br />

Potential amplification of errors associated<br />

with calibration


Probabilistic estimate of past climate<br />

• By using an ensemble, we can estimate the<br />

likelihood of a past event occurring rather than<br />

relying on en estimate from one realisation of a<br />

reconstruction<br />

• Example, streamflow reconstruction: The present<br />

day decadal-scale drought exceeds the median<br />

“best estimate”, but is not outside the range of the<br />

ensemble<br />

• 13% chance of droughts from 1783 – 1988<br />

exceeding present day drought (according to the<br />

reconstruction)


Summary<br />

• Serious weight is given to how we perceive the accuracy<br />

of a reconstruction by verifying to a particular period<br />

• The arbitrary choice of calibration/validation period can<br />

significant affect this perception and can also lead to the<br />

introduction of sampling errors in the reconstruction<br />

• Ensemble approach means we can have a “best estimate”<br />

while still retaining information on sampling errors<br />

• Can obtain a distribution of possible reconstructions back<br />

through time – allows from a probabilistic estimate of the<br />

likelihood of that reconstruction


THANK YOU<br />

agallant@unimelb.edu.au

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