cc: mann@virginia.edu
date: Thu, 02 Jan 2003 10:04:43 -0500
from: "Michael E. Mann" <mann@virginia.edu>
subject: Gil-Alana manuscript
to: k.briffa@uea.ac.uk

   Dear Keith,
   First off, happy new year!
   Sorry I haven't gotten back to you sooner on this manuscript. It has been sitting in my
   inbox in Charlottesville while I was on sabbatical this fall, so I just found it the other
   day.
   Hopefully not too late. Here is my quick review based on admittedly only skimming the
   paper. I hope it is still helpful!
   best regards,
   mike
   ________________________________________________________________________________
   Review of manuscript "A Global Warming in the Temperatures in the Northern Hemisphere Using
   Fractionally Integrated Techniques",
   author: L.A. Gil-Alana
   This manuscript describes some interesting statistical modeling experiments with the CRU
   instrumental 'Northern hemisphere mean temperature' series of 1854-1989, building on
   previous work by Bloomfield and others.
   The primary problem with this, and other similar past papers of this kind, however, is that
   the wrong null hypothesis is assumed, creating somewhat of a 'straw man' for the argument
   in favor of a long-range dependent noise process. The null hypothesis invoked is that the
   observed NH mean temperature series is a realization of a stationary noise process, and
   that null hypothesis is subsequently rejected in favor of a non-stationary noise process
   (i.e., a fractionally-integrated noise process). The null hypothesis thusly assumed is
   inappropriate however, leading to false conclusions regarding the statistical character of
   the series. It is very likely that at least 50% of the low-frequency variability in the
   series in question is externally forced (by volcanic, solar, and in particular in the 20th
   century, anthropogenic radiative forcing).  See e.g.:
   Crowley, T.J., Causes of Climate Change Over the Past 1000 Years, Science, 289 (14 July),
   270-277, 2000.
   The non-stationary (ie., the 20th century trends) in the series in large part arises from
   the linear response of the climate to these forcings, and much of the apparent
   'non-stationarity' is simply a result of the non-stationary nature of the forcings, not the
   non-stationarity of the noise term. Moreover, this associated temporal dependence structure
   is almost certain to change over time, as the emerging anthropogenic forcing increases the
   relative importance of the forced vs. internal (noise) component of variance. See e.g.:
   Wigley, T.M.L., R.L. .Smith, and B.D. Santer, Anthropogenic Influence on the
   Autocorrelation Structure of Hemispheric-Mean Temperatures, Science, 282, 1676-1680, 1998.
   The appropriate null hypothesis (and a challenging one to beat, in my opinion) would be
   that the observed temperature series is the sum of an externally-forced component as
   modeled e.g. by Crowley (the data is available here:
   http://www.ngdc.noaa.gov/paleo/pubs/crowley.html) plus a simple autocorrelated AR(1)
   internal noise process. This is the most physically-plausible model for the observed NH
   mean temperature variations, so the fractionally-integrated process must at the very least
   do better (in a statistical sense) than this model...
   There are a number of other minor problems:
   1) No account is taken of the obvious change in variance (and presumably, the temporal
   dependence structure as well)  back in time with increased sampling uncertainty (and
   potentially, bias due to limited spatial representation in the underlying data network) in
   the sparser early observations. For some purposes that isn't a problem. However, in this
   study, where it is precisely the variance and temporal dependence structure of the series
   that is being analyzed, I believe this is a problem.
   2) It looks as if an unnecessarily outdated version of the CRU NH series has been used. A
   revised, and updated version through 2001 is available online here:
   The author should also reference more recent work:
   [1]http://www.cru.uea.ac.uk/cru/data/temperature/
   Jones, P.D., M. New, D.E. Parker, S. Martin, and J.G. Rigor, Surface Air Temperature and
   its Changes over the Past 150 Years, Reviews of Geophysics, 37 (2), 173-199, 1999.
   see also the additional references and information in the website indicated above.
   3) It seems to me that a number of other papers on long-range dependence in surface
   temperature series have been published over the past 5 years (e.g. Smith,  Nychka, others),
   and the author needs to do a far more thorough literature review. The reviewers literature
   review looks, on the average, to be about 5 years or so out of date...
   I would thus suggest that the authors resubmit the paper for consideration after
   appropriately dealing with the issues outlined above.

   _______________________________________________________________________
                       Professor Michael E. Mann
              Department of Environmental Sciences, Clark Hall
                         University of Virginia
                        Charlottesville, VA 22903
   _______________________________________________________________________
   e-mail: mann@virginia.edu   Phone: (434) 924-7770   FAX: (434) 982-2137
            [2]http://www.evsc.virginia.edu/faculty/people/mann.shtml

