cc: edwardcook <drdendro@ldeo.columbia.edu>, <ulf.buentgen@wsl.ch>, "David Frank" <david.frank@wsl.ch>, "Jan Esper" <esper@wsl.ch>, "Tim Osborn" <t.osborn@uea.ac.uk>, <K.briffa@uea.ac.uk>, "Brian Luckman" <luckman@uwo.ca>, "Andrea Wilson" <andrea.wilson@sygeninternational.com>, "rosanne" <rdd@ldeo.columbia.edu>, "Watson,Emma [Ontario]" <Emma.Watson@ec.gc.ca>, "Gordon Jacoby" <druid@ldeo.columbia.edu>, "Brohan, Philip" <philip.brohan@metoffice.gov.uk>
date: Tue, 7 Mar 2006 17:44:46 +0700
from: edwardcook <drdendro@ldeo.columbia.edu>
subject: Re: Emailing: Rob's Hockey Sticks
to: "Rob Wilson" <rob.wilson@ed.ac.uk>

   Hi Rob,

   You are a masochist. Maybe Tom Melvin has it right:  "Controversy about which bull caused
   mess not relevent. The possibility that the results in all cases were heap of dung has been
   missed by commentators."

   Cheers,

   Ed

   On Mar 7, 2006, at 5:20 PM, Rob Wilson wrote:

   Greetings All,

   I thought you might be interested in these results.

   The wonderful thing about being paid properly (i.e. not by the hour) is that I have time to
   play.



   The whole Macintyre issue got me thinking about over-fitting and the potential bias of
   screening against the target climate parameter.



   Therefore, I thought I'd play around with some randomly generated time-series and see if I
   could 'reconstruct' northern hemisphere temperatures.



   I first generated 1000 random time-series in Excel - I did not try and approximate the
   persistence structure in tree-ring data. The autocorrelation therefore of the time-series
   was close to zero, although it did vary between each time-series. Playing around therefore
   with the AR persistent structure of these time-series would make a difference. However, as
   these series are generally random white noise processes, I thought this would be a
   conservative test of any potential bias.



   I then screened the time-series against NH mean annual temperatures and retained those
   series that correlated at the 90% C.L.



   48 series passed this screening process.



   Using three different methods, I developed a NH temperature reconstruction from these data:

   1. simple mean of all 48 series after they had been normalised to their common period

   2. Stepwise multiple regression

   3. Principle component regression using a stepwise selection process.



   The results are attached.



   Interestingly, the averaging method produced the best results, although for each method
   there is a linear trend in the model residuals - perhaps an end-effect problem of
   over-fitting.



   The reconstructions clearly show a 'hockey-stick' trend. I guess this is precisely the
   phenomenon that Macintyre has been going on about.

   It is certainly worrying, but I do not think that it is a problem so long as one screens
   against LOCAL temperature data and not large scale temperature where trend dominates the
   correlation.



   I guess this over-fitting issue will be relevant to studies that rely more on trend
   coherence rather than inter-annual coherence. It would be interesting to do a similar
   analysis against the NAO or PDO indices. However, I should work on other things.



   Thought you'd might find it interesting though.

   comments welcome

   Rob

   -----------------------------------------------------------------------
   Dr. Rob Wilson
   Research Fellow
   School of GeoSciences,
   Grant Institute,
   Edinburgh University,
   West Mains Road,
   Edinburgh EH9 3JW,
   Scotland, U.K.
   Tel: 01968 670752



   Publication List: [1]http://freespace.virgin.net/rob.dendro/Publications.html



   ".....I have wondered about trees.



   They are sensitive to light, to moisture, to wind, to pressure.
   Sensitivity implies sensation. Might a man feel into the soul of a tree
   for these sensations? If a tree were capable of awareness, this faculty
   might prove useful. "



   "The Miracle Workers" by Jack Vance
   -----------------------------------------------------------------------
   <Rob's Hockey Sticks.pdf>

