IDEAS home Printed from https://ideas.repec.org/a/spr/jagbes/v24y2019i3d10.1007_s13253-019-00352-8.html
   My bibliography  Save this article

A Multivariate Global Spatiotemporal Stochastic Generator for Climate Ensembles

Author

Listed:
  • Matthew Edwards

    (Newcastle University)

  • Stefano Castruccio

    (University of Notre Dame)

  • Dorit Hammerling

    (National Center for Atmospheric Research)

Abstract

In order to understand and quantify the uncertainties in projections and physics of a climate model, a collection of climate simulations (an ensemble) is typically used. Given the high-dimensionality of the input space of a climate model, as well as the complex, nonlinear relationships between the climate variables, a large ensemble is often required to accurately assess these uncertainties. If only a small number of climate variables are of interest at a specified spatial and temporal scale, the computational and storage expenses can be substantially reduced by training a statistical model on a small ensemble. The statistical model then acts as a stochastic generator (SG) able to simulate a large ensemble, given a small training ensemble. Previous work on SGs has focused on modeling and simulating individual climate variables (e.g., surface temperature, wind speed) independently. Here, we introduce a SG that jointly simulates three key climate variables. The model is based on a multistage spectral approach that allows for inference of more than 80 million data points for a nonstationary global model, by conducting inference in stages and leveraging large-scale parallelization across many processors. We demonstrate the feasibility of jointly simulating climate variables by training the SG on five ensemble members from a large ensemble project and assess the SG simulations by comparing them to the ensemble members not used in training. Supplementary materials accompanying this paper appear online.

Suggested Citation

  • Matthew Edwards & Stefano Castruccio & Dorit Hammerling, 2019. "A Multivariate Global Spatiotemporal Stochastic Generator for Climate Ensembles," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 24(3), pages 464-483, September.
  • Handle: RePEc:spr:jagbes:v:24:y:2019:i:3:d:10.1007_s13253-019-00352-8
    DOI: 10.1007/s13253-019-00352-8
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s13253-019-00352-8
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.

    File URL: https://libkey.io/10.1007/s13253-019-00352-8?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Stefano Castruccio & Marc G. Genton & Ying Sun, 2019. "Visualizing spatiotemporal models with virtual reality: from fully immersive environments to applications in stereoscopic view," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 182(2), pages 379-387, February.
    2. Stefano Castruccio & Joseph Guinness, 2017. "An evolutionary spectrum approach to incorporate large-scale geographical descriptors on global processes," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 66(2), pages 329-344, February.
    3. Mikyoung Jun, 2011. "Non‐stationary Cross‐Covariance Models for Multivariate Processes on a Globe," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 38(4), pages 726-747, December.
    4. Joseph Guinness & Dorit Hammerling, 2018. "Compression and Conditional Emulation of Climate Model Output," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 113(521), pages 56-67, January.
    5. E. Porcu & S. Castruccio & A. Alegría & P. Crippa, 2019. "Axially symmetric models for global data: A journey between geostatistics and stochastic generators," Environmetrics, John Wiley & Sons, Ltd., vol. 30(1), February.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Huang Huang & Stefano Castruccio & Allison H. Baker & Marc G. Genton, 2023. "Saving Storage in Climate Ensembles: A Model-Based Stochastic Approach," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 28(2), pages 324-344, June.
    2. Dorit Hammerling & Brian J. Reich, 2019. "Guest Editors’ Introduction to the Special Issue on “Climate and the Earth System”," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 24(3), pages 395-397, September.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Huang Huang & Stefano Castruccio & Allison H. Baker & Marc G. Genton, 2023. "Saving Storage in Climate Ensembles: A Model-Based Stochastic Approach," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 28(2), pages 324-344, June.
    2. Mikkel Bennedsen & Eric Hillebrand & Siem Jan Koopman, 2020. "A statistical model of the global carbon budget," CREATES Research Papers 2020-18, Department of Economics and Business Economics, Aarhus University.
    3. Guella, Jean Carlo & Menegatto, Valdir Antonio & Porcu, Emilio, 2018. "Strictly positive definite multivariate covariance functions on spheres," Journal of Multivariate Analysis, Elsevier, vol. 166(C), pages 150-159.
    4. Miftakhova, Alena & Judd, Kenneth L. & Lontzek, Thomas S. & Schmedders, Karl, 2020. "Statistical approximation of high-dimensional climate models," Journal of Econometrics, Elsevier, vol. 214(1), pages 67-80.
    5. Emilio Porcu & Moreno Bevilacqua & Marc G. Genton, 2016. "Spatio-Temporal Covariance and Cross-Covariance Functions of the Great Circle Distance on a Sphere," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(514), pages 888-898, April.
    6. Felipe Tagle & Marc G. Genton & Andrew Yip & Suleiman Mostamandi & Georgiy Stenchikov & Stefano Castruccio, 2020. "Rejoinder to the discussion on A high‐resolution bilevel skew‐t stochastic generator for assessing Saudi Arabia's wind energy resources," Environmetrics, John Wiley & Sons, Ltd., vol. 31(7), November.
    7. Castruccio, Stefano & Genton, Marc G., 2018. "Principles for statistical inference on big spatio-temporal data from climate models," Statistics & Probability Letters, Elsevier, vol. 136(C), pages 92-96.
    8. Kleiber, William & Nychka, Douglas, 2012. "Nonstationary modeling for multivariate spatial processes," Journal of Multivariate Analysis, Elsevier, vol. 112(C), pages 76-91.
    9. Bissiri, Pier Giovanni & Cleanthous, Galatia & Emery, Xavier & Nipoti, Bernardo & Porcu, Emilio, 2022. "Nonparametric Bayesian modelling of longitudinally integrated covariance functions on spheres," Computational Statistics & Data Analysis, Elsevier, vol. 176(C).
    10. Jun, Mikyoung, 2014. "Matérn-based nonstationary cross-covariance models for global processes," Journal of Multivariate Analysis, Elsevier, vol. 128(C), pages 134-146.
    11. Brian J. Reich & Joseph Guinness & Simon N. Vandekar & Russell T. Shinohara & Ana†Maria Staicu, 2018. "Fully Bayesian spectral methods for imaging data," Biometrics, The International Biometric Society, vol. 74(2), pages 645-652, June.
    12. Edwards, Matthew & Castruccio, Stefano & Hammerling, Dorit, 2020. "Marginally parameterized spatio-temporal models and stepwise maximum likelihood estimation," Computational Statistics & Data Analysis, Elsevier, vol. 151(C).
    13. Emilio Porcu & Philip A. White, 2022. "Random fields on the hypertorus: Covariance modeling and applications," Environmetrics, John Wiley & Sons, Ltd., vol. 33(1), February.
    14. Marc G. Genton & Ying Sun, 2019. "Comments on: Data science, big data and statistics," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 28(2), pages 338-341, June.
    15. Arafat, Ahmed & Porcu, Emilio & Bevilacqua, Moreno & Mateu, Jorge, 2018. "Equivalence and orthogonality of Gaussian measures on spheres," Journal of Multivariate Analysis, Elsevier, vol. 167(C), pages 306-318.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:jagbes:v:24:y:2019:i:3:d:10.1007_s13253-019-00352-8. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.