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European Geosciences Union General Assembly 2009
Vienna, Austria, 19‐24 April 2009
Session CL54/NP4.5 
Climate time series analysis: Novel tools and their application

Credibility of climate predictions revisited

G. G. Anagnostopoulos, D. Koutsoyiannis, A. Efstratiadis, A. Christofides, 
and N. Mamassis
Department of Water Resources and Environmental Engineering 
National Technical University of Athens  
(www.itia.ntua.gr)
1. Abstract
Predictions of future climate, obtained through climate models, are widely used 
in many scientific disciplines, and form the basis of important economic and 
social policies, but their reliability is rarely assessed. 
In a recent paper*, the credibility of six climate models was assessed, based on 
comparisons with long (100 years or more) historical series of temperature and 
precipitation, obtained from 8 stations around the globe. The study showed that 
models perform poorly (worse than elementary predictions based on the time 
average), even at a climatic (30‐year) scale, while none of the examined models 
proved to be systematically better than any other.
Extending this research**, we test the performance of climate models at over 50 
additional stations. Furthermore, we make comparisons at a large sub‐
continental spatial scale after integrating modelled and observed series from 70 
stations in the contiguous USA. 

* Koutsoyiannis, D., Efstratiadis, A., Mamassis N. & Christofides, A. (2008) On the credibility of climate predictions. 
Hydrol. Sci. J., 53(4), 671‐684 (www.itia.ntua.gr/en/docinfo/864/).
** See details in Anagnostopoulos, G. (2009) Assessment of the reliability of climate models, Diploma thesis 
(supervised by D. Koutsoyiannis; in Greek), Department of Water Resources and Environmental Engineering –
National Technical University of Athens, Athens (www.itia.ntua.gr/en/docinfo/893/).
2. Related questions
General questions
• Is climate deterministically predictable?
• Do global circulation models (GCMs) produce credible predictions of future 
climate for horizons of 50, 100 or even more years?
• Can such predictions serve as a basis to support decisions for important 
economic and social policies?
• Can the continental or global climatic projections be credible if the distributed 
information, from which the aggregated information is derived, is not?
• Are geographically distributed GCM predictions credible enough in order to 
be used in further studies at regional scales, e.g. to assess the freshwater 
future availability?
Specific questions addressed in this paper
• How well do current GCMs reproduce past climate (temperature and 
precipitation) at a local scale?
• Does integration of local predictions at a sub‐continental scale improve the 
GCM performance in terms of reproducing past climate?
3. Methodological framework
1.

2.

3.

4.

Selection of historical time series: We selected monthly temperature and 
precipitation records from 55 stations worldwide (for point analysis) and 70 
stations across the contiguous USA (for sub‐continental analysis), according to 
the following criteria: (1) even geographical distribution of stations, (2) 
availability of data on the Internet, and (3) sample size at least 100 years, without 
(or with few) missing data.
Selection of modelled time series: We picked three TAR and three AR4 models 
and one simulation run for each model; the criterion for selecting the latter was 
to cover past periods rather than merely referring to future. 
Spatial adaptation of historical and modelled series: For the point analysis, we 
extracted the monthly time series for the four grid points closest to each of the 
examined stations through an optimization approach, while for the sub‐
continental analysis we spatially integrated both the historical and the modelled 
series, using appropriate weighting techniques.
Assessment of credibility of modelled time series: To evaluate the performance 
of the GCM series against the observed ones, we made both graphical and 
numerical comparisons. For the latter, we used two typical statistical fitting 
criteria (correlation coefficient and efficiency) and also compared various 
statistical metrics of the two series (e.g. standard deviation, extremes, Hurst 
coefficient), using four time scales, i.e. monthly, seasonal, annual and climatic; 
the latter was assumed to be the 30‐year centred moving average.
4. IPCC models and simulation runs (TAR & AR4) 
•
•

IPCC model outputs:
– Three TAR and three AR4 general circulation models have been selected.
Simulation runs:
– For the TAR models we used the SRES IS92a scenario, most runs of which are 
based on historical GCM input data prior to 1989 and extended using scenarios 
for 1990 and beyond. For such runs, the choice of scenario is irrelevant for test 
periods up to 1989, while for later periods, there is no significant difference 
between different scenarios for the same model.
– For the AR4 models we used the 20C3M scenario (the only relevant with this 
study), generated from the outputs of late 19th and 20th century simulations from 
coupled ocean‐atmosphere models, to help assess past climate change.

Main characteristics of the GCMs used in the study (identical to Koutsoyiannis et al., 2008).
IPCC Name
Developed by
Resolution (o) Grid points,
report
in latitude
latitudes ×
and longitude longitudes
TAR ECHAM4/OPYC3 Max-Planck-Institute for Meteorology & Deutsches
2.8 × 2.8
64 × 128
Klimarechenzentrum, Hamburg, Germany
TAR CGCM2
Canadian Centre for Climate Modeling and Analysis
3.7 × 3.7
48 × 96
TAR HADCM3
Hadley Centre for Climate Prediction and Research
2.5 × 3.7
73 × 96
AR4
CGCM3-T47
Canadian Centre for Climate (as above)
3.7 × 3.7
48 × 96
AR4
ECHAM5-OM
Max-Planck-Institute (as above)
1.9 × 1.9
96 × 192
AR4
PCM
National Centre for Atmospheric Research, USA
2.8 × 2.8
64 × 128
5. Meteorological stations for point analysis
Temperature time series
Stations Min. z (m) Max. z (m)
Europe
N. America
S. America
Asia
Africa
Australia

18
12
5
12
4
4

15
6
14
4
37
4

569
1084
924
757
1250
275

Total

55

4

1250

Precipitation time series
Stations Min. z (m) Max. z (m)
Europe
N. America
S. America
Asia
Africa
Australia

15
9
10
9
8
4

15
1
37
6
4
4

657
809
2408
1077
2556
432

Total

55

1

2556

Data source: http://climexp.knmi.nl/
6. Spatial adaptation of GCM series for point comparison
•

•

To compare the climate model predictions with the observed time series, we 
interpolated GCM gridded outputs to the point of interest, using the four grid 
points nearest to each study location (the specific grid depends on the model). 
The generation of modelled time series for each location was based on the best 
linear unbiased estimation technique (BLUE), by optimizing the weighting 
coefficients λ1, λ2, λ3, λ4 in a linear relationship 
x̃ = λ1x1 + λ2x2 + λ3x3 +λ4x4 (with λ1 + λ2 + λ3 + λ4 = 1), 

•

where x̃ is the best linear estimate of the monthly historical value x (i.e. x̃ – x is 
the prediction error), and x1, x2, x3, x4 are the climate model outputs for the four 
closest grid points. 
Optimization was implemented by maximizing the coefficient of efficiency, 
computed as Eff = 1 – e2/σ2, where e2 is the mean square error in prediction and σ2
is the variance of the historical series. In that manner, we let the modelled time 
series fit the historical monthly ones as closely as possible. For physical 
consistency, we assumed non‐negative values of the weights λ1, λ2, λ3, λ4.
7. Graphical comparisons and characteristic examples
• The majority of models (both TAR and AR4) are totally irrelevant to the observed 
temperature and precipitation time series, and they fail to predict the historical 
fluctuations at the annual and climatic time scale.
• One of the worst model performances is observed in Durban (left panel). 
• One of the best model performances is observed in De Bilt (right panel) if the 
modified (“homogenized”) time series is used in the comparison (the original 
observed time series, also shown in figure, is very different both from models and 
the modified series). 
CGCM3-20C3M-T47

PCM-20C3M

22.5

Historical 
fluctuation

22.0
21.5
21.0
20.5
20.0
19.5
19.0
1850

Modelled 
“trend”
1870

1890

1910

1930

1950

Observed (unmodified)
HADCM3-A2

ECHAM5-20C3M

Annual Mean Temperature (oC)

Annual Mean Temperature (oC)

Observed

1970

1990

2010

Observed (modified)
ECHAM4-GG

CGCM2-A2

12.0

11.0

10.0

9.0

8.0

7.0
1850

1870

1890

1910

1930

1950

1970

1990

2010

Plots of observed and modelled annual (doted lines) and 30‐year moving average (continuous lines) 
temperature time series at Durban, South Africa (left) and De Bilt, Netherlands (right).
8. Synoptic statistical comparisons at annual and climatic 
time scales – Average values for all models and locations
Climatic time scale

Annual time scale
Temperature

Correlation Efficiency

Temperature

Correlation Efficiency

Annual mean 

0.12

‐5.2

Annual mean 

0.33

‐89.0 

Maximum monthly 

0.06

‐5.3

Maximum monthly 

0.21

‐118.5

Minimum monthly 

0.03

‐3.7

Minimum monthly 

0.18

‐117.4

Annual amplitude

0.01

‐4.1

Annual amplitude

0.03

‐107.4

Seasonal mean (DJF)

0.05

‐3.9

Seasonal mean (DJF)

0.24

‐92.0 

Seasonal mean (JJA)

0.07

‐7.5

Seasonal mean (JJA)

0.21

‐180.4

Precipitation

Correlation Efficiency

Precipitation

Correlation Efficiency

Annual mean 

0.00

‐3.0

Annual mean 

0.02

‐125.9

Maximum monthly 

0.01

‐1.3

Maximum monthly 

‐0.02

‐51.4 

Minimum monthly 

0.00

‐167.4  

Minimum monthly 

0.01

‐5456.7 

Seasonal mean (DJF)

0.00

‐3.8

Seasonal mean (DJF)

0.05

‐208.0

Seasonal mean (JJA)

‐ .00 
0

‐12.2 

Seasonal mean (JJA)

‐0.04

‐1064.1 
9. Comparison of variability metrics for temperature
CGCM3-20C3M-T47

PCM-20C3M

ECHAM5-20C3M

CGCM3-20C3M-T47

PCM-20C3M

ECHAM5-20C3M

CGCM2-A2

HADCM3-A2

ECHAM4-GG

CGCM2-A2

HADCM3-A2

ECHAM4-GG

2.00
St Dev of Modeled Temperature
Series (Annual Mean Temperature)

Hurst Coef of Modeled Temperature
Series (Annual Mean Temperature)

1.00
0.90
0.80
0.70
0.60
0.50
0.40
0.40

0.50

0.60

0.70

0.80

0.90

1.00

1.80
1.60
1.40
1.20
1.00
0.80
0.60
0.40
0.20
0.20 0.40 0.60 0.80 1.00 1.20 1.40 1.60 1.80 2.00
St Dev Of Observed Tem perature Series

Hurst Coef Of Observed Tem perature Series

5.50
St Dev of Modeled Temperature
Series (Annual Temp Amplitude )

Hurst Coef of Modeled Temperature
Series (Annual Temp Amplitude)

1.00
0.90
0.80
0.70
0.60
0.50
0.40
0.30
0.30

0.40

0.50

0.60

0.70

0.80

0.90

1.00

5.00
4.50
4.00
3.50
3.00
2.50
2.00
1.50
1.00
0.50
0.00
0.00 0.50 1.00 1.50 2.00 2.50 3.00 3.50 4.00 4.50 5.00 5.50

Hurst Coef Of Observed Tem perature Series
St Dev Of Observed Tem perature Series

Scatter plots of Hurst 
coefficient (left) and 
standard deviation
(right) of observed vs. 
modelled mean annual 
temperature
(underestimation in 
74% of cases for Hurst 
and 70% for standard 
deviation).

Scatter plots of Hurst 
coefficient (left) and 
standard deviation
(right) of observed vs. 
modelled annual 
temperature amplitude
(underestimation in 69% 
of cases for Hurst and 
68% for standard 
deviation).
10. Comparison of variability metrics for precipitation
PCM-20C3M

ECHAM5-20C3M

CGCM3-20C3M-T47

PCM-20C3M

ECHAM5-20C3M

CGCM2-A2

HADCM3-A2

ECHAM4-GG

CGCM2-A2

HADCM3-A2

ECHAM4-GG

1.00

600
St Dev of Modeled Precipitation
Series (Annual Precipitation)

Hurst Coef of Modeled Precipitation
Series (Annual Precipitation)

CGCM3-20C3M-T47

0.90
0.80
0.70
0.60
0.50
0.40
0.30
0.20

500
400
300
200
100
0

0.10
0.10 0.20 0.30 0.40 0.50 0.60 0.70 0.80 0.90 1.00

0

0.90

300

400

500

600

150
St Dev of Modeled Precipitation
Series (Max Monthly Precipitation)

Hurst Coef of Modeled Precipitation
Series (Max Monthly Precipitation)

200

St Dev Of Observed Precipitation Series

Hurst Coef Of Observed Precipitation Series

0.80
0.70
0.60
0.50
0.40
0.30
0.20
0.20

100

0.30

0.40

0.50

0.60

0.70

0.80

Hurst Coef Of Observed Precipitation Series

Scatter plots of Hurst 
coefficient (left) and 
standard deviation
(right) of observed 
vs. modelled annual 
precipitation
(underestimation in 
79% of cases for 
Hurst and 89% for 
standard deviation).

0.90

125
100
75
50
25
0
0

25

50

75

100

125

St Dev Of Observed Precipitation Series

150

Scatter plots of Hurst 
coefficient (left) and 
standard deviation
(right) of observed vs. 
modelled maximum 
monthly precipitation 
(underestimation in 
67% of cases for Hurst 
and 95% for standard 
deviation).
11. Do models reproduce the observed “climate changes”?
CGCM3-20C3M-T47

PCM-20C3M

CGCM2-A2

ECHAM4-GG

ECHAM5-20C3M

CGCM3-20C3M-T47

PCM-20C3M

ECHAM5-20C3M

CGCM2-A2

HADCM3-A2

ECHAM4-GG

2.0
1.5
1.0
0.5
0.0
-0.5
-1.0
-1.5
-1.5

-0.5

0.5

1.5

3.0
2.5
2.0
1.5
1.0
0.5
0.0
-0.5
-1.0
-1.5
-1.5

2.5

-0.5

0.5

1.5

2.5

3.5

Max. fluctuation of observed tem perature series

DT (1900-2000) of observed tem perature series

500

500
Max. fluctuation of modelled series
(Annual Precipitaion)

DP (1900-2000) of modelled series
(Annual Precipitaion)

Scatter plots of over‐
year difference (left) 
and maximum 
fluctuation (right) 
during the 20th 
century of observed 
vs. modelled 30‐year 
moving average
temperature series.

3.5
Max. fluctuation of modelled series
(Annual Mean Temperature)

DT (1900-2000) of modelled series
(Annual Mean Temperature)

2.5

0

-500

-1000
-1000

-500

0

500

Max. fluctuation of observed precipitation series

0

-500

-1000
-1000

-500

0

500

Max. fluctuation of observed precipitation series

Scatter plots of over‐
year difference (left) 
and maximum 
fluctuation (right) 
during the 20th 
century of observed 
vs. modelled 30‐year 
moving average
precipitation series.
12. General observations on point analysis
1.8
Obserbed

St Dev (Temperature)

1.6

CGCM2-A2

1.4
1.2
1.0
0.8
0.6
0.4
0.2
0.0
0

10

20

30

40

50

60

70

400
Obserbed

350
St Dev (Precipitation)

• All examined long historical records exhibit 
large over‐year variability (i.e. long‐term 
fluctuations), with no systematic signatures 
across the different locations/climates.
• At the monthly scale, although significant bias 
may be present, GCMs generally reproduce 
the broad climatic behaviours at the different 
locations and the sequence of wet/dry or 
warm/cold periods. This is expected, since 
models represent the seasonal variations of 
climatic variables, and also account for key 
factors such as latitude (see figure) and 
proximity to the sea.
• Yet, the performance of GCMs remains poor, 
regarding all statistical indicators at the 
seasonal, annual and climatic time scales; in 
most cases the observed variability metrics 
(standard deviation and Hurst coefficient), 
extremes (annual minima and maxima) and 
long‐term fluctuations during the 20th century 
are underestimated.

CGCM2-A2

300
250
200
150
100
50
0
0

10

20

30

40

50

60

70

Latitude

Standard deviation of the annual mean 
temperature (up) and annual precipitation 
(low) with respect to the latitude for the 
observed time series and the CGCM‐A2 
series (northern hemisphere stations).
13. Sub‐continental analysis: stations across USA and 
spatial computations
• Collection of monthly temperature and precipitation records, from 70 stations 
distributed across the contiguous USA (obtained from http://climexp.knmi.nl/).
• Older stations: Amherst and Detroit (continuous operation from 1836).
• Elevations: minimum +4 m (Fort Myers); maximum +2013 m (Austin).
• Mapping of stations, construction of Thiessen (Voronoi) polygons and computation of 
the distribution area Ai for each station i, using GIS.
• Estimation of weighting coefficients wi = Ai / ∑ Ai for all stations i = 1, …, 70.
• Areal integration by weighted average of point temperature and precipitation series.
14. Spatial integration and adjustment of observed series
13.0
NOAA

12.5
12.0
11.5
11.0
10.5
10.0
1890

1910

1930

1950

1970

1990

900

2010
940

Thiessen

NOAA

850

890

800

840

750

790

700

740

650

690

600

640

550
1890

1910

1930

1950

1970

1990

Annual Precipitation - NOAA (mm)

Annual Mean Temperature (oC)

Thiessen

Annual Precipitation -Thiessen (mm)

• The Thiessen integrated temperature 
series is adjusted for elevation by 
estimating (via linear regression of 
mean annual temperature against 
elevation) a temperature gradient of 
θ = −0.0038°C/m and using the mean 
elevation of the contiguous USA, H = 
745 m, and the weighted average of 
station elevations, Hm = 670 m.
• A similar correction was impossible for 
precipitation, since no correlation 
between precipitation and elevation 
was found.  
• The areal estimations for temperature 
are very close to those of NOAA. 
Precipitation slightly differs (by 40 mm).

590
2010

Comparison between areal time series of 
NOAA (http://www.ncdc.noaa.gov/ 
/oa/climate /research/cag3/cag3.html) and 
the areal time series derived by the Thiessen
method (and adjusted for elevation for T).
15. Spatial integration of GCM outputs and comparison 
with observed series
• The weights wi were estimated on the basis of the influence area of each grid 
point i.
• The influence area of each grid point is a rectangle whose “vertical”
(perpendicular to the equator) side is proportional to (φ2−φ1)/2 and its 
“horizontal” side is proportional to cosφ, where φ is the latitude of each grid 
point, and φ2 and φ1 are the latitudes of the adjacent “horizontal” grid lines.
• The resulting weighting coefficient is: wi = (φi2 – φi1) cosφi
CGCM3-20C3M-T47

PCM-20C3M

ECHAM5-20C3M

Observed

CGCM3-20C3M-T47

PCM-20C3M

ECHAM5-20C3M

1200

16.0

Annual Precipitation (mm)

Annual Mean Temperature (oC)

Observed

15.0
14.0
13.0
12.0
11.0
10.0
1850

1870

1890

1910

1930

1950

1970

1990

2010

1100
1000
900
800
700
600
500
1850

1870

1890

1910

1930

1950

1970

1990

Observed and modelled areal temperature and precipitation, on annual and climatic scales.

2010
16. Reproduction of seasonal characteristics and extremes
Observed

CGCM3-20C3M-T47

PCM-20C3M

Seasonal Precipitation DJF(mm)

Max Monthly Temperature (oC)

26.0
25.0
24.0
23.0
22.0
21.0
20.0
1850

1870

1890

1910

1930

1950

1970

1990

2010

Seasonal Precipitation JJA (mm)

Min Monthly Temperature (oC)

8.0
6.0
4.0
2.0
0.0
-2.0
-4.0
-6.0
1850

Observed

ECHAM5-20C3M

1870

1890

1910

1930

1950

1970

1990

Observed vs. modelled temperature 
maxima (up) and minima (down) on 
annual and climatic time scales.

2010

CGCM3-20C3M-T47

PCM-20C3M

ECHAM5-20C3M

300
280
260
240
220
200
180
160
140
120
100
1850

1870

1890

1910

1930

1950

1970

1990

2010

1870

1890

1910

1930

1950

1970

1990

2010

310
290
270
250
230
210
190
170
150
1850

Observed vs. modelled seasonal 
precipitation (up winter; down summer) 
on annual and climatic time scales.
17. Detailed results for temperature series
 
Period 

Observed 
CGCM3‐20C3M‐T47 
PCM‐20C3M 
ECHAM5‐20C3M 
CGCM2‐A2 
HADCM3‐A2 
ECHAM4‐GG 

1890‐2006 
1890‐2006 
1890‐2006 
1890‐2006 
1900‐2006 
1950‐2006 
1890‐2006 

Observed 
CGCM3‐20C3M‐T47 
PCM‐20C3M 
ECHAM5‐20C3M 
CGCM2‐A2 
HADCM3‐A2 
ECHAM4‐GG 

1890‐2006 
1890‐2006 
1890‐2006 
1890‐2006 
1900‐2006 
1950‐2006 
1890‐2006 

Observed 
CGCM3‐20C3M‐T47 
PCM‐20C3M 
ECHAM5‐20C3M 
CGCM2‐A2 
HADCM3‐A2 
ECHAM4‐GG 

1890‐2006 
1890‐2006 
1890‐2006 
1890‐2006 
1900‐2006 
1950‐2006 
1890‐2006 

Standard 
Autocor‐
Average ( C) 
oC) 
deviation (
relation 
o

Annual Mean Temperature 
11.5 
0.4 
0.30 
12.9 
0.5 
0.67 
11.4 
0.4 
0.21 
14.3 
0.49 
0.31 
12.9 
0.5 
0.53 
12.7 
0.5 
0.45 
15.1 
0.5 
0.69 
Max Monthly Temperature 
23.2 
0.6 
0.22 
23.7 
0.7 
0.48 
21.7 
0.5 
0.02 
23.4 
0.4 
0.32 
23.0 
0.5 
0.59 
23.1 
0.7 
0.51 
25.1 
0.6 
0.60 
Min Monthly Temperature 
‐0.7 
1.4 
0.04 
2.1 
1.2 
0.15 
0.3 
1.2 
‐0.02 
4.6 
1.0 
0.16 
3.1 
1.0 
0.03 
1.9 
1.0 
0.01 
5.1 
0.9 
0.12 

Hurst  
coefficient 

Evaluation indices  
against observations 
Correlation  Efficiency

0.77 
0.93 
0.63 
0.75 
0.85 
0.87 
0.92 

 
0.19 
0.30 
0.31 
0.19 
0.37 
0.40 

 
‐11.0 
‐0.3 
‐41.0 
‐10.5 
‐9.4 
‐70.1 

0.76 
0.89 
0.42 
0.74 
0.90 
0.87 
0.91 

 
0.02 
0.17 
0.09 
0.17 
0.12 
0.08 

 
‐2.2 
‐5.9 
‐0.5 
‐0.6 
‐1.4 
‐10.5 

0.52 
0.74 
0.47 
0.58 
0.52 
0.57 
0.60 

 
‐0.05 
‐0.13 
0.09 
‐0.09 
0.11 
0.06 

 
‐4.9 
‐1.5 
‐14.4 
‐7.3 
‐3.0 
‐16.8 
18. Detailed results for precipitation series
 
Period 

Observed 
CGCM3‐20C3M‐T47 
PCM‐20C3M 
ECHAM5‐20C3M 
CGCM2‐A2 
HADCM3‐A2 
ECHAM4‐GG 

1890‐2006 
1890‐2006 
1890‐2006 
1890‐2006 
1900‐2006 
1950‐2006 
1890‐2006 

Observed 
CGCM3‐20C3M‐T47 
PCM‐20C3M 
ECHAM5‐20C3M 
CGCM2‐A2 
HADCM3‐A2 
ECHAM4‐GG 

1890‐2006 
1890‐2006 
1890‐2006 
1890‐2006 
1900‐2006 
1950‐2006 
1890‐2006 

Observed 
CGCM3‐20C3M‐T47 
PCM‐20C3M 
ECHAM5‐20C3M 
CGCM2‐A2 
HADCM3‐A2 
ECHAM4‐GG 

1890‐2006 
1890‐2006 
1890‐2006 
1890‐2006 
1900‐2006 
1950‐2006 
1890‐2006 

Standard 
Autocor‐
Average (oC) 
deviation (oC)  relation 
Annual Precipitation 
698.3 
52.2 
0.20 
815.2 
36.7 
0.31 
901.2 
41.0 
0.08 
961.9 
58.7 
0.17 
971.1 
34.8 
0.03 
966.8 
49.2 
0.21 
894.2 
42.4 
‐0.06 
Max Monthly Precipitation 
81.1 
8.9 
0.11 
83.2 
6.8 
0.19 
94.6 
4.7 
0.04 
101.7 
6.8 
0.17 
96.9 
5.4 
‐0.05 
97.9 
7.1 
0.10 
95.6 
6.1 
‐0.00 
Min Monthly Precipitation 
34.3 
7.2 
‐0.06 
52.9 
5.9 
0.16 
56.2 
6.0 
0.13 
59.5 
7.9 
‐0.05 
65.2 
5.5 
0.01 
63.7 
6.3 
0.01 
53.4 
7.0 
‐0.13 

Hurst  
coefficient 

Evaluation indices  
against observations  
Correlation  Efficiency 

0.63 
0.72 
0.54 
0.43 
0.60 
0.70 
0.42 

 
0.17 
0.11 
‐0.04 
‐0.10 
0.02 
‐0.03 

 
‐5.1 
‐15.0 
‐27.1 
‐26.4 
‐23.3 
‐14.9 

0.42 
0.66 
0.48 
0.51 
0.42 
0.56 
0.56 

 
0.04 
‐0.05 
‐0.03 
‐0.05 
‐0.12 
0.08 

 
‐0.6 
‐2.6 
‐6.0 
‐3.6 
‐4.8 
‐3.0 

0.47 
0.60 
0.51 
0.40 
0.48 
0.51 
0.42 

 
0.11 
0.07 
0.11 
‐0.08 
0.02 
‐0.17 

 
‐7.3 
‐9.9 
‐13.1 
‐18.1 
‐15.0 
‐8.3 
19. Observed vs. modeled variability metrics
Annual Precipitation
Annual Precipitation
Winter Precipitation
Winter Precipitation

Min Monthly Temperature
Min Monthly Temperature
Seasonal Temperature JJA
Seasonal Temperature JJA

Percent ±%
Percent ((±% ))

50
50
40
40
30
30
20
20
10
10
00
-10
-10
-20
-20
-30
-30
-40
-40
-50
-50

Max Monthly Temperature
Max Monthly Temperature
Seasonal Temperature DJF
Seasonal Temperature DJF

Percent ±%
Percent ( (±% ) )
Percent ( ±% )

Annual Mean Temperature
Annual Mean Temperature
Annual Temperature Amplitude
Annual Temperature Amplitude

PCM-20C3M
PCM-20C3M

ECHAM5-20C3M
ECHAM5-20C3M

CGCM2-A2
CGCM2-A2

HADCM3-A2
HADCM3-A2

Annual Min Precipitation
Annual Min Precipitation

80
80
60
60
40
40
20
20

00
-20
-20
-40
-40

CGCM3-20C3M-T47
CGCM3-20C3M-T47

Annual Max Precipitation
Annual Max Precipitation
Summer Precipitation
Summer Precipitation

CGCM3-20C3M-T47
CGCM3-20C3M-T47

PCM-20C3M
PCM-20C3M

ECHAM5-20C3M
ECHAM5-20C3M

CGCM2-A2
CGCM2-A2

HADCM3-A2
HADCM3-A2

ECHAM4-GG
ECHAM4-GG

Difference from observed Hurst Coefficient
Difference from observed Hurst Coefficient

ECHAM4-GG
ECHAM4-GG

Difference form observed Hurst Coefficient
Difference form observed Hurst Coefficient
Annual Mean Temperature
Annual Mean Temperature
Annual Temperature Amplitude
Annual Temperature Amplitude

Annual Precipitation
Annual Precipitation
Winter Precipitation
Winter Precipitation

Min Monthly Temperature
Min Monthly Temperature
Seasonal Temperature JJA
Seasonal Temperature JJA

CGCM3-20C3M-T47
CGCM3-20C3M-T47

PCM-20C3M
PCM-20C3M

ECHAM5-20C3M
ECHAM5-20C3M

CGCM2-A2
CGCM2-A2

HADCM3-A2
HADCM3-A2

ECHAM4-GG
ECHAM4-GG

CGCM3-20C3M-T47
CGCM3-20C3M-T47

Annual Min Precipitation
Annual Min Precipitation

Annual Mean Temperature
Annual Mean Temperature
Seasonal Temperature DJF
Seasonal Temperature DJF

Max Monthly Temperature
Max Monthly Temperature
Seasonal Temperature JJA
Seasonal Temperature JJA

PCM-20C3M
PCM-20C3M

ECHAM5-20C3M
ECHAM5-20C3M

CGCM2-A2
CGCM2-A2

HADCM3-A2
HADCM3-A2

ECHAM4-GG
ECHAM4-GG

Difference from observed Standard Deviation
Difference from observed Standard Deviation

Difference from observed Standard Deviation
Difference from observed Standard Deviation
Min Monthly Temperature
Min Monthly Temperature

Annual Precipitation
Annual Precipitation
Winter Precipitation
Winter Precipitation

400
400

Annual Max Precipitation
Annual Max Precipitation
Summer Precipitation
Summer Precipitation

Annual Min Precipitation
Annual Min Precipitation

00

300
300
Percent ±%
Percent ( (±% ) )
Percent ( ±% )

Percent ±%
Percent ((±% ))

Annual Max Precipitation
Annual Max Precipitation
Summer Precipitation
Summer Precipitation

Percent ±%
Percent ( (±% ) )
Percent ( ±% )

30
30
20
20
10
10
00
-10
-10
-20
-20
-30
-30
-40
-40
-50
-50
-60
-60

Percent ±%
Percent ((±% ))

50
50
40
40
30
30
20
20
10
10
00
-10
-10
-20
-20
-30
-30
-40
-40
-50
-50

Max Monthly Temperature
Max Monthly Temperature
Seasonal Temperature DJF
Seasonal Temperature DJF

200
200
100
100

-100
-100

00

-150
-150

-100
-100
-200
-200

-50
-50

CGCM3-20C3M-T47
CGCM3-20C3M-T47

PCM-20C3M
PCM-20C3M

ECHAM5-20C3M
ECHAM5-20C3M

CGCM2-A2
CGCM2-A2

Difference from observed DT (1900-2000)
Difference from observed DT (1900-2000)

ECHAM4-GG
ECHAM4-GG

-200
-200

CGCM3-20C3M-T47
CGCM3-20C3M-T47

PCM-20C3M
PCM-20C3M

ECHAM5-20C3M
ECHAM5-20C3M

CGCM2-A2
CGCM2-A2

Difference from observed DP (1900-2000)
Difference from observed DP (1900-2000)

ECHAM4-GG
ECHAM4-GG
20. Conclusions
• The performance of the models at local scale at 55 stations worldwide (in addition to 
the 8 stations used in Koutsoyiannis et al., 2008) is poor regarding all statistical 
indicators at the seasonal, annual and climatic time scales. In most cases the observed 
variability metrics (standard deviation and Hurst coefficient) are underestimated.
• The performance of the models (both the TAR and AR4 ones) at a large spatial scale, 
i.e. the contiguous USA, is even worse.
• None of the examined models reproduces the over‐year fluctuations of the areal 
temperature of USA (gradual increase before 1940, falling trend until the early 1970’s, 
slight upward trend thereafter); most overestimate the annual mean (by up to
4°C) and predict a rise more intense than reality during the later 20th century.
• On the climatic scale, the model whose results for temperature are closest to reality 
(PCM‐20C3M) has an efficiency of 0.05, virtually equivalent to an elementary 
prediction based on the historical mean; its predictive capacity against other indicators 
(e.g. maximum and minimum monthly temperature) is worse.
• The predictive capacity of GCMs against the areal precipitation is even poorer 
(overestimation by about 100 to 300 mm). All efficiency values at all time scales are 
strongly negative, while correlations vary from negative to slightly positive.
• Contrary to the common practice of climate modellers and IPCC, here comparisons are 
made in terms of actual values and not departures from means (“anomalies”). The 
enormous differences from reality (up to 6°C in minimum temperature and 300 mm in 
annual precipitation) would have been concealed if departures from mean had been 
taken.
Could models, which consistently err by several degrees in the 20th century, be trusted for 
their future predictions of decadal trends that are much lower than this error?

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