Statistical Limitations of Hurricane Modeling

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Statistical Limitations of Hurricane Modeling

• Rick Anderson
• September 18, 2006

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Agenda

• Hurricane severity
• Hurricane frequency

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Uncertainty in Hurricane Parameters

• Hurricane parameters based on historical data
• Non- Bayesian
• Allows statistical analysis of the uncertainty in
  the parameters
• We will look at 3 parameters
• Central Pressure (CP)
• Translational velocity (Vt)
• Radius of maximum winds (Rmax)

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Uncertainty in Central Pressure CDF
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Central Pressure Uncertainty Analysis
Low CP
High CP
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Effect of Central Pressure Uncertainty on Loss
Costs
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Effect of Translational Velocity Uncertainty on
Loss Costs
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Effect of Rmax Uncertainty on Loss Costs
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Hurricane Frequency
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Hurricane Frequency

• What is the medium term outlook for the
  frequency of hurricanes in the Atlantic basin?
• Medium term 5 years (2006 2010)
• Balance of responsiveness, stability, and
  usefulness
• Used a process of expert opinion elicitation

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2005 RMS Expert Opinion Elicitation WorkshopHeld
in Bermuda Oct 15, 2005
Jim Elsner Professor, Florida State University
Tom Knutson GFDL, NOAA, Princeton, NJ
Kerry Emanuel Professor, MIT
Mark Saunders Professor, University
College London
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Findings of the Workshop

• Historical catalogue is considered complete for
  1950-2005 in the Atlantic basin
• Used for long term average frequency
• 1995 is recognized as the year at which the
  current period of higher activity began
• Cycle or trend?
• Doesnt matter for this purpose

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More Findings of the Workshop

• 1995 - 2005 is representative of the next 5 years
• 2 El Niño years 1997 and 2002
• 2/11 is close to long-term frequency of El Niño
  years
• 10 probability that activity will revert to long
  term average over the next 5 years
• Medium term Atlantic basin frequency
• 0.9 (1995-2005 frequency) 0.1 (1950-2005
  frequency)
• Valid for all hurricanes (cat 1-5) and intense
  hurricanes (cat 3-5)

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US Landfalling Hurricane Frequency

• 1900-2005 frequency 1.6 hurricanes per year
• 1995-2005 frequency 2.4 hurricanes per year
• Given the estimate of the medium term basin
  frequency, each expert opined on the probability
  that landfalling frequency would exceed 1.6 and
  2.4.
• Translated these probabilities to mean
  frequencies
• Assumed Poisson frequency distribution
• Average of expert opinions 30 increase over
  long term average frequency
• Consistent with increase in Atlantic basin
  frequency

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Hurricane Frequency Going Forward

• Annual expert opinion elicitation workshops
• Next one in mid October
• Directly following Hurricane Eyewall Symposium
• www.rms.com/2006eyewall/default.asp
• 3 of the 4 experts from last year, plus 4
  additional

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Summary

• Hurricane severity parameters are based on
  historical data
• Non-Bayesian
• Hurricane frequency estimates are based on more
  information
• Long term frequency estimates are based on
  historical data
• Non-Bayesian
• Mid term frequency estimates include expert
  opinions
• Psuedo-Bayesian