Five Year Prediction of the Number of Hurricanes that make United States Landfall

  • Stephen Jewson
  • Enrica Bellone
  • Thomas Laepple
  • Kechi Nzerem
  • Shree Khare
  • Manuel Lonfat
  • Adam O’Shay
  • Jeremy Penzer
  • Katie Coughlin
Chapter

Abstract

The insurance industryis interested in five-year predictions of the number of Atlantic hurricanes which will make landfall in the United States. Here we describe a suite of models developed by Risk Management Solutions, Inc. to make such predictions. These models represent a broad spectrum of view-points to be used as a basis for an expert elicitation.

10. References

  1. Bellone, et al., 2007: Statistical testing of the proportion of hurricanes making landfall, in preparation.Bellone, et al., 2007: Statistical testing of the proportion of hurricanes making landfall, in preparation.Google Scholar
  2. Bengtsson, 2001: Weather - Hurricane threats, Science, 293, 440–441.CrossRefGoogle Scholar
  3. Binter, et al., 2006: Year ahead prediction of US landfalling hurricane numbers: the optimal combination of multiple levels of activity since 1900, http://www.arxiv.org/abs/physics/0611070, 7 Nov. 2006.Binter, et al., 2006: Year ahead prediction of US landfalling hurricane numbers: the optimal combination of multiple levels of activity since 1900, http://www.arxiv.org/abs/physics/0611070, 7 Nov. 2006.Google Scholar
  4. Binter, et al., 2007a: Statistical modeling of the relationship between main development region sea surface temperature and Atlantic basin hurricane numbers, http://www.arxiv.org/abs/physics/0701170, 29 Jan. 2007.Binter, et al., 2007a: Statistical modeling of the relationship between main development region sea surface temperature and Atlantic basin hurricane numbers, http://www.arxiv.org/abs/physics/0701170, 29 Jan. 2007.Google Scholar
  5. Binter, et al., 2007b: Statistical modeling of the relationship between main development region sea surface temperature and landfalling Atlantic basin hurricane numbers, http://www.arxiv.org/abs/physics/0701173, 15 Jan. 2007.Binter, et al., 2007b: Statistical modeling of the relationship between main development region sea surface temperature and landfalling Atlantic basin hurricane numbers, http://www.arxiv.org/abs/physics/0701173, 15 Jan. 2007.Google Scholar
  6. Bove, M.C., ., 1998: Effect of El Nino on U.S. Landfalling Hurricanes, Bull. Am. Meteorol. Soc., 79, 2477–2482.CrossRefGoogle Scholar
  7. Camargo, and Sobel, 2005: Western North Pacific Tropical Cyclone Intensity and ENSO, J. Climate, 18, 2996–3006.CrossRefGoogle Scholar
  8. DeMaria, M., ., 1993: Upper-level angular momentum fluxes and tropical cyclone intensity change, J. Atmos. Sci., 50, 1133–1147.CrossRefGoogle Scholar
  9. De Maria, 1996: The effect of vertical shear on tropical cyclone intensity change, J. Atmos. Sci., 53, 2076–2087.CrossRefGoogle Scholar
  10. Elsner, J.B., and C.P. Schmertmann, 1993: Improving Extended-Range Seasonal Predications of Intense Atlantic Hurricane Activity, Weather and Forecasting, 121, 345–351.CrossRefGoogle Scholar
  11. Elsner, J.B., ., 1999: Fluctuations in North Atlantic Hurricane Frequency, J. Climate, 12, 427–437.CrossRefGoogle Scholar
  12. Elsner, J.B., ., 2000: Spatial variations in major U.S. hurricane activity: Statistics and a physical mechanism, J. Climate, 13, 2293–2305.CrossRefGoogle Scholar
  13. Elsner, J.B., ., 2001: Changes in the rates of North Atlantic major hurricane activity during the 29th Century, Geophysical Research Letters, 27, 1743–1746.CrossRefGoogle Scholar
  14. Elsner, J.B., ., 2004: Detecting shifts in hurricane rates using a Markov Chain Monte Carlo approach, J. Climate, 17, 2652–2666.CrossRefGoogle Scholar
  15. Elsner, J.B., 2006: Evidence in support of the climate change-Atlantic hurricane hypothesis, Geophysical Research Letters, v33, L16705, doi:10.1029/2006GL026869, August 2006.Elsner, J.B., 2006: Evidence in support of the climate change-Atlantic hurricane hypothesis, Geophysical Research Letters, v33, L16705, doi:10.1029/2006GL026869, August 2006.Google Scholar
  16. Emanuel, K., 2005: Increasing destructiveness of tropical cyclones over the past 30 years, Nature, 436, 686–688.CrossRefGoogle Scholar
  17. Enfield, D.B., and L. Cid-Serrano, 2006: Projecting the risk of future climate shifts. Int’l J. Climatology, 26: 885–895.CrossRefGoogle Scholar
  18. Epstein, E.S., 1985: Statistical inference and prediction in climatology: a Bayesian approach, Meteorol. Monographs, 20. Am. Meteorol. Soc., p.199.Google Scholar
  19. George, E.I., ., 2006: Improved minimax prediction under Kullback-Leibler loss, Annals of Statistics, 34, 78–91.CrossRefGoogle Scholar
  20. Goldenberg, S.B., and L.J. Shapiro, 1996: Physical mechanisms for the association of El Nino and West African rainfall with Atlantic major hurricane activity, J. Climate, 9, 1169–1187.CrossRefGoogle Scholar
  21. Goldenberg, S.B., ., 2001: The recent increase in Atlantic hurricane activity: Causes and Implications, Science, 293, 474–479.CrossRefGoogle Scholar
  22. Gray, W.M., 1968: Global view of the origin of tropical disturbances and storms, Mon. Wea. Rev., 96, 669–700.CrossRefGoogle Scholar
  23. Gray, S.T., et al., 2004: A tree-ring based reconstruction of the Atlantic Multidecadal Oscillation since 1567 A.D., GRL, 31, No. 12, L1220510.1029/2004GL019932.Gray, S.T., et al., 2004: A tree-ring based reconstruction of the Atlantic Multidecadal Oscillation since 1567 A.D., GRL, 31, No. 12, L1220510.1029/2004GL019932.Google Scholar
  24. Hall, T., and S. Jewson, 2005: Statistical modeling of tropical cyclone tracks: a semi-parametric model for the mean trajectory, http://www.arxiv.org/abs/physics/0503231, 31 Mar. 2005.Hall, T., and S. Jewson, 2005: Statistical modeling of tropical cyclone tracks: a semi-parametric model for the mean trajectory, http://www.arxiv.org/abs/physics/0503231, 31 Mar. 2005.Google Scholar
  25. Hall, T., and S. Jewson, 2006a: Comparing classical and Bayesian methods for predicting hurricane landfall rates, http://arxiv.org/abs/physics/0611006, 01 Nov. 2006.Hall, T., and S. Jewson, 2006a: Comparing classical and Bayesian methods for predicting hurricane landfall rates, http://arxiv.org/abs/physics/0611006, 01 Nov. 2006.Google Scholar
  26. Hall, T., and S. Jewson, 2006b: Predicting hurricane regional landfall rates: comparing local and basin-wide track model approaches, http://arxiv.org/abs/physics/0611103, 10 Nov. 2006.Hall, T., and S. Jewson, 2006b: Predicting hurricane regional landfall rates: comparing local and basin-wide track model approaches, http://arxiv.org/abs/physics/0611103, 10 Nov. 2006.Google Scholar
  27. Hall, T., and S. Jewson, 2007: SSTand North American tropical cyclone landfall: a statistical modeling study, http://arxiv.org/abs/0801.1013Hall, T., and S. Jewson, 2007: SSTand North American tropical cyclone landfall: a statistical modeling study, http://arxiv.org/abs/0801.1013Google Scholar
  28. Hansen, J.E., and S. Lebedeff, 1987: Global trends of measured surface air temperature. J. Geophys. Res., 92, 13345–13372.CrossRefGoogle Scholar
  29. Hoyos, ., 2006: Deconvolution of the factors contributing to the increase in global hurricane intensity, Science, 312, 94–97.CrossRefGoogle Scholar
  30. Jarrell, J.D., et al., 1992: Hurricane Experience Levels of Coastal County Populations from Texas to Maine, NOAA Technical Memorandum, NWS TPC-1.Jarrell, J.D., et al., 1992: Hurricane Experience Levels of Coastal County Populations from Texas to Maine, NOAA Technical Memorandum, NWS TPC-1.Google Scholar
  31. Jarvinen, ., 1984: A tropical cyclone data tape for the North Atlantic Basin, 1886-1983: Contents, limitations, and uses. NOAA Technical Memorandum NWS NHC 22, Coral Gables, Florida, p.21.Google Scholar
  32. Jewson, S., 2004: The Relative Importance of Trends, Distributions and the Number of Years of Data in the Pricing of Weather Options, http://ssrn.com/abstract=516503, 11 March 2004.Jewson, S., 2004: The Relative Importance of Trends, Distributions and the Number of Years of Data in the Pricing of Weather Options, http://ssrn.com/abstract=516503, 11 March 2004.Google Scholar
  33. Jewson, S., 2004: Probabilistic forecasting of temperature: comments on the Bayesian model averaging approach, http://www.arxiv.org/abs/physics/0409127, 24 Sept. 2004.Jewson, S., 2004: Probabilistic forecasting of temperature: comments on the Bayesian model averaging approach, http://www.arxiv.org/abs/physics/0409127, 24 Sept. 2004.Google Scholar
  34. Jewson, S., and J. Penzer, 2004: Weather derivative pricing and the detrending of meteorological data: an empirical evaluation of damped linear detrending, http://ssrn.com/abstract=623381, 26 Nov. 2004.Jewson, S., and J. Penzer, 2004: Weather derivative pricing and the detrending of meteorological data: an empirical evaluation of damped linear detrending, http://ssrn.com/abstract=623381, 26 Nov. 2004.Google Scholar
  35. Jewson, S., and J. Penzer, 2005: Weather derivative pricing and the detrending of meteorological data: three alternative representations of damped linear detrending, http://ssrn.com/abstract=653241, 24 Jan. 2005.Jewson, S., and J. Penzer, 2005: Weather derivative pricing and the detrending of meteorological data: three alternative representations of damped linear detrending, http://ssrn.com/abstract=653241, 24 Jan. 2005.Google Scholar
  36. Jewson, S., et al., 2005: Year ahead prediction of US landfalling hurricane numbers: the optimal combination of long and short baselines, http://www.arxiv.org/abs/physics/0512113, 13 Dec. 2005.Jewson, S., et al., 2005: Year ahead prediction of US landfalling hurricane numbers: the optimal combination of long and short baselines, http://www.arxiv.org/abs/physics/0512113, 13 Dec. 2005.Google Scholar
  37. Jewson, S., and J. Penzer, 2006a: An objective change-point analysis of historical Atlantic hurricane numbers, http://www.arxiv.org/abs/physics/0611071, 7 Nov. 2006.Jewson, S., and J. Penzer, 2006a: An objective change-point analysis of historical Atlantic hurricane numbers, http://www.arxiv.org/abs/physics/0611071, 7 Nov. 2006.Google Scholar
  38. Jewson, S., and J. Penzer, 2006b: An objective change-point analysis of landfalling historical Atlantic hurricane numbers, http://www.arxiv.org/abs/physics/0611071, 7 Nov. 2006.Jewson, S., and J. Penzer, 2006b: An objective change-point analysis of landfalling historical Atlantic hurricane numbers, http://www.arxiv.org/abs/physics/0611071, 7 Nov. 2006.Google Scholar
  39. S., and Jewson, J. Penzer, 2006c: Estimating trends in weather series: consequences for pricing derivatives, Studies in Non-linear Dynamics and Econometrics, 10, No. 3, Article 9.S., and Jewson, J. Penzer, 2006c: Estimating trends in weather series: consequences for pricing derivatives, Studies in Non-linear Dynamics and Econometrics, 10, No. 3, Article 9.Google Scholar
  40. Jewson, S., et al., 2006: Year ahead prediction of US landfalling hurricane numbers: the optimal combination of long and short baselines for intense hurricanes, http://www.arxiv.org/abs/physics/0606192, 21 Jun. 2006.Jewson, S., et al., 2006: Year ahead prediction of US landfalling hurricane numbers: the optimal combination of long and short baselines for intense hurricanes, http://www.arxiv.org/abs/physics/0606192, 21 Jun. 2006.Google Scholar
  41. Jewson, S., et al., 2007a: Predicting landfalling hurricane numbers from sea surface temperatures: theoretical comparisons of direct and indirect approaches, http://arxiv.org/abs/physics/0701176, 29 Jan 2007.Jewson, S., et al., 2007a: Predicting landfalling hurricane numbers from sea surface temperatures: theoretical comparisons of direct and indirect approaches, http://arxiv.org/abs/physics/0701176, 29 Jan 2007.Google Scholar
  42. Jewson, S., et al., 2007b: Predicting hurricane numbers from sea surface temperature: closed-form expressions for the mean, variance and standard error of the number of hurricanes, http://arxiv.org/abs/physics/0701167, 15 Jan. 2007.Jewson, S., et al., 2007b: Predicting hurricane numbers from sea surface temperature: closed-form expressions for the mean, variance and standard error of the number of hurricanes, http://arxiv.org/abs/physics/0701167, 15 Jan. 2007.Google Scholar
  43. Jewson, S., et al., 2007c: Predicting landfalling hurricane numbers from basin hurricane numbers: basic statistical analysis, http://arxiv.org/abs/physics/0701166, 29 Jan. 2007.Jewson, S., et al., 2007c: Predicting landfalling hurricane numbers from basin hurricane numbers: basic statistical analysis, http://arxiv.org/abs/physics/0701166, 29 Jan. 2007.Google Scholar
  44. Kerr, 2005: Is Katrina a Harbinger of Still More Powerful Hurricanes?, Science, 309, 1807.CrossRefGoogle Scholar
  45. Khare, and Jewson, 2005a: Year ahead prediction of US landfalling hurricane numbers, http://www.arxiv.org/abs/physics/0507165, 21 July 2005.Khare, and Jewson, 2005a: Year ahead prediction of US landfalling hurricane numbers, http://www.arxiv.org/abs/physics/0507165, 21 July 2005.Google Scholar
  46. Khare, and Jewson, 2005b: Year ahead prediction of US landfalling hurricane numbers: intense hurricanes, http://www.arxiv.org/abs/physics/0512092, 10 Dec 2005.Khare, and Jewson, 2005b: Year ahead prediction of US landfalling hurricane numbers: intense hurricanes, http://www.arxiv.org/abs/physics/0512092, 10 Dec 2005.Google Scholar
  47. Klotzbach, 2006: Trends in global tropical cyclone activity over the past twenty years, 1986-2005, Geophys. Res. Letts., 35, L10805, doi: 10.1029/2006GL025881.CrossRefGoogle Scholar
  48. Knutson, T.R., and R.E. Tuleya, 1999: Increased hurricane intensities with CO2-induced warming as simulated using the GFDL hurricane prediction system, Climate Dynamics, 15, 503–519.CrossRefGoogle Scholar
  49. Knutson, T.R., and R.E. Tuleya, 2004:Impact of CO2-induced warming on simulated hurricane intensity and precipitation: Sensitivity to the choice of climate model and convective parameterization, J.Climate, 17, 3477–3495.CrossRefGoogle Scholar
  50. Komaki, F., 2001: A shrinkage predictive distribution for multivariate normal observables, Biometrika, 88, 859–864.CrossRefGoogle Scholar
  51. Laepple, T., et al., 2007a: Correlations between hurricane numbers and sea surface temperature: why does the correlation disappear at landfall?, http://arxiv.org/abs/physics/0701175, 15 Jan. 2007.Laepple, T., et al., 2007a: Correlations between hurricane numbers and sea surface temperature: why does the correlation disappear at landfall?, http://arxiv.org/abs/physics/0701175, 15 Jan. 2007.Google Scholar
  52. Laepple, T., et al., 2007b: Five year prediction of sea surface temperature in the tropical Atlantic: a comparison of simple statistical methods, http://arxiv/org/abs/physics/0701162, 15 Jan. 2007.Laepple, T., et al., 2007b: Five year prediction of sea surface temperature in the tropical Atlantic: a comparison of simple statistical methods, http://arxiv/org/abs/physics/0701162, 15 Jan. 2007.Google Scholar
  53. Laepple, T., and S. Jewson, 2007: Five year ahead prediction of sea surface temperature in tropical Atlantic: a comparison between IPCC climate models and simple statistical models, http://arxiv.org/abs/physics/0701165, 15 Jan. 2007.Laepple, T., and S. Jewson, 2007: Five year ahead prediction of sea surface temperature in tropical Atlantic: a comparison between IPCC climate models and simple statistical models, http://arxiv.org/abs/physics/0701165, 15 Jan. 2007.Google Scholar
  54. Landsea, C.W., 1998: The extremely active 1995 Atlantic hurricane season: environmental conditions and verification of seasonal forecasts, Mon. Wea. Rev., 126, 1174–1193.CrossRefGoogle Scholar
  55. Landsea, C.W., ., 1999: Atlantic basin hurricanes: Indices of climatic changes, Climatic Change, 42, 89–129.CrossRefGoogle Scholar
  56. Lavielle, M., and M. Labarbierx>, 2001: An application of MCMC methods for the multiple change-points problem, Signal Process, 81, 39–53.CrossRefGoogle Scholar
  57. Litterman, R.B., 1986: Forecasting with Bayesian vector autoregressions -- 5 years of experience, The Journal of Business and Economic Statistics, 4, 25–38.CrossRefGoogle Scholar
  58. Lonfat, M., A. Boissonnade, and R. Muir-Wood, 2007:Atlantic basin, U.S. and Caribbean landfall activity rates over the 2006-2010 period: an insurance industry perspective. Tellus A, 59, 499–510. CrossRefGoogle Scholar
  59. Lyons, S.W., 2004: U.S. Tropical Cyclone Landfall Variability: 1950-2002, Weather and Forecasting, 19, 473–480.CrossRefGoogle Scholar
  60. Mann, and Emanuel, 2006: Atlantic Hurricane Trends Linked to Climate Change, EOS Transactions, AGU, 87, 233–244.CrossRefGoogle Scholar
  61. Meagher, J., and S. Jewson, 2006: Year-ahead prediction of hurricane season sea surface temperature, http://www.arxiv.org/abs/physics/0606185, 21 June 2006.Meagher, J., and S. Jewson, 2006: Year-ahead prediction of hurricane season sea surface temperature, http://www.arxiv.org/abs/physics/0606185, 21 June 2006.Google Scholar
  62. Nzerem, K., et al., 2006: Change-point detection in the historical hurricane number time-series: why can’t we detect change-points at US landfall?, http://arxiv.org/abs/physics/0611107, 10 Nov. 2006.Nzerem, K., et al., 2006: Change-point detection in the historical hurricane number time-series: why can’t we detect change-points at US landfall?, http://arxiv.org/abs/physics/0611107, 10 Nov. 2006.Google Scholar
  63. Peixoto, J.P., and A.H. Oort, 1992: Physics of Climate, American Institute of Physics, p.520.Peixoto, J.P., and A.H. Oort, 1992: Physics of Climate, American Institute of Physics, p.520.Google Scholar
  64. Raper, S.C.B., 1993: Observational data on the relationships between climatic change and the frequency and magnitude of severe tropical storms. Climate and Sea Level Change: Observations, Projections and Implications, R.A. Warrick, E.M. Barrow and T.M.L. Wigley, Eds., Cambridge University Press, Cambridge, UK, 192–212.Google Scholar
  65. Rayner, ., 2002: Global analysis of sea surface temperature, sea ice, and night marine air temperature since the late nineteenth century, J. Geophys. Res., 108, D14 4407, doi:10.1029/2002JD002670.Google Scholar
  66. Saunders, M.A., and A.R. Harris, 1997: Statistical evidence links exceptional 1995 Atlantic hurricane season to record sea warming, Geophys. Res. Letts., 24, 1255–1258..CrossRefGoogle Scholar
  67. Saunders, M.A., and A.S. Lea, 2005: Seasonal prediction of hurricane activity reaching the coast of the United States, Nature, 434, 1005–1008. CrossRefGoogle Scholar
  68. Schlesinger, M.E., and N. Ramankutty, 1994: An oscillation in the global climate system of period 65-70 years, Nature, 367, 723–726.CrossRefGoogle Scholar
  69. Shapiro, L.J., 1982: Hurricane climate fluctuations. Part I: Patterns and cycles, Mon. Wea. Rev., 110, 1014–1023.CrossRefGoogle Scholar
  70. Shapiro, L.J., and S.B. Goldenberg, 1989: Atlantic sea surface temperatures and tropical cyclone formation, J. Climate, 11, 578–590.CrossRefGoogle Scholar
  71. Shephard, N., 1993: Distribution of the ML estimator of a MA(1) and a local level model, Econometric Theory, 9, 377–401.CrossRefGoogle Scholar
  72. Smith, D. ., 2007: Improved surface temperature prediction for the coming decade from a global climate model, Science, 317, 796–799.CrossRefGoogle Scholar
  73. Solow, A.R., and L. Moore, 2000: Testing for a trendin a partially incomplete hurricane record, J. Climate, 13, 2293–2305.CrossRefGoogle Scholar
  74. Sriver, R.L., and M. Huber, 2006: Low frequency variability in globally integrated tropical cyclone power dissipation, Geophysical Res. Letts., 33, L11705 doi:10.1029/2006GL026167.CrossRefGoogle Scholar
  75. Sutton, R.T., and D.L.R. Hodson, 2005: Atlantic Forcing of North American and European summer climate; Science, 309, 115–118.CrossRefGoogle Scholar
  76. Trenberth, K., 2005: Uncertainty in Hurricanes and Global Warming; Science, 17, 1753–1754, 2005.CrossRefGoogle Scholar
  77. Trendberth, K.E., and D.J. Shea, 2006: Atlantic hurricanes and natural variability in 2005, GRL, 33, doi:10.1029/2006GL026894.Trendberth, K.E., and D.J. Shea, 2006: Atlantic hurricanes and natural variability in 2005, GRL, 33, doi:10.1029/2006GL026894.Google Scholar
  78. Vecchi, G.A., and B.J. Soden, 2007: Increased tropical Atlantic wind shear in model projections of global warming, GRL, 34, doi:10.1029/2006GL028905.Vecchi, G.A., and B.J. Soden, 2007: Increased tropical Atlantic wind shear in model projections of global warming, GRL, 34, doi:10.1029/2006GL028905.Google Scholar
  79. Vitart, F., and J.L. Anderson, 2001: Sensitivity of Atlantic Tropical Storm Frequency to ENSO and Interdecadal Variability of SSTs in an Ensemble of AGCM Integrations, J. Climate, 14, 533–545.CrossRefGoogle Scholar
  80. Webster, P.J., 2005: Changes in Tropical Cyclone Number, Duration and Intensity in a Warming Environment, Science, 309, 1844–1846.CrossRefGoogle Scholar
  81. Zehr, R.M., 1992: Tropical cyclogenesis in the Western Pacific, NOAA Technical Report NESDIS, 61, NOAA; Washington D.C., USA.Google Scholar

Copyright information

© Springer Science+Business Media, LLC 2009

Authors and Affiliations

  • Stephen Jewson
    • 1
  • Enrica Bellone
    • 1
  • Thomas Laepple
    • 1
    • 2
  • Kechi Nzerem
    • 1
  • Shree Khare
    • 1
  • Manuel Lonfat
    • 1
  • Adam O’Shay
    • 1
  • Jeremy Penzer
    • 1
    • 3
  • Katie Coughlin
    • 1
  1. 1.Risk Management SolutionsLondonUK
  2. 2.Alfred-Wegener InstituteBremerhavenGermany
  3. 3.London School of EconomicsLondonUK

Personalised recommendations