Effects of Seasonality on the Estimation of Environmental Extremes: A Study of Non-Homogeneous Methods for Estimating Environmental Extremes

Effects of Seasonality on the Estimation of Environmental Extremes: A Study of Non-Homogeneous Methods for Estimating Environmental Extremes

Trahan, A.C.

Caires, S. (mentor)
Van Gelder, P.H.A.J.M. (mentor)
Van Vledder, G.P. (mentor)

Civil Engineering and Geosciences

Hydraulic Engineering

CoMEM

2013-07-03

Extreme value theory is commonly applied in ocean engineering to estimate extreme environmental conditions (e.g. wave height and wind speed). Extreme value models generally assume data are identically distributed and homogeneous in time. Because there are often different dominant generating mechanisms in different seasons, the sample distributions vary through the year, potentially violating the identical distribution assumption. Two methods for overcoming this are (1) dividing the data into seasons whose distributions are homogeneous (‘time-stratified’) and (2) employing a time-varying extreme value model whose parameters change through the year, such as a non-homogeneous Poisson process (‘time-varying’). The difference between the results of these two methods and the classical method indicates the influence of violating the identical distribution assumption. These methods also provide seasonal extreme estimates, which are useful for design, construction, and maintenance of ocean structures. Based on analysis of model and observation data from thirteen sites in the North Sea (4 wind speed, 9 wave height), the differences between all-year extreme estimates from the classical method, the time-stratified method, and the time-varying method prove not to be statistically significant. This implies the violation of the identical distribution assumption is also not significant. The seasonal estimates of the time-stratified method and the timevarying method are also compatible, validating the use of the less man-hour-intensive and more versatile time-varying method for calculating seasonal extremes.

Extreme Value Analysis
Non-Homogeneous Poisson Process
Hydraulic Boundary Conditions

http://resolver.tudelft.nl/uuid:6694eaf1-489b-4ad4-87ea-61c1eea63fd0

Student theses

master thesis

(c) 2013 Trahan, A.C.