Uncertainty analysis on extreme value analysis of significant wave height at eastern coast of Korea

2013 ◽  
Vol 41 ◽  
pp. 19-27 ◽  
Author(s):  
Sang Ug Kim ◽  
Gunwoo Kim ◽  
Weon Mu Jeong ◽  
Kicheon Jun
Author(s):  
Erik Vanem

The extreme values of climate data are of interest in design of marine structures and the return values of certain met-ocean parameters such as significant wave height is of particular importance. However, there are various ways of analyzing the extremes and estimating the required return values, which introduce additional uncertainties. These are investigated in this paper by applying different methods to particular data sets of significant wave height, corresponding to the historic climate and two future projections of the climate assuming different forcing scenarios. In this way, the uncertainty due to the extreme value analysis can also be compared to the uncertainty due to a changing climate. The different approaches that will be considered is the initial distribution approach, the block maxima approach, the peak over threshold (POT) approach and the average conditional exceedance rate method (ACER). Furthermore, the effect of different modelling choices within each of the approaches will be explored. Thus, a range of different return value estimates for the different data sets is obtained. This exercise reveals that the uncertainty due to the extreme value analysis method is notable and, as expected, the variability of the estimates increases for higher return periods. Moreover, even though the variability due to the extreme value analysis is greater than the climate variability, a shift towards higher extremes in a future wave climate can clearly be discerned in the particular datasets that have been analysed.


Author(s):  
Graham Feld ◽  
David Randell ◽  
Yanyun Wu ◽  
Kevin Ewans ◽  
Philip Jonathan

Specification of realistic environmental design conditions for marine structures is of fundamental importance to their reliability over time. Design conditions for extreme waves and storm severities are typically estimated by extreme value analysis of time series of measured or hindcast significant wave height, HS. This analysis is complicated by two effects. Firstly, HS exhibits temporal dependence. Secondly, the characteristics of HSsp are non-stationary with respect to multiple covariates, particularly wave direction and season. We develop directional-seasonal design values for storm peak significant wave height (HSsp) by estimation of, and simulation under a non-stationary extreme value model for HSsp. Design values for significant wave height (HS) are estimated by simulating storm trajectories of HS consistent with the simulated storm peak events. Design distributions for individual maximum wave height (Hmax) are estimated by marginalisation using the known conditional distribution for Hmax given HS. Particular attention is paid to the assessment of model bias and quantification of model parameter and design value uncertainty using bootstrap resampling. We also outline existing work on extension to estimation of maximum crest elevation and total extreme water level.


Author(s):  
Graham Feld ◽  
David Randell ◽  
Yanyun Wu ◽  
Kevin Ewans ◽  
Philip Jonathan

Specification of realistic environmental design conditions for marine structures is of fundamental importance to their reliability over time. Design conditions for extreme waves and storm severities are typically estimated by extreme value analysis of time series of measured or hindcast significant wave height, HS. This analysis is complicated by two effects. First, HS exhibits temporal dependence. Second, the characteristics of HSsp are nonstationary with respect to multiple covariates, particularly wave direction, and season. We develop directional–seasonal design values for storm peak significant wave height (HSsp) by estimation of, and simulation under a nonstationary extreme value model for HSsp. Design values for significant wave height (HS) are estimated by simulating storm trajectories of HS consistent with the simulated storm peak events. Design distributions for individual maximum wave height (Hmax) are estimated by marginalization using the known conditional distribution for Hmax given HS. Particular attention is paid to the assessment of model bias and quantification of model parameter and design value uncertainty using bootstrap resampling. We also outline existing work on extension to estimation of maximum crest elevation and total extreme water level.


2020 ◽  
Vol 8 (12) ◽  
pp. 1015
Author(s):  
Alicia Takbash ◽  
Ian R. Young

A non-stationary extreme value analysis of 41 years (1979–2019) of global ERA5 (European Centre for Medium-Range Weather Forecasts Reanalysis) significant wave height data is undertaken to investigate trends in the values of 100-year significant wave height, Hs100. The analysis shows that there has been a statistically significant increase in the value of Hs100 over large regions of the Southern Hemisphere. There have also been smaller decreases in Hs100 in the Northern Hemisphere, although the related trends are generally not statistically significant. The increases in the Southern Hemisphere are a result of an increase in either the frequency or intensity of winter storms, particularly in the Southern Ocean.


2018 ◽  
Vol 31 (21) ◽  
pp. 8819-8842 ◽  
Author(s):  
Alberto Meucci ◽  
Ian R. Young ◽  
Øyvind Breivik

The present work develops an innovative approach to wind speed and significant wave height extreme value analysis. The approach is based on global atmosphere–wave model ensembles, the members of which are propagated in time from the best estimate of the initial state, with slight perturbations to the initial conditions, to estimate the uncertainties connected to model representations of reality. The low correlation of individual ensemble member forecasts at advanced lead times guarantees their independence and allows us to perform inference statistics. The advantage of ensemble probabilistic forecasts is that it is possible to synthesize an equivalent dataset of duration far longer than the simulation period. This allows the use of direct inference statistics to obtain extreme value estimates. A short time series of six years (from 2010 to 2016) of ensemble forecasts is selected to avoid major changes to the model physics and resolution and thus ensure stationarity. This time series is used to undertake extreme value analysis. The study estimates global wind speed and wave height return periods by selecting peaks from ensemble forecasts from +216- to +240-h lead time from the operational ensemble forecast dataset of the European Centre for Medium-Range Weather Forecasts (ECMWF). The results are compared with extreme value analyses performed on a commonly used reanalysis dataset, ERA-Interim, and buoy data. The comparison with traditional methods demonstrates the potential of this novel approach for statistical analysis of significant wave height and wind speed ocean extremes at the global scale.


Author(s):  
Philip Jonathan ◽  
Kevin Ewans

Statistics of storm peaks over threshold depend typically on a number of covariates including location, season and storm direction. Here, a non-homogeneous Poisson model is adopted to characterise storm peak events with respect to season for two Gulf of Mexico locations. The behaviour of storm peak significant wave height over threshold is characterised using a generalised Pareto model, the parameters of which vary smoothly with season using a Fourier form. The rate of occurrence of storm peaks is also modelled using a Poisson model with rate varying with season. A seasonally-varying extreme value threshold is estimated independently. The degree of smoothness of extreme value shape and scale, and the Poisson rate, with season, is regulated by roughness-penalised maximum likelihood; the optimal value of roughness selected by cross-validation. Despite the fact that only the peak significant wave height event for each storm is used for modelling, the influence of the whole period of a storm on design extremes for any seasonal interval is modelled using the concept of storm dissipation, providing a consistent means to estimate design criteria for arbitrary seasonal intervals. Characteristics of the 100-year storm peak significant wave height, estimated using the seasonal model, are examined and compared to those estimated ignoring seasonality.


Author(s):  
Philip Jonathan ◽  
Kevin Ewans

Statistics of storm peaks over threshold depend typically on a number of covariates including location, season, and storm direction. Here, a nonhomogeneous Poisson model is adopted to characterize storm peak events with respect to season for two Gulf of Mexico locations. The behavior of storm peak significant wave height over threshold is characterized using a generalized Pareto model, the parameters of which vary smoothly with season using a Fourier form. The rate of occurrence of storm peaks is also modeled using a Poisson model with rate varying with season. A seasonally varying extreme value threshold is estimated independently. The degree of smoothness of extreme value shape and scale and the Poisson rate with season are regulated by roughness-penalized maximum likelihood; the optimal value of roughness is selected by cross validation. Despite the fact that only the peak significant wave height event for each storm is used for modeling, the influence of the whole period of a storm on design extremes for any seasonal interval is modeled using the concept of storm dissipation, providing a consistent means to estimate design criteria for arbitrary seasonal intervals. The characteristics of the 100 year storm peak significant wave height, estimated using the seasonal model, are examined and compared with those estimated ignoring seasonality.


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