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Accounting for seasonality in extreme sea-level estimation

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Accounting for seasonality in extreme sea-level estimation. / D’Arcy, Eleanor; Tawn, Jonathan A.; Joly, Amélie et al.
In: Annals of Applied Statistics, Vol. 17, No. 4, 31.12.2023, p. 3500-3525.

Research output: Contribution to Journal/MagazineJournal articlepeer-review

Harvard

D’Arcy, E, Tawn, JA, Joly, A & Sifnioti, DE 2023, 'Accounting for seasonality in extreme sea-level estimation', Annals of Applied Statistics, vol. 17, no. 4, pp. 3500-3525. https://doi.org/10.1214/23-aoas1773

APA

D’Arcy, E., Tawn, J. A., Joly, A., & Sifnioti, D. E. (2023). Accounting for seasonality in extreme sea-level estimation. Annals of Applied Statistics, 17(4), 3500-3525. https://doi.org/10.1214/23-aoas1773

Vancouver

D’Arcy E, Tawn JA, Joly A, Sifnioti DE. Accounting for seasonality in extreme sea-level estimation. Annals of Applied Statistics. 2023 Dec 31;17(4):3500-3525. Epub 2023 Oct 30. doi: 10.1214/23-aoas1773

Author

D’Arcy, Eleanor ; Tawn, Jonathan A. ; Joly, Amélie et al. / Accounting for seasonality in extreme sea-level estimation. In: Annals of Applied Statistics. 2023 ; Vol. 17, No. 4. pp. 3500-3525.

Bibtex

@article{a4e7af2b07554437ac454d1b5bd3a6db,
title = "Accounting for seasonality in extreme sea-level estimation",
abstract = "Reliable estimates of sea-level return-levels are crucial for coastal flooding risk assessments and for coastal flood defence design. We describe a novel method for estimating extreme sea-levels that is the first to capture seasonality, interannual variations and longer term changes. We use a joint probabilities method, with skew-surge and peak-tide as two sea-level components. The tidal regime is predictable, but skew-surges are stochastic. We present a statistical model for skew-surges, where the main body of the distribution is modelled empirically while a nonstationary generalised Pareto distribution (GPD) is used for the upper tail. We capture within-year seasonality by introducing a daily covariate to the GPD model and allowing the distribution of peak-tide to change over months and years. Skew-surge-peak-tide dependence is accounted for, via a tidal covariate, in the GPD model, and we adjust for skew-surge temporal dependence through the subasymptotic extremal index. We incorporate spatial prior information in our GPD model to reduce the uncertainty associated with the highest return-level estimates. Our results are an improvement on current return-level estimates, with previous methods typically underestimating. We illustrate our method at four U.K. tide gauges.",
keywords = "Statistics, Probability and Uncertainty, Modeling and Simulation, Statistics and Probability",
author = "Eleanor D{\textquoteright}Arcy and Tawn, {Jonathan A.} and Am{\'e}lie Joly and Sifnioti, {Dafni E.}",
year = "2023",
month = dec,
day = "31",
doi = "10.1214/23-aoas1773",
language = "English",
volume = "17",
pages = "3500--3525",
journal = "Annals of Applied Statistics",
issn = "1932-6157",
publisher = "Institute of Mathematical Statistics",
number = "4",

}

RIS

TY - JOUR

T1 - Accounting for seasonality in extreme sea-level estimation

AU - D’Arcy, Eleanor

AU - Tawn, Jonathan A.

AU - Joly, Amélie

AU - Sifnioti, Dafni E.

PY - 2023/12/31

Y1 - 2023/12/31

N2 - Reliable estimates of sea-level return-levels are crucial for coastal flooding risk assessments and for coastal flood defence design. We describe a novel method for estimating extreme sea-levels that is the first to capture seasonality, interannual variations and longer term changes. We use a joint probabilities method, with skew-surge and peak-tide as two sea-level components. The tidal regime is predictable, but skew-surges are stochastic. We present a statistical model for skew-surges, where the main body of the distribution is modelled empirically while a nonstationary generalised Pareto distribution (GPD) is used for the upper tail. We capture within-year seasonality by introducing a daily covariate to the GPD model and allowing the distribution of peak-tide to change over months and years. Skew-surge-peak-tide dependence is accounted for, via a tidal covariate, in the GPD model, and we adjust for skew-surge temporal dependence through the subasymptotic extremal index. We incorporate spatial prior information in our GPD model to reduce the uncertainty associated with the highest return-level estimates. Our results are an improvement on current return-level estimates, with previous methods typically underestimating. We illustrate our method at four U.K. tide gauges.

AB - Reliable estimates of sea-level return-levels are crucial for coastal flooding risk assessments and for coastal flood defence design. We describe a novel method for estimating extreme sea-levels that is the first to capture seasonality, interannual variations and longer term changes. We use a joint probabilities method, with skew-surge and peak-tide as two sea-level components. The tidal regime is predictable, but skew-surges are stochastic. We present a statistical model for skew-surges, where the main body of the distribution is modelled empirically while a nonstationary generalised Pareto distribution (GPD) is used for the upper tail. We capture within-year seasonality by introducing a daily covariate to the GPD model and allowing the distribution of peak-tide to change over months and years. Skew-surge-peak-tide dependence is accounted for, via a tidal covariate, in the GPD model, and we adjust for skew-surge temporal dependence through the subasymptotic extremal index. We incorporate spatial prior information in our GPD model to reduce the uncertainty associated with the highest return-level estimates. Our results are an improvement on current return-level estimates, with previous methods typically underestimating. We illustrate our method at four U.K. tide gauges.

KW - Statistics, Probability and Uncertainty

KW - Modeling and Simulation

KW - Statistics and Probability

U2 - 10.1214/23-aoas1773

DO - 10.1214/23-aoas1773

M3 - Journal article

VL - 17

SP - 3500

EP - 3525

JO - Annals of Applied Statistics

JF - Annals of Applied Statistics

SN - 1932-6157

IS - 4

ER -