Research output: Contribution to Journal/Magazine › Journal article › peer-review
Extreme value modelling of hurricane wind speeds. / Coles, Stuart G.; Casson, Edward.
In: Structural Safety, Vol. 20, No. 3, 1998, p. 283-296.Research output: Contribution to Journal/Magazine › Journal article › peer-review
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TY - JOUR
T1 - Extreme value modelling of hurricane wind speeds.
AU - Coles, Stuart G.
AU - Casson, Edward
PY - 1998
Y1 - 1998
N2 - Estimating return levels of extreme wind speeds due to hurricanes presents both practical and analytical difficulties. The practical difficulty of collecting data has been resolved in the past by modelling simulated data--we adopt such an approach in this paper also. The analytical difficulties concern the problem of estimating the probabilities of events which are more extreme than those simulated. We follow common practice here also, using standard extreme value models to describe extreme tail behaviour. We differ from previous analyses of hurricane data in two respects. First, we use a model parameterisation which enables models fitted at different thresholds or at different sites to be easily compared. Second, we use maximum likelihood as the method of inference. This is found to produce results similar to those of previous studies, but enables the development of a spatial analysis which exploits similarities in the behaviour of the data from one site to another in order to improve the precision of estimation, and facilitates prediction at coastline locations other than those with simulated data.
AB - Estimating return levels of extreme wind speeds due to hurricanes presents both practical and analytical difficulties. The practical difficulty of collecting data has been resolved in the past by modelling simulated data--we adopt such an approach in this paper also. The analytical difficulties concern the problem of estimating the probabilities of events which are more extreme than those simulated. We follow common practice here also, using standard extreme value models to describe extreme tail behaviour. We differ from previous analyses of hurricane data in two respects. First, we use a model parameterisation which enables models fitted at different thresholds or at different sites to be easily compared. Second, we use maximum likelihood as the method of inference. This is found to produce results similar to those of previous studies, but enables the development of a spatial analysis which exploits similarities in the behaviour of the data from one site to another in order to improve the precision of estimation, and facilitates prediction at coastline locations other than those with simulated data.
KW - Extreme value theory
KW - Generalised Extreme Value (GEV) distribution
KW - Generalised Pareto distribution (GPD)
KW - Hurricanes
KW - Maximum Likelihood
KW - Spatial models
KW - Wind speeds
U2 - 10.1016/S0167-4730(98)00015-0
DO - 10.1016/S0167-4730(98)00015-0
M3 - Journal article
VL - 20
SP - 283
EP - 296
JO - Structural Safety
JF - Structural Safety
SN - 0167-4730
IS - 3
ER -