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Modelling covariate effects in extremes of storm severity on the Australian North West Shelf

Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Conference contribution/Paper › peer-review

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Modelling covariate effects in extremes of storm severity on the Australian North West Shelf. / Randell, D.; Wu, Y.; Jonathan, P. et al.
ASME 2013 32nd International Conference on Ocean, Offshore and Arctic Engineering: Volume 2A: Structures, Safety and Reliability. ASME, 2013. V02AT02A019.

Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Conference contribution/Paper › peer-review

Harvard

Randell, D, Wu, Y, Jonathan, P & Ewans, K 2013, Modelling covariate effects in extremes of storm severity on the Australian North West Shelf. in ASME 2013 32nd International Conference on Ocean, Offshore and Arctic Engineering: Volume 2A: Structures, Safety and Reliability., V02AT02A019, ASME. https://doi.org/10.1115/OMAE2013-10187

APA

Randell, D., Wu, Y., Jonathan, P., & Ewans, K. (2013). Modelling covariate effects in extremes of storm severity on the Australian North West Shelf. In ASME 2013 32nd International Conference on Ocean, Offshore and Arctic Engineering: Volume 2A: Structures, Safety and Reliability Article V02AT02A019 ASME. https://doi.org/10.1115/OMAE2013-10187

Vancouver

Randell D, Wu Y, Jonathan P, Ewans K. Modelling covariate effects in extremes of storm severity on the Australian North West Shelf. In ASME 2013 32nd International Conference on Ocean, Offshore and Arctic Engineering: Volume 2A: Structures, Safety and Reliability. ASME. 2013. V02AT02A019 doi: 10.1115/OMAE2013-10187

Author

Randell, D. ; Wu, Y. ; Jonathan, P. et al. / Modelling covariate effects in extremes of storm severity on the Australian North West Shelf. ASME 2013 32nd International Conference on Ocean, Offshore and Arctic Engineering: Volume 2A: Structures, Safety and Reliability. ASME, 2013.

Bibtex

@inproceedings{814184d1de0c4d6fb0874bc331818ba0,
title = "Modelling covariate effects in extremes of storm severity on the Australian North West Shelf",
abstract = "Careful modelling of covariate effects is critical to reliable specification of design criteria. We present a spline based methodology to incorporate spatial, directional, temporal and other covariate effects in extreme value models for environmental variables such as storm severity. For storm peak significant wave height events, the approach uses quantile regression to estimate a suitable extremal threshold, a Poisson process model for the rate of occurrence of threshold exceedances, and a generalised Pareto model for size of threshold. Multidimensional covariate effects are incorporated at each stage using penalised tensor products of B-splines to give smooth model parameter variation as a function of multiple covariates. Optimal smoothing penalties are selected using cross-validation, and model uncertainty is quantified using a bootstrap resampling procedure. The method is applied to estimate return values for a large spatial neighbourhood of locations off the North West Shelf of Australia, incorporating spatial and directional effects. Copyright {\textcopyright} 2013 by ASME.",
keywords = "Bootstrap resampling procedures, Directional effects, Environmental variables, Model uncertainties, North west shelf of australia, North west shelves, Quantile regression, Significant wave height, Arctic engineering, Uncertainty analysis, Storms",
author = "D. Randell and Y. Wu and P. Jonathan and K. Ewans",
year = "2013",
doi = "10.1115/OMAE2013-10187",
language = "English",
isbn = "9780791855324",
booktitle = "ASME 2013 32nd International Conference on Ocean, Offshore and Arctic Engineering",
publisher = "ASME",

}

RIS

TY - GEN

T1 - Modelling covariate effects in extremes of storm severity on the Australian North West Shelf

AU - Randell, D.

AU - Wu, Y.

AU - Jonathan, P.

AU - Ewans, K.

PY - 2013

Y1 - 2013

N2 - Careful modelling of covariate effects is critical to reliable specification of design criteria. We present a spline based methodology to incorporate spatial, directional, temporal and other covariate effects in extreme value models for environmental variables such as storm severity. For storm peak significant wave height events, the approach uses quantile regression to estimate a suitable extremal threshold, a Poisson process model for the rate of occurrence of threshold exceedances, and a generalised Pareto model for size of threshold. Multidimensional covariate effects are incorporated at each stage using penalised tensor products of B-splines to give smooth model parameter variation as a function of multiple covariates. Optimal smoothing penalties are selected using cross-validation, and model uncertainty is quantified using a bootstrap resampling procedure. The method is applied to estimate return values for a large spatial neighbourhood of locations off the North West Shelf of Australia, incorporating spatial and directional effects. Copyright © 2013 by ASME.

AB - Careful modelling of covariate effects is critical to reliable specification of design criteria. We present a spline based methodology to incorporate spatial, directional, temporal and other covariate effects in extreme value models for environmental variables such as storm severity. For storm peak significant wave height events, the approach uses quantile regression to estimate a suitable extremal threshold, a Poisson process model for the rate of occurrence of threshold exceedances, and a generalised Pareto model for size of threshold. Multidimensional covariate effects are incorporated at each stage using penalised tensor products of B-splines to give smooth model parameter variation as a function of multiple covariates. Optimal smoothing penalties are selected using cross-validation, and model uncertainty is quantified using a bootstrap resampling procedure. The method is applied to estimate return values for a large spatial neighbourhood of locations off the North West Shelf of Australia, incorporating spatial and directional effects. Copyright © 2013 by ASME.

KW - Bootstrap resampling procedures

KW - Directional effects

KW - Environmental variables

KW - Model uncertainties

KW - North west shelf of australia

KW - North west shelves

KW - Quantile regression

KW - Significant wave height

KW - Arctic engineering

KW - Uncertainty analysis

KW - Storms

U2 - 10.1115/OMAE2013-10187

DO - 10.1115/OMAE2013-10187

M3 - Conference contribution/Paper

SN - 9780791855324

BT - ASME 2013 32nd International Conference on Ocean, Offshore and Arctic Engineering

PB - ASME

ER -