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  • 2201.10451

    Rights statement: This is the author’s version of a work that was accepted for publication in Ocean Engineering. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Ocean Engineering, 247, 2022 DOI: 10.1016/j.oceaneng.2022.110647

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Multivariate spatial conditional extremes for extreme ocean environments

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Article number110647
<mark>Journal publication date</mark>31/03/2022
<mark>Journal</mark>Ocean Engineering
Volume247
Number of pages11
Publication StatusPublished
Early online date8/02/22
<mark>Original language</mark>English

Abstract

The joint extremal spatial dependence of wind speed and significant wave height in the North East Atlantic is quantified using Metop satellite scatterometer and hindcast observations for the period 2007–2018, and a multivariate spatial conditional extremes (MSCE) model, ultimately motivated by the work of Heffernan and Tawn (2004). The analysis involves (a) registering individual satellite swaths and corresponding hindcast data onto a template transect (running approximately north-east to south-west, between the British Isles and Iceland), (b) non-stationary directional-seasonal marginal extreme value analysis at a set of registration locations on the transect, (c) transformation from physical to standard Laplace scale using the fitted marginal model, (d) estimation of the MSCE model on the set of registration locations, and assessment of quality of model fit. A joint model is estimated for three spatial quantities: Metop wind speed, hindcast wind speed and hindcast significant wave height. Results suggest that, when conditioning on extreme Metop wind speed, extremal spatial dependence for all three quantities decays over approximately 600–800 km.

Bibliographic note

This is the author’s version of a work that was accepted for publication in Ocean Engineering. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Ocean Engineering, 247, 2022 DOI: 10.1016/j.oceaneng.2022.110647