This paper deals with the extremal properties of time series of significant wave height modelled by means of extreme value techniques. The limiting joint generalized extreme value (GEV) distribution for the r largest-order statistic model is used to estimate return values of significant wave height.
Modelling uncertainty in long-term predictions of significant wave height
โ Scribed by C. Guedes Soares; M. Scotto
- Publisher
- Elsevier Science
- Year
- 2001
- Tongue
- English
- Weight
- 134 KB
- Volume
- 28
- Category
- Article
- ISSN
- 0029-8018
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โฆ Synopsis
This paper deals with the application of different methods to estimate the occurrences of high sea states. A case study of the Norwegian continental shelf is considered. The Annual Maxima Method and the Peak Over Threshold Method are used to obtain return values for 25, 50 and 100 years. Several parametric models are used to fit the long-term distribution of significant wave height and to obtain predictions of extremes values. It is shown that the prediction of these sea states depends very much on the tail behaviour of the fitted distribution.
๐ SIMILAR VOLUMES
The paper suggests modelling the long-term distribution of significant wave height with the Gamma, Beta of the first and second kind models. The three models are interrelated, flexible and cover the three different tail types of Extreme Value Theory. They can be used simultaneously as a means of ass
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