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Extreme value modelling of hurricane wind speeds.

Coles, Stuart G. and Casson, Edward (1998) Extreme value modelling of hurricane wind speeds. Structural Safety, 20 (3). pp. 283-296. ISSN 0167-4730

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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.

Item Type: Journal Article
Journal or Publication Title: Structural Safety
Uncontrolled Keywords: Extreme value theory ; Generalised Extreme Value (GEV) distribution ; Generalised Pareto distribution (GPD) ; Hurricanes ; Maximum Likelihood ; Spatial models ; Wind speeds
Subjects: ?? qa ??
Departments: Faculty of Science and Technology > Lancaster Environment Centre
ID Code: 19447
Deposited By: ep_ss_importer
Deposited On: 13 Nov 2008 09:49
Refereed?: Yes
Published?: Published
Last Modified: 10 Apr 2018 11:28
Identification Number:

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