A penalised piecewise-linear model for non-stationary extreme value analysis of peaks over threshold

Barlow, Anna Maria and Mackay, Ed and Eastoe, Emma and Jonathan, Philip (2023) A penalised piecewise-linear model for non-stationary extreme value analysis of peaks over threshold. Ocean Engineering, 267. ISSN 0029-8018

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Abstract

Metocean extremes often vary systematically with covariates such as direction and season. In this work, we present non-stationary models for the size and rate of occurrence of peaks over threshold of metocean variables with respect to one- or two-dimensional covariates. The variation of model parameters with covariate is described using a piecewise-linear function in one or two dimensions, defined with respect to pre-specified node locations on the covariate domain. Parameter roughness is regulated to provide optimal predictive performance, assessed using cross-validation, within a penalised likelihood framework for inference. Parameter uncertainty is quantified using bootstrap resampling. The models are used to estimate extremes of storm-peak significant wave height with respect to direction and season for a site in the northern North Sea. A covariate representation based on a triangulation of the direction-season domain with six nodes gives good predictive performance. The penalised piecewise-linear framework provides a flexible representation of covariate effects at reasonable computational cost.

Item Type:
Journal Article
Journal or Publication Title:
Ocean Engineering
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/asjc/2300/2305
Subjects:
ID Code:
180977
Deposited By:
Deposited On:
16 Dec 2022 13:35
Refereed?:
Yes
Published?:
Published
Last Modified:
01 Jan 2023 04:05