Tests of the generalized pareto distribution for predicting extreme wind speeds

Citation
Bb. Brabson et Jp. Palutikof, Tests of the generalized pareto distribution for predicting extreme wind speeds, J APPL MET, 39(9), 2000, pp. 1627-1640
Citations number
38
Categorie Soggetti
Earth Sciences
Journal title
JOURNAL OF APPLIED METEOROLOGY
ISSN journal
08948763 → ACNP
Volume
39
Issue
9
Year of publication
2000
Pages
1627 - 1640
Database
ISI
SICI code
0894-8763(200009)39:9<1627:TOTGPD>2.0.ZU;2-E
Abstract
Extreme wind speed predictions are often based on statistical analysis of s ite measurements of annual maxima, using one of the Generalized Extreme Val ue (GEV) distributions. An alternative method applies one of the Generalize d Pareto Distributions (GPD) to all measurements over a chosen threshold (p eaks over threshold). This method increases the number of measurements incl uded in the analysis, and correspondingly reduces the statistical uncertain ty of quantile variances, but raises other important questions about, for e xample, event independence and the choice of threshold. Here an empirical s tudy of the influence of event independence and threshold choice is carried out by performing a GPD analysis of gust speed maxima from five island sit es in the north of Scotland. The expected invariance of the GPD shape param eter with choice of threshold is utilized to look for changes of characteri stic wind speed behavior with threshold. The impact of decadal variability in wind on GEV and GPD extreme wind speed predictions is also examined, and these predictions are compared with those from the simpler Gumbel and expo nential forms.