A model for extreme wind gusts

Citation
D. Walshaw et Cw. Anderson, A model for extreme wind gusts, J ROY STA C, 49, 2000, pp. 499-508
Citations number
11
Categorie Soggetti
Mathematics
Journal title
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS
ISSN journal
00359254 → ACNP
Volume
49
Year of publication
2000
Part
4
Pages
499 - 508
Database
ISI
SICI code
0035-9254(2000)49:<499:AMFEWG>2.0.ZU;2-P
Abstract
Estimates of the largest wind gust that will occur at a given location over a specified period are required by civil engineers. Estimation is usually based on models which are derived from the limiting distributions of maxima of stationary time series and which are fitted to data on extreme gusts. I n this paper we develop a model for maximum gusts which also incorporates d ata on hourly mean speeds through a distributional relationship between max ima and means. This joint model is closely linked to the physical processes which generate the most extreme values and thus provides a mechanism by wh ich data on means can augment those on gusts. It is argued that this increa ses the credibility of extrapolation in estimates of long period return gus ts. The model is shown to provide a good fit to data obtained at a location in northern England and is compared with a more traditional modelling appr oach, which also performs well for this site.