Reliability of Extreme Wind Speeds Predicted by Extreme-Value Analysis
The reliability of extreme wind speed predictions at large mean recurrence intervals (MRI) is assessed by bootstrapping samples from representative known distributions. The classical asymptotic generalized extreme value distribution (GEV) and the generalized Pareto (GPD) distribution are compared wi...
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| Format: | Article |
| Language: | English |
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MDPI AG
2023-07-01
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| Series: | Meteorology |
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| Online Access: | https://www.mdpi.com/2674-0494/2/3/21 |
| _version_ | 1827725244194881536 |
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| author | Nicholas John Cook |
| author_facet | Nicholas John Cook |
| author_sort | Nicholas John Cook |
| collection | DOAJ |
| description | The reliability of extreme wind speed predictions at large mean recurrence intervals (MRI) is assessed by bootstrapping samples from representative known distributions. The classical asymptotic generalized extreme value distribution (GEV) and the generalized Pareto (GPD) distribution are compared with a contemporary sub-asymptotic Gumbel distribution that accounts for incomplete convergence to the correct asymptote. The sub-asymptotic model is implemented through a modified Gringorten method for epoch maxima and through the XIMIS method for peak-over-threshold values. The mean bias error is shown to be minimal in all cases, so that the variability expressed by the standard error becomes the principal reliability metric. Peak-over-threshold (POT) methods are shown to always be more reliable than epoch methods due to the additional sub-epoch data. The generalized asymptotic methods are shown to always be less reliable than the sub-asymptotic methods by a factor that increases with MRI. This study reinforces the previously published theory-based arguments that GEV and GPD are unsuitable models for extreme wind speeds by showing that they also provide the least reliable predictions in practice. A new two-step Weibull-XIMIS hybrid method is shown to have superior reliability. |
| first_indexed | 2024-03-10T22:27:39Z |
| format | Article |
| id | doaj.art-0878cd166676421b929df6cfe21a667e |
| institution | Directory Open Access Journal |
| issn | 2674-0494 |
| language | English |
| last_indexed | 2024-03-10T22:27:39Z |
| publishDate | 2023-07-01 |
| publisher | MDPI AG |
| record_format | Article |
| series | Meteorology |
| spelling | doaj.art-0878cd166676421b929df6cfe21a667e2023-11-19T11:57:42ZengMDPI AGMeteorology2674-04942023-07-012334436710.3390/meteorology2030021Reliability of Extreme Wind Speeds Predicted by Extreme-Value AnalysisNicholas John Cook0Independent Researcher, Highcliffe-on-Sea, Dorset BH23 5DH, UKThe reliability of extreme wind speed predictions at large mean recurrence intervals (MRI) is assessed by bootstrapping samples from representative known distributions. The classical asymptotic generalized extreme value distribution (GEV) and the generalized Pareto (GPD) distribution are compared with a contemporary sub-asymptotic Gumbel distribution that accounts for incomplete convergence to the correct asymptote. The sub-asymptotic model is implemented through a modified Gringorten method for epoch maxima and through the XIMIS method for peak-over-threshold values. The mean bias error is shown to be minimal in all cases, so that the variability expressed by the standard error becomes the principal reliability metric. Peak-over-threshold (POT) methods are shown to always be more reliable than epoch methods due to the additional sub-epoch data. The generalized asymptotic methods are shown to always be less reliable than the sub-asymptotic methods by a factor that increases with MRI. This study reinforces the previously published theory-based arguments that GEV and GPD are unsuitable models for extreme wind speeds by showing that they also provide the least reliable predictions in practice. A new two-step Weibull-XIMIS hybrid method is shown to have superior reliability.https://www.mdpi.com/2674-0494/2/3/21generalized extreme value distributiongeneralized Pareto distributionWeibull distributionGringorten estimatorXIMISbootstrapping |
| spellingShingle | Nicholas John Cook Reliability of Extreme Wind Speeds Predicted by Extreme-Value Analysis Meteorology generalized extreme value distribution generalized Pareto distribution Weibull distribution Gringorten estimator XIMIS bootstrapping |
| title | Reliability of Extreme Wind Speeds Predicted by Extreme-Value Analysis |
| title_full | Reliability of Extreme Wind Speeds Predicted by Extreme-Value Analysis |
| title_fullStr | Reliability of Extreme Wind Speeds Predicted by Extreme-Value Analysis |
| title_full_unstemmed | Reliability of Extreme Wind Speeds Predicted by Extreme-Value Analysis |
| title_short | Reliability of Extreme Wind Speeds Predicted by Extreme-Value Analysis |
| title_sort | reliability of extreme wind speeds predicted by extreme value analysis |
| topic | generalized extreme value distribution generalized Pareto distribution Weibull distribution Gringorten estimator XIMIS bootstrapping |
| url | https://www.mdpi.com/2674-0494/2/3/21 |
| work_keys_str_mv | AT nicholasjohncook reliabilityofextremewindspeedspredictedbyextremevalueanalysis |