scispace - formally typeset
Search or ask a question
Proceedings Article

Statistical modelling of extreme ocean climate with incorporation of storm clustering

Abstract: Knowledge of the extreme ocean climate is essential for the accurate assessment of coastal hazards to facilitate risk informed decision making in coastal planning and management. Clustered storm events, where two or more storms occur within a relatively short space of time, may induce disproportionately large coastal erosion compared to non-clustered storm events. Therefore this study aims to develop a statistical approach to modelling the frequency and intensity of storm events on the eastern and southern coast of Australia, with a focus on examining storm clustering. This paper presents the preliminary analysis of the recently developed methods and results when they are applied to a study site on the central coast of New South Wales, Australia. This study is a key component of the Bushfire and Natural Hazards CRC Project “Resilience to clustered disaster events on the coast - storm surge” that aims to develop a new method to quantify the impact of coincident and clustered disaster events on the coast. Extreme storm events at a given site can be described using multivariate summary statistics, including the events' maximum significant wave height (H), median wave period, median wave direction, duration, peak storm surge, and time of occurrence. This requires a definition of individual storm events, so the current methodology firstly involves the extraction of storm events from a 30-year timeseries of observations. Events are initially defined using a peaks-over-threshold approach based on the significant wave height with the 95% exceedance quantile (2.93 m) adopted as the threshold. Subsequently, these events are manually checked against sea-level pressure data to examine if closely spaced events are generated by the same meteorological system, and if so the events are combined. This means that the final event set is more likely to consist of meteorologically independent storm events. Various statistical techniques are applied to model the magnitude and frequency of the extracted storm events. A number of variations on the non-homogenous Poisson process model are developed to estimate the event occurrence rate, duration and spacing. The models account for the sub-annual variations in the occurrence rate, temporal dependency between successive events, and the finite duration of events. The results indicate that in the current dataset, closely spaced events are more temporally spread out than would be expected if the event timings are independent, which we term anti-clustering. A particular marginal distribution is fitted to each variable, i.e. a Generalised Pareto (GP) distribution for Hsig, and Pearson type 3 (PE3) distributions for duration and tidal residual. Empirical marginal distributions are employed for wave period and direction. The joint cumulative distribution function of all storm magnitude statistics is modelled by constructing the dependency structure using Copula functions. Two methods are tested: a t-copula and a combination of a Gumbel and Gaussian copulas. Comparison of modelled and observed scatterplots shows similar patterns. Goodness-of-fit tests such as Komologorov-Smirnov (K-S) tests, Chi-square tests and AIC and BIC are used to quantitatively evaluate the fitting qualities and to assess model parsimony, along with graphical visualisations, e.g. QQ plots. Based on this approach, a long-term synthetic time-series of storm events (10 years) is generated using the event magnitude and timing simulated with the fitted models. These long-term synthetic events can be used to derive exceedance probabilities and to construct designed storm events to be applied to beach erosion modelling.
Citations
More filters
Journal ArticleDOI
TL;DR: In this article, a probabilistic model for the modeling of non-stationary coastal storm event sequences is presented, which is used to integrate seasonal, climatic and long-term nonstationarities into coastal erosion hazard assessments.

30 citations

15 Aug 2016
TL;DR: In this paper, the authors developed a new method to compare the potential effect of STORMS on buildings and infrastructures in the NSW coastline and their impact on infrastructure.
Abstract: THE AIM OF THE PROJECT IS TO DEVELOP A NEW METHOD TO QUANTIFY THE POTENTIAL HAZARD ASSOCIATED WITH COINCIDENT AND CLUSTERED DISASTER EVENTS ON THE COAST, WITH AN INITIAL FOCUS ON STORMS THAT ERODE AND RESHAPE THE COASTLINE AND IMPACT ON BUILDINGS AND INFRASTRUCTURE. TO DATE, A RANGE OF BASELINE DATA HAS BEEN IDENTIFIED AND COLLECTED FOR TWO STUDY SITES WHERE EROSION IS AN ACTIVE MANAGEMENT ISSUE; ADELAIDE METROPOLITAN BEACHES (SA) AND OLD BAR (NSW MID-NORTH COAST). EXAMPLES OF INTEGRATED DATASETS FOR EACH STUDY SITE ARE PRESENTED WITH INITIAL RESULTS FROM THE STATISTICAL MODELLING OF STORM EVENTS.

1 citations

References
More filters
Journal Article
TL;DR: Copyright (©) 1999–2012 R Foundation for Statistical Computing; permission is granted to make and distribute verbatim copies of this manual provided the copyright notice and permission notice are preserved on all copies.
Abstract: Copyright (©) 1999–2012 R Foundation for Statistical Computing. Permission is granted to make and distribute verbatim copies of this manual provided the copyright notice and this permission notice are preserved on all copies. Permission is granted to copy and distribute modified versions of this manual under the conditions for verbatim copying, provided that the entire resulting derived work is distributed under the terms of a permission notice identical to this one. Permission is granted to copy and distribute translations of this manual into another language, under the above conditions for modified versions, except that this permission notice may be stated in a translation approved by the R Core Team.

272,030 citations


"Statistical modelling of extreme oc..." refers background in this paper

  • ...4 = 0 otherwise Eventually, the model is coded in R (R Development Core Team 2012)....

    [...]

Book
01 Jan 1999
TL;DR: This book discusses the fundamental properties of copulas and some of their primary applications, which include the study of dependence and measures of association, and the construction of families of bivariate distributions.
Abstract: The study of copulas and their role in statistics is a new but vigorously growing field. In this book the student or practitioner of statistics and probability will find discussions of the fundamental properties of copulas and some of their primary applications. The applications include the study of dependence and measures of association, and the construction of families of bivariate distributions. This book is suitable as a text or for self-study.

8,626 citations


"Statistical modelling of extreme oc..." refers background in this paper

  • ...The t-copula is an elliptical copula, which is similar to a Gaussian copula but has some tail dependence and simply generalises to the multivariate case (Nelsen 1999)....

    [...]

  • ...copula, which is similar to a Gaussian copula but has some tail dependence and simply generalises to the multivariate case (Nelsen 1999)....

    [...]

MonographDOI
TL;DR: In this paper, the authors present a regional L-moments algorithm for detecting homogeneous regions in a set of homogeneous data points and then select a frequency distribution for each region.
Abstract: Preface 1. Regional frequency analysis 2. L-moments 3. Screening the data 4. Identification of homogeneous regions 5. Choice of a frequency distribution 6. Estimation of the frequency distribution 7. Performance of the regional L-moment algorithm 8. Other topics 9. Examples Appendix References Index of notation.

2,329 citations


"Statistical modelling of extreme oc..." refers background or methods in this paper

  • ...The two alternatives are fitted to the data using MLE....

    [...]

  • ...The θ parameters are estimated using the Maximum Likelihood Estimation (MLE)....

    [...]

  • ...These distributions are fitted to the data using L-moments, which are often suggested for small-sample studies where they may be more robust than MLE (Hosking and Wallis 1997)....

    [...]

  • ...Figure 5 is an L-moment ratio diagram (Hosking and Wallis 1997), which suggests that the Generalised Pareto (GP) or Pearson type 3 (PE3) distributions may be appropriate for Hsig and duration, while a Gaussian or PE3 distribution may be appropriate for the tidal residual....

    [...]

Journal ArticleDOI
TL;DR: In this paper, the Gaussian copula has been used for field significance determination, regional risk analysis, discharge-duration-frequency (QdF) models with design hydrograph derivation and regional frequency analysis.

309 citations


"Statistical modelling of extreme oc..." refers methods in this paper

  • ...The Gaussian copula has the advantage of simplicity and has been widely applied to extreme value analysis in ocean climate and hydrology (e.g. Hosking and Wallis 1988; Renard and Lang 2007; Schölzel and Friederichs 2008)....

    [...]

Journal ArticleDOI
TL;DR: Observations of daily precipitation and temperature are fitted to a bivariate model and demonstrate, that copulas are valuable complement to the commonly used methods.
Abstract: . Probability distributions of multivariate random variables are generally more complex compared to their univariate counterparts which is due to a possible nonlinear dependence between the random variables. One approach to this problem is the use of copulas, which have become popular over recent years, especially in fields like econometrics, finance, risk management, or insurance. Since this newly emerging field includes various practices, a controversial discussion, and vast field of literature, it is difficult to get an overview. The aim of this paper is therefore to provide an brief overview of copulas for application in meteorology and climate research. We examine the advantages and disadvantages compared to alternative approaches like e.g. mixture models, summarize the current problem of goodness-of-fit (GOF) tests for copulas, and discuss the connection with multivariate extremes. An application to station data shows the simplicity and the capabilities as well as the limitations of this approach. Observations of daily precipitation and temperature are fitted to a bivariate model and demonstrate, that copulas are valuable complement to the commonly used methods.

287 citations


"Statistical modelling of extreme oc..." refers background or methods in this paper

  • ...…event timings and magnitudes appear to be stochastic with events characterised by a range of variables, suggesting a multivariate statistical modelling approach, in which the event variables are treated as random and described in terms of probability distributions (Schölzel and Friederichs 2008)....

    [...]

  • ...Extreme event timings and magnitudes appear to be stochastic with events characterised by a range of variables, suggesting a multivariate statistical modelling approach, in which the event variables are treated as random and described in terms of probability distributions (Schölzel and Friederichs 2008)....

    [...]

  • ...The Gaussian copula has the advantage of simplicity and has been widely applied to extreme value analysis in ocean climate and hydrology (e.g. Hosking and Wallis 1988; Renard and Lang 2007; Schölzel and Friederichs 2008)....

    [...]