Group of Marine Environment > 1.2 Probabilistic Models of Wave Parameters > Publications

Guedes Soares, C. and Scotto, M.G. (2004), “Application of the r Largest Order Statistics Model for Long-Term Predictions of Significant Wave Height” , Coastal Engineering, Vol. 51, pp. 387-394

In this paper we look at the extremal properties of time series of significant wave height by means of extreme value techniques. A case study of the northern North Sea data set is presented. A method based on filtering the observations in order to extract the r largest independent values is discussed. The limiting joint Generalized Extreme Value (GEV) distribution for the r largest order statistic model is used to estimate return values for 25, 50, and 100 years. We compare the results with those obtained from the annual maxima method. Motivation comes from reducing the statistical uncertainty among the estimators of quantiles and return values.

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http://www.sciencedirect.com/science/article/pii/S0378383904000523



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