A mixed distribution to fix the threshold for Peak-Over-Threshold wave height estimation

Modelling extreme values distributions, such as wave height time series where the higher waves are much less frequent than the lower ones, has been tackled from the point of view of the Peak-OverThreshold (POT) methodologies, where modelling is based on those values higher than a threshold. This thr...

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Detalhes bibliográficos
Autores: Durán Rosal, Antonio Manuel, Carbonero Ruz, Mariano, Gutiérrez, Pedro Antonio, Hervás Martínez, César
Formato: artículo
Fecha de publicación:2022
País:España
Recursos:Universidad Loyola Andalucía
Repositorio:Brújula
OAI Identifier:oai:repositorio.uloyola.es:20.500.12412/4812
Acesso em linha:https://hdl.handle.net/20.500.12412/4812
Access Level:acceso abierto
Palavra-chave:Mixed distribution
Peak-Over-Threshold
Wave
Height estimation
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spelling A mixed distribution to fix the threshold for Peak-Over-Threshold wave height estimationDurán Rosal, Antonio ManuelCarbonero Ruz, MarianoGutiérrez, Pedro AntonioHervás Martínez, CésarMixed distributionPeak-Over-ThresholdWaveHeight estimationModelling extreme values distributions, such as wave height time series where the higher waves are much less frequent than the lower ones, has been tackled from the point of view of the Peak-OverThreshold (POT) methodologies, where modelling is based on those values higher than a threshold. This threshold is usually predefned by the user, while the rest of values are ignored. In this paper, we propose a new method to estimate the distribution of the complete time series, including both extreme and regular values. This methodology assumes that extreme values time series can be modelled by a normal distribution in a combination of a uniform one. The resulting theoretical distribution is then used to fx the threshold for the POT methodology. The methodology is tested in nine real-world time series collected in the Gulf of Alaska, Puerto Rico and Gibraltar (Spain), which are provided by the National Data Buoy Center (USA) and Puertos del Estado (Spain). By using the Kolmogorov-Smirnov statistical test, the results confrm that the time series can be modelled with this type of mixed distribution. Based on this, the return values and the confdence intervals for wave height in diferent periods of time are also calculated.2022info:eu-repo/semantics/articlehttps://hdl.handle.net/20.500.12412/4812reponame:Brújulainstname:Universidad Loyola AndalucíaInglésThresholdhttp://creativecommons.org/licenses/by-nc-nd/4.0/info:eu-repo/semantics/openAccessoai:repositorio.uloyola.es:20.500.12412/48122026-06-24T12:48:37Z
dc.title.none.fl_str_mv A mixed distribution to fix the threshold for Peak-Over-Threshold wave height estimation
title A mixed distribution to fix the threshold for Peak-Over-Threshold wave height estimation
spellingShingle A mixed distribution to fix the threshold for Peak-Over-Threshold wave height estimation
Durán Rosal, Antonio Manuel
Mixed distribution
Peak-Over-Threshold
Wave
Height estimation
title_short A mixed distribution to fix the threshold for Peak-Over-Threshold wave height estimation
title_full A mixed distribution to fix the threshold for Peak-Over-Threshold wave height estimation
title_fullStr A mixed distribution to fix the threshold for Peak-Over-Threshold wave height estimation
title_full_unstemmed A mixed distribution to fix the threshold for Peak-Over-Threshold wave height estimation
title_sort A mixed distribution to fix the threshold for Peak-Over-Threshold wave height estimation
dc.creator.none.fl_str_mv Durán Rosal, Antonio Manuel
Carbonero Ruz, Mariano
Gutiérrez, Pedro Antonio
Hervás Martínez, César
author Durán Rosal, Antonio Manuel
author_facet Durán Rosal, Antonio Manuel
Carbonero Ruz, Mariano
Gutiérrez, Pedro Antonio
Hervás Martínez, César
author_role author
author2 Carbonero Ruz, Mariano
Gutiérrez, Pedro Antonio
Hervás Martínez, César
author2_role author
author
author
dc.subject.none.fl_str_mv Mixed distribution
Peak-Over-Threshold
Wave
Height estimation
topic Mixed distribution
Peak-Over-Threshold
Wave
Height estimation
description Modelling extreme values distributions, such as wave height time series where the higher waves are much less frequent than the lower ones, has been tackled from the point of view of the Peak-OverThreshold (POT) methodologies, where modelling is based on those values higher than a threshold. This threshold is usually predefned by the user, while the rest of values are ignored. In this paper, we propose a new method to estimate the distribution of the complete time series, including both extreme and regular values. This methodology assumes that extreme values time series can be modelled by a normal distribution in a combination of a uniform one. The resulting theoretical distribution is then used to fx the threshold for the POT methodology. The methodology is tested in nine real-world time series collected in the Gulf of Alaska, Puerto Rico and Gibraltar (Spain), which are provided by the National Data Buoy Center (USA) and Puertos del Estado (Spain). By using the Kolmogorov-Smirnov statistical test, the results confrm that the time series can be modelled with this type of mixed distribution. Based on this, the return values and the confdence intervals for wave height in diferent periods of time are also calculated.
publishDate 2022
dc.date.none.fl_str_mv 2022
dc.type.none.fl_str_mv info:eu-repo/semantics/article
format article
dc.identifier.none.fl_str_mv https://hdl.handle.net/20.500.12412/4812
url https://hdl.handle.net/20.500.12412/4812
dc.language.none.fl_str_mv Inglés
language_invalid_str_mv Inglés
dc.relation.none.fl_str_mv Threshold
dc.rights.none.fl_str_mv http://creativecommons.org/licenses/by-nc-nd/4.0/
info:eu-repo/semantics/openAccess
rights_invalid_str_mv http://creativecommons.org/licenses/by-nc-nd/4.0/
eu_rights_str_mv openAccess
dc.source.none.fl_str_mv reponame:Brújula
instname:Universidad Loyola Andalucía
instname_str Universidad Loyola Andalucía
reponame_str Brújula
collection Brújula
repository.name.fl_str_mv
repository.mail.fl_str_mv
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