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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Bibliographic Details
Authors: Durán Rosal, Antonio Manuel, Carbonero Ruz, Mariano, Gutiérrez, Pedro Antonio, Hervás Martínez, César
Format: article
Publication Date:2022
Country:España
Institution:Universidad Loyola Andalucía
Repository:Brújula
OAI Identifier:oai:repositorio.uloyola.es:20.500.12412/4812
Online Access:https://hdl.handle.net/20.500.12412/4812
Access Level:Open access
Keyword:Mixed distribution
Peak-Over-Threshold
Wave
Height estimation
Description
Summary: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.