The r largest order statistics model for extreme wind speed estimation

被引:28
|
作者
An, Ying [1 ]
Pandey, M. D. [1 ]
机构
[1] Univ Waterloo, Dept Civil Engn, Waterloo, ON N2L 3G1, Canada
基金
加拿大自然科学与工程研究理事会;
关键词
wind speed; extrenic value estimation; generalized extreme value distributions; order statistics; annual maxima; maximum likelihood method; method of independent storm;
D O I
10.1016/j.jweia.2006.05.008
中图分类号
TU [建筑科学];
学科分类号
0813 ;
摘要
The paper presents the statistical estimation of extreme wind speed using annually r largest order statistics (r-LOS) extracted from the time series of wind data. The method is based on a joint generalized extreme value distribution of r-LOS derived from the theory of Poisson process. The parameter estimation is based on the method of maximum likelihood. The hourly wind speed data collected at 30 stations in Ontario, Canada, are analyzed in the paper. The results of r-LOS method are compared with those obtained from the method of independent storms (MIS) and specifications of the Canadian National Building Code (CNBC-1995). The CNBC estimates are apparently conservative upper bound due to large sampling error associated with annual maxima analysis. Using the r-LOS method, the paper shows that the wind pressure data can be Suitably modelled by the Gumbel distribution. (c) 2006 Elsevier Ltd. All rights reserved.
引用
收藏
页码:165 / 182
页数:18
相关论文
共 50 条
  • [21] Automated selection of r for the r largest order statistics approach with adjustment for sequential testing
    Bader, Brian
    Yan, Jun
    Zhang, Xuebin
    STATISTICS AND COMPUTING, 2017, 27 (06) : 1435 - 1451
  • [22] A change-point model for the r-largest order statistics with applications to environmental and financial data
    Moura e Silva, Wyara Vanesa
    do Nascimento, Fernando Ferraz
    Bourguignon, Marcelo
    APPLIED MATHEMATICAL MODELLING, 2020, 82 : 666 - 679
  • [23] Estimation of extreme Pareto quantiles using upper order statistics
    Sveinsson, Óli G.B.
    Boes, Duane C.
    Salas, Jose D.
    2002, IAHS Press
  • [24] Estimation of extreme Pareto quantiles using upper order statistics
    Sveinsson, OGB
    Boes, DC
    Salas, JD
    EXTREMES OF THE EXTREMES: EXTRAORDINARY FLOODS, 2002, (271): : 289 - 297
  • [25] Estimation of the third-order parameter in extreme value statistics
    Yuri Goegebeur
    Tertius de Wet
    TEST, 2012, 21 : 330 - 354
  • [26] Estimation of the third-order parameter in extreme value statistics
    Goegebeur, Yuri
    de Wet, Tertius
    TEST, 2012, 21 (02) : 330 - 354
  • [27] Extreme order statistics
    Janke, W
    Berg, BA
    Billoire, A
    NUCLEAR PHYSICS B-PROCEEDINGS SUPPLEMENTS, 2003, 119 : 867 - 869
  • [28] REVIEW OF WEIBULL STATISTICS FOR ESTIMATION OF WIND-SPEED DISTRIBUTIONS
    CONRADSEN, K
    NIELSEN, LB
    PRAHM, LP
    JOURNAL OF CLIMATE AND APPLIED METEOROLOGY, 1984, 23 (08): : 1173 - 1183
  • [29] Extreme learning machine approach for sensorless wind speed estimation
    Nikolic, Vlastimir
    Motamedi, Shervin
    Shamshirband, Shahaboddin
    Petkovic, Dalibor
    Ch, Sudheer
    Arif, Mohammad
    MECHATRONICS, 2016, 34 : 78 - 83
  • [30] Extreme wind speed risk evaluation model and application
    Sahin, AD
    Sen, Z
    WIND ENGINEERING INTO THE 21ST CENTURY, VOLS 1-3, 1999, : 323 - 327