Editorial Type:
Article
Article Type:
Research Article

Tests of the Generalized Pareto Distribution for Predicting Extreme Wind Speeds

B. B. Brabson Department of Physics, Indiana University, Bloomington, Indiana

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J. P. Palutikof Climatic Research Unit, University of East Anglia, Norwich, United Kingdom

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Print Publication:
01 Sep 2000
DOI:
https://doi.org/10.1175/1520-0450(2000)039<1627:TOTGPD>2.0.CO;2
Page(s):
1627–1640
Restricted access

Abstract

Extreme wind speed predictions are often based on statistical analysis of site measurements of annual maxima, using one of the Generalized Extreme Value (GEV) distributions. An alternative method applies one of the Generalized Pareto Distributions (GPD) to all measurements over a chosen threshold (peaks over threshold). This method increases the number of measurements included in the analysis, and correspondingly reduces the statistical uncertainty of quantile variances, but raises other important questions about, for example, event independence and the choice of threshold. Here an empirical study of the influence of event independence and threshold choice is carried out by performing a GPD analysis of gust speed maxima from five island sites in the north of Scotland. The expected invariance of the GPD shape parameter with choice of threshold is utilized to look for changes of characteristic wind speed behavior with threshold. The impact of decadal variability in wind on GEV and GPD extreme wind speed predictions is also examined, and these predictions are compared with those from the simpler Gumbel and exponential forms.

Corresponding author address: B. B. Brabson, Department of Physics, Indiana University, Bloomington, IN 47405.

Abstract

Extreme wind speed predictions are often based on statistical analysis of site measurements of annual maxima, using one of the Generalized Extreme Value (GEV) distributions. An alternative method applies one of the Generalized Pareto Distributions (GPD) to all measurements over a chosen threshold (peaks over threshold). This method increases the number of measurements included in the analysis, and correspondingly reduces the statistical uncertainty of quantile variances, but raises other important questions about, for example, event independence and the choice of threshold. Here an empirical study of the influence of event independence and threshold choice is carried out by performing a GPD analysis of gust speed maxima from five island sites in the north of Scotland. The expected invariance of the GPD shape parameter with choice of threshold is utilized to look for changes of characteristic wind speed behavior with threshold. The impact of decadal variability in wind on GEV and GPD extreme wind speed predictions is also examined, and these predictions are compared with those from the simpler Gumbel and exponential forms.

Corresponding author address: B. B. Brabson, Department of Physics, Indiana University, Bloomington, IN 47405.

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Journal of Applied Meteorology and Climatology

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