EXTREME
STATISTICS


Experiences
Es+ma+ng
100‐Year
Design
Condi+ons



Steve
Winterstein

stevewinterstein@alum.mit.edu


What
Is
the
100‐Year
Wave
Height?

•  North
Sea:
Waves
measured

from
instruments
mounted
on

jacket
structures

•  Measure:
wave
eleva+on
η(t)

•  Report:
HS=4ση every
3
hours

(N=2920
data/yr)

•  Seek:
H100
=
100‐year
HS,
from

18
years
of
data

Reference:
Winterstein,
S.R.,
Kleiven,
G.,
and
Hagen,
O.,
“Comparing
Extreme
Wave
Es+mates

from
Hourly
and
Annual
Data,
Proceedings,
ISOPE
2001,
Stavanger
Norway,
June
17‐22,
2001

URL:
sites/h^p://sites.google.com/site/stevewinterstein/publica+ons‐1/archival‐publica+ons


4
x
10‐6

[per
3‐hr
seastate]
 .EsAmaAng
H100:
Two
Approaches…
 •  Approach
1:
Use
all
HS
data
(one
value
per
3
hrs)
 N=2920
data/yr
 Fit
Weibull
model
of
HS
 P[HS

>
H100]
=
(100*2920)‐1

=
3.

4
x
10‐6

[per
3‐hr
seastate]
 •  Approach
2:
Use
only
HANN

=
annual
maxima
data
(one
value
 per
year)
 Fit
Gumbel
model
of
HANN
 P[HANN

>
H100]
=
(100)‐1

=
1
x
10‐2

[per
year]
 .EsAmaAng
H100:
Two
Approaches…
 •  Approach
1:
Use
all
HS
data
(one
value
per
3
hrs)
 N=2920
data/yr
 Fit
Weibull
model
of
HS
 P[HS

>
H100]
=
(100*2920)‐1

=
3.

4
x
10‐6

[per
3‐hr
seastate]
 •  Approach
2:
Use
only
HANN

=
annual
maxima
data
(one
value
 per
year)
 Fit
Gumbel
model
of
HANN
 P[HANN

>
H100]
=
(100)‐1

=
1
x
10‐2

[per
year]
 WHICH
IS
 BETTER?
 .EsAmaAng
H100:
Two
Approaches…
 •  Approach
1:
Use
all
HS
data
(one
value
per
3
hrs)
 N=2920
data/yr
 Fit
Weibull
model
of
HS
 P[HS

>
H100]
=
(100*2920)‐1

=
3.

5m

 .Approach
1:
FiJng
to
All
3‐Hour
Data
 Fit
to
3
 Moments
 of
HS
 ResulAng
 EsAmate:
 H100=14.

2m

 .Approach
2:
FiJng
to
Annual
Maxima

 Fit
to
2
 Moments
 of
HANN
 ResulAng
 EsAmate:
 H100=13.

Approach
2:
FiJng
to
Annual
Maxima

 Fit
to
2
 Moments
 of
HANN
 ResulAng
 EsAmate:
 H100=13.5m

 .2m

  10%
 lower
than
 Weibull
 esAmate
 H100=14.


 Fit
4
different
Weibull
distribu+ons
in
each
season
 Result:
no
effect
 .H100=13.2m
vs
14.5

Why
Different?
 •  Hypothesis
1:
Seasonal
Effects.


 Fit
4
different
Weibull
distribu+ons
in
each
season
 Result:
no
effect
 •  Hypothesis
2:
Clustering.5

Why
Different?
 •  Hypothesis
1:
Seasonal
Effects.2m
vs
14.H100=13.
 H100
=
14.5
assumes
all
3‐hour
data
independent
 Actual
3‐hr
data
cluster

should
reduce
H100
 .

H100=13.
 Fit
4
different
Weibull
distribu+ons
in
each
season
 Result:
no
effect
 •  Hypothesis
2:
Clustering.2m
vs
14.5
assumes
all
3‐hour
data
independent
 Actual
3‐hr
data
cluster

should
reduce
H100
 •  Hypothesis
3:
StaAsAcal
Uncertainty.
 H100
=
14.
 H100
=
13.5

Why
Different?
 •  Hypothesis
1:
Seasonal
Effects.2
uses
only
18
annual
maxima
 Considerable
uncertainty

should
favor
 H100=14.5m
 .


Clustering
Model:
Markovian
 .


 
Clustering
 has
liZle
 effect
on
 extremes
 .
Clustering
Model:
Markovian
 ResulAng
 EsAmate:
 H100=14.5m
 if
indep.2m
 …
vs
 H100=14.


StaAsAcal
Uncertainty
from
Moments:
 CONSIDER
MOMENT‐FIT
GUMBEL
MODEL
OF
HANN:
 UNCERTAINTY
IN
MOMENTS
GIVEN
18
DATA:

 COMBINING
THESE
RESULTS:


 DIFFERENCE
14.5‐13.2=1.4σ
UNLIKELY
(Normal:
p=8%)
 .3m=1.


obscured
by
global
fit
to
all
data
 Favors
models
of
annual
maxs
(or
storms
=
peak
Hs
over
threshold
8m)

 .Focus:
Upper
Tail
of
All
Data
 Tail
of
F_3‐hr

falls
off
sharply
above
h=10m.

OMAE
Paper
2009‐79691.nuing
Studies
 Sverre
Haver
and
 Einar
Nygaard
 StatoilHydro
 .
Presented

4
June
2009.
Hawaii
 Turkstra
Models
of
Current
Profiles
 Steve
Winterstein
 Stanford
Con.

NORTH
SEA
 CURRENTS
@
 Ormen
Lange
 .


 T=1‐2
yrs
 •  Concern
for
risers:
 drag
loads.NORTH
SEA
 CURRENTS
@
 Ormen
Lange
 ISSUES:
 •  Acous+c
sensors:
 current
data
over
 depth
>
1km.
VIV
 .

Current
Speeds
in
the
North
Sea…
 16
monthly
peaks
at
6
depths




 .

16
Monthly
Maxima
at
200m:
Gumbel
Scale
Plot
 What
happens
if
we
remove
lowest
4
points
(“quiet”
months
9‐12)?
 .

ExtrapolaAng
to
100‐Year
Levels
at
d=200m…
 .

17
=
17%
difference
in
current
speed
 • 1.obs

 • Exclude
Months
9‐‐12
‐‐‐>




X100
=
1.54/1.obs
 • 1.54
*
Xmax.172

























=
37%
difference
in
drag
load
 .ExtrapolaAng
to
100‐Year
Levels
at
d=200m…
 • ALL
16
Monthly
Data
‐‐‐‐>




X100
=
1.32
*
Xmax.32=1.

Seasonal
 Effects
 Among
 Monthly
 Maxima
in
 Current
 Datasets
 .

CONCLUSIONS
 WAVE
HEIGHT
EXAMPLE:
 Modelling
all
3‐hour
data
obscures
trends
in
tails
 Be^er
models
focus
directly
on
upper
tails:
 



annual
maxima
 



peaks
over
threshold
 .

CONCLUSIONS
 WAVE
HEIGHT
EXAMPLE:
 Modelling
all
3‐hour
data
obscures
trends
in
tails
 Be^er
models
focus
directly
on
upper
tails:
 



annual
maxima
 



peaks
over
threshold
 CURRENT
SPEED
EXAMPLE:

 Global
model
(of
all
monthly
maxs)
obscures
seasonal
effects
 Be^er
models
focus
on
upper
tails:

 


exclude
“quiet”
seasons
 


peaks
over
threshold
 Shorter
data
sets
of
current
speeds

more
sta+s+cal
uncertainty
 .

CONCLUSIONS
 WAVE
HEIGHT
EXAMPLE:
 Modelling
all
3‐hour
data
obscures
trends
in
tails
 Be^er
models
focus
directly
on
upper
tails:
 



annual
maxima
 



peaks
over
threshold
 CURRENT
SPEED
EXAMPLE:

 Global
model
(of
all
monthly
maxs)
obscures
seasonal
effects
 Be^er
models
focus
on
upper
tails:

 


exclude
“quiet”
seasons
 


peaks
over
threshold
 Shorter
data
sets
of
current
speeds

more
sta+s+cal
uncertainty
 GENERAL:
 Beware
of
models
that
include
“all”
data
vs
“all
relevant”
data
 .

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