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EMIL SIMIU
BuiUing and fire Research Leborato~,
National Institute of Standards end TwhnologK
Gaitharsbug, MD 20899, USA
SUMMARY
Extreme wind loads used in design include nominal design wind loads
(e.g. , the 50-yr wind load) and ultimate wind loads. This paper
briefly reviews the relationship between extreme wind loads and
extreme wind speeds, assessments of epochal versus ‘peak-over-
threshold’ approaches for estimating extreme non-tornadic winds in
areas not subjected to tropical storms, and methods for estimating
extremes from short records. Also reviewed are wind direction
effects, and the estimation of extreme winds due to tropical cyclones
(hurricanes) and tornadoes. We point out uncertainties due to mo,del
shortcomings and insufficient data, safety concerns due to current
inconsistent uses of reliability concepts, and the implications of
these concerns for code writing.
INTRODUCTION
109
___ ._. . . .._ . .
camot be counted on to prevent loss of life, it LS also important,
from a safety point of view.
p(e)-kpc(o)v(e)z (1)
Wj-(lUaX~[pj(#i)])l/2 (3)
111
.
112
.
113
the limited availability of long-term data, the current insufficiency
of comprehensive meteorological models available to the extreme wind
analyst, and limitations inherent in statistical procedures. We
describe some recent contributions to these efforts.
Several methods have been proposed for estimating GPD parameters: the
Conditional Mean Exceedance method (CME), the Pickands method, and
the Dekkers-Einmahl-de Haan method (or, for brevity, the de Haan
method).
Conditional Mean Exceedance (CME) Method, The CME (or mean residual
life — MRL - as it it usually termed in biometric or reliability
contexts) is the expectation of the amount by which a value exceeds
a threshold u, conditional on that threshold being attained. If the
excee&nce data are fitted by the GPD model and c < 1, u > 0, and
a+uc > 0, then the CME plot (i.e., CME vs. u) should follow a line
with intercepc a/(1-c) and slope c/(1-c) (Davisson and Smith, 1990).
The linearity of the CME plot can thus be used as an indicator of the
appropriateness of the GPD model, and both c and a can be estimated
from the CME plot.
c (x(~’) - X(4*))
a- (8)
2e-1
115
De Haan Method. Recent work by de Haan (1994) and coworkers provides
a moment-based estimator which, like Pickands’ estimator, is
asymptotically unbiased for the true tail parameter and, in addition,
is asymptotically normal. We now describe this estimator, using the
order-statistic notation introduced above.
Let n denote the total number of data and k the number of data
above the threshold u. (Note that u is then the (k+l)-th highest data
point.) Compute, for r-1 and r-2, the quantities
k-1
~(r) .1 z [log2&i,n - 10*,J’ (9)
k i-o
where &_i,n denotes the (i+l)-th highest value in the set (Note that
~,n=u.) The esttmetors of a and c are then
1
6-&(l)+l- (lOb)
2(1 - (&(l))2&(2))
Therefore
116
x~-y+u (14)
UG - (61J2
/%)s(x) (17)
where r is the gamma function (Johnson and Kotz, 1972). For the GI?D,
Comparison of Estimation Methods. The CHE and the de Haan methods are
competitive. Both methods are superior to the Pickands method. The de
Haan method gives better estimatea than the CME method for extremes
with large mean recurrence intervals. Note, however, that the de ‘Haan
method as described in Gross et al. (1994) was based on the de Haan
estimator of the parameter c (Eq. 10b), and on an estimator of the
parameter a less precise than Eq. 10b. For this reason it: is
reasonable to expect that the de Haan method that makes use of both
Eqs. 10a and 10b performs better than the CME method.
117
a mean exceed.snce rate of 5/yr to 15/yr.
,10
with short records into “superstations” with long records. The
acceptability of this technique is a function of the degree of mutual
dependence of the storm occurrences at the various stations being
consolidated.
(4) The maximum wind speeds, vi, (1-1,2 ,..,n) inducedby each of these
hurricanes at the location of concern are calculated on the basis of
the climatological characteristics thus obtained and of the physical
model of the hurricane wind field, including a ❑odel for the decay of
the storm as it travels over land. Thus, a set of n hurricane wind
speeds is calculated , which is consistent with the statistical data
on climatological characteristics of hurricanes in the region of
interest.
ZwtNADO WINIx
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