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Estuarine, Coastal and Shelf Science 242 (2020) 106860

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Estuarine, Coastal and Shelf Science


journal homepage: http://www.elsevier.com/locate/ecss

Bivariate copula modelling of successive wave periods in combined


sea states
Weinan Huang , Xinyu Han , Sheng Dong *
College of Engineering, Ocean University of China, Qingdao, 266100, PR China

A R T I C L E I N F O A B S T R A C T

Keywords: The joint distribution of successive wave periods plays a very important role in the study of resonant effects on
Successive wave periods coastal and marine structures. Until recently, studies on the statistics of consecutive periods have almost
Bivariate distribution exclusively focused on single-wave systems. This paper proposes a parametric model established from a com­
Parametric model
bination of a mixture lognormal distribution and Gaussian copula to describe individual successive wave periods
Mixture model
Gaussian copula
in combined sea states. This new model, together with two additional distributions based on the conditional
Combined sea states modelling method and the copula function, respectively, are compared, with reference to secondary wave data
collected in laboratory experiments and simulated data obtained by a six-parameter Ochi-Hubble model. Nine
types of combined sea states are considered and discussed. The conditional probability of the wave period, given
by the previous wave period, is used to assess the application of the adopted models to the resonance study.
Conventional models are unsuitable when the patterns exhibit multimodal characteristics and involve two-wave
systems whose spectral peaks are widely separated. The mixture model provides a more accurate description of
the bivariate distribution and improved performance in the analysis of the resonant effects on marine structures
than the other two approaches.

1. Introduction Bretschneider (1959), Myrhaug and Rue (1993b) presented a bivariate


Weibull distribution by transforming a two-dimensional Rayleigh dis­
The joint behaviour of successive individual wave periods is of sig­ tribution. Myrhaug et al. (1995) used this model to investigate its
nificant interest in ocean and coastal engineering applications, such as application to the rolling of ships in beam seas. Myrhaug and Rue (1998)
the analysis of resonant oscillations of ships and structures (Myrhaug used a revised version of the two-dimensional Weibull distribution
et al., 2000) and wave power extraction (Venugopal and Smith, 2007). based on a best fit of the Weibull function to the marginal distribution.
Although many studies have been performed on the statistics of suc­ This model was compared with the previous method of Myrhaug and
cessive wave heights (Arhan and Ezraty, 1978; Longuet–Higgins, 1984; Rue (1993b) using observed data; it showed better agreement. Rodrí­
Wist et al., 2002; Fedele, 2005), surf parameters (Myrhaug and Rue, guez and Guedes Soares (2001) used the Myrhaug and Rue (1993b)
2009; Myrhaug and Leira, 2011), wave steepness (Myrhaug and Rue, model to examine the degree of dependence between successive wave
1993a), and other simultaneously occurring ocean wave parameters, periods in mixed sea states using simulated data, which were divided
studies of the bivariate distribution of successive wave periods have into nine categories according to the Sea Swell Energy Ratio (SSER) and
received less attention. Inter-modal Distance (ID) proposed by Rodríguez and Guedes Soares
To date, three types of parametric methods have been used to model (1999). The results showed that the pattern of the distribution was
the bivariate distribution. The first method adopted the two- significantly affected by the superposition of the two-wave systems, and
dimensional Weibull distribution function. Kimura (1980) focused on the two-dimensional Weibull model was incapable of describing the
the statistical properties of the run of wave periods falling in the reso­ modes. The second method utilised the conditional modelling approach.
nant period band of the oscillation system consecutively, and a Myrhaug and Slaattelid (1999) established a joint distribution by uti­
two-dimensional Weibull distribution was applied to fit the transition lising the conditional probability density function. To construct this
probability of the wave period train. Based on the wave period model of model, a combination of two two-parameter Weibull models was used to

* Corresponding author.
E-mail address: dongsh@ouc.edu.cn (S. Dong).

https://doi.org/10.1016/j.ecss.2020.106860
Received 28 January 2020; Received in revised form 20 May 2020; Accepted 21 May 2020
Available online 23 May 2020
0272-7714/© 2020 Elsevier Ltd. All rights reserved.
W. Huang et al. Estuarine, Coastal and Shelf Science 242 (2020) 106860

fit the marginal distribution and conditional distribution of the wave heights and periods. Kimura (1981) analysed the relationship between
periods. The statistical properties of the measurements at the Frigg field the shape parameter of the Weibull distribution and the spectral width
were well represented by this model. Myrhang et al. (2000) used the parameter. Wist et al. (2004) found that the generalised Gamma distri­
models of Myrhaug and Rue (1993b, 1998) and Myrhaug and Slaattelid bution better captured the shape of the distribution than the Lon­
(1999) to describe the statistics of successive wave periods and discussed guet–Higgins (1975, 1983) model and the Cavani� e et al. (1976) model.
the risk assessment of the resonant period of ships in beam waves. The Sea states with a bimodal spectral structure could occur owing to the
third method used the copula function to calculate the joint distribution. mixture of various wave systems, as represented by the coexistence of
Wist (2003) applied the Gaussian copula to describe the joint statistics of wind waves and swells (Aranuvachapun, 1987; Guedes Soares and
successive wave periods by Nataf transformation. This univariate dis­ Carvalho, 2012). However, studies on the statistical properties of wave
tribution of wave periods was modelled with a generalised Gamma periods in a combined sea state are scarce. Rodrí;guez et al. (2004)
distribution. The results of the laboratory data, field data, and simulated investigated the statistics of zero-up-crossing wave periods in nine types
data showed that this model provided better agreement compared with of mixed sea states using simulated data. They reported that only the
the two-dimensional Weibull distribution model. They also indicated Myrhaug and Slaattelid (1999) model provided an adequate fit, whereas
that the pattern of successive wave periods for large waves could be the Cavani� e et al. (1976) and Longuet-Higgins (1983) models diverged
approximated by a Gaussian probability density function. considerably from the observed distributions. Their study supported the
A copula-based approach for the modelling of ocean wave conditions suspicions of Myrhaug and Slaattelid (1999) that the various statistics
has received increased attention recently. After the copula theory was for shorter and longer periods might be attributed to the mix of
first proposed by Sklar (1959), various types of copulas have been two-wave systems. Guedes Soares and Carvalho (2003, 2012) utilised
widely used to build joint distribution models in the fields of coastal and observational data measured off the Portuguese and Spanish coasts to
ocean engineering. Corbella and Stretch (2013) attempted to provide verify the above results.
realistic storm simulations using the Archimedean copula method. Three According to Sobey (1992) and Rodrí;guez et al. (2004), the proba­
construction techniques were used to create trivariate copula models for bility distribution of wave periods may present a well-defined bimodal
describing sea storms. Ant~ ao and Guedes Soares (2014) modelled the structure, particularly in sea states with two-peaked spectra. Consid­
bivariate distribution of wave steepness and wave height using five ering the suggestion by Carta and Ramírez (2007) and Chang (2010)
different copula functions. Dong et al. (2015) investigated the that the mixture distribution model could be a good choice for such data,
short-term distribution of group height and group length using labora­ the marginal distribution of individual wave periods will be established
tory data, field data, and simulated data. They chose the Clayton copula using mixture models in the present work. To date, several univariate
to describe the bivariate distribution according to the tail dependence mixture models have been proposed and applied to wind energy, such as
structure of these two variables. Results showed that the copula method the mixture Weibull distribution (Jaramillo and Borja, 2004), mixture
provided an improved fit over the conditional modelling method. Zhang Gamma-Weibull function (Chang, 2011), and Weibull-extreme value
et al. (2018) performed a comparison study of asymmetric copulas and distribution (Kollu et al., 2012). From these studies, it is now generally
traditional copulas on the modelling of bivariate ocean parameters. accepted that mixture models have enormous strengths in fitting the
They suggested that the observed data from the asymmetric dependence distributions of both unimodal and multimodal structures. Applications
structure could be described by the asymmetric copula more realisti­ that wish to use this innovative approach must now face the problem of
cally. The limitations of symmetric copula have been studied by Vanem how to estimate the parameters of a mixture distribution. As recom­
(2016). Yang and Qian (2019) presented a trivariate joint distribution mended by McLachlan and Peel (2000), the expectation-maximisation
analysis of wind speeds, storm surges, and rainstorms using four copulas. (EM) method is adopted in this study. The EM algorithm is a useful
The marginal cumulative distributions for these variables were identi­ tool for solving maximum likelihood estimates of mixture distributions
fied via several commonly used univariate models. Recent advances (Gupta and Chen, 2011). A detailed introduction to the application of
have shown, that when using the copula method, the univariate distri­ the EM algorithm to mixture models can be found in Redner and Walker
bution can be chosen more freely, and the dependency among random (1984) and Moon (1996). Owing to its efficiency and reliability, the EM
variables can be efficiently and accurately defined (Li et al., 2018). algorithm has been widely applied in coastal and ocean engineering
One distinctive feature of the copula approach is that the types of (Soukissian, 2014; Perera and Mo, 2016; Lin-Ye et al., 2016; Weng et al.,
marginals can be determined independently of the dependence between 2018; Lin and Dong, 2019).
the variables (Zhang et al., 2018). There are several theoretical distri­ In this study, we establish the joint distribution of two successive
butions of wave periods, such as those proposed by Cavani�e et al. wave periods in combined sea states using the copula method. Section 2
(1976), Longuet–Higgins (1975, 1983), Shum and Melville (1984), and summarises the parametric models of Myrhaug and Slaattelid (1999)
Xu et al. (2004), among others. Nevertheless, most of these models are and Wist (2003), along with a brief introduction to the marginal dis­
based on the narrow-band approximation, which implies that these tribution of wave periods. A new distribution, based on the finite
models do not apply to broadband waves. This statement is supported by mixture model and Gaussian copula, is proposed. In the same section,
literature that discusses the applicability of theoretical models on error metrics for univariate distributions are defined for the assessment
observational data (Goda, 1978; Sobey, 1992; Zhang et al., 2013). of the parametric models. Section 3 briefly describes the secondary wave
Although several techniques have been put forward to improve the data generated by laboratory experiments and numerically simulated
theoretical distributions (Lindgren and Rychlik, 1982; Stansell et al., data. Section 4 compares the various bivariate distribution models for
2004; Zhang and Guedes Soares, 2016), thus far they have produced consecutive wave periods. Both experimental data and simulated data
very little effect (Zheng et al., 2006). It is now widely recognised that the are discussed. This is followed by a summary of the major findings in
distribution of wave periods is extremely sensitive to the bandwidth and Section 5.
shape of the spectra, which could not be taken into consideration by the
above models. Owing to the differences between the assumptions 2. Methodology
incorporated into theoretical distributions and real sea waves, scientists
and engineers have attempted to adopt some parametric models. Myr­ Owing to the significant deviation between theoretical models and
haug and Kvålsvold, 1995 carried out a comprehensive comparison actual wave data, parametric distributions may be a good choice for
study that suggested establishing the distribution using parametric modelling the distribution of a wave period, T. Here, the wave periods
models. Myrhaug and Kjeldsen (1984) described the short-term statistics are made dimensionless by:
of wave periods using the Weibull distribution, and utilised the condi­
tional probability function to construct the joint distribution of wave

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W. Huang et al. Estuarine, Coastal and Shelf Science 242 (2020) 106860

Fig. 1. Sketch of the experimental setup.

Tm1 Z
τ¼ ; (1) 1 u
m0 IΓ ðλ; uÞ ¼ expð xÞxλ 1 dx: (10)
ΓðλÞ 0

Where mk is the kth wave spectral moment, as given by: The probability density function of the generalised Gamma distri­
Z ∞ bution is given by:
mk ¼ f k Sðf Þ df k ¼ 0; 1; 2; ::: (2)
0 αταλ 1 h �τ �α i
f ðτÞ ¼ exp ; (11)
ΓðλÞυαλ υ
2.1. A combination of two weibull distributions
Where ν is the scale parameter and λ and α are the shape parameters. The
Myrhaug and Slaattelid (1999) utilised the conditional probability joint probability density function is expressed as:
function to establish a joint distribution (denoted as the MS model), as
f ðτ1 ; τ2 Þ ¼ cðFðτ1 Þ; Fðτ2 ÞÞ⋅f ðτ1 Þf ðτ2 Þ; (12)
given by:
f ðτ1 ; τ2 Þ ¼ f ðτ2 jτ1 Þf ðτ1 Þ; (3) Where c(F(τ1), F(τ2)) ¼ ∂C(F(τ1), F(τ2))/∂F(τ1)∙∂F(τ2). Since a preference
for the Gaussian copula in multivariate cases has emerged, Wist (2003)
In view of the various statistical properties of shorter and longer adopted this type of copula, as given by:
periods in combined sea states, the marginal and conditional distribu­ �
tions of wave periods are fitted with a combination of two Weibull Fðτ1 ; τ2 Þ ¼ Φ Φ 1 ðFðτ1 ÞÞ; Φ 1 ðFðτ2 ÞÞ ; (13)
distributions:
1
Where Φ is the standard Gaussian distribution and Φ is its inverse.
f ðτÞ ¼ f1 ðτÞ þ f2 ðτÞ; (4)

Where 2.3. Mixture model


8 � �β h � τ �β i
<β τ 1
0 � τ � τc
f1 ðτÞ ¼ α α
exp
α ; and (5) In the present study, we propose a new bivariate distribution model
:
0 elsewhere based on the Gaussian copula. Unlike the Wist model, the marginal
distribution of the wave periods is fitted to a mixture lognormal distri­
8 � �κ
<κ τ
1 h � τ �κ i bution, as recommended by Huang and Dong (2019).
exp τ > τc
f2 ðτÞ ¼ ρ ρ ρ ; (6) As one of the most commonly used univariate distributions in ocean
:
0 elsewhere engineering, the probability density function of the lognormal distri­
bution can be written as:
Where α and β (ρ and κ) are the scale parameter and shape parameter of � �
1 ðln τ μÞ2
f1(τ) (f2(τ)), respectively. τc is the intersection point between f1(τ) and f ðτÞ ¼ pffiffiffiffiffi exp for τ > 0; (14)
2πστ 2σ 2
f2(τ), as given by:
�αβ �1=ðβ κÞ Where σ and μ are the standard deviation and mathematical expectation
τc ¼ : (7) of lnτ, respectively. The corresponding cumulative distribution function
ρκ
is given by:
In this way, periods shorter than τc are fitted by f1(τ), while those
Z τ � �
longer than τc are described by f2(τ). 1 1 ðln τ μÞ2
FðτÞ ¼ pffiffiffiffiffi exp dτ : (15)
2πσ 0 τ 2σ 2

2.2. Gamma distribution model Considering the bimodal structure of the wave period distribution in
mixed sea states, the mixture model is used to construct the mixture
Wist (2003) recommended constructing the bivariate distribution of lognormal distribution. The probability density function of a finite
successive wave periods using copulas (denoted as the Wist model), as mixture model consisting of d components is given by:
given by:
X
d � �
Fðτ1 ; τ2 Þ ¼ CðFðτ1 Þ; Fðτ2 ÞÞ; (8) f ðτjζÞ ¼ ωj fj τ�θj ; (16)
j¼1

Where C is the copula function and F (τ1) and F (τ2) are the generalised Pd
Gamma distribution: Where each ωj is the weight of each component satisfying j¼1 ωj ¼ 1.
h �τ �α i fj(τ|θj) denotes the jth wave period probability density function para­
FðτÞ ¼ IΓ λ; ; (9) meterised by θj. ζ denotes the set of all parameters of the mixture model.
υ
When there is only one component (d ¼ 1), Eq. (16) becomes the con­
Where IΓ is the incomplete Gamma function, as given by: ventional distribution model.

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W. Huang et al. Estuarine, Coastal and Shelf Science 242 (2020) 106860

Table 1
Experimental wave conditions.
Case Water depth (m) HS (cm) TS (s) Sampling interval (s)

1 0.96 17.78 2.63 0.13


2 0.96 16.00 2.44 0.13

Fig. 3. Average spectral density of the experimental data.

Table 3
The values of the parameters and descriptive statistics of the target spectra
(Rodrı ́guez and Guedes Soares, 2001).
Fig. 2. Power spectra of the incident waves. Sea Hs- Hs- fp- fp- λsw λws SSER ID
state sw(m) ws(m) sw(Hz) ws(Hz)
class
Table 2
Descriptive statistics of the experimental data. Ia 5.5 3.5 0.070 0.110 3.0 6.5 0.800 0.220
IIa 6.5 2.0 0.070 0.150 3.5 4.0 0.555 0.364
Hs- Hs- fp- fp- SSER ID
IIIa 5.5 3.5 0.045 0.155 3.0 6.0 0.800 0.550
sw(cm) ws(cm) sw(Hz) ws(Hz)
Ib 2.0 6.5 0.070 0.110 3.0 6.5 1.800 0.220
Wave 3.8231 3.4245 0.3635 0.7234 0.8023 0.3312 IIb 2.0 6.5 0.070 0.150 4.0 3.5 1.800 0.364
parameters IIIb 2.0 6.5 0.045 0.155 2.0 7.0 1.800 0.550
Ic 4.1 5.0 0.070 0.110 2.1 2.5 1.100 0.220
IIc 4.1 5.0 0.070 0.150 2.1 2.5 1.220 0.364
The number of components in the mixture model should be deter­ IIIc 4.1 5.0 0.045 0.155 2.1 2.5 1.100 0.550

mined first, which, while difficult, is extremely important. Three com­


mon strategies for choosing the number of components have been solve this problem. The EM method is one of the algorithms used to find
developed (McLachlan and Peel, 2000): 1) assessment of the number of the maximum likelihood estimates in a mixture. The core of this method
modes (Silverman, 1981; Wong, 1985; Fischer et al., 1994; Anandkumar involves finding the solutions that maximise the expected log likelihood
et al., 2012); 2) the method of moments (Furman and Lindsay, 1994; function. When using this method, a subsidiary variable v ¼ {vi}i¼1,2, …,n
Dacunha-Castelle and Gassiat, 1997; Vlassis and Likas, 1999); and 3) the (vi 2 f1; 2; :::; dg) should be introduced to represent which of the com­
use of penalised likelihood (Chen et al., 2001; Crainiceanu and Ruppert, ponents generates each corresponding observation. For a specified
2004; Fonseca and Cardoso, 2007; Wong et al., 2018). The last component,
approach, which includes the penalised likelihood criteria, is the pri­ � �
mary method used to resolve the number of components in the mixture ωj fj τðiÞ�θj
f ðvi ¼ jjτðiÞ; ζÞ ¼ d : (19)
model to achieve a suitable density estimate. According to Campbell P � �
ωg fg τðiÞ�θg
et al. (1997) and Dziak et al. (2018), the Bayesian information criterion g¼1
(BIC) appears to be adequate for obtaining the optimal number of
components. It is given by: As stated previously, the EM algorithm focuses on the expected log
likelihood function, called the Q function. The expression of the Q
BIC ¼ 2LðζÞ þ N log n; (17) function in the kth iteration is given by:

Where N denotes the total number of parameters in the distribution and


n denotes the sample size. L(ζ) is the log likelihood of Eq. (16), as given The issue now becomes finding the ζ that maximises the Q function.
by: The EM algorithm consists of an E-step and M-step. The E-step is used to
! calculate the Q function, and the M-step is used to solve for the pa­
Xn X
d � �
LðζÞ ¼ log ωj fj τðiÞ�θj : (18) rameters that maximise the Q function. From Eq. (20), it can be easily
i¼1 j¼1
seen that the Q function is composed of two terms, which can be dealt
The optimal number of components can be determined by minimis­ with independently. The constrained optimisation of first term can be
ing Eq. (17). solved by (Gupta and Chen, 2011):
The customary method used to obtain the maximum likelihood es­ � � �
� ðkÞ
ωðkÞ
j fj τðiÞ�θj
timate is to identify the parameters that maximise the likelihood func­ 1X n
(21)
ðkþ1Þ
ωj ¼ � � �;
tion. Nevertheless, the dependence of the likelihood function on the n i¼1 P
d
� ðkÞ
ωðkÞ
g fg τðiÞ�θg
parameters is very complex in a mixture model and brings additional g¼1
difficulty to the calculation. Some iterative procedures are required to

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W. Huang et al. Estuarine, Coastal and Shelf Science 242 (2020) 106860

� � X n
Q ζ�ζðkÞ ¼ Ehi jτðiÞ;ζðkÞ ½ln f ðτðiÞ; vi jζÞ�
i¼1

X
n X
d
� �
¼ f vi ¼ jjτðiÞ; ζðkÞ ln f ðτðiÞ; vi jζ
i¼1 j¼1

� � �
� ðkÞ
Xn X d ωðkÞ
j fj τðiÞ�θj � � �� (20)

¼
P
d � � � ln ωj fj τðiÞ θj
� ðkÞ
i¼1 j¼1
ωðkÞ
g gf τ ðiÞ�θ g
g¼1

� � � � � �
� ðkÞ � ðkÞ
Xn X d ωðkÞ
j fj τðiÞ�θj Xn X d ωðkÞ
j fj τðiÞ�θj � �
ω �
¼
P
d � � � ln j þ
P
d � � � ln fj τðiÞ θj
i¼1 j¼1 ðkÞ � ðkÞ i¼1 j¼1 ðkÞ � ðkÞ
ωg fg τðiÞ�θg ωg fg τðiÞ�θg
g¼1 g¼1

while the parameters in each component can be calculated by max­ That is, the initial values of θj can be estimated using the measurements
imising the Q function with respect to θj, as given by: belonging to group j, and the mixing proportions, ωj, can be initialised
as:
∂QðkÞ
¼ 0: (22) n
∂θj (23)
j
ωð0Þ
j ¼ ;
n
As an iterative procedure, the EM method should be initialised. In
practice, it is common to specify the initial ζ with a random starting where nj is the subsample size of group j. The EM method can be sum­
value. As illustrated by McLachlan and Peel (2000), the observations are marised as iteratively performing the E-step and M-step until the esti­
divided into d groups randomly. Each measurement, τi, assigned to the mate stops changing. Many studies have shown that the EM algorithm
jth class is regarded as the element generated by the jth component only. has the advantage of reliable convergence (Redner and Walker, 1984).
Completion criterion should be specified to ensure precision of the
calculation. The monotonicity of the EM method allows us to define the
convergence criteria by limiting the size of the difference between the
consecutive log likelihood functions, as given by:
� ðkþ1Þ � ��
�L ζ L ζðkÞ � < ε; ε > 0: (24)

It is worth pointing out that the EM method only finds local, sta­
tionary points, meaning that one run of the algorithm does not neces­
sarily obtain the global optimum. In a specific implementation, this can
be addressed by running the EM with multiple initialisations and
choosing the solution that maximises the log likelihood.

2.4. Error metrics

Several available error metrics were adopted to evaluate the fitness


of the univariate parametric models. Let Fe(τ) and Ft(τ) denote the
empirical and theoretical probability functions, respectively. The
squared Euclidean distance, D2, Kolmogorov-Smirnov (KS) distance, Dn,

Fig. 4. Marginal distribution of wave periods for experimental data. Table 5


Parameters of the mixture lognormal distribution for experimental data.
Table 4 Component Parameter
Number of components in mixture model for experimental data.
Experimental data j ωj μj σj
Models Mixture lognormal 1 0.0969 0.4160 0.0745
2 0.3989 0.0688 0.4783
Experimental data Number of components 3
3 0.5042 0.4131 0.2539
BIC ( � 103) 1.6103

Table 7
Table 6
Statistical test of marginal distributions for experimental data.
Error metrics of marginal distributions for experimental data.
MS model Generalised Gamma Mixture lognormal
Models MS Generalised Mixture
model Gamma lognormal p-value Hypothesis p-value Hypothesis p- Hypothesis
test result test result value test result
Experimental D2 ( � 19.6167 26.0151 0.8651
data 10 4) 7.3799 reject 1.2457 reject 0.1148 accept
Dn 0.0954 0.0809 0.0248 � � 10 13
AD 23.1215 32.5557 0.9518 10 19

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W. Huang et al. Estuarine, Coastal and Shelf Science 242 (2020) 106860

Fig. 5. Bivariate distribution of successive wave periods for experimental data: (a) MS model; (b) Wist model; (c) mixture model. Red line denotes the empirical
distribution, while the solid line denotes the fitted model. (For interpretation of the references to colour in this figure legend, the reader is referred to the Web version
of this article.)

Table 9
Parameters of the mixture lognormal distribution for simulated data.
Component Parameter

j ωj μj σj
Ia 1 0.2144 0.2304 0.1074
2 0.0957 0.4314 0.3304
3 0.6898 0.1169 0.2351
IIa 1 0.3329 0.5081 0.3764
2 0.6671 0.0944 0.1283
IIIa 1 0.2211 0.0572 0.2132
2 0.1929 0.5018 0.1039
3 0.1212 0.8526 0.3229
4 0.4648 0.7116 0.1864
Ib 1 0.4356 0.0192 0.2585
2 0.5644 0.026 0.0877
IIb 1 0.0198 0.5028 0.3881
2 0.1801 0.0421 0.0747
3 0.4279 0.0571 0.1694
4 0.3722 0.0119 0.3122
IIIb 1 0.1346 0.1139 0.4165
Fig. 6. Conditional probability of wave period given the previous wave period 2 0.3772 0.076 0.1796
for experimental data. 3 0.4882 0.0698 0.0756
Ic 1 0.8996 0.0398 0.2717
2 0.1004 0.4448 0.3865
IIc 1 0.1403 0.4646 0.1463
Table 8 2 0.0572 0.6082 0.4299
Number of components in mixture models for simulated data. 3 0.8025 0.1992 0.2647
IIIc 1 0.4449 0.3602 0.1741
Models Mixture lognormal 2 0.5084 0.1592 0.4391
Ia Number of components 3 3 0.0466 0.7476 0.1502
BIC ( � 103) 1.1254

IIa Number of components 2


and Anderson-Darling distance, AD, applied in the present work are,
BIC ( � 103) 0.5838
respectively, defined as:
IIIa Number of components 4
BIC ( � 103) 4.1963 1X n
D2 ¼ ðFe ðτðiÞÞ Ft ðτðiÞÞÞ2 ; (25)
Ib Number of components 2 n i¼1
BIC ( � 103) 6.9106

IIb Number of components 4 Dn ¼ maxjFe ðτÞ Ft ðτÞj; and (26)


BIC ( � 103) 2.8516

IIIb Number of components 3


1X n
AD ¼ n fð2i 1Þ½lnðFt ðτðiÞÞÞ þ lnð1 Ft ðτðn þ 1 iÞÞÞ�g: (27)
BIC ( � 103) 1.0176 n i¼1
Ic Number of components 2
BIC ( � 103) 2.6974 3. Data description and analysis
IIc Number of components 3
BIC ( � 103) 5.9499 3.1. Experimental program
IIIc Number of components 3
BIC ( � 103) 5.0504 Long swells propagating over submerged bars, natural reefs, and
breakwaters, can lead to the decomposition of the initial wave into high-
frequency waves (Beji and Battjes, 1993; Li and Yu, 2009; Kuznetsov and

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W. Huang et al. Estuarine, Coastal and Shelf Science 242 (2020) 106860

Fig. 7. Marginal distributions of wave periods for simulated data.

Saprykina, 2012). Such waves, formed on the lee side of offshore dimensionless parameters proposed by Rodríguez and Guedes Soares
structures, are called secondary waves. The wave energy transfer, which (1999). The first of these is the SSER, which indicates the relative ratio of
is ascribed to nonlinear wave interactions (Beji and Battjes, 1994; the energies of the two-wave systems as given by:
Masselink, 1998; S�en� echal et al., 2001), has been demonstrated via the � �
m0ws
separate peaks of a wave spectra. The peculiarity of the secondary wave SSER ¼ ð0 < SSER < 1Þ; (28)
m0sw
containing different wave systems, as well as its significant effect on the
stability condition of moored ships, inspires us to conduct experiments
where the subscripts ws and sw represent wind-sea and swell systems,
to examine the wave patterns from a mix of different systems. The ex­
respectively. The sea state with an SSER value larger than one is
periments were performed in a wave flume 68 m long, 1 m wide, and 1.5
dominated by wind waves, while the SSER value of a swell-dominated
m high. The water depth of the experiment was set to 0.96 m. Random
sea state is smaller than one. If the value of the SSER is close to one,
waves were generated by a wave maker equipped at one end of the
the wind-sea and swell components coexist with comparable energies.
flume. Located 32 m away from the wave generator, a vertical break­
The other parameter is the ID, which describes the frequency separation
water model was constructed with a horizontal plane 0.98 m above the
between the spectral peaks, and is given by:
bottom of the tank. At both ends of the basin, wave absorbers were
!
installed to mitigate wave reflections. The water surface elevation was fpws fpsw
synchronously measured using three wave gauges located along the ID ¼ ð0 < ID < 1Þ; (29)
fpws þ fpsw
length of the flume. Gauge No. 1 was placed on the right side of the
breakwater and served as the reference for the initial waves. The other where fp is the spectral peak frequency. Intuitively, a smaller ID value
two gauges were used to capture the secondary wave signals. The cross indicates that the peak frequencies are close to each other and vice
section of the experimental setup is illustrated in Fig. 1. versa.
Random waves were generated using the JONSWAP spectra. The Based on the values of the SSER and ID, the experimental data in­
incident wave parameters used are listed in Table 1. Fig. 2 illustrates the dicates a wave field dominated by lower frequency wave components
power spectra of the initial waves. Each time series recorded was 2200 s with spectral peaks separated by a medium distance. The average
in length, with a sampling interval of 0.13 s. The wave data, with two- descriptive statistics are listed in Table 2. For waves travelling over the
peak spectra, was identified using established methods (Ewans et al., breakwater, the values of the SSER vary between 0.6609 and 0.8978,
2006). The mixed wave conditions were characterised by means of two and the values of the ID range from 0.3180 to 0.3899, corresponding to

7
W. Huang et al. Estuarine, Coastal and Shelf Science 242 (2020) 106860

Table 10 The six-parameter model proposed by Ochi and Hubble (1976) was
Error metrics of marginal distributions for simulated data. chosen to describe the target spectra, as given by:
Models MS model Generalised Gamma Mixture lognormal � �λj
2 4
4λj þ1 4
f " � �� �4 #
Ia D ( � 10 ) 0.9191 2.8777 0.1009 π X 4 pj
2
HSj2 4λj þ 1 fpj
Dn 0.0188 0.0354 0.0093 Sðf Þ ¼ � exp ; (30)
AD 4.3125 14.8714 0.4880
2 j¼1 Γ λj f 4λj þ1 4 f

IIa D2 ( � 10 4
) 14.7228 82.3320 0.5673
Dn 0.0718 0.1707 0.0192
where HS and λ are the significant wave height and spectral shape pa­
AD 55.4475 297.3380 2.8241 rameters, respectively. The subscript j represents the component of the
wave system. The swell system is denoted by j ¼ 1, while j ¼ 2 denotes
IIIa D2 ( � 10 4
) 86.5585 62.6060 0.0141
Dn 0.1929 0.1557 0.0052 the wind-sea system. Table 3 lists the parameters of the target spectra,
AD 405.9298 272.5791 0.1387 which were aligned with Rodrı ́guez and Guedes Soares (2004). Please
Ib D2 ( � 10 4
) 18.3840 21.9899 0.1167 note that a, b, and c denote the sea states dominated by swell, wind
Dn 0.0686 0.0771 0.0113 wave, and influenced by two systems with comparable energies,
AD 148.3795 112.2627 1.0108 respectively. The categories I, II, and III indicate the spectral peaks are
IIb D2 ( � 10 4
) 22.8999 15.5834 0.0160 separated by short, medium, and long distances, respectively.
Dn 0.0836 0.0669 0.0049 In accordance with the parameters listed in Table 3, the wave records
AD 149.7291 110.6908 0.1233 were simulated with a length of 4096 s and a time step of 0.5 s. Twenty
IIIb D2 ( � 10 4
) 93.4665 71.3443 0.0799 realisations for each target spectrum were simulated to ensure that the
Dn 0.1656 0.1482 0.0086 results maintained statistical stabilisation and reliability. The zero-up-
AD 605.8166 490.4813 0.5717 crossing wave periods were extracted from both the experimental and
Ic D2 ( � 10 4
) 3.1622 1.2631 0.5826 simulated data.
Dn 0.0355 0.0208 0.0171
AD 13.4241 6.2457 3.2426
4. Bivariate distribution of successive wave periods
IIc D2 ( � 10 4
) 1.9603 13.7528 0.0447
Dn 0.0376 0.0671 0.0052
Owing to the difficulties in establishing the bivariate distribution of
AD 12.1733 86.6790 0.3043
wave periods in theoretical form, a novel parametric distribution based
IIIc D2 ( � 10 4
) 4.6679 51.6634 0.0403 on the mixture model was used to describe the patterns of combined sea
Dn 0.0615 0.1297 0.0066
states using both experimental and simulated data. Conventional ap­
AD 27.0028 314.6404 0.4123
proaches, including the MS and Wist models, were adopted for com­
parison. Additionally, owing to the inadequacies of the two-dimensional
category-IIa according to Rodrı ́guez and Guedes Soares (2004). Fig. 3 Weibull model in mixed sea states (Rodrı ́guez and Guedes Soares, 2001);
illustrates the average spectral densities of the secondary waves, it was not considered in this study. As a quantitative analysis of the
providing the perfect counterpoint to the single-peaked spectra of the resonant period of marine structures, the conditional probability of the
incident waves. Undoubtedly, the phenomenon of high frequency en­ wave period given the previous wave period was used to evaluate the
ergy generation is elucidated by the laboratory experiments. parametric models. This probability is expressed as the probability of a
wave period extending over an interval [τ1*, τ2*], given that the pre­
vious wave period extended over the same interval. For a specified τ, it is
3.2. Numerical simulations given by:
R τ*2 R τ*2
Evidently, experimental data cannot cover all types of combined sea � � τ*1 τ*1
f ðτ1 ; τ2 Þdτ1 dτ2
states. According to Forristall (2017), the statistical properties of wave
*
1
*� *
P τ < τ2 < τ τ < τ1 < τ
2 1
*
2 ¼ R τ*2 ; (31)
data simulated with wave spectra match the observations of two-peaked τ*
f ðτ1 Þdτ1
1

spectra accurately. Therefore, numerical simulations were performed to


generate the various types of sea states documented by Rodrı ́guez and where τ1* ¼ τ – 0.1, τ2* ¼ τ þ 0.1.
Guedes Soares (2004) using the linear filtering method (Xu et al., 2004).

Table 11
Statistical test of marginal distributions for simulated data.
Simulated data MS model Generalised Gamma Mixture lognormal

p-value Hypothesis test result p-value Hypothesis test result p-value Hypothesis test result
2 8
Ia 1.1300 � 10 reject 2.1653 � 10 reject 0.5514 accept
32 178
IIa 6.0008 � 10 reject 1.3412 � 10 reject 0.1113 accept
253 165
IIIa 1.6267 � 10 reject 2.5924 � 10 reject 0.9841 accept
37 47
Ib 1.0553 � 10 reject 1.6336 � 10 reject 0.1954 accept
78 50
IIb 9.4551 � 10 reject 6.0701 � 10 reject 0.9202 accept
301 241
IIIb 1.6866 � 10 reject 1.4869 � 10 reject 0.3081 accept
10 3
Ic 4.9236 � 10 reject 1.0000 � 10 reject 0.1118 accept
14 44
IIc 2.6756 � 10 reject 1.1075 � 10 reject 0.9201 accept
37 164
IIIc 2.9404 � 10 reject 3.0393 � 10 reject 0.7141 accept

Table 12
Gaussian copula parameter for mixture model for simulated data.
Sea states Ia IIa IIIa Ib IIb IIIb Ic IIc IIIc

Parameter 0.2317 0.3125 0.1152 0.1202 0.0316 0.0614 0.1175 0.0395 0.0794

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W. Huang et al. Estuarine, Coastal and Shelf Science 242 (2020) 106860

Fig. 8. Bivariate distribution of successive wave periods for simulated data using the MS model. Red line denotes the empirical distribution, while the solid line
denotes the fitted model. (For interpretation of the references to colour in this figure legend, the reader is referred to the Web version of this article.)

4.1. Comparison with experimental data overestimated the probability of intermediate periods. Although the MS
model could identify the various statistical features between short and
The secondary waves generated in the experiments equated to swell- long periods, as it uses two distribution functions to fit these two sec­
dominated sea states. The marginal distributions of the individual wave tions, the later segment of the model was not able to provide satisfactory
periods were analysed first. The MS model, generalised Gamma distri­ fitness. Additionally, its performance near the intersection point was not
bution, and mixture lognormal distribution were compared with the sufficient and caused discontinuity of the probability density function.
histograms derived directly from the measurements, as illustrated in Compared with the MS and generalised Gamma distribution, the
Fig. 4. Table 4 lists the number of components in the mixture distribu­ mixture lognormal model provided excellent alignment with the mar­
tion and the corresponding BIC values. Table 5 illustrates the parameters ginal distribution of the wave period, as reflected by Table 6 and Fig. 4.
of the mixture model calculated by the EM algorithm. The error metrics A statistical test, the Kolmogorov–Smirnov test, was performed and p-
of these three parametric models are listed in Table 6. values at a significance level of 0.05 for different marginal distributions
It can be seen from Fig. 4 that the pattern of the swell-dominated sea are shown in Table 7. The results suggested that the two tests rejected
state presents bimodal characteristics owing to the superposition of the hypothesis based on the MS model or Generalised Gamma model,
waves with short periods and small heights on long swells. This type of whereas accepted that based on the mixture lognormal model.
wave field was well described by the mixture model, whereas the MS After determining the univariate distribution, the bivariate distri­
model and generalised Gamma distribution were incapable of capturing bution of consecutive wave periods was constructed using the condi­
the characteristics of the mode. The generalised Gamma function tional modelling approach and copula method. The estimate of the
significantly underestimated both peak values of the distribution and parameter for the Gaussian copula that couples two mixture

9
W. Huang et al. Estuarine, Coastal and Shelf Science 242 (2020) 106860

Fig. 9. Bivariate distribution of successive wave periods for simulated data using the Wist model. Red line denotes the empirical distribution, while the solid line
denotes the fitted model. (For interpretation of the references to colour in this figure legend, the reader is referred to the Web version of this article.)

distributions is 0.0517. Fig. 5 (a), (b), and (c) illustrate the distributions 4.2. Comparison with simulated data
established by the MS model, Wist model, and mixture model, respec­
tively. In order to understand the degree of fit of the parametric models, In an effort to create a more systematic and comprehensive study,
the experimental data was binned and contoured to generate the nine classes of wave fields were simulated using the six-parameter
empirical distributions, which are presented as red dashed lines in the spectral model. The assessment of the number of components in the
corresponding figures. The mixture model was the only one that pin­ mixture models was based on the BIC criteria listed in Table 8. The
pointed the peaks of the pattern and provided an adequate description computed parameters are illustrated in Table 9. The marginal distribu­
for the dataset, whereas the other two only detected the peak where the tions of these nine cases as fitted by three parametric models are illus­
wave periods were short. The conditional probability, P, versus τ ¼ (τ1* trated in Fig. 7, alongside the test statistics for fitness evaluation that are
þ τ2*)/2, which is of interest in the analysis of resonant effects, is listed in Table 10. The Kolmogorov–Smirnov test was performed and p-
illustrated in Fig. 6 for further evaluation of the parametric models. The values at a significant level of 0.05 for different marginatl distributions
measurements were well represented by the MS model and the mixture are shown in Table 11.
model, and it appears that the MS model is immune to the inaccurate The shapes of the univariate distributions in swell-dominated sea
prediction of the distribution owing to its piecewise style. The Wist states, denoted as category-a, were quite irregular and asymmetric. The
model underestimated the peak value of the conditional distribution and patterns of sea states with small and intermediate ID values revealed
was not capable of displaying the bimodal feature. Additionally, this double characteristics, whereas the shape of category-IIIa sea states
model overestimated the conditional probabilities of lower and inter­ presented three peaks. As stated by Rodríguez and Guedes Soares
mediate periods in this type of wave field, which is consistent with the (1999), the presence of more long and short periods and fewer inter­
pattern in Fig. 4. mediate periods would be seen in sea states dominated by swell. It

10
W. Huang et al. Estuarine, Coastal and Shelf Science 242 (2020) 106860

Fig. 10. Bivariate distribution of successive wave periods for simulated data using the mixture model. Red line denotes the empirical distribution, while the solid line
denotes the fitted model. (For interpretation of the references to colour in this figure legend, the reader is referred to the Web version of this article.)

should be noted that these increasing waves contained some with pe­ dominated sea states, denoted as category-b, were similar to each
riods longer than the peak period of a wind-sea system and shorter than other. Owing to the reduced effect of small, long waves, the empirical
the peak period of a swell system. Accordingly, if the ID values are distributions were more symmetric and regular, differing greatly from
smaller, corresponding to category-Ia and IIa, then the periods of these those in category-a. The MS model and generalised Gamma function
waves would be close to the peak periods of the wind-sea and swell both provided a poor fit and significantly underestimated the peak
systems, respectively, leading to the bimodal structure shown in their values of the distributions. In contrast, the mixture lognormal distribu­
distributions. Conversely, if the values of the ID are larger, then the tion provided a good representation of the data. Category-c represents
periods of these increasing long waves would be shorter than the peak the sea-swell energy equivalent sea states, as illustrated in Fig. 7 (Ic),
period of the swell component, while those short waves would be longer (IIc), and (IIIa). The inclusion of long period waves in this type of sea
than the peak period of the wind wave component. The patterns can state brings more waves with larger and smaller periods and fewer
exhibit three peaks under these circumstances. It can be seen from Fig. 7 waves with intermediate periods. The MS model and mixture lognormal
(Ia), (IIa), and (IIIa) that the mixture lognormal distribution always distribution provided reasonable agreement with the observations,
provides better fitness than the other two methods. The multimodal although the latter was better. The behaviour of the generalised Gamma
structure was exactly replicated by the mixture distribution. The per­ distribution was similar to that of category-b and appeared to underes­
formance of the MS model and generalised Gamma distribution got timate the peak values. The discrepancies between this model and the
worse with increasing values of the ID. These two models were adequate measurements grew wider as the ID values increased.
for category-Ia, but neither of them could capture the shapes of the next Table 12 lists the Gaussian copula parameters for the mixture
two cases. models. Fig. 8, Fig. 9, and Fig. 10 illustrate the bivariate distributions of
The shapes of the distributions with different ID values in wind-sea consecutive wave periods as constructed by the MS model, Wist model,

11
W. Huang et al. Estuarine, Coastal and Shelf Science 242 (2020) 106860

Fig. 11. Conditional probability of wave period given the previous wave period for simulated data.

and mixture distribution model, respectively. As mentioned above, the The conditional probability of the wave period given the previous
probability of short periods and long periods will increase with the ID wave period illustrated in Fig. 11 was used to verify the application of
and as the SSER decreases. This feature can be embodied in the empirical these three models to the evaluation of the safety of marine structures
joint distributions. That is, with the increase in ID values and the pro­ and ships, which can be incited to move near resonance. The shapes of
portion of the swell component, the probability of long periods suc­ the data in category-a present multimodal structures, which could not be
ceeded by short waves and short periods succeeded by long waves reflected by the Wist model at all. The MS model was adequate for
increases. Another feature observed in the joint behaviour of successive category-Ia but underestimated the probabilities of lower periods for
wave periods is the increased probability of consecutive long periods in category-IIa and larger periods for category-IIIa. The characteristics of
swell-dominated sea states with large ID values, which were also re­ the mode, such as the multi-peak feature, were well described by the
flected by the conditional probability of τiþ1 given τi, as illustrated in mixture model. The pattern of category-IIIa is a good example, as the
Fig. 11. These characteristics corroborate the results of Rodrı ́guez and mixture model demonstrates the three-peak characteristic that could not
Guedes Soares (2004). be shown by the MS and Wist models. The agreement of the mixture
The MS model was able to describe the observations of sea-swell model for large periods was much better than that of the MS model, but
equivalent sea states adequately, as it performed well in the marginal its poorer performance for small periods as compared to the MS model
distributions. However, the agreement of the MS model could not be should be noted. This may be due to the fact that it uses only one
considered satisfactory for the other two-wave fields, and the deviation parameter to describe the dependency of the variables and, therefore,
tended to increase with the distance between the spectral peaks. As can cannot provide an accurate fit. The present model could be improved if
be seen in Fig. 10 (IIIa) and (IIIb), the agreement of the MS model for the copula function could be incorporated into the mixture model (i.e.
long periods was inadequate. The Wist model provided an accurate the construction of a mixture bivariate distribution model). It should be
description for sea-swell equivalent sea states with smaller ID values, but noted that conditional probability ranging up to approximately 0.2 is
was inexact for sea states with two-wave systems located in different considered a significant probability of encountering synchronous waves
frequency zones as it underestimated both the probabilities of long pe­ in a sea state. When synchronism combines with high waves, conditions
riods succeeded by short waves and short periods succeeded by long become more dangerous (Myrhaug and Slaattelid, 1999). Category-IIIa
waves. Additionally, both of these models failed to identify the peaks in meets the requirements according to Rodríguez and Guedes Soares
swell-dominated sea states sufficiently. With the aid of the extraordinary (1999), who found that a peak appeared in the joint distribution of in­
accuracy of the univariate distributions in each sea state, the mixture dividual wave heights and periods for large values of these two pa­
model provided satisfactory fitness for all wave fields. The only draw­ rameters. Therefore, it makes sense to describe the distribution of
back was that the probability of wave periods in the intervals of 1.5 and consecutive long waves accurately. The modes of category-b and
2.0 was underestimated for category-IIIa. category-c were more regular than category-a. The Wist model remained

12
W. Huang et al. Estuarine, Coastal and Shelf Science 242 (2020) 106860

a poor fit, and continued to underestimate the peak values in all situa­ CRediT authorship contribution statement
tions. The MS model provided a reasonable fit for category-c but
underestimated the probability of intermediate periods for wind-sea Weinan Huang: Conceptualization, Methodology, Software, Vali­
dominated sea states with larger ID values. As always, the mixture dation, Formal analysis, Investigation, Resources, Data curation,
model provided a good representation and was a steady performer. Writing - original draft, Writing - review & editing, Visualization. Xinyu
Han: Formal analysis, Data curation, Writing - original draft. Sheng
5. Conclusions Dong: Conceptualization, Methodology, Formal analysis, Resources,
Writing - original draft, Writing - review & editing, Supervision, Project
This study investigated the statistical properties of individual suc­ administration, Funding acquisition.
cessive wave periods in combined sea states by establishing marginal
distributions and bivariate distributions using parametric models. Lab­ Acknowledgements
oratory experiments were set up to generate secondary waves. The MS
model, Wist model, and mixture model were compared, using data from The study was supported by the National Natural Science Foundation
experiments and numerical simulations. Nine categories of combined of China-Shandong Joint Fund Project (U1706226) and the National
sea states as defined by SSER and ID were analysed for a comprehensive Natural Science Foundation of China (51779236).
study.
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