Walshaw David
University of Newcastle upon Tyne, Newcastle upon Tyne, U.K.
J Res Natl Inst Stand Technol. 1994 Jul-Aug;99(4):399-411. doi: 10.6028/jres.099.038.
Models for extremes of environmental processes have been studied extensively in recent years. The particular problems arising when attempting to estimate return levels from sequences of measurements on the appropriate variables have been considered in some detail. In particular, the aspects of seasonal variation and short-range dependence have received a great deal of attention. In this paper we present a case study based on 10 years of hourly wind speed measurements collected at a U.K. site, elucidating the most successful procedure emerging from an extensive study of this data. The basic model (in which an extreme value distribution is fitted to cluster peak excesses over a high threshold) is standard. However the emphasis is on a number of practical problems which will arise when such models are fitted to wind speeds, but which have received little consideration. These include: model selection and assessment of model adequacy when the threshold, and some or all of the parameters, are allowed to vary seasonally; the choice of the best combination of threshold and cluster identification procedure; and the choice of a measure of precision for return level estimates. The aim is to suggest an algorithm which can be generally applied to the problem of gust return level estimation at individual sites.
近年来，针对极端环境过程的模型得到了广泛研究。在尝试根据适当变量的测量序列估算重现期水平时出现的特定问题已得到较为详细的考虑。特别是，季节性变化和短程相关性方面受到了大量关注。在本文中，我们基于在英国一个站点收集的10年每小时风速测量数据进行了案例研究，阐明了在对这些数据进行广泛研究中出现的最成功的方法。基本模型（即对超过高阈值的聚类峰值超出量拟合极值分布）是标准的。然而，重点在于当将此类模型应用于风速时会出现的一些实际问题，而这些问题几乎未得到考虑。这些问题包括：当阈值以及部分或所有参数允许季节性变化时的模型选择和模型适用性评估；阈值与聚类识别程序的最佳组合选择；以及重现期水平估计精度度量的选择。目的是提出一种可普遍应用于单个站点阵风重现期水平估计问题的算法。
