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Titel |
Wave-height hazard analysis in Eastern Coast of Spain - Bayesian approach using generalized Pareto distribution |
VerfasserIn |
J. J. Egozcue, V. Pawlowsky-Glahn, M. I. Ortego |
Medientyp |
Artikel
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Sprache |
Englisch
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ISSN |
1680-7340
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Digitales Dokument |
URL |
Erschienen |
In: 6th Plinius Conference on Mediterranean Storms (2004) ; Nr. 2 (2005-03-21), S.25-30 |
Datensatznummer |
250000292
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Publikation (Nr.) |
copernicus.org/adgeo-2-25-2005.pdf |
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Zusammenfassung |
Standard practice of wave-height hazard analysis often pays
little attention to the uncertainty of assessed return periods and
occurrence probabilities. This fact favors the opinion that, when
large events happen, the hazard assessment should change
accordingly. However, uncertainty of the hazard estimates is
normally able to hide the effect of those large events. This is
illustrated using data from the Mediterranean coast of Spain,
where the last years have been extremely disastrous. Thus, it is
possible to compare the hazard assessment based on data previous
to those years with the analysis including them. With our
approach, no significant change is detected when the statistical
uncertainty is taken into account. The hazard analysis is carried
out with a standard model. Time-occurrence of events is assumed
Poisson distributed. The wave-height of each event is modelled as
a random variable which upper tail follows a Generalized Pareto
Distribution (GPD). Moreover, wave-heights are assumed independent
from event to event and also independent of their occurrence in time.
A threshold for excesses is assessed
empirically. The other three parameters (Poisson rate, shape and
scale parameters of GPD) are jointly estimated using Bayes'
theorem. Prior distribution accounts for physical features of ocean waves in
the Mediterranean sea and experience with these phenomena.
Posterior distribution of the parameters allows to obtain
posterior distributions of other derived parameters like
occurrence probabilities and return periods. Predictives are also
available. Computations are carried out using the program BGPE
v2.0. |
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