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Spatial Bayesian hierarchical modelling of extreme sea states
Clancy, Colm O'Sullivan, John Sweeney, Conor Dias, Frédéric Parnell, Andrew C.
Clancy, Colm
O'Sullivan, John
Sweeney, Conor
Dias, Frédéric
Parnell, Andrew C.
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Citation
Colm Clancy, John O'Sullivan, Conor Sweeney, Frédéric Dias, Andrew C. Parnell, 'Spatial Bayesian hierarchical modelling of extreme sea states', 2016, Ocean Modelling, 107, 2016
Abstract
A Bayesian hierarchical framework is used to model extreme sea states, incorporating a latent spatial process to more e ffectively capture the spatial variation of the extremes. The model is applied to a 34-year hindcast of significant wave
height off the west coast of Ireland. The generalised Pareto distribution is fitted to declustered peaks over a threshold given by the 99.8th percentile of the data. Return levels of significant wave height are computed and compared against those from a model based on the commonly-used maximum likelihood inference method. The Bayesian spatial model produces smoother maps of return levels. Furthermore, this approach greatly reduces the uncertainty in the estimates, thus providing information on extremes which is more useful for practical applications.
Description
Date
2016