To predict the occurance of an extreme event from a record of observations, it is usual to perform an analysis on the peaks distribution of the measured quantities. For ship model experiments in irregular waves, the common practice is to consider the peaks statistics according to a Weibull distribution by assuming the two or three parameters formulation. It can happen that, for severe storm conditions, the peaks are showing a multi-modal distribution. In such a case the use of the standard two or three parameters Weibull distribution can be the source of error in predicting the extreme value for the selected quantity that could significantly affect the design of the vessel/structure under analysis. A possible solution to this problem can be the adoption of mixed distributions, like the Mixed-Weibull, or to change the extraction techniques of the peaks by considering only the peaks above a certain threshold. In such a case, data should be fitted according to a Generalised Pareto distribution. In the present work the second approach was applied for the analysis of an experimental time series, and a procedure for the data analysis was established both to select the sampling threshold and to fit the assumed distribution on the population data. The predicted extreme values are compared with those obtained by standard Weibull analysis approach.

ANALYSIS OF EXTREME LOADS WITH GENERALISED PARETO DISTRIBUTIONS

MAURO, FRANCESCO
2016

Abstract

To predict the occurance of an extreme event from a record of observations, it is usual to perform an analysis on the peaks distribution of the measured quantities. For ship model experiments in irregular waves, the common practice is to consider the peaks statistics according to a Weibull distribution by assuming the two or three parameters formulation. It can happen that, for severe storm conditions, the peaks are showing a multi-modal distribution. In such a case the use of the standard two or three parameters Weibull distribution can be the source of error in predicting the extreme value for the selected quantity that could significantly affect the design of the vessel/structure under analysis. A possible solution to this problem can be the adoption of mixed distributions, like the Mixed-Weibull, or to change the extraction techniques of the peaks by considering only the peaks above a certain threshold. In such a case, data should be fitted according to a Generalised Pareto distribution. In the present work the second approach was applied for the analysis of an experimental time series, and a procedure for the data analysis was established both to select the sampling threshold and to fit the assumed distribution on the population data. The predicted extreme values are compared with those obtained by standard Weibull analysis approach.
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11368/2883172
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