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3-D environmental extreme value models for the tension in a mooring line of a semi-submersible ArchiMer
Raillard, Nicolas; Prevosto, Marc; Pineau, H..
Design optimization is crucial as offshore structures are exposed to deeper and harsher marine conditions. The structure behaviour is dependent on several joint environmental parameters (wind, wave, currents, etc.). Environmental contours are useful representations to provide multivariate design conditions. However, these contours may lead to different design points depending on the method used to compute them, and thus may be misleading to structural engineer. In this work, we propose to use a response meta-model for the inter-comparison of some state-of-the-art methods available for modelling multivariate extremes, in order to provide a straightforward methodology, focusing on the derivation of three-dimensional contours. The considered case study...
Tipo: Text Palavras-chave: Multivariate extreme value modelling; Environmental contours; POT; Joint probability distribution; Sea state; Engineering design.
Ano: 2019 URL: https://archimer.ifremer.fr/doc/00498/60948/64413.pdf
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Modeling extreme values of processes observed at irregular time steps: Application to significant wave height ArchiMer
Raillard, Nicolas; Ailliot, Pierre; Yao, Jianfeng.
This work is motivated by the analysis of the extremal behavior of buoy and satellite data describing wave conditions in the North Atlantic Ocean. The available data sets consist of time series of significant wave height (Hs) with irregular time sampling. In such a situation, the usual statistical methods for analyzing extreme values cannot be used directly. The method proposed in this paper is an extension of the peaks over threshold (POT) method, where the distribution of a process above a high threshold is approximated by a maxstable process whose parameters are estimated by maximizing a composite likelihood function. The efficiency of the proposed method is assessed on an extensive set of simulated data. It is shown, in particular, that the method is...
Tipo: Text Palavras-chave: Extreme values; Time series; Max-stable process; Composite likelihood; Irregular time sampling; Significant wave height; Satellite data.
Ano: 2014 URL: http://archimer.ifremer.fr/doc/00218/32888/31372.pdf
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Modeling process asymmetries with Laplace moving average ArchiMer
Raillard, Nicolas; Prevosto, Marc; Ailliot, Pierre.
Many records in environmental science exhibit asymmetries: for example in shallow water and with variable bathymetry, the sea wave time series shows front–back asymmetries and different shapes for crests and troughs. In such situation, numerical models are available but their computational cost and complexity are high. A stochastic process aimed at modeling such asymmetries has recently been proposed, the Laplace moving average process, which consists in applying a linear filter on a non-Gaussian noise built using the generalized Laplace distribution. The objective is to propose a new non-parametric estimator for the kernel involved in the definition of this process. Results based on a comprehensive numerical study will be shown in order to evaluate the...
Tipo: Text Palavras-chave: Laplace moving average; Non-linear time series; FIR estimation; Splines; High-order spectrum; Asymmetries.
Ano: 2015 URL: http://archimer.ifremer.fr/doc/00201/31189/29588.pdf
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Space-time models for moving fields with an application to significant wave height fields ArchiMer
Ailliot, Pierre; Baxevani, Anastassia; Cuzol, Anne; Monbet, Valerie; Raillard, Nicolas.
The surface of the ocean, and so such quantities as the significant wave height, equation image, can be thought of as a random surface that develops over time. In this paper, we explore certain types of random fields in space and time, with and without dynamics that may or may not be driven by a physical law, as models for the significant wave height. Reanalysis data is used to estimate the sea-state motion which is modeled as a hidden Markov chain in a state space framework by means of an AR(1) process or in the presence of the dispersion relation. Parametric covariance models with and without dynamics are fitted to reanalysis and satellite data and compared to the empirical covariance functions. The derived models have been validated against satellite...
Tipo: Text Palavras-chave: Space-time model; Significant wave height; State-space models.
Ano: 2011 URL: http://archimer.ifremer.fr/doc/00363/47443/47472.pdf
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