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Extreme Winds Estimation by `Peaks Over Threshold' and Epochal Methods

by J. L. Gross, National Inst of Standards and, Technology, Gaithersburg, United States,
N. A. Heckert, National Inst of Standards and, Technology, Gaithersburg, United States,
J. A. Lechner, National Inst of Standards and, Technology, Gaithersburg, United States,
E. Simiu, National Inst of Standards and, Technology, Gaithersburg, United States,



Document Type: Proceeding Paper

Part of: Structures Congress XII

Abstract:

With a view to applying the 'peaks over threshold' method to the estimation of extreme wind sped data, we perform Monte Carlo simulations for which the parameters of the population distributions were estimated from sets of actual extreme wind speed data. We summarizes results concerning (1) the relative efficiency of several estimation procedures used in such methods, (2) the optimal threshold for any given set of data, and (3) estimates based on the 'peaks over threshold' method as compared to estimates based on the epochal approach. This work is part of a long-term effort conducted by NIST aimed at assessing and utilizing 'peaks over threshold' methods for the estimation of extreme wind loads.

Subject Headings: Wind speed | Wind loads | Monte Carlo method | Load factors | Computer models | Probability | Parameters (statistics)

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