Joint probability analysis of extreme wave heights and storm surges in the Aegean Sea in a changing climate
Testo completo
(2) E3S Web of Conferences 7, 02002 (2016) FLOODrisk 2016 - 3rd European Conference on Flood Risk Management. DOI: 10.1051/ e3sconf/2016 0702002. frequency analysis. Bender et al. [39] analysed the joint extremes of flood peak and flood discharge in the Rhine River, introducing a multivariate nonstationary approach based on copulas. The latter study considered nonstationarity both in the marginal distributions of the variables involved, as well as in their dependence structure. In the present work a nonstationary multivariate approach [39] has been implemented to wave height annual maxima and corresponding sea level height data at two selected areas of the Aegean Sea. In Section 2 the GEV distribution, used to model the marginal distributions of the variables, is introduced and described. In Section 3, a short introduction to the copula theory is provided, while Section 4 deals with the technique used to select design events from the bivariate models constructed. Section 5 describes the study areas and the datasets available. Section 6 includes the main results of the nonstationary analysis, while Section 7 summarizes its main findings.. Gelder and Mai [18] identified the main methods for estimating the distribution functions for wave height and storm surge extremes at the Dutch coast in the North Sea area, implementing Extreme Value Theory (EVT). Bulteau et al. [19] performed spatial extreme value analysis of significant wave height along the French coast using different extreme value techniques. Extreme value methods have been implemented for studying the statistical characteristics of storm surge, mainly in the North Sea area [20, 21]. Galiatsatou and Prinos [22] studied extreme storm surge events in selected locations of the Dutch coast, comparing the conventional maximum likelihood estimation procedure with techniques implemented within the Bayesian framework. Bardet et al. [23] presented a regional frequency analysis of extreme storm surges along the French coast, leading to more reliable estimates compared to at-site analysis. Although extreme wave heights and water levels have been studied by numerous authors, studies on the combined impact of extreme marine variables are more limited. Galiatsatou and Prinos [24] studied the bivariate process of extreme wave heights and storm surges, using different methods of selecting concurrent observations as well as different measures of extremal dependence of the two variables involved. Morton and Bowers [25], De Haan and De Ronde [26], Ferreira and Guedes Soares [27] and Repko et al. [28] described the joint probability distribution function of long-term hydraulic conditions. Yeh et al. [29] examined the joint probabilities of high waves and water levels and compared results of design water level with estimates from the traditional empirical design approach by frequency analysis. Galiatsatou [30] compared different pairs of bivariate observations of extreme waves and surges with reference to joint exceedance probabilities, in order to find the most severe sea state caused by the two variables. Wahl et al. [31] jointly analyzed storm surge parameters, such as highest turning point and intensity with the significant wave height, by means of Archimedean Copulas, resulting in reliable exceedance probability estimates. Corbella and Stretch [32] investigated dependencies between wave height, wave period, storm duration, water level and storm inter-arrival time and used trivariate copulas to jointly analyse the variables that are significantly associated. Masina et al. [33] produced the joint probability distribution of extreme water levels and wave heights at Ravenna coast in Italy and used the direct integration method to assess the flooding probability. Copulas were widely used in the analysis of multivariate extreme values both in hydrology and in marine studies (e.g. [34, 35, 36]). However, the majority of the studies considered stationarity of the marginal parameters and of the dependence structure of the copula. Zhang [37] investigated the use of nonstationary marginal distributions within a multivariate hydrological frequency analysis based on copulas. Corbella and Stretch [32] developed multivariate models of sea storms using copulas, considering the influence of nonstationary marginal distributions. Chebana et al. [38] investigated the inclusion of a changing dependence structure between the studied variables modeled by means of a copula function, within a general framework of hydrologic. 2 The GEV distribution function
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(748) . 6 Nonstationary analysis 6.1. Estimation of the margins Annual maximum wave height data and simultaneous sea level heights have been processed at the two selected areas using a moving time window of forty years length. The length of the window was selected short enough for the assumption of stationarity to be quite sound and adequate for the fitting of extreme value models and more particularly for identifying the dependence structure of the bivariate data. The GEV distribution was fitted to all time windows for both the wave height and sea level height data. The goodness of fit of the GEV distribution function has been checked by means of the KolmogorovSmirnov test and the model was identified as the most suitable for both studied variables and for both areas. The selection of the GEV as the marginal distribution for both the wave height and the sea level height, has been performed among different fitted models. The extracted time dependent parameters for the wave height maxima, ȝ, ı and ȟ, from the 40-years moving time windows for grid points P1 (N. Aegean Sea) and P2 (S. Aegean Sea) are presented in Figure 2. The ordinary least squares method has been utilised to fit linear and polynomial trends to the parameter estimates. The significance of linear trends has been assessed using the Mann-Kendall test [52]. Polynomial trends have also been fitted to the parameters of the GEV distribution function. The statistical significance of polynomial terms has been judged using the t-test [53]. An analysis of variance (ANOVA) was then utilized to compare between trend models with statistically significant polynomial terms, to identify the simplest one that can provide an adequate description of the inherent trend in the GEV parameters. In Figure 2 the dashed blue line corresponds to the statistically significant linear trends (5% significance level), while dashed red lines represent statistically significant polynomial trends. The order of the fitted polynomials has been selected by means of the ANOVA. For grid point P1, a statistically significant linear negative trend has been detected in the location and the shape parameter of the GEV, while the respective trend in the scale had a positive sign. However, the analysis of variance revealed the existence of polynomial trends of fourth order for the location parameter and of third order for the scale and the shape parameters. For grid point P2, statistically significant linear trends have been detected. Figure 1. Selected areas of the Aegean Sea.
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(870) E3S Web of Conferences 7, 02002 (2016) FLOODrisk 2016 - 3rd European Conference on Flood Risk Management. DOI: 10.1051/ e3sconf/2016 0702002. Figure 2. Time dependent series of location (first column), scale (second column) and shape (third column) parameters of the GEV for wave heights at grid point P1 (first row) and P2 (second row). Black dotted lines correspond to estimates from the 40-years moving time window, dashed blue and red lines represent statistically significant linear and polynomial trends, respectively.. point P1 statistically significant linear negative trends have been detected in the location and scale parameters of the GEV, while for grid point P2 only the scale parameter has a statistically significant linear negative trend. The polynomial trends selected for the sea level height data are mostly of second order. More specifically, for grid point P1 in the N. Aegean Sea, a concave trend has been detected in the location parameter, while convex second order trends have been found for the scale and the shape parameters. For grid point P2 in the S. Aegean Sea, statistically significant concave trends have been identified for the location and scale parameters of the GEV, while convex trends have been found in the shape parameter.. only in the location and shape parameters of the GEV for wave height annual maxima. These linear trends are positive for both parameters. The polynomial models fitted to the three parameters, revealed statistically significant trends of fourth order for the location and shape parameters and of third order for the scale. Figure 3 presents the respective time dependent GEV parameter estimates for sea level height (storm surge) for grid points P1 in the North Aegean Sea and P2 in the South Aegean Sea. The dashed blue line corresponds to the statistically significant linear trends, while dashed red lines represent statistically significant polynomial trends, based on the extracted results of the ANOVA. For grid. Figure 3. Time dependent series of location (first column), scale (second column) and shape (third column) parameters of the GEV for sea level heights at grid point P1 (first row) and P2 (second row). Black dotted lines correspond to estimates from the 40-years moving time window, dashed blue and red lines represent statistically significant linear and polynomial trends, respectively.. 6.
(871) E3S Web of Conferences 7, 02002 (2016) FLOODrisk 2016 - 3rd European Conference on Flood Risk Management. DOI: 10.1051/ e3sconf/2016 0702002. value for the D O 2
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(879) . 6.2. Estimation of the dependence structure After estimating the marginal distributions for both the wave height and the sea level height data, copula functions have been fitted to the pseudo-observations of the different 40-years moving time windows. The copulas fitted to the bivariate samples are the oneparameter Archimedean copulas (Clayton, Frank, Gumbel), as well as the t Copula. The goodness of fit test of Genest et al. [44] has been applied to select the best fitted copula (Section 3) among the different candidate models. Figure 4 presents results of the parametric bootstrap goodness of fit test for grid points P1. The upper part of the Figure illustrates the results of the statistic Sn for the different copulas, while the lower part presents the corresponding p-values, together with the level of statistical significance 5% (represented as a solid black line).. Figure 5. Parametric goodness of fit results for grid point P2. The upper panel shows results of the statistic Sn for different copulas. The lower panel shows the corresponding p-values.. 1
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