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

pdf icon Extreme Winds Estimation by 'Peaks Over Threshold' and Epochal Methods. (208 K)
Gross, J. L.; Heckert, N. A.; Lechner, J. A.; Simiu, E.

American Society of Civil Engineers (ASCI). Structures Congress XII. Volume 2. April 24-28, 1994, Atlanta, GA, American Society of Civil Engineers, New York, NY, Baker, N. C.; Goodno, B. J., Editor(s)(s), 1472-1477 pp, 1994.


National Science Foundation, Washington, DC


wind velocity; wind effects; simulation; monte carlo method


With a view to applying the "peaks over threshold" method to the estimation of extreme wind speed 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 summarize 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.