
Extreme Wind Speeds: Overview 

Introduction  Extreme value analysis is concerned with statistical inference on extreme values and is of interest in a wide range of fields. Two of the main areas of focus are environmental extremes (e.g., river flow, wind speeds, temperature and rainfall) and engineering (e.g., structural reliability and strength of materials). 


Extreme Wind Speeds: Types of Extreme Value Data
There are two primary models used in practice for obtaining extreme wind data from a series of wind measurements (these models are commonly used for other types of extreme data as well). These two methods are referred to as the epochal method and the peaks over thresholds method. We will give a brief discussion of each of these. 

Epochal Method  In the epochal method, we take the most extreme value for a specified time frame. For example, if we collect wind speeds daily, we might take the most extreme value for each month. So if we had 60 months of data, our extreme value series would be the 60 monthly maximum wind speeds. Note that these are not neccessarily the 60 most extreme points in the daily data. Months that have several high wind speed events would still only return a single value for that month. Likewise, a month where all wind speeds are relatively small would still return a single maximum value. 
Peaks Over Threshold Method 
In contrast, for the peaks over threshold method we define
a single threshold value. Then any values over that threshold
are included in our extreme value series. So for our example
above of daily wind speeds collected over 60 months, any of the
daily wind speeds above the specified threshold will be included
in the extreme value series.
Unlike the epochal method, the number of extreme values will not be fixed. In our example, we could have months with no extreme values and we could have other months with multiple extreme values. The number of extreme values will depend on the specific threshold chosen. 


Extreme Wind Speeds: Data Sets
This section focuses primarily on extreme wind speeds data. Data sets are provided for both nonhurricane and hurricane prone regions. 

Selected Data Sets for Extreme Wind Speeds 
The following data sets for extreme wind speeds are
available at this site:
Several additional archival data sets are available. 


Extreme Wind Speeds: Software
This section discusses various software for analyzing extreme wind speeds.


ASOS Data Sets 
Software for Extracting Data from ASOS Data
Sets
Matlab software is provided for extracting wind speed data from ASOS data sets. The software has the capability of extracting separately nonthunderstorm and thunderstorm wind speeds. 
General Purpose Software for Analyzing Extreme Wind Speeds 
General Purpose Software for Analyzing Extreme Wind Speeds
This section gives an overview of the approach for analyzing a univariate set of data containing extreme winds. It also provides links to several software programs that can be used for extreme value analysis. When analyzing univariate sets of data consisting of extreme winds, the following tasks typically need to be performed.

Graph the Data 
The first step in analyzing the data is to graph the the
data. Useful initial graphs of the data are:

Determine an Appropriate Distributional Model  For extreme values, the following are the most commonly used distributions: 
Estimate the Parameters of the Distribution 
There are a number of methods for estimating the parameters
of a distribution. These include:
One issue in developing distributional models for extreme winds data is that we typically want a distributional model for the extreme points (i.e., the points above a given threshold) of the data rather than the full data set. 
Assess Goodness of Fit 
Once a candidate model has been fit, the next to step is
to assess the goodness of fit of that model. Some methods
for doing this are:

Using the Fitted Model 
Once an adequate distributional model has been found, this
model will typically be used to estimate some quantities of
of interest. For example,

Software for Extreme Wind Speeds 
Software is available for performing most of the graphing and distributional modeling tasks described above. For example,
Note that the above list is not exhaustive. Many commercial statistical/mathematical/spreadsheet programs can be used to analyze extreme value data. The software described above is intended to provide an example of how these analyses can be performed and is not meant to imply that these software programs are the only ones or the best ones for extreme value analysis.

Special Purpose Archival Fortran Programs 
Special Purpose Archival Fortran and Matlab Programs
Several special purpose archival Fortran and Matlab programs are availble.

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Date created: 03/05/2004 