dc.contributor.author | Youngman, BD | |
dc.contributor.author | Stephenson, DB | |
dc.date.accessioned | 2016-11-28T10:18:10Z | |
dc.date.issued | 2016-05 | |
dc.description.abstract | We develop a statistical framework for simulating natural hazard events that combines extreme value theory and geostatistics. Robust generalized additive model forms represent generalized Pareto marginal distribution parameters while a Student's t-process captures spatial dependence and gives a continuous-space framework for natural hazard event simulations. Efficiency of the simulation method allows many years of data (typically over 10 000) to be obtained at relatively little computational cost. This makes the model viable for forming the hazard module of a catastrophe model. We illustrate the framework by simulating maximum wind gusts for European windstorms, which are found to have realistic marginal and spatial properties, and validate well against wind gust measurements. | en_GB |
dc.description.sponsorship | This work has been kindly funded by the Willis Research Network. | en_GB |
dc.identifier.citation | 472 (2189) :20150855. | en_GB |
dc.identifier.doi | 10.1098/rspa.2015.0855 | |
dc.identifier.other | rspa20150855 | |
dc.identifier.uri | http://hdl.handle.net/10871/24601 | |
dc.language.iso | en | en_GB |
dc.publisher | Royal Society | en_GB |
dc.relation.url | http://www.ncbi.nlm.nih.gov/pubmed/27279768 | en_GB |
dc.rights | © The Authors. Published by the Royal Society under the terms of the
Creative Commons Attribution License http://creativecommons.org/licenses/
by/4.0/, which permits unrestricted use, provided the original author and
source are credited. | en_GB |
dc.subject | Student’s -process | en_GB |
dc.subject | generalized Pareto distribution | en_GB |
dc.subject | quantile regression | en_GB |
dc.subject | spatial statistics | en_GB |
dc.subject | statistics of extremes | en_GB |
dc.subject | wind gust data | en_GB |
dc.title | A geostatistical extreme-value framework for fast simulation of natural hazard events | en_GB |
dc.type | Article | en_GB |
dc.date.available | 2016-11-28T10:18:10Z | |
dc.identifier.issn | 1364-5021 | |
exeter.place-of-publication | England | en_GB |
dc.description | This is the final version of the article. Available from the publisher via the DOI in this record. | en_GB |
dc.identifier.journal | Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences | en_GB |
dc.identifier.pmcid | PMC4893179 | |
dc.identifier.pmid | 27279768 | |