Extremes for scarce data: the role of Bayesian and scaling techniques in reducing uncertainty / Agustin Sanchez-Arcilla in Journal of hydraulic research, Vol. 46 extra issue (Mars/Avril 2008)  

Public ISBD [article]  inJournal of hydraulic research > Vol. 46 extra issue (Mars/Avril 2008) . - pp. 224-234 Titre : Extremes for scarce data: the role of Bayesian and scaling techniques in reducing uncertainty Titre original : Extremes à partir des samples limitées: techniques Bayesiennes et de changement d'échelles pour reduire les incertitudes Type de document : texte imprimé Auteurs : Agustin Sanchez-Arcilla, Auteur ; Jesus Gomez Aguar, Auteur ; Juan Jose Egozcue, Auteur Article en page(s) : pp. 224-234 Note générale : Hydraulique Résumé en Français Langues : Anglais (eng) Mots-clés : Extremes Scaling Selection Threshold Wave Index. décimale : 627 Ingénierie des cours d'eau naturels, des ports, des rades et des cotes. Installations de navigation, de dragage, de récupération et de sauvetage. Barrages et centrales électriques hydrauliques Résumé : This paper deals with the analysis of extreme wave heights and their uncertainties. The main purpose is to assess confidence intervals using a conventional extreme value, and a Bayesian approach. It is shown how the introduction of an a priori information helps to bound the upper confidence limit. The analysis is performed with wave-height data recorded off the Spanish Catalan coast (NW Mediterranean) and wave-height data from the Dutch coast (North Sea). An analysis with natural-scale and log-transformed wave-height time series has been performed. This scale selection is proven to be advantageous for naturally bounded variables and also better captures some distribution features. The paper ends with a discussion on how the different techniques can be used to select a statistically robust threshold for an extreme event definition. This affects the evaluation of risk in low-lying coastal areas, associated to variables controlling flooding and erosion risks. DEWEY : 627 ISSN : 0022-1686 En ligne : http://www.journalhydraulicresearch.com [article] Extremes for scarce data: the role of Bayesian and scaling techniques in reducing uncertainty = Extremes à partir des samples limitées: techniques Bayesiennes et de changement d'échelles pour reduire les incertitudes [texte imprimé] / Agustin Sanchez-Arcilla, Auteur ; Jesus Gomez Aguar, Auteur ; Juan Jose Egozcue, Auteur . - pp. 224-234. Hydraulique Résumé en Français Langues : Anglais (eng) in Journal of hydraulic research > Vol. 46 extra issue (Mars/Avril 2008) . - pp. 224-234 Mots-clés : Extremes Scaling Selection Threshold Wave Index. décimale : 627 Ingénierie des cours d'eau naturels, des ports, des rades et des cotes. Installations de navigation, de dragage, de récupération et de sauvetage. Barrages et centrales électriques hydrauliques Résumé : This paper deals with the analysis of extreme wave heights and their uncertainties. The main purpose is to assess confidence intervals using a conventional extreme value, and a Bayesian approach. It is shown how the introduction of an a priori information helps to bound the upper confidence limit. The analysis is performed with wave-height data recorded off the Spanish Catalan coast (NW Mediterranean) and wave-height data from the Dutch coast (North Sea). An analysis with natural-scale and log-transformed wave-height time series has been performed. This scale selection is proven to be advantageous for naturally bounded variables and also better captures some distribution features. The paper ends with a discussion on how the different techniques can be used to select a statistically robust threshold for an extreme event definition. This affects the evaluation of risk in low-lying coastal areas, associated to variables controlling flooding and erosion risks. DEWEY : 627 ISSN : 0022-1686 En ligne : http://www.journalhydraulicresearch.com

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