Download as pdf or txt
Download as pdf or txt
You are on page 1of 39

WAVE ANALYSIS

Long-term analysis

Máster en Ingeniería de Caminos, Canales y Puertos


ETS de Ingenieros de Caminos, Canales y Puertos

M2174 Coastal Processes Wave Analysis


Short vs. long term wave analysis

 Record of the sea surface vertical displacement

PDF wave height


t P(H)

Sea state sea surface vertical displacement



H

S(f) Wave spectrum


t
Hm0
SHORT TERM WAVE ANALYSIS
f

Sea state parameters time series (Hmo, Tp, etc.)


Hm0

Hm0
t CDF Hmo
LONG TERM WAVE ANALYSIS

F(Hmo)
Mean and extreme climate conditions F(Hm0, Tp, etc..)

M2174 Coastal Processes Wave Analysis


MULTIVARIATE WAVE CLIMATE
WAVE CLIMATE SYSTEM

The long-term prevalent wave conditions of a region /


Characteristic state of the wave system

Components of the system:


Atmosphere, hydrosphere,
cryosphere, land surface,
and biosphere.

Variables of the system:


wind velocity, wind direction, wave height, mean period, wave direction,
tide, mean sea level, surface currents, ..

Characteristics of the of the system can be defined by the averaged


values and other statistics of the variables.

M2174 Coastal Processes Wave Analysis


MULTIVARIATE WAVE CLIMATE
LOCAL WAVE CLIMATE

Wave conditions at a particular location over a long period of time /


usually refers to the statistical distribution of several oceanographical
geophysical variables

..conditioned by latitude, position relative to the continent, bathymetry,


cyclonic storms..

¿How long ?

(from one month to many millions


of years)
Generally, at least 30 years..
Dozens of years..
As long as possible!

M2174 Coastal Processes Wave Analysis


MULTIVARIATE WAVE CLIMATE

Common variables of the wave climate:


• Significant Wave height (Hs) Funcionability, operability
• Peak-mean period (Tp-Tm)
• Mean Wave direction (Q)

Equilibrium beach plantform

Agitation inside the harbor


(also persistence, D)
f(H,T, Q)

Reliability, extreme conditions


F(mean wave energy flux)

Sediment
transport

M2174 Coastal Processes Wave Analysis


Why a statistical Analysis?
Sample
Problem

POPULATION

M2174 Coastal Processes Wave Analysis


LONG-TERM STATISTICS

Getting started ...


series of different wave climate parameters

M2174 Coastal Processes Wave Analysis


LONG-TERM STATISTICS

Getting started ...


series of different wave climate parameters

M2174 Coastal Processes Wave Analysis


LONG-TERM STATISTICS
1-D descriptive Statistics

time

M2174 Coastal Processes Wave Analysis


LONG-TERM STATISTICS
2-D descriptive Statistics

M2174 Coastal Processes Wave Analysis


LONG-TERM STATISTICS

2-D descriptive Statistics

N
NNW NNE

NW NE

WNW ENE

W E
0% 10% 20% 30%

Hs (m)
WSW ESE <=0.5
>0.5 - 1
>1 - 1.5
>1.5 - 2
SW SE
>2 - 2.5
>2.5 - 3
SSW SSE >3
S

Radius: occurrence frequency Radius: magnitude Radius: magnitude


Colour: magnitude Colour: relative frequency Line: percentiles

M2174 Coastal Processes Wave Analysis


LONG-TERM STATISTICS

M2174 Coastal Processes Wave Analysis


M2174 Coastal Processes Wave Analysis
LONG-TERM DISTRIBUTION

Hs

H si

t
f (H s ) Hs

H si
Hs F (Hs )
H si Pr( H s  H s i )

M2174 Coastal Processes Wave Analysis


Wave Climate
Statistical distribution of sea state parameters in a certain
time interval

Papel probabilístico Lognormal


9.00
8.00 R. escalar de Hs en 2
7.00
• Month 6.00
5.00 m = -1.775
• Season s = 1.167

• Year
Ho 4.00

3.00

• Phase of a climatic index 2.00

• Weather pattern

Hs(m)
1.00
0.90
0.80
0.70
Hs
Hs 0.60
0.50
0.40

0.30

0.20
P(Hs <Hs0)
0.10

0.60000

0.95000

0.98000

0.99999
0.00100

0.01000

0.10000

0.20000

0.50000

0.70000

0.80000

0.90000

0.99000

0.99800

0.99900

0.99990
0.02000

0.05000

0.30000

0.40000
Ho Prob PROBABILIDAD ACUMULADA

Cumulative Distribution Function FH(H)

t
Sea states record
M2174 Coastal Processes Wave Analysis
LONG-TERM DISTRIBUTIONS
1-D Statistical distribution of sea state parameters (e.g. Hs,Tm, q, W,..)

Hipothesis:
Random variable, stochastic process, i.i.d, …. f ( x) F ( x)
BUOY-1 GIJÓN
0.8
- Lognormal
- mu=0.238 , sigma=0.5478

0.6

Statistical Model:
fH(H)

0.4
• Parametric
• semi-parametric
0.2
• Non-parametric

0
0 1 2 3 4 5 6 7 8 Distribution fitting methods:
H (m) • Probability paper/least square methods
• Moments
• Maximum likelihood

Common distributions/models:
Log-Normal, Weibull Min, Normal, Gumbel Max, Gamma, …

M2174 Coastal Processes Wave Analysis


LONG-TERM DISTRIBUTIONS

1-D Statistical distribution of sea state parameters (e.g. Hs,Tm, q, W,..)

Fitness techniques: y=F(x) Axis y’


• Probability paper/least square methods transformation
• Moments
• Maximum likelihood

Lognormal. Wave Analysis Weibull


M2174 Coastal Processes
LONG-TERM DISTRIBUTIONS

1-D Statistical distribution of sea state parameters (e.g. Hs,Tm, q, W,..)

y=F(x) Axis y’
transformation

Maresme coast (next to Barcelona)


Log-normal distribution
Gumbelmaximum
Gumbel maximumdistribution
distribution

HsBuoy
Hs Buoy
Stormy peak period:
HsHIPOCAS
Hs HIPOCAS without
without calibration
calibration 12 sec.
HsHIPOCAS
Hs HIPOCAS calibrated
calibrated
Significant wave height

Peak Period
Averaged peak period:
4.5 sec.

Stormy significant wave height


3 m.
Averaged significant
wave height
0.9 m.

Probability
Probability Probability

M2174 Coastal Processes Wave Analysis


LONG-TERM DISTRIBUTIONS

1-D Statistical distribution of sea state parameters (e.g. Hs,Tm, q, W,..)

Fitness techniques:
• Probability paper/least square methods
• Moments / Maximum likelihood

Consists of matching the sample moments


with the population moments.

M2174 Coastal Processes Wave Analysis


LONG-TERM DISTRIBUTIONS

1-D Statistical distribution of sea state parameters (e.g. Hs,Tm, q, W,..)

This is one of the most important


Fitness techniques: estimation methods in distribution fitting.
• Probability paper/least square methods It basically consists of choosing as point
• Moments / Maximum likelihood estimators of the parameters those
statistics that maximize the probability of
observing our sample.
It usually provides less biased estimators,
more efficient and with a good goodness
of fit. Only the L-moments method can
compete in some specific cases with the
MLE method.

M2174 Coastal Processes Wave Analysis


LONG-TERM DISTRIBUTIONS

1-D Statistical distribution of sea state parameters (e.g. Hs,Tm, q, W,..)

Fitness techniques:
• Probability paper/least square methods
• Moments / Maximum likelihood

Goodness of fit :
• QQ-plots, PP-plots
• Kolmogorov-Smirnov test
• χ2 test, ….

M2174 Coastal Processes Wave Analysis


LONG-TERM DISTRIBUTIONS

2-D Statistical distribution of sea state parameters (e.g. Hs,Tm, q, W,..)

Parametric Semi-paramétric
7.0
Función de densidad conjunta
empírica (Hs2, Tp2)
6.0
- Datos horarios
- 22/3/94 11:00 - 27/12/99 23:00

5.0

4.0
Hs (m)

3.0

2.0

1.0

0.0
2 4 6 8 10 12 14 16 18 20
Tp (s)

7.0
Función de densidad conjunta (Hs2, Tp2)

Hs2 - LogNormal (mu=0.4, sigma=0.608)


6.0

Tp2 - Weibull Maximos [Athanassoulis and Belibasakis, 2002)]


(beta=4.54, delta=15.58, lambda=24.5)
5.0

Psi = 10
4.0
Hs (m)

3.0

2.0

1.0

0.0
2 4 6 8 10 12 14 16 18 20
Tp (s)

M2174 Coastal Processes Wave Analysis


LONG-TERM DISTRIBUTIONS

2-D Statistical distribution of sea state parameters (e.g. Hs,Tm, q, W,..)

Conditioned method: f HT ( H , T )  f H ( H ) fT (T / H )

fH (H ) 
1  1  log H  m 2 
exp    H
 
mT ( H ) ?
sH 2 H  
2 s  
H
sT (H ) ?
fT (T / H )  Normal (T ; mT ( H ), s T ( H ))
Silleiro buoy
20.00 2.50

a=5.0 2.25
18.00 b=4.5

2.00
16.00
1.75

mT ( H )  a  b H 14.00
1.50
3
Tp (s)

s T ( H )   ai H i

s Tp
12.00 1.25

i 0
m

1.00
10.00

0.75
8.00 a0=2.09414
a1=-0.116964
0.50 a2=0.039742
a3=-0.00665255
6.00
0.25

4.00 0.00
0.0 1.0 2.0 3.0 4.0 5.0 6.0 7.0 8.0 0.0 1.0 2.0 3.0 4.0 5.0 6.0 7.0 8.0

Hs (m) Hs (m)

M2174 Coastal Processes Wave Analysis


M2174 Coastal Processes Wave Analysis
EXTREME DISTRIBUTION

Hs Maxima
máximo H s

t
f (H s ) Hs

Hs Periodo
Return de retorno
period

M2174 Coastal Processes Wave Analysis


EXTREME DISTRIBUTIONS
WAVE CLIMATE EXTREME PHENOMENA
Event associated with certain conditions of the atmosphere-ocean system at
its highest degree.
Very intense, of the greatest severity.

Coastal management
Flooding risk
Maritime Works

M2174 Coastal Processes Wave Analysis


EXTREME DISTRIBUTIONS

EXTREME VALUE APPROACH


1. Collective memory
2. Whole population
3. Extreme value analysis

EXTREME VALUE THEORY


Statistical discipline that develops a set of techniques and methods to quantify
and model the stochastic behavior of extreme events, either in magnitude or
frequency.

Fisher-Tippett theorem or theorem I (~1927)


Pickands theorem or theorem II (~1975)

[..unique as a statistical discipline for describing the unusual rather than usual…]
[..the most important statistical discipline for the applied sciences over the last 50 years…]

M2174 Coastal Processes Wave Analysis


WAVE DATA
SELECTION OF EXTREME VALUES

STATISTICAL MODEL

FIT THE BEST MODEL

INFERENCE

UNCERTAINTY CLIMATE
INFORMATION

APPLICATIONS
(MANAGEMENT, DESIGN)

M2174 Coastal Processes Wave Analysis


EXTREME LONG-TERM DISTRIBUTIONS

M2174 Coastal Processes Wave Analysis


EXTREME LONG-TERM DISTRIBUTIONS

Because extreme events are rare, they occupy the upper tail of a distribution, which requires
specific treatment.
RETURN PERIOD:
The return period can be defined as an average time interval, usually expressed in years,
after which an event of a certain magnitude will be exceeded. Another definition of the
return period is the expected waiting time until an exceedance.

Prob. year = 1%

Return period
100 years

That is, for a given location and variable, if the


return period or interval of occurrence of an
event of a certain magnitude is 100 years, then
there is a 1% probability of the event occurring
in a year.

M2174 Coastal Processes Wave Analysis


PROBABILITY – RETURN PERIOD EXTREME LONG-TERM DISTRIBUTIONS

 
E[ R]   i Pr R  i   i  F ( x)i 1 1  F ( x)   1  F ( x) 
1

i 1 i 1

1 1
Pr  1   R
R 1  Pr

M2174 Coastal Processes Wave Analysis


EXTREME DISTRIBUTIONS
The selection of maxima sample

M2174 Coastal Processes Wave Analysis


EXTREME DISTRIBUTIONS
The statistical model

Generalized Extreme Value distribution, GEV


1/ 

   x  m  
Fisher-Tippett theorem


F ( x; )  exp  1     
     
 

m  location
  scale
  shape

pdf cdf
M2174 Coastal Processes Wave Analysis
EXTREME DISTRIBUTIONS
The statistical model

Pareto Poisson GEV


(exceedences ) (events of exceedence) (maxima)
Pickands theorem

Pareto–Poisson Model GEV Model


1/  1/ 
 x  x 
   x  m   
F ( x; )  1  1    p( x; )  e  F ( x; )  exp  1     
 s    
x!  
 

s     (u  m )
1/ 
 um 
  1   
  
M2174 Coastal Processes Wave Analysis
EXTREME DISTRIBUTIONS

Uncertainty

ˆi

i ˆi
Standard
deviation
real value Estimated value

1) FISHER (Delta method)

2) LIKELIHOOD PROFILE

M2174 Coastal Processes Wave Analysis


EXTREME DISTRIBUTIONS

Results. Return level Plot

Gijón Langosteira

M2174 Coastal Processes Wave Analysis


EXTREME DISTRIBUTIONS

M2174 Coastal Processes Wave Analysis


IH-AMEVA
Análisis Matemático Estadístico de Variables Ambientales

M2174 Coastal Processes Wave Analysis


AMEVA, a user friendly toolbox to analyze statistically
environmental variables

M2174 Coastal Processes Wave Analysis

You might also like