Modelling of extreme wave heights and periods through copulas
Modelling of extreme wave heights and periods through copulas
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DOI：
10.1007/s10687-006-0006-y
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发表时间：
2005-12
期刊：
影响因子：
1.3
通讯作者：
D. D. Waal-D.;P. V. Gelder
中科院分区：
文献类型：
--
作者：
D. D. Waal-D.;P. V. Gelder
沿海或近海结构的优化设计需要估计海浪高度和波浪周期等海洋数据的极端分位数。由于海洋变量之间存在很强的相关性，因此有必要使用多变量模型来捕捉其相关性。为了实现这一点，提出了一种基于copula的方法，并将其与基于波的物理行为的模型进行了比较。
Optimal design of coastal or offshore structures requires the estimation of extreme quantiles of oceanographic data such as wave heights and wave periods. Since there are strong correlations between oceanographic variables, it is necessary to use multivariate models in order to capture its dependencies. To achieve this, an approach based on copulas is proposed and is compared to a model based on the physical behaviour of waves.