Estimation of Extremes from Limited Time Histories: The Routine MaxFits with Wind Turbine Examples
Abstract
This report describes and illustrates the use of the routine MaxFits. This routine estimates statistics of extremes corresponding to arbitrary dynamic load or response processes. It estimates statistics of extremes from limited duration time histories, which may arise either from experimental tests or computationally expensive simulation. A wide range of statistics-e.g., mean, standard deviation, and arbitrary fractiles-can be estimated for an extreme over an arbitrary duration T. The routine also assesses, through boot-strapping methods, the statistical uncertainty associated with these extremal statistics due to the amount of data at hand. This will consistently reflect the growing uncertainty as, for example, we extrapolate to (1) increasingly high fractiles of the extreme response; or (2) increasingly long target durations T, relative to the length of the input signal. Central to this routine is a core group of algorithms used to probabilistically model various aspects of the dynamic process of interest. The user is permitted to model either the time history itself, a set of local peaks (max- ima), or a coarser set of global peaks (e.g., 5- or 10-minute maxima). A number of distribution types are included for these various purposes. For example, normal distributions and their 4-moment transformations ("Hermite") are included as likely candidates to apply directly to the process itself. Weibull models and their 3-moment distortions ("Quadratic Weibull") have been found particularly useful in modelling local peaks and ranges. Extremal, Gumbel models are also included to permit natural choices of global peaks. These algorithms build on the distribution library of the FITS routine, most recently documented in RMS Report 38 (Manuel et al, 1999).
Document Details
- Document Type
- Technical Report
- Publication Date
- May 01, 2000
- Accession Number
- ADA396337
Entities
People
- Leroy M. Fitzwater
- Steven R. Winterstein
Organizations
- Stanford University