University of Newcastle upon Tyne

School of Mathematics and Statistics

Statistics Seminars 2004-2005

19 November 2004, M414, 2:00pm

Dr David Walshaw

Abstract

We consider the practical development and utility of random effects models for extreme wind speeds. We develop models for hourly maximum wind speed data, which are capable of incorporating seasonal, year and site effects, and potentially long-term trends, as well as temporal dependence. We show that for the UK, the precision of analyses at individual sites is increased in comparison with models which treat each site separately, while interesting meteorological structure is revealed. The methods have considerable potential for application in practice, especially at locations where data is sparse, or has been collected only for a short period.

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