International Conference on Applications of Statistics and Probability in Civil Engineering (ICASP) (12th : 2015)

Application of the Box-Cox power transformation in extreme value analysis of wind speed Hong, H. P.


The Gumbel distribution is one of the commonly used models for the extreme wind speed or the squared wind speed. The best choice between fitting the wind speed or squared wind speed is not apparent. To objectively avoid the need for the choice, we apply the Box-Cox power transformation with the Gumbel distribution and the generalized extreme value distribution in this study. The application of the transformation improves the rate of convergence in extreme value analysis. For the numerical example analysis, we consider the wind data recorded at 14 meteorological stations in Canada. Results indicate that the proposed application with the Gumbel distribution gives consistent estimates of the load effects whether the wind speed or squared wind speed are used for the distribution fitting; the application with the generalized extreme value distribution with Box-Cox transform is ineffective for the extreme data considered.

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Attribution-NonCommercial-NoDerivs 2.5 Canada