Numerical simulation of annual maximum wind speeds

R. V. Milford
National Building Research Institute, Councilfor Scientific and Industrial Research, PO Box 395, Pretoria 0001, South Africa (Received May 1986; revised December 1986)

Numerical s i m u l a t i o n of h o u r l y m e a n w i n d s p e e d d a t a is u s e d to i n v e s t i g a t e t h e a s s u m p t i o n of statistical i n d e p e n d e n c e u s e d w h e n deriving e x t r e m e w i n d s p e e d s directly from t h e p a r e n t distributk~n.

K e y w o r d s : numerical s i m u l a t i o n , w i n d s p e e d

In a recent investigation x, annual maximum wind speeds derived directly from the parent distribution function were compared with those obtained from a Type-I extreme-value distribution fitted to the annual maxima and to the square of the annual maxima. In deriving the annual maximum wind speed from the parent distribution function it was assumed that successive hourly mean wind speeds were statistically independent. This assumption yielded satisfactory results, but is in conflict with similar studies reported. 2-4 In the present study, numerical simulation of hourly mean wind speed data is used to investigate extreme wind speeds derived directly from the parent distribution. In particular, the assumption of statistical independence is examined.

In Figure 3 a comparison is made of predicted annual maximum wind speeds together with the measured annual maxima at Jan Smuts Airport. The following estimates of the annual maximum wind speed are used: Type-I in v
Fv(v)=e -e . . . . . .
(2a)

Type-I in v2 P.(v) = ee .......

(2b)

and the derived distributions F~(v) = [1

- Pv(v)] 8760

(2c)

Statistics of hourly mean wind speed data

Statistics of South African hourly mean wind speed data have been reported previously, l's Relevant statistics for one station, at Jan Smuts Airport (Johannesburg), are given here. In Figure 1 the cumulative distribution function of the parent distribution function is given. The tail of the distribution is fitted by a Weibull distribution of the form
Pv(v) = e (~/2'~)'

3O 2O E

(1)
5

where Pv(v) is the probability of v being exceeded, and = 2.72 and k = 1.59 for Jan Smuts Airport. In Figure 2 the autocorrelation function of the wind speed fluctuations is given. The first five coefficients are 0.81, 0.66, 0.55, 0.47 and 0.41, corresponding to a time lag of 1, 2, 3, 4 and 5 hours respectively. Additional statistics for Jan Smuts Airport are: mean cycling rate vo = 2.36 cycles/day and root-mean-square wind speed av = 2.35 m/s. 0141-0296/88/01065-03/$03.00 (t') 1988 Butterworth& Co (Publishers) Ltd

0.5

I0 -I I0-2 10.3 Probability Pv ( v )

10-510-7

Figure I

Measured parent distribution function

Eng. Struct. 1 988, Vol. 10, January

65

Numerical simulation of annual maximum wind speeds. R, V, Milford

1.00

Auto-regressive modelling of hourly mean wind

speed Details of auto-regressive (AR) modelling of correlated random variables can be found in Reference 7. The basis of AR modelling is contained in the following equation:
P

0.75

0.50

0.2~

yr = Y q- B o ( X , - - . ~ ) -

~, A , { y , _ , /=1

~)

(3)

-0.25

' I00 Time-log {h)

200

where y, is the rth correlated random variable with distribution function Py(y) and prescribed autocovariance function Crr(z ). g r is an uncorrelated white noise random variable with distribution function Px(x). The parameters Ai are obtained from the autocovariance function

Figure 2

Measured autocorrelation function

30

'~ 2o E

IO

0 I. I

0.5

0 9

0.99

0.999

Probability Fz(V)

Figure 3 Annual maximum w i n d speeds using measured data. . . . . . . Type-I in v (equation (2a)); ---, Type-I in v 2 (equation (2b)) ; , derived (equation ( 2 c ) ) ; - . - , derived (equation (2d)).

C.(r). 7 AR modelling is strictly only valid for Gaussian random variables, as the sum of Gaussian variables remains Gaussian. However, it can be applied to nonGaussian random variables, although some distortion of the prescribed distribution function Px(x) occurs. Using the measured autocorrelation function for Jan Smuts and an assumed parent Weibull distribution function, simulated hourly mean wind speed data for 200 years was generated. The parameters c~ and k of the assumed parent distribution (for the uncorrelated data) were selected by trial and error, and resulted in a parent distribution of the correlated data with parameters ct = 2.72 m s- 1 and k = 1.59, shown in Figure 4. Only the first 100 hours of the measured autocorrelation function was used. The first 100 hours of the autocorrelation function of the simulated data is almost identical with that shown in Figure 2. A resulting root-mean-square wind speed of 2.35ms -1 was obtained, and a mean cycling rate of 2.92 cycles/day. This mean cycling rate is not as close to the measured 2.36 cycles/day obtained for Jan Smuts as one would like, but is still satisfactory for arbitrary wind data.

and F,,(v) = e - v + r wherev+(v)=(2) Vo ~ ~ exp 2~ (2d)

Annual maximum wind speeds

Annual maximum wind speeds are now investigated using the simulated wind speed data. In Figure 5 a comparison is made between the measured annual maxima in the 200-year period and the best fit equations for the Type-I in v, the Type-I in v2, and the derived distribution

(2e)
In Equations (2a)-(2d), Fo(v) is the cumulative distribution function of the annual maximum wind speed. Equation (2c) is derived on the assumption that successive hourly mean wind speeds are statistically independent (with 8760 = 365 24, being the number of hours per year). Equation (2d), in which v (v) is the average number of upcrossings of v and T equals one year, is based on a Poisson approximation. Details of the derivation of equations (2c) and (2d) can be found in References 1 and 2. In Figure 3 it is seen that the fit of equations (2c) and (2d) to the observed data in the tail of distribution is satisfactory for Jan Smuts Airport, but for most other stations such a good fit could not be obtained, s'6 It is also seen that the Type-I extreme-value distribution in v overestimates the annual maximum wind speed with increasing return period as compared to equations (2b), (2c) and (2d). This phenomenon has been explained in References 3 and 1.

3O

2O
v

E -. IO

{3

0.5

I0 -I I0 -2 I0 -3 Probobility Pv { v )

10-510 -7

Figure 4

Simulated parent distribution function

66

Eng. Struct. 1988, Vol. 10, January

Numerical simulation of annual maximum wind speeds: R. V. Milford

30

3o

E 20

2 O

ao

I0

~=

10

0. I

0 5

0,9 0.99 Probobility '~v (~')

0.999

0.1

0.5

0.9 0.99 Probebility Fv ( v )

0.999

Figure 5 Annual maximum wind speeds usin~ simulated data.

.... , T y p e d in v (equation (2a)); - - , Type-I in v (equation (2b)); derived (equation (2c))

Figure 6 Convergence of derived distribution (equation (4)) towards simulation data for ~b = 0.01, 0.1 and 1.0

equation (2c). The Poisson approximation is not included in F i g u r e 5 as it is almost identical to the derived distribution of equation (2c). It is again verified that the Type-I distribution in v overestimates the annual maxima with increasing return period. It is also seen that there is excellent agreement between equation (2c) (and also equation (2d)) and the Type-I distribution in v2, although this comparison is only valid for an initial distribution with k -- 2.0. The validity of the assumption of statistical independence of successive hourly mean wind speeds can be estimated by equating equations (2c) and (2d). Rewriting equation (2c) as
gv(v) = I1 - Pv(/))] ~8760

By comparison, in Reference 2 a similar, but not identical, equation to equation (1) was used for the initial distribution and the number of independent observations was then obtained by equating the resulting equations similar to equations (2c) and (2d) to a Type-I extremevalue distribution in v (i.e. not Vk), resulting in ~b- 0.1. Using the estimates for the mode of an equivalent Type-I distribution in v, Reference 4 obtained ~b-~0.10, which, again, is not consistent with the present study. The results of the present investigation confirm the previous assumption that successive hourly mean wind speeds can be treated as being statistically independent.

(4)

Discussion of results
The assumption of statistical independence of successive hourly mean wind speed observations has been investigated using simulated wind speed data. The simulated wind speed data was generated using the measured autocorrelation function at a weather-recording station at Jan Smuts Airport. Only the first 100 hours of the autocorrelation function was used and hence long-term seasonal effects are not simulated. Notwithstanding this, the analysis has confirmed that the assumption of statistical independence can be used when estimating the annual maximum wind speed distribution function.

it follows that - l n [ - l n ~'.(v)] '-~ ~

(')'
1 k

Iv k - (2~-~) k ln(~b8760))]

(5a) which is a Type-I distribution in v k. Rewriting equation (2d) yields

--ln[--lnPv(V)]~--(~)Ivk--(2'~)k
x ln{(27r)"VoT(~T~)(2-~ )
k~Tv U k- 1

}]

(5b,

References
1 Milford, R. V. Annual maximum wind speeds from initial distribution functions. J Wind Engng Industrial Aerodynamics, 1987, 25(2), 163 178 2 Davenport, A. G. The dependence of wind loads on meteorological parameters, Prec. Int. Conference on Wind Effects on Buildings and Struct., Ottawa, Canada, September 1967, 19--82 3 Cook, N. J. Towards a better estimation of extreme winds, J. Wind Engng and Industrial Aerodynamics, March 1982, 9(3), 295-320 4 Grigoriu, M. Estimates of design wind from short records, J. Struct. Div., ASCE, May 1982, 108(ST5), 1034-1048 5 Milford, R. V. Annual maximum wind speeds for South Africa. The Civil Engineer in South Africa, 1987, 25(1), 15-19 6 Milford, R. V. Extreme value analysis of South African mean hourly wind speed data: II. Internal Report 85/3, Struct. and Geotechnical Engng Div., National Building Research Institute, CSIR, Pretoria, May 1985 7 Samaras, E., Shinozuka, M. and Tsurui, A. ARMA representation of random processes, J. Engng Mech. Div., ASCE, March 1985, 111(3) 449-461

which is again a Type-I distribution in v k. The mode term in equation (5b) is seen to be dependent on the mean wind speed, but this dependence is small. Substituting for a, k, v0 and av, using a mean value of v = 20 m s- 1 in equation (5b), and equating the mode terms in equations (5a) and (5b) yields ~b-~ 0.78. Using ~b= 1.0 results in a conservative estimate of the wind speed corresponding to a given return period, but with an error of only about 2%. The assumption of statistical independence is also investigated in Figure 6 in which the convergance of equation (4) towards the simulated data is shown for ~b= 1.0, 0.1 and 0.01 (or ~bT = 8760, 876 and 87). It is observed that large errors occur for 4' much less than 1.0.

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