Prediction of design wind speeds

Wind loading and structural response

Lecture 4 Dr. J.D. Holmes
Prediction of design wind speeds
Historical :
1928. Fisher and Tippett. Three asymptotic extreme value distributions
1954. Gumbel method of fitting extremes. Still widely used for windspeeds.
1955. Jenkinson. Generalized extreme value distribution
1982. Simiu. First comprehensive analysis of U.S. historical extreme wind
speeds. Sampling errors.
1977. Gomes and Vickery. Separation of storm types
1990. Davison and Smith. Excesses over threshold method.
1998. Peterka and Shahid. Re-analysis of U.S. data - superstations
Prediction of design wind speeds
Generalized Extreme Value distribution (G.E.V.) :
c.d.f. F
U
(U) =
k is the shape factor; a is the scale factor; u is the location parameter
Special cases : Type I (k0) Gumbel
Type II (k<0) Frechet
Type III (k>0) Reverse Weibull

Type I transformation :
Type I (limit as k 0) : F
U
(U) = exp {- exp [-(U-u)/a]}

k
a
u U k
/ 1
) (
1 exp
| | { } (U)) (F log log a u U
U e e
+ =
If U is plotted versus -log
e
[-log
e
(1-F
U
(U)], we get a straight line
Prediction of design wind speeds
Generalized Extreme Value distribution (G.E.V.) :
Type I, II : U is unlimited as c.d.f. reduces (reduced variate increases)
Type III: U has an upper limit
-6
-4
-2
0
2
4
6
8
-3 -2 -1 0 1 2 3 4
Reduced variate : -ln[-ln(F
U
(U)]
(U-u)/a
Type I k = 0
Type III k = +0.2
Type II k = -0.2
(In this way of
plotting, Type I
appears as a straight
line)
Prediction of design wind speeds
Return Period (mean recurrence interval) :
Unit : depends on population from which extreme value is selected
A 50-year return-period wind speed has an probability of exceedence of
0.02 in any one year
Return Period, R =
exceedence of y Probabilit
1
(U) F 1
1
U

=
e.g. for annual maximum wind speeds, R is in years
it should not be interpreted as occurring regularly every 50 years
or average rate of exceedence of 1 in 50 years
Prediction of design wind speeds
Type I Extreme value distribution


Large values of R :
| | { } (U)) (F log log a u U
U e e
+ =
)
`

+ = )
R
1
- (1 log log a u U
e e
R alog u U
e
+ =
In terms of
return period :
Prediction of design wind speeds
Gumbel method - for fitting Type I E.V.D. to recorded extremes
- procedure

Assign probability of non-exceedence
Extract largest wind speed in each year
Rank series from smallest to largest m=1,2..to N
( ) 1 N
m
p
+
~
Form reduced variate : y = - log
e
(-log
e
p)
Plot U versus y, and draw straight line of best fit, using least squares
method (linear regression) for example
Prediction of design wind speeds
Gringorten method


Gringorten formula is unbiased :
same as Gumbel but uses different formula for p
Gumbel formula is biased at top and bottom ends
( ) 0.88 - 1 N
0.44 - m
p
+
~
Otherwise the method is the same as the Gumbel method
( ) 12 . 0 N
0.44 - m
+
=
Prediction of design wind speeds
Gumbel/ Gringorten methods - example


Baton Rouge Annual maximum gust speeds 1970-1989
BATON ROUGE LA
Year Gust speed (mph) Gumbel Gringorten Gumbel Gringorten
(corrected to 33 ft) ordered rank p p y y
1970 67.58 40.97 1 0.048 0.028 -1.113 -1.276
1971 48.57 45.4 2 0.095 0.078 -0.855 -0.939
1972 54.91 46.46 3 0.143 0.127 -0.666 -0.724
1973 52.8 47.97 4 0.190 0.177 -0.506 -0.549
1974 76.03 47.97 5 0.238 0.227 -0.361 -0.395
1975 51.74 48.57 6 0.286 0.276 -0.225 -0.252
1976 46.46 48.57 7 0.333 0.326 -0.094 -0.114
1977 53.85 49.97 8 0.381 0.376 0.036 0.021
1978 48.57 50.68 9 0.429 0.425 0.166 0.157
1979 62.3 51.74 10 0.476 0.475 0.298 0.296
1980 53.85 51.74 11 0.524 0.525 0.436 0.439
1981 50.68 52.8 12 0.571 0.575 0.581 0.590
1982 51.74 52.8 13 0.619 0.624 0.735 0.752
1983 45.4 53.85 14 0.667 0.674 0.903 0.930
1984 52.8 53.85 15 0.714 0.724 1.089 1.129
1985 40.97 53.96 16 0.762 0.773 1.302 1.359
1986 47.97 54.91 17 0.810 0.823 1.554 1.636
1987 53.96 62.3 18 0.857 0.873 1.870 1.994
1988 49.97 67.58 19 0.905 0.922 2.302 2.517
1989 47.97 76.03 20 0.952 0.972 3.020 3.567
y = - log
e
(-log
e
p) .. note: log
e
=ln

Prediction of design wind speeds
Gringorten method -example

Baton Rouge Annual maximum gust speeds 1970-1989
BATON ROUGE ANNUAL MAXIMA 1970-89
y = 6.24x + 49.4
0
20
40
60
80
-2 -1 0 1 2 3 4
reduced variate (Gringorten) -ln(-ln(p))
G
u
s
t

w
i
n
d

s
p
e
e
d

(
m
p
h
)
Prediction of design wind speeds
Gringorten method -example

Baton Rouge Annual maximum gust speeds 1970-1989
Mode = 49.40
Predicted values Slope = 6.24
Return Period UR(mph)
10 63.4
20 67.9
50 73.7
100 78.1
200 82.4
500 88.2
1000 92.5
)
`

+ = )
R
1
- (1 log log a u U
e e
Prediction of design wind speeds
Separation by storm type

Baton Rouge data (and that from many other places) indicate a
mixed wind climate
Some annual maxima are caused by hurricanes, some by
thunderstorms, some by winter gales
Effect : often an upward curvature in Gumbel/Gringorten plot
Should try to separate storm types by, for example, inspection
of detailed anemometer charts, or by published hurricane tracks
Prediction of design wind speeds
Separation by storm type

Probability of annual max. wind being less than U
ext
due to any
storm type =
Probability of annual max. wind from storm type 1 being less than U
ext
Probability of annual max. wind from storm type 2 being less than U
ext
etc. (assuming statistical independence)
In terms of return period,
|
|
.
|

\
|

|
|
.
|

\
|
=
|
|
.
|

\
|

2 1
1
1
1
1
1
1
R R R
c
R
1
is the return period for a given wind speed from type 1 storms etc.
Prediction of design wind speeds
Wind direction effects

If wind speed data is available as a function of direction, it is very
useful to analyse it this way, as structural responses are usually
quite sensitive to wind direction
Probability of annual max. wind speed (response) from any direction being less than U
ext
=

Probability of annual max. wind speed (response)from direction 1 being less than U
ext

Probability of annual max. wind speed (response)from direction 2 being less than U
ext

etc. (assuming statistical independence of directions)
In terms of return periods,
R
ui
is the return period for a given wind speed from direction sector u
i

[
=
|
|
.
|

\
|
=
|
|
.
|

\
|

N
i a
i
R R
1
1
1
1
1
u
Prediction of design wind speeds
Compositing data (superstations)

Most places have insufficient history of recorded data (e.g. 20-50
years) to be confident in making predictions of long term design
wind speeds from a single recording station
Sampling errors : typically 4-10% (standard deviation) for design wind speeds
Compositing data from stations with similar climates :
reduces sampling errors by generating longer station-years
Disadvantages : disguises genuine climatological variations
assumes independence of data
Prediction of design wind speeds
Compositing data (superstations)

Example of a superstation (Peterka and Shahid ASCE 1978) :
3931 FORT POLK, LA 1958 -1990
3937 LAKE CHARLES, LA 1970 - 1990
12884 BOOTHVILLE, LA 1972 - 1981
12916 NEW ORLEANS, LA 1950 - 1990
12958 NEW ORLEANS, LA 1958 - 1990
13934 ENGLAND, LA 1956 - 1990
13970 BATON ROUGE, LA 1971 - 1990
93906 NEW ORLEANS, LA 1948 - 1957
193 station-years of combined data
Prediction of design wind speeds
Excesses (peaks) over threshold approach

Uses all values from independent storms above a minimum defined threshold
Example : all thunderstorm winds above 20 m/s at a station
Procedure :
several threshold levels of wind speed are set :u
0
, u
1
, u
2
, etc. (e.g. 20, 21, 22 m/s)
the exceedences of the lowest level by the maximum wind speed in each storm are
identified and the average number of crossings per year, , are calculated
the differences (U-u
0
) between each storm wind and the threshold level u
0
are
calculated and averaged (only positive excesses are counted)
previous step is repeated for each level, u
1
, u
2
etc, in turn
mean excess for each threshold level is plotted against the level
straight line is fitted
Prediction of design wind speeds
Excesses (peaks) over threshold approach

Procedure contd.:
a scale factor, o, and shape factor, k, can be determined from the slope and intercept :
Shape factor, k = -slope/(slope +1)
- (same shape factor as in GEV)
Scale factor, o = intercept / (slope +1)
These are the parameters of the Generalized Pareto distribution
Probability of excess above u
o
exceeding x, G(x) =

k
1

kx
1
(

|
.
|

\
|

Value of x exceeded with a probability, G

= o[1-(G)
k
]/k
Prediction of design wind speeds
Excesses (peaks) over threshold approach

Average number of excesses above lowest threshold, u
o
per annum =
= u
0
+ o[1-(R)
-k
]/k
Upper limit to U
R
as R for positive k
U
R
= u
0
+(o /k)
u
0
+ value of x exceeded with a probability, (1/ R)
Average number of excesses above u
o
in R years = R
R-year return period wind speed, U
R
= u
0
+
value of x with average rate of exceedence of 1 in R years
Prediction of design wind speeds
Excesses (peaks) over threshold approach

Example of plot of mean excess versus threshold level :
Negative slope indicates positive k
(extreme wind speed has upper limit )
MOREE Downburst Gusts
0.
1
2
3
4
5.
y = -0.139x + 4.36
0 5 10 15
Threshold (m/s)
Average
excess
(m/s)
Prediction of design wind speeds
Excesses (peaks) over threshold approach

Prediction of extremes :
upper limit (R) = 51.7 m/s
MOREE Downburst Gusts
Return Period UR (m/s)
scale = 5.067 m/s 10 32.8
20 34.8
shape = 0.161 50 37.1
100 38.7
rate = 2.32 per annum 200 40.1
500 41.7
1000 42.7
Prediction of design wind speeds
Lifetime of structure, L

Appropriate return period, R, for a given risk of exceedence, r,
during a lifetime ?
Assume each year is independent
L
R
(

)
1
( 1
L
R
r
(

= )
1
( 1 1
)
1
( 1
R

Probability of non exceedence of a given wind speed

in any one year =
Probability of non exceedence of a given wind speed
in L years =
Risk of exceedence of a given wind speed in L years,
Prediction of design wind speeds
Example :

L = 50 years
636 . 0 )
50
1
( 1 1
50
=
(

= r
R = 50 years
There is a 64% chance that U
50
will be exceeded in the next 50 years
Risk of exceedence of a 50-year return period wind
speed in 50 years,
Wind load factor must be applied
e.g. 1.6 W for strength design in ASCE-7 (Section. 2.3.2)


End of Lecture 4

John Holmes
225-405-3789 JHolmes@bigpond.com