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A Stochastic Model for Strong Wind Events in Central Europe based on Historical Wind Data
Author(s) -
Niekamp Rainer,
Brands Dominik,
Götzen Carina,
Kiseleva Maria,
Niekamp Jana,
Schröder Jörg,
Siems Onnen
Publication year - 2018
Publication title -
pamm
Language(s) - English
Resource type - Journals
ISSN - 1617-7061
DOI - 10.1002/pamm.201800365
Subject(s) - storm , stochastic modelling , meteorology , wind speed , polynomial chaos , wind power , climatology , econometrics , computer science , environmental science , geography , mathematics , monte carlo method , geology , engineering , statistics , electrical engineering
For the generation of synthetic storms in order to estimate claims due to storm hazards there exist a couple of commercial tools. They are based on expert's knowledge and physical models of wind appearance or work with distortions of historical hazards. In contrast to these approaches we present a purely data driven model. From the historical data we extracted the hourly wind peaks over the last two decades and derived by algebraic methods a stochastic storm model in form of a polynomial chaos expansion.