A model for extreme wind gusts
Estimates of the largest wind gust that will occur at a given location over a specified period are required by civil engineers. Estimation is usually based on models which are derived from the limiting distributions of maxima of stationary time series and which are fitted to data on extreme gusts. In this paper we develop a model for maximum gusts which also incorporates data on hourly mean speeds through a distributional relationship between maxima and means. This joint model is closely linked to the physical processes which generate the most extreme values and thus provides a mechanism by which data on means can augment those on gusts. It is argued that this increases the credibility of extrapolation in estimates of long period return gusts. The model is shown to provide a good fit to data obtained at a location in northern England and is compared with a more traditional modelling approach, which also performs well for this site.