December 2023 Accounting for seasonality in extreme sea-level estimation
Eleanor D’Arcy, Jonathan A. Tawn, Amélie Joly, Dafni E. Sifnioti
Author Affiliations +
Ann. Appl. Stat. 17(4): 3500-3525 (December 2023). DOI: 10.1214/23-AOAS1773

Abstract

Reliable estimates of sea-level return-levels are crucial for coastal flooding risk assessments and for coastal flood defence design. We describe a novel method for estimating extreme sea-levels that is the first to capture seasonality, interannual variations and longer term changes. We use a joint probabilities method, with skew-surge and peak-tide as two sea-level components. The tidal regime is predictable, but skew-surges are stochastic. We present a statistical model for skew-surges, where the main body of the distribution is modelled empirically while a nonstationary generalised Pareto distribution (GPD) is used for the upper tail. We capture within-year seasonality by introducing a daily covariate to the GPD model and allowing the distribution of peak-tide to change over months and years. Skew-surge-peak-tide dependence is accounted for, via a tidal covariate, in the GPD model, and we adjust for skew-surge temporal dependence through the subasymptotic extremal index. We incorporate spatial prior information in our GPD model to reduce the uncertainty associated with the highest return-level estimates. Our results are an improvement on current return-level estimates, with previous methods typically underestimating. We illustrate our method at four U.K. tide gauges.

Funding Statement

This paper is based on work completed while Eleanor D’Arcy was part of the EPSRC funded STOR-i centre for doctoral training (EP/S022252/1).

Acknowledgments

The authors would like to thank Jenny Sansom of the Environment Agency and Joanne Williams of National Oceanography Centre for providing the tide gauge data and Tom Howard of the Met Office for supplying the physical model data.

Citation

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Eleanor D’Arcy. Jonathan A. Tawn. Amélie Joly. Dafni E. Sifnioti. "Accounting for seasonality in extreme sea-level estimation." Ann. Appl. Stat. 17 (4) 3500 - 3525, December 2023. https://doi.org/10.1214/23-AOAS1773

Information

Received: 1 July 2022; Revised: 1 April 2023; Published: December 2023
First available in Project Euclid: 30 October 2023

MathSciNet: MR4661708
Digital Object Identifier: 10.1214/23-AOAS1773

Keywords: Extreme sea-levels , generalised Pareto distribution , joint probabilities method , nonstationarity , skew-surge

Rights: Copyright © 2023 Institute of Mathematical Statistics

Vol.17 • No. 4 • December 2023
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