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Operations Research, Systems Engineering and Industrial Engineering Commons

Open Access. Powered by Scholars. Published by Universities.®

Iowa State University

Risk Analysis

Cameron A. MacKenzie

2013

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Full-Text Articles in Operations Research, Systems Engineering and Industrial Engineering

Extremes Of Nonlinear Vibration: Comparing Models Based On Moments, L-Moments, And Maximum Entropy, Steven R. Winterstein, Cameron A. Mackenzie May 2013

Extremes Of Nonlinear Vibration: Comparing Models Based On Moments, L-Moments, And Maximum Entropy, Steven R. Winterstein, Cameron A. Mackenzie

Cameron A. MacKenzie

Wind and wave loads on offshore structures show nonlinear effects, which require nonGaussian statistical models. Here we critically review the behavior of various nonGaussian models. We first survey moment-based models; in particular, the four-moment “Hermite” model, a cubic transformation often used in wind and wave applications. We then derive an “L-Hermite” model, an alternative cubic transformation calibrated by the response “L-moments” rather than its ordinary statistical moments. These L-moments have recently found increasing use, in part because they show less sensitivity to distribution tails than ordinary moments. We find here, however, that these L-moments may not convey sufficient information to …