Journal cover Journal topic
Ocean Science An interactive open-access journal of the European Geosciences Union
© Author(s) 2016. This work is distributed under
the Creative Commons Attribution 3.0 License.
Research article
07 Jul 2016
Review status
This discussion paper is a preprint. A revision of the manuscript for further review has not been submitted.
Evaluation of Peaks-Over-Threshold Method
Soheil Saeed Far1 and Ahmad Khairi Abd. Wahab1,2 1Faculty of Civil Engineering, Universiti Teknologi Malaysia (UTM), 81310, Skudai, Johor Bahru, Malaysia
2Center for Coastal & Ocean Engineering, Research Institute for Sustainable Environment, UTM, Jalan Sultan Yahya Petra, 54100, Kuala Lumpur, Malaysia
Abstract. Two extreme wave analysis models, namely Peaks-Over-Threshold (POT) and Generalized Pareto Distribution (GPD), were developed in order to improve the POT model and highlight merits and limitations of the two models. Studies have shown that the POT model was not equipped with a suitable approach to determine a true threshold value. This paper proposed an approach to specify the most suitable threshold value for the POT model, which is called Hybrid method. In addition, until now the MIR (minimum ratio of residual correlation coefficient) criterion has been used as a goodness-of-fit method in the POT model. However, the examinations on the method represented that MIR is not always a stable approach in determining true distribution function. This paper proposed an alternative approach instead of the MIR criterion method, it is called Norm of Residuals, and its credibility was examined by the Chi-Square test. The results drawn from this study also demonstrated that the Hybrid method completely matched with the POT model, and the threshold obtained by this method is credible, moreover, the Norm of Residuals method is completely stable in determining the best fitting distribution for the POT model.

Citation: Saeed Far, S. and Abd. Wahab, A. K.: Evaluation of Peaks-Over-Threshold Method, Ocean Sci. Discuss.,, in review, 2016.
Soheil Saeed Far and Ahmad Khairi Abd. Wahab
Soheil Saeed Far and Ahmad Khairi Abd. Wahab


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Short summary
In this paper, two commonly used extreme value analysis models have been developed (POT and GPD models). Both models use threshold values to censor a range of data. The results of this study show the two models are very sensitive to any changes in threshold value. Moreover, the POT model has shown some imperfections in determining true threshold value and a best fitting distribution function. Two methods were proposed by this paper to deal with the limitations in order to improve the model.
In this paper, two commonly used extreme value analysis models have been developed (POT and GPD...