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Statistical Analysis and Prediction Limits

For proper use of any hazard assessment, it is critical to understand the uncertainty inherent in the estimates. Engineers typically address uncertainty by incorporating a safety factor into design calculations. To avoid either under- or over-design, best practice demands that hazard threats be accurately quantified and be site specific.

The TAOS Statistical Analysis Package (TSAP) is an integrated TAOS module that provides detailed information for forecasting site-specific perils for a variety of return periods. TSAP automatically provides prediction limits for 10-, 25-, 50- and 100-year time frames, or epochs. As used by KAC in estimating future storm characteristics, the prediction limit attempts to determine, with a given degree of confidence, what these future values will be, based on a statistical sampling of impacts, based of the entire hurricane history at the analysis site.

Using a distribution fitted to the hazard assessment results (and incorporating the uncertainty in estimating the parameters for the distribution), the TASP generates maximum wind values for 10,000 epochs. The median of these sorted values provides a value roughly comparable to the Maximum Likelihood Estimate (MLE). We would expect that in future epochs the annual maximum winds would exceed this value about 50% of the time.

Hence, for planning purposes, the "best" estimate (the MLE, which is close to the 50% prediction limit), does not offer much margin of error. For instances where an engineer requires greater certainty of resistance against extreme values, estimated impacts with 75%, 90%, 95% and 99% prediction limits are provided. For the 90% value for example, the interpretation is that in 9 of 10 (90%) future epochs we would expect that the maximum wind in the epoch would be less than the estimate with the 90% prediction limit.

References

The techniques employed in TAOS and the TSAP are described in greater detail in papers published in the scientific literature. A list of published TAOS references is available.


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Last modified: 10/17/07