Bayesian trend analysis of extreme wind using observed and hindcast series o Catalan coast, NE Mediterranean Sea

It has been suggested that climate change might modify the occurrence rate and magnitude of large ocean-wave and wind storms. The hypothesised reason is the increase of available energy in the atmosphere-ocean system. Forecasting models are commonly used to assess these effects, given that good quality data series are often too short. However, forecasting systems are often tuned to reproduce the average behavior, and there are concerns on their representativity for extremal regimes. We present a methodology of simultaneous analysis of observed and hindcasted data with the aim of extracting potential time drifts as well as systematic regime discrepancies between the two data sources. The method is based on the Peak-Over- Threshold (POT) approach and the Generalized Pareto Distribution (GPD) within a Bayesian estimation framework. In this context, storm events are considered points in time, and modelled as a Poisson process. Storm magnitude over a reference threshold is modelled with a GPD, a flexible model that captures the tail behaviour of the magnitude distribution. All model parameters, i.e. shape and location of the magnitude GPD and the Poisson occurrence rate, are affected by a trend in time. Moreover, a systematic difference between parameters of hindcasted and observed series is considered. Finally, the posterior joint distribution of all these trend parameters is studied using a conventional Gibbs sampler. This method is applied to compare hindcast and observed series of 10-minute average windspeed at a deep buoy location off the Catalan coast (NE Spain, Western Mediterranean; buoy data from 2001; REMO wind hindcasting from 1958 on). Appropriate scale and domain of attraction are discussed, and the reliability of trends in time are addressed.