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A Bayesian Hierarchical Space-Time Model for Significant Wave Height

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Bayesian Hierarchical Space-Time Models with Application to Significant Wave Height

Part of the book series: Ocean Engineering & Oceanography ((OEO,volume 2))

Abstract

This chapter presents a Bayesian hierarchical space-time model for significant wave height. This type of models was selected based on a comprehensive literature survey and the framework allows modeling of complex dependence structures in space and time. Such models may incorporate physical features and prior knowledge, yet remain intuitive and easily interpreted. The model presented in this chapter has been fitted to significant wave height data with different temporal resolutions for an area in the North Atlantic Ocean. The various components of the model will be outlined, and the results from applying the model on monthly and daily data, as well as monthly maximum data, will be discussed. A few different model alternatives have been investigated and long-term trends in the data have been identified with all model alternatives. Overall, the identified trends are in reasonable agreement and also agree fairly well with previous studies.

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Notes

  1. 1.

    Data available from URL: http://data-portal.ecmwf.int/data/d/era40_daily/

  2. 2.

    Private communication with Dr. Andreas Sterl, KNMI.

  3. 3.

    The following parametrization of the inverse gamma distribution will be used:

    $$ X \ \sim IG(\alpha , \beta ) \Rightarrow f(x) = \frac{\beta ^\alpha }{\Gamma (\alpha )}\left( \frac{1}{x}\right) ^{\alpha + 1}e^{-\beta / x} \text { for } x > 0 $$
  4. 4.

    Note that the credible bands in [29] were wrongly calculated, but not the mean.

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Authors and Affiliations

  1. Mathematics Department, University of Oslo, Moltke Moes vei 35, 0316, Oslo, Norway

    Erik Vanem

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  1. Erik Vanem
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Correspondence to Erik Vanem .

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Vanem, E. (2013). A Bayesian Hierarchical Space-Time Model for Significant Wave Height. In: Bayesian Hierarchical Space-Time Models with Application to Significant Wave Height. Ocean Engineering & Oceanography, vol 2. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-30253-4_3

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