Evaluation of the Exceedance Rate of a Stationary Stochastic Process by Statistical Extrapolation Using the Envelope Peaks over Threshold (EPOT) Method

摘要

The statistical analysis of dynamic stability failures of ships is made extremely difficult due to the problem of rarity. Few or no events of interest may be observed in the amount of time that is feasible for model testing or even simulation. These events, however, may have a finite and non- trivial possibility. The Envelope Peaks Over the Threshold (EPOT) method is a statistical extrapolation technique that was developed to address this problem. It uses the principle of separation to decompose the problem into rare and non- rare sub-problems. The non-rare problem is solved trivially with direct statistics, while the rare problem is solved by fitting a distribution to the peaks or maxima over a threshold. The notion of statistical confidence is carried through the whole process. The algorithm and principles behind the algorithm are defined and explored in detail.