Browsing NTNU Open by Author "Næss, Arvid"
Now showing items 1-20 of 71
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A comparative study of the stochastic averaging method and the path integration method for nonlinear ship roll motion in random beam seas
Chai, Wei; Dostal, Leo; Næss, Arvid; Leira, Bernt Johan (Journal article; Peer reviewed, 2017)In this paper, the energy-based stochastic averaging method and the path integration method are applied to study the stochastic response of the nonlinear roll motion in random beam seas. Specifically, the Markov diffusion ... -
An Application of the ACER Method to Norwegian Water Level Data: A Comparison of Return Level Estimates
Skjong, Morten (Master thesis, 2011)In this Master's thesis we have used data from eight different locations in Norway to estimate the distributions of extreme water levels. The locations used are Oslo, Heimsjø, Honningsvåg, Narvik, Harstad, Tregde, Andenes ... -
an extreme value perspective on the nordic electricity maket spot price extreme changes
Zhou, Yan (Master thesis, 2010)We explore the nordic electricity maket spot price extreme changes by using an extreme value perspective based on Nord pool. P.S Sorry I really dont know how to use this system, it makes submission of master paper complicated ... -
Analysis of Bivariate Extreme Values
Egeland Busuttil, Chris (Master thesis, 2015)Results show that there is high agreement between the distribution of the bivariate ACER functions and the distribution of the copula models with ACER marginals for all time series. The distribution of the copula models ... -
Aspects of Applying the ACER Method to Ocean Wave Data
Valberg, Morten (Master thesis, 2010)This thesis gives a presentation of the classical Peaks Over Threshold (POT) method and the recently developed Average Conditional Exceedence Rates (ACER) method. Real life ocean significant wave height data sets, each ... -
Bivariate statistics of floating offshore wind turbine dynamic response under operational conditions
Xu, Xiaosen; Wang, Fang; Gaidai, Oleg; Næss, Arvid; Xing, Yihan; Wang, Junlei (Peer reviewed; Journal article, 2022)FOWT (Floating offshore wind turbines) belong to the modern offshore wind energy industry generating green renewable energy. Accurate extreme loads and response prediction during power generation is an important design ... -
Bivariate statistics of wind farm support vessel motions while docking
Gaidai, Oleg; Xu, Xiaosen; Næss, Arvid; Cheng, Yong; Ye, Renchuan; Wang, Junlei (Peer reviewed; Journal article, 2020)Robust prediction of extreme motions during wind farm support vessel (WFSV) operation is an important safety concern. In particular, it is important to study safety of operation in random sea conditions during WFSV docking ... -
Comparative Study of the Path Integration Method and the Stochastic Averaging Method for Nonlinear Roll Motion in Random Beam Seas
Chai, Wei; Dostal, Leo; Næss, Arvid; Leira, Bernt Johan (Journal article; Peer reviewed, 2017)In this work, the path integration method and the energy-based stochastic averaging method are introduced in order to study the stochastic responses of ship roll motion in random beam seas. Based on the Markov property of ... -
Comparing the ACER and POT MCMC Extreme Value Statistics Methods Through Analysis of Commodities Data
Rødvei, Kristoffer Kofoed (Master thesis, 2016)The Average Conditional Exceedance Rate and Peak Over Threshold Markov Chain Monte Carlo are two extreme value statistical methods, compared in this work. They are tested for both extrapolations and prediction intervals. ... -
Comparision of methods and software tools for availability assessment of production systems
Vesteraas, Astrid Hetland (Master thesis, 2008)This thesis presents and considers several different methods for computation of availability and production availability for production system. It is assumed that the system handles flow of a fluid. The thesis presents two ... -
Comparison of ACER and POT Methods for estimation of Extreme Values
Dahlen, Kai Erik (Master thesis, 2010)Comparison of the performance of the ACER and POT methods for prediction of extreme values from heavy tailed distributions. To be able to apply the ACER method to heavy tailed data the ACER method was first modified to ... -
Consolidated layer thickness in probabilistic simulation of first-year ice ridges
Samardžija, Ilija; Høyland, Knut Vilhelm; Leira, Bernt Johan; Næss, Arvid (Peer reviewed; Journal article, 2023)This research study focuses on resolving the issue of sparse data and information required for the probabilistic assessment of ice ridge loads in offshore structures in Arctic regions. The study introduces the consolidated ... -
Current profile analysis and extreme value prediction in the LH11-1 oil field of the South China Sea based on prototype monitoring
Liu, Ming; Wu, Wenhua; Tang, Da; Ma, Hongyan; Næss, Arvid (Journal article; Peer reviewed, 2018)Current is a key ocean-environmental factor and exhibits strong non-stationary random characteristics. The complexities of current modeling present significant challenges for deep sea oil exploitation. The multiyear return ... -
Current profile extreme prediction in the south china sea based on the eof-acer method, by considering current directions
Yu, Siyuan; Wu, Wenhua; Næss, Arvid (Journal article; Peer reviewed, 2021)Current loads are key environment loads in offshore engineering. In this paper, the empirical orthogonal function (EOF) and the average conditional exceedance rate (ACER) methods are used to develop the extreme prediction ... -
Development of environmental contours for first-year ice ridge statistics
Chai, Wei; Leira, Bernt Johan; Næss, Arvid; Høyland, Knut Vilhelm; Ehlers, Sören (Peer reviewed; Journal article, 2020)Ice ridges represent a major threat to ships and offshore structures in areas with sea ice but no icebergs, since they frequently determine and govern the structural design loads. This work focuses on the development of ... -
Estimation and Comparison of "Value atRisk" of crude oil prices using HistoricalSimulation, GARCH and GPD methods
Malik, Abdul Ghaffar Rehman (Master thesis, 2017)My results indicate that conditional Extreme Value Theory and Filtered Historical Simulation procedures offer a major improvement over the traditional methods (non-parametric and parametric). Such models produce a VaR which ... -
Estimation of Extreme Values by the Average Conditional Exceedance Rate Method
Næss, Arvid; Gaidai, Oleg; Karpa, Oleh Ihorovych (Journal article; Peer reviewed, 2013)This paper details a method for extreme value prediction on the basis of a sampled time series. The method is specifically designed to account for statistical dependence between the sampled data points in a precise manner. ... -
Estimation of Reliability by Monte Carlo Simulations: Combined with Optimized Parametric Models
Bø, Harald Svandal (Master thesis, 2014)A new method for efficient Monte Carlo simulations is developed, and used to estimate the reliability of dependent and independent systems. The method consists of parametrized Monte Carlo simulations, where the robust ... -
Extreme loads analysis of a site-specific semi-submersible type wind turbine
Xu, Xiaosen; Gaidai, Oleg; Næss, Arvid; Sahoo, Prasanta (Peer reviewed; Journal article, 2020)As a vital key part of the modern offshore wind energy industry, floating offshore wind turbines (FOWT) are built to generate green renewable energy. Robust prediction of extreme loads during FOWT operation is an important ... -
Extreme riser experimental loads caused by sea currents in the Gulf of Eilat
Sun, Jiayao; Gaidai, Oleg; Wang, Fang; Næss, Arvid; Wu, Yu; Xing, Yihan; van Loon, Eric-Jan; Medina, Ausberto Rivera; Wang, Junlei (Peer reviewed; Journal article, 2022)Risers are widely used in offshore industry and are subjected to dynamic environmental loads. Robust prediction of extreme riser external loading under the action of sea currents and subsequently VIV (vortex-induced ...