OFFSHOREENGINERING:ADVANCESANDSUSTAINABILITY

StochasticProcessesof MetoceanData
ASSOC.PROF.IR.DR.MOHDSHAHIRLIEW UNIVERSITITEKNOLOGIPETRONAS

Presentation Fast Forward

Lets Get Started! Looking Into Metocean Time Series Analysis on Time Domain Analysis on Frequency Domain Forecasting of Time Series Estimation Procedures and Errors
OFFSHOREENGINERING:ADVANCESANDSUSTAINABILITY

Section 1
Lets Get Started!
(Parable of the mathematician the engineer and the mathematician, statistician)

OFFSHOREENGINERING:ADVANCESANDSUSTAINABILITY

Things You Need To Know First

In a nutshell

Time Series

Stochastic Processes

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Things You Need To Know First

What is a time series?

A set of observations generated sequentially in time. Can be discrete continuous or

Fig 1: Example of time series Fig.

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Things You Need To Know First

What is process? a stochastic

A statistical phenomenon that evolves or varies in time according to probabilistic laws Can be stationary non-stationary or
Fig 1: Example of time series Fig.

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Things You Need To Know First

Stationary Process
Average values of interest in the time series remain constant with changes in time

Non-stationary Process
Average values of interest in the time series vary with changes in time
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Things You Need To Know First

Fig. 2: Example of a stationary p y process

Fig. 3: Example of a nonnon stationary process (trend)

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Things You Need To Know First

Fig. 4: Example of a non-stationary process (seasonal)

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Section 2
Looking Into Metocean Time S i Series

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Some Metocean Time Series

Time interval

Fig. 5: Time Series of Maximum Wind Speed (taken at 10-minute intervals)

OFFSHOREENGINERING:ADVANCESANDSUSTAINABILITY

Some Metocean Time Series

Time interval

Fig. 6: Time Series of Maximum Wave Height (taken at 10-minute intervals)

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Some Metocean Time Series

Info: at 2.2-metre depth above bed Total depth is 61.0 m

Time interval

Fig. 7: Time Series of Current Speed (taken at 10-minute intervals)

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Section 3
Analyzing Time Series

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Analysis of Time Series

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Section 4
Analysis on Time Domain

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Time Domain Analyses of Time Series

Time Interval

Time Interval

Time Interval

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Time Domain Analyses of Time Series

Fig. 8: Autocorrelations of the Max Wind Speed Time Series

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Time Domain Analyses of Time Series

Fig. 9: Autocorrelations of the Max Wind Speed Time Series (taking First Difference)

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Time Domain Analyses of Time Series

Fig. 10: Cross-correlations of Max Wind Speed and Max Wave Height

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Descriptive Statistics of Time Series Some other analyses (e.g. autocovariance) require descriptive statistics of the time series that is being analyzed For this example, the Maximum Wind Speed time series is used

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Descriptive Statistics of Time Series

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Section 5
Analysis on Frequency Domain

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Frequency Domain Analyses of Time Series

Fig. 11: Spectrum of Maximum Wind Speed

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Frequency Domain Analyses of Time Series

Fig. 12: Spectrum of Maximum Wave Height

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Frequency Domain Analyses of Time Series

Fig. 13: Cross spectrum of Maximum Wind Speed and Maximum Wave Height

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Section 6
Forecasting of Time Series

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Forecasting of Time Series Mixed Autoregressive Integrated Moving Average Processes of order (p, d, q)
~ = ~ + ... + ~ + a a ... a zt 1 z t 1 p zt p t 1 t 1 q t q

or
( B) ~t = ( B)at z

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Forecasting of Time Series

Model Description Model ID MaxWind Model_1 Model Type Simple

Model fit of Maximum Wind Speed Time Series

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Forecasting of Time Series

Model Description Model ID MaxWave Model_1 Model Type ARIMA(0,1,2)

Model fit of Maximum Wave Height Time Series

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Forecasting of Time Series

Model Description Model ID CurrentSpeed Model_1 Model Type ARIMA(0,1,14)

Model fit of Current Speed Time Series

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Section 7
Estimation Procedures and Errors

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Estimation Procedures and Errors Given an analog time history record of length T, the record can be converted to a sequence of N equally spaced sample values with no significant loss of information if:

N 2 BT
where B = cyclical frequency bandwidth of the data
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Estimation Procedures and Errors Assuming that the time-resolution interval between the sample values is t:

T = N t
Highest frequency that will appear in sample data, called Nyquist cutoff frequency:

fc =

1 2t

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Estimation Procedures and Errors Minimum frequency-resolution bandwidth available from the data record is given by:

f = Be =

1 1 = T N t

Smoothing function typically done to

eliminate noise from densities.

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End of Presentation

Thank you very much

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