Technical Papers
Jul 14, 2020

Joint Distribution of Wind Speed, Wind Direction, and Air Temperature Actions on Long-Span Bridges Derived via Trivariate Metaelliptical and Plackett Copulas

Publication: Journal of Bridge Engineering
Volume 25, Issue 9

Abstract

Comprehensive bridge design should consider simultaneous actions of wind and temperature. The current load combination method of directly superposing extreme wind and temperature actions ignores the correlation between wind and temperature, resulting in too conservative bridge load estimates, and limiting the further development of the bridge span. Therefore, this paper proposes a method to determine the joint distribution of wind speed, wind direction, and air temperature actions on long-span bridges based on trivariate metaelliptical and Plackett copulas. First, the technique of establishing the trivariate joint distribution via trivariate metaelliptical and Plackett copulas is introduced. Next, the conditional joint distributions of wind speed and air temperature under the specific wind directions are derived from these. Using the concept of conditional bivariate Kendall return period (KRP) proposed in this paper, the conditional KRP isolines of wind speed and air temperature for specific wind directions are constructed. Then, conditional joint estimates of wind speed and air temperature actions for several specific wind directions are obtained using the following principle: the conditional bivariate design return period should be equal to the conditional univariate one. The method feasibility is verified by the case study of the Changtai Yangtze River Bridge in China, which is currently under construction and will be the largest cable-stayed bridge in the world. The results show that the joint actions of wind and temperature on the bridge greatly reduce as compared with the simple superposition of extreme wind and temperature actions specified in the design code. Moreover, a significant contribution of wind direction in the above joint distribution on the large-span bridge load is proved.

Get full access to this article

View all available purchase options and get full access to this article.

Data Availability Statement

All data, models, and code generated or used during the study appear in the published article.

Acknowledgments

The work described in this paper was financially supported by the National Natural Science Foundation of China under the Grant 51678148, the Natural Science Foundation of Jiangsu Province (BK20181277), and the National Key R&D Program of China (No. 2017YFC0806009), which are gratefully acknowledged.

References

Aas, K., C. Czado, A. Frigessi, and H. Bakken. 2009. “Pair-copula constructions of multiple dependence.” Insur. Math. Econ. 44 (2): 182–198. https://doi.org/10.1016/j.insmatheco.2007.02.001.
Baran, S., and A. Möller. 2015. “Joint probabilistic forecasting of wind speed and temperature using Bayesian model averaging.” Environmetrics 26 (2): 120–132. https://doi.org/10.1002/env.2316.
Baran, S., and A. Möller. 2017. “Bivariate ensemble model output statistics approach for joint forecasting of wind speed and temperature.” Meteorol. Atmos. Phys. 129 (1): 99–112. https://doi.org/10.1007/s00703-016-0467-8.
Carnicero, J. A., M. C. Ausín, and M. P. Wiper. 2013. “Non-parametric copulas for circular-linear and circular-circular data: An application to wind directions.” Stochastic Environ. Res. Risk Assess. 27 (8): 1991–2002. https://doi.org/10.1007/s00477-013-0733-y.
Carta, J. A., C. Bueno, and P. Ramírez. 2008a. “Statistical modelling of directional wind speeds using mixtures of von Mises distributions: Case study.” Energy Convers. Manage. 49 (5): 897–907. https://doi.org/10.1016/j.enconman.2007.10.017.
Carta, J. A., P. Ramírez, and C. Bueno. 2008b. “A joint probability density function of wind speed and direction for wind energy analysis.” Energy Convers. Manage. 49 (6): 1309–1320. https://doi.org/10.1016/j.enconman.2008.01.010.
CEN (European Committee for Standardization) 2003. Actions on structures - Part 1-5: General actions - Thermal actions. Eurocode 1. EN 1991-1-5. Brussels, Belgium: CEN.
Chang, Y., L. Zhao, and Y. J. Ge. 2019. “Theoretical and testing investigation of wind-rain coupling loads on some typical bluff bodies.” Adv. Struct. Eng. 22 (1): 156–171. https://doi.org/10.1177/1369433218781953.
Chen, L., V. P. Singh, S. L. Guo, A. K. Mishra, and J. Guo. 2013. “Drought analysis using copulas.” J. Hydrol. Eng. 18 (7): 797–808. https://doi.org/10.1061/(ASCE)HE.1943-5584.0000697.
Cherubini, U., E. Luciano, and W. Vecchiato. 2004. Copula methods in finance. New York: Wiley.
Coles, S. G., and D. Walshaw. 1994. “Directional modelling of extreme wind speeds.” J. R. Stat. Soc. Ser. C: Appl. Stat. 43 (1): 139–157.
Deheuvels, P. 1979. “La fonction de dépendence empirique et ses propriétés, Un test non paramétrique d’indépendence.” Acad. R. Belg. Bul. Cl. Sci. 65 (5): 274–292.
De Michele, C., and G. Salvadori. 2003. “A generalized Pareto intensity-duration model of storm rainfall exploiting 2-copulas.” J. Geophys. Res. 108 (D2): 4067. https://doi.org/10.1029/2002JD002534.
Erdem, E., and J. Shi. 2011. “Comparison of bivariate distribution construction approaches for analysing wind speed and direction data.” Wind Energy 14 (1): 27–41. https://doi.org/10.1002/we.400.
Fang, H.-B., K.-T. Fang, and S. Kotz. 2002. “The meta-elliptical distributions with given marginals.” J. Multivar. Anal. 82 (1): 1–16. https://doi.org/10.1006/jmva.2001.2017.
Frees, E. W., and E. A. Valdez. 1998. “Understanding relationships using copulas.” N. Am. Actuar. J. 2 (1): 1–25. https://doi.org/10.1080/10920277.1998.10595667.
Ge, Y. J., and H. F. Xiang. 2002. “Statistical study for mean wind velocity in Shanghai area.” J. Wind Eng. Ind. Aerodyn. 90: 1585–1599. https://doi.org/10.1016/S0167-6105(02)00272-6.
Genest, C., and A.-C. Favre. 2007. “Everything you always wanted to know about copula modeling but were afraid to ask.” J. Hydrol. Eng. 12 (4): 347–368. https://doi.org/10.1061/(ASCE)1084-0699(2007)12:4(347).
Genest, C., A.-C. Favre, J. Béliveau, and C. Jacques. 2007. “Metaelliptical copulas and their use in frequency analysis of multivariate hydrological data.” Water Resour. Res. 43 (9): W09401. https://doi.org/10.1029/2006WR005275.
Genest, C., K. Ghoudi, and L.-P. Rivest. 1995. “A semiparametric estimation procedure of dependence parameters in multivariate families of distributions.” Biometrika 82 (3): 543–552. https://doi.org/10.1093/biomet/82.3.543.
Grimaldi, S., and F. Serinaldi. 2006. “Asymmetric copula in multivariate flood frequency analysis.” Adv. Water Resour. 29 (8): 1155–1167. https://doi.org/10.1016/j.advwatres.2005.09.005.
Hong, H. P., W. Ye, and S. H. Li. 2016. “Sample size effect on the reliability and calibration of design wind load.” Struct. Infrastruct. Eng. 12 (6): 752–764. https://doi.org/10.1080/15732479.2015.1050039.
Joe, H. 2005. “Asymptotic efficiency of the two-stage estimation method for copula-based models.” J. Multivar. Anal. 94 (2): 401–419. https://doi.org/10.1016/j.jmva.2004.06.003.
Kao, S. C., and R. S. Govindaraju. 2008. “Trivariate statistical analysis of extreme rainfall events via the Plackett family of copulas.” Water Resour. Res. 44 (2): W02415.
Karmakar, S., and S. P. Simonovic. 2009. “Bivariate flood frequency analysis. Part 2: a copula-based approach with mixed marginal distributions.” J. Flood Risk Manage. 2 (1): 32–44. https://doi.org/10.1111/j.1753-318X.2009.01020.x.
Kim, G., M. J. Silvapulle, and P. Silvapulle. 2007. “Comparison of semiparametric and parametric methods for estimating copulas.” Comput. Stat. Data Anal. 51 (6): 2836–2850. https://doi.org/10.1016/j.csda.2006.10.009.
Kim, T.-W., J. B. Valdés, and C. Yoo. 2006. “Nonparametric approach for bivariate drought characterization using Palmer drought index.” J. Hydrol. Eng. 11 (2): 134–143. https://doi.org/10.1061/(ASCE)1084-0699(2006)11:2(134).
Kimberling, C. H. 1974. “A probabilistic interpretation of complete monotonicity.” Aequ. Math. 10 (2): 152–164. https://doi.org/10.1007/BF01832852.
Klugman, S. A., and R. Parsa. 1999. “Fitting bivariate loss distributions with copulas.” Insur.: Math. Econ. 24 (1–2): 139–148. https://doi.org/10.1016/S0167-6687(98)00039-0.
Li, H.-N., X.-W. Zheng, and C. Li. 2019. “Copula-based joint distribution analysis of wind speed and direction.” J. Eng. Mech. 145 (5): 04019024. https://doi.org/10.1061/(ASCE)EM.1943-7889.0001600.
Li, S. H. 2018. “Effect of disjunct sampling on calibration of design wind speed.” J. Wind Eng. Ind. Aerodyn. 183: 283–294. https://doi.org/10.1016/j.jweia.2018.11.016.
Ma, M. W., S. B. Song, L. L. Ren, S. H. Jiang, and J. L. Song. 2013. “Multivariate drought characteristics using trivariate Gaussian and student t copulas.” Hydrol. Processes 27 (8): 1175–1190. https://doi.org/10.1002/hyp.8432.
Mai, J.-F., and M. Scherer. 2017. Simulating copulas: Stochastic models, sampling algorithms, and applications. 2nd ed. Singapore: World Scientific Publishing.
McNeil, A. J., R. Frey, and P. Embrechts. 2005. Quantitative risk management. Princeton, NJ: Princeton University Press.
Meng, S., Y. Ding, and H. Zhu. 2018. “Stochastic response of a coastal cable-stayed bridge subjected to correlated wind and waves.” J. Bridge Eng. 23 (12): 04018091. https://doi.org/10.1061/(ASCE)BE.1943-5592.0001308.
Molenberghs, G., and E. Lesaffre. 1994. “Marginal modeling of correlated ordinal data using a multivariate Plackett distribution.” J. Am. Stat. Assoc. 89 (426): 633–644. https://doi.org/10.1080/01621459.1994.10476788.
MOT (Ministry of Transport). 2018. The wind-resistant design specification for highway bridges. [In Chinese.] JTG/T 3360-01-2018. Beijing: China Communications Press.
Nelsen, R. B. 2006. An introduction to copulas. 2nd ed. New York: Springer.
NRA (National Railway Administration) 2017. Code for design on railway bridge and culvert. [In Chinese.] TB 10002-2017. Beijing: China Railway Publishing House.
Plackett, R. L. 1965. “A class of bivariate distributions.” J. Am. Stat. Assoc. 60 (310): 516–522. https://doi.org/10.1080/01621459.1965.10480807.
Rana, A., H. Moradkhani, and Y. Qin. 2017. “Understanding the joint behavior of temperature and precipitation for climate change impact studies.” Theor. Appl. Climatol. 129 (1-2): 321–339. https://doi.org/10.1007/s00704-016-1774-1.
Salvadori, G. 2004. “Bivariate return periods via 2-copulas.” Stat. Methodol. 1 (1–2): 129–144. https://doi.org/10.1016/j.stamet.2004.07.002.
Salvadori, G., and C. De Michele. 2004. “Frequency analysis via copulas: Theoretical aspects and applications to hydrological events.” Water Resour. Res. 40 (12): W12511. https://doi.org/10.1029/2004WR003133.
Salvadori, G., and C. De Michele. 2010. “Multivariate multiparameter extreme value models and return periods: A copula approach.” Water Resour. Res. 46 (10): W10501. https://doi.org/10.1029/2009WR009040.
Salvadori, G., C. De Michele, N. T. Kottegoda, and R. Rosso. 2007. Extremes in nature: An approach using copulas. Dordrecht, Netherlands: Springer.
Sarmiento, C., C. Valencia, and R. Akhavan-Tabatabaei. 2018. “Copula autoregressive methodology for the simulation of wind speed and direction time series.” J. Wind Eng. Ind. Aerodyn. 174: 188–199. https://doi.org/10.1016/j.jweia.2018.01.009.
Serinaldi, F., and S. Grimaldi. 2007. “Fully nested 3-copula: Procedure and application on hydrological data.” J. Hydrol. Eng. 12 (4): 420–430. https://doi.org/10.1061/(ASCE)1084-0699(2007)12:4(420).
Silverman, B. W. 1986. Density estimation for statistics and data analysis. New York: Chapman and Hall.
Sklar, A. 1959. “Fonctions de répartition à n dimensions et leurs marges.” Publ. Inst. Statist. Univ. Paris 8: 229–231.
Solari, S., and M. Á. Losada. 2016. “Simulation of non-stationary wind speed and direction time series.” J. Wind Eng. Ind. Aerodyn. 149: 48–58. https://doi.org/10.1016/j.jweia.2015.11.011.
Song, S. B., and V. P. Singh. 2010. “Frequency analysis of droughts using the Plackett copula and parameter estimation by genetic algorithm.” Stochastic Environ. Res. Risk Assess. 24 (5): 783–805. https://doi.org/10.1007/s00477-010-0364-5.
Vandenberghe, S., N. E. C. Verhoest, C. Onof, and B. De Baets. 2011. “A comparative copula-based bivariate frequency analysis of observed and simulated storm events: A case study on bartlett-lewis modeled rainfall.” Water Resour. Res. 47 (7): W07529. https://doi.org/10.1029/2009WR008388.
Zhang, L., and V. P. Singh. 2007a. “Gumbel-Hougaard copula for trivariate rainfall frequency analysis.” J. Hydrol. Eng. 12 (4): 409–419. https://doi.org/10.1061/(ASCE)1084-0699(2007)12:4(409).
Zhang, L., and V. P. Singh. 2007b. “Trivariate flood frequency analysis using the gumbel-hougaard copula.” J. Hydrol. Eng. 12 (4): 431–439. https://doi.org/10.1061/(ASCE)1084-0699(2007)12:4(431).

Information & Authors

Information

Published In

Go to Journal of Bridge Engineering
Journal of Bridge Engineering
Volume 25Issue 9September 2020

History

Received: Jan 2, 2020
Accepted: May 5, 2020
Published online: Jul 14, 2020
Published in print: Sep 1, 2020
Discussion open until: Dec 14, 2020

Permissions

Request permissions for this article.

Authors

Affiliations

Associate Professor, Key Laboratory of Concrete and Prestressed Concrete Structures of the Ministry of Education, Southeast Univ., Nanjing 211189, China (corresponding author). ORCID: https://orcid.org/0000-0002-8272-1121. Email: [email protected]
Zhi-wei Wang [email protected]
Ph.D. Candidate, Key Laboratory of Concrete and Prestressed Concrete Structures of the Ministry of Education, Southeast Univ., Nanjing 211189, China. Email: [email protected]
Zhao Liu, Ph.D. [email protected]
Professor, Key Laboratory of Concrete and Prestressed Concrete Structures of the Ministry of Education, Southeast Univ., Nanjing 211189, China. Email: [email protected]

Metrics & Citations

Metrics

Citations

Download citation

If you have the appropriate software installed, you can download article citation data to the citation manager of your choice. Simply select your manager software from the list below and click Download.

Cited by

View Options

Get Access

Access content

Please select your options to get access

Log in/Register Log in via your institution (Shibboleth)
ASCE Members: Please log in to see member pricing

Purchase

Save for later Information on ASCE Library Cards
ASCE Library Cards let you download journal articles, proceedings papers, and available book chapters across the entire ASCE Library platform. ASCE Library Cards remain active for 24 months or until all downloads are used. Note: This content will be debited as one download at time of checkout.

Terms of Use: ASCE Library Cards are for individual, personal use only. Reselling, republishing, or forwarding the materials to libraries or reading rooms is prohibited.
ASCE Library Card (5 downloads)
$105.00
Add to cart
ASCE Library Card (20 downloads)
$280.00
Add to cart
Buy Single Article
$35.00
Add to cart

Get Access

Access content

Please select your options to get access

Log in/Register Log in via your institution (Shibboleth)
ASCE Members: Please log in to see member pricing

Purchase

Save for later Information on ASCE Library Cards
ASCE Library Cards let you download journal articles, proceedings papers, and available book chapters across the entire ASCE Library platform. ASCE Library Cards remain active for 24 months or until all downloads are used. Note: This content will be debited as one download at time of checkout.

Terms of Use: ASCE Library Cards are for individual, personal use only. Reselling, republishing, or forwarding the materials to libraries or reading rooms is prohibited.
ASCE Library Card (5 downloads)
$105.00
Add to cart
ASCE Library Card (20 downloads)
$280.00
Add to cart
Buy Single Article
$35.00
Add to cart

Media

Figures

Other

Tables

Share

Share

Copy the content Link

Share with email

Email a colleague

Share