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Title: Hazard function theory for nonstationary natural hazards

Impact from natural hazards is a shared global problem that causes tremendous loss of life and property, economic cost, and damage to the environment. Increasingly, many natural processes show evidence of nonstationary behavior including wind speeds, landslides, wildfires, precipitation, streamflow, sea levels, and earthquakes. Traditional probabilistic analysis of natural hazards based on peaks over threshold (POT) generally assumes stationarity in the magnitudes and arrivals of events, i.e., that the probability of exceedance of some critical event is constant through time. Given increasing evidence of trends in natural hazards, new methods are needed to characterize their probabilistic behavior. The well-developed field of hazard function analysis (HFA) is ideally suited to this problem because its primary goal is to describe changes in the exceedance probability of an event over time. HFA is widely used in medicine, manufacturing, actuarial statistics, reliability engineering, economics, and elsewhere. HFA provides a rich theory to relate the natural hazard event series (X) with its failure time series (T), enabling computation of corresponding average return periods, risk, and reliabilities associated with nonstationary event series. This work investigates the suitability of HFA to characterize nonstationary natural hazards whose POT magnitudes are assumed to follow the widely applied generalized Pareto model. We derive themore » hazard function for this case and demonstrate how metrics such as reliability and average return period are impacted by nonstationarity and discuss the implications for planning and design. As a result, our theoretical analysis linking hazard random variable X with corresponding failure time series T should have application to a wide class of natural hazards with opportunities for future extensions.« less
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  1. Tufts Univ., Medford, MA (United States). Dept. of Civil and Environmental Engineering
Publication Date:
OSTI Identifier:
Grant/Contract Number:
Accepted Manuscript
Journal Name:
Natural Hazards and Earth System Sciences (Online)
Additional Journal Information:
Journal Name: Natural Hazards and Earth System Sciences (Online); Journal Volume: 16; Journal Issue: 4; Journal ID: ISSN 1684-9981
European Geosciences Union
Research Org:
Tufts Univ., Medford, MA (United States)
Sponsoring Org:
Country of Publication:
United States
54 ENVIRONMENTAL SCIENCES generalized pareto distribution; statistical-analysis; frequency-analysis; extreme events; united-states; changing climate; wave height; models; risk; trends