A statistical view on a surrogate model for estimating extreme events with an application to wind turbines

03/01/2019

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by   Mikkel Slot Nielsen, et al.

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In the present paper we propose a surrogate model, which particularly aims at estimating extreme events from a vector of covariates and a suitable simulation environment. The first part introduces the model rigorously and discusses the flexibility of each of its components by drawing relations to literature within fields such as incomplete data, statistical matching, outlier detection and conditional probability estimation. In the second part of the paper we study the performance of the model in the estimation of extreme loads on an operating wind turbine from its operational statistics.