A Bayesian hierarchical spatio-temporal model for significant wave height in the North Atlantic

  • Erik Vanem
  • Arne Bang Huseby
  • Bent Natvig
Original Paper


Bad weather and rough seas continue to be a major cause for ship losses and is thus a significant contributor to the risk to maritime transportation. This stresses the importance of taking severe sea state conditions adequately into account in ship design and operation. Hence, there is a need for appropriate stochastic models describing the variability of sea states, taking into account long-term trends related to climate change. Various stochastic models of significant wave height are reported in the literature, but most are based on point measurements without considering spatial variations. As far as the authors are aware, no model of significant wave height to date exploits the flexible framework of Bayesian hierarchical space-time models. This framework allows modelling of complex dependence structures in space and time and incorporation of physical features and prior knowledge, yet at the same time remains intuitive and easily interpreted. This paper presents a Bayesian hierarchical space-time model for significant wave height. The model has been fitted by significant wave height data for an area in the North Atlantic ocean. The different components of the model will be outlined, and the results from applying the model to monthly and daily data will be discussed. Different model alternatives have been tried and long-term trends in the data have been identified for all model alternatives. Overall, these trends are in reasonable agreement and also agree fairly well with previous studies. Furthermore, a discussion of possible extensions to the model, e.g. incorporating regression terms with relevant meteorological data will be presented.


Bayesian hierarchical modelling Spatio-temporal modelling Ocean waves MCMC Stochastic processes Modelling the effects of climate change 



The authors want to express their thanks to Dr. Andreas Sterl at KNMI for kindly providing the data used in this analysis and for clarifying some issues discovered when investigating the data. The simulations for the 6-hourly data, which were very computational intensive and time consuming, were performed on the Titan Cluster, owned by the University of Oslo and the Norwegian metacenter for High Performance Computing (NOTUR), and operated by the Research Computing Services group at USIT, the University of Oslo IT-department.


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Copyright information

© Springer-Verlag 2011

Authors and Affiliations

  1. 1.Department of MathematicsUniversity of OsloOsloNorway

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