Modelling extreme wind speeds in the context of risk analysis for high speed trains

For high speed trains there is a potential risk of derailment when
driving very fast and being hit by an extraordinary strong gust at
the same time. The risk depends on both the wind speed and the
angle between train and gust. Several techniques have been
established to minimize this risk to acceptable values. To decide
which of these techniques at a given site is most appropriate,
precise knowledge of the wind process at extreme levels is
necessary. Therefore methods adapted to the special requirements of
the application are needed. We discuss directional modelling using
an approach proposed by Coles and Walshaw [2]. We focus on
estimating extreme quantiles and their confidence intervals.
Different types of confidence intervals are compared and we show
how these calculations can be used for risk analysis.