How to do Peak over Threshold using findpeaks?

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Michiel Smit
Michiel Smit on 12 Jun 2020
Commented: Image Analyst on 27 Aug 2021
Dear all, I am trying to perform a Peak over Threshold analysis for windspeed data to find a fitting general pareto distribution. The first 14 entries data I have is daily data of the wind speed given as follows [year month day windspeed]. The data has been sorted beforehand so that only the windspeed in the direction of interest is used. The first 14 entries look as follows:
2000 1 1 5
2000 1 4 10
2000 1 9 4
2000 1 16 5
2000 1 17 6
2000 1 18 8
2000 1 19 4
2000 1 20 7
2000 1 21 7
2000 1 22 8
2000 1 26 6
2000 1 27 8
2000 1 29 16
2000 1 30 13
My question is how can i perform a peak over threshold analysis on this. Friends have recommended findpeaks(), however I don't know how to use this.
Also, how can i find a fitting threshold to properly fit my General Pareto distribution
Thanks in advance

Answers (2)

Image Analyst
Image Analyst on 12 Jun 2020
Like this?
data = [
2000 1 1 5
2000 1 4 10
2000 1 9 4
2000 1 16 5
2000 1 17 6
2000 1 18 8
2000 1 19 4
2000 1 20 7
2000 1 21 7
2000 1 22 8
2000 1 26 6
2000 1 27 8
2000 1 29 16
2000 1 30 13]
x = data(:, 3);
y = data(:, 4);
plot(x, y, 'b.-', 'LineWidth', 2, 'MarkerSize', 20);
grid on;
[peakValues, peakIndexes] = findpeaks(y)
xPeaks = x(peakIndexes);
hold on;
plot(xPeaks, peakValues, 'r^', 'LineWidth', 2, 'MarkerSize', 20);
xlabel('Column 3', 'FontSize', 20);
ylabel('Column 4', 'FontSize', 20);

Andre White
Andre White on 27 Aug 2021
Image Analyst. Thank you. I am going to try this now. I was wondering how I would do this with both varibales at the same time. This seemed to have solved my problem. Thanks again. Can't tell you how grateful I am for this.
  1 Comment
Image Analyst
Image Analyst on 27 Aug 2021
Feel free to thank me also by clicking the "Accept this answer" link. Thanks in advance.

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