摘要：Joint probability analysis is most often conducted within a stationary framework. In the present study a nonstationary bivariate approach is used to investigate the changes in the joint probabilities of extreme wave heights and corresponding storm surges with time. The dependence structure of the studied variables is modelled using copulas. The nonstationary Generalized Extreme Value (GEV) distribution is utilized to model the marginal distribution functions of the variables, within a 40-year moving time window. All parameters of the GEV are tested for statistically significant linear and polynomial trends over time. Then different copula functions are fitted to model the dependence structure of the data. The nonstationarity of the dependence structure of the studied variables is also investigated. The methods and techniques of the present work are implemented to wave height annual maxima and corresponding storm surges at two selected areas of the Aegean Sea. The analysis reveals the existence of trends in the joint exceedance probabilities of the variables, in the most likely events selected for each time interval, as well as in a defined hazard series, such as the water level at the coastline.
