• Proceedings of the Korea Water Resources Association Conference
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• 2021.06a
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• pp.406-406
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• 2021

극한강우사상의 분석은 다양한 극치 분포로 구성된 극치이론을 통해 가능하다. 일반적으로 단일 지점의 극한사상의 분석을 위한 지점빈도해석 (Point Frequency Analysis, PFA)이 다양한 재현기간에 해당하는 강우량을 추정하는데 널리 사용되어왔다. 하지만 수문기후학적 극치기록은 시간적 그리고 공간적으로 제한적이다. 따라서 모의 불확실성을 줄이고 신뢰성 높은 결과를 도출하기 위해 서로 유사한 분포를 가질 수 있는 인근 지점의 활용하는 지역빈도해석 (Regional Frequency Analysis, RFA) 방법이 개발되어 적용되고 있다. 본 연구에서는 부산, 울산, 경남지역의 기상청 종관기상관측시스템(Automated Synoptic Observing System, ASOS) 울산, 부산, 통영, 진주, 거창, 합천, 밀양, 산청, 거제, 남해지점 일강수량을 자료를 기반으로 Metropolis-Hasting 알고리즘을 사용하여 일반극치분포(Generalized Extreme Value, GEV)의 매개변수를 추정하고 PFA 및 RFA의 불확실성을 평가하고자 한다. 이러한 연구는 공간적 구성 요소(예, 지리적 좌표, 고도)를 고려하지 못하며 추가변수 (예, 공변량)를 분석에 결합할 수 없는 등의 RFA의 한계를 극복하고, 명시적으로 불확실성을 추정하여 결과의 신뢰성을 확보 할 수 있는 계층적 베이지안 모델의 개발에 도움이 되리라 기대된다.

• Computational Structural Engineering
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• v.6 no.4
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• pp.10-13
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• 1993

본 고에서는 불확정적 Approach에 의한 구조물 거동파악의 일례를 소개한다. 이 예에서는 극치통계와 엔트로피 최대원리를 이용하여, 부동침하를 받은 쉘구조물의 응력을 추정하는 이론을 취급한다. 부동침하는 불확정적 특성을 비교적 많이 지니고 있으며, 특히 구조물을 지지하고 있는 지반의 경우는 그 물리적 정수와 침하특성이 확정론적으로는 취급이 곤란한 경우가 많다고 생각된다. 구체적으로 극치통계법에서는 부동침하를 기초 Ring의 원주방향으로의 Fourier 계수로 가정하여, 위상각과 침하의 2승평균치가 확정치로 주어졌을 때, 진폭 Spectrum을 불확정변수로 간주하여 추정하는 방법을 소개한다. 일단 진폭 Spectrum이 구해지면 응력은 간단히 구해지므로 여기서는 Spectrum에 관해서만 언급하기로 한다.

• Proceedings of the Korean Institute of IIIuminating and Electrical Installation Engineers Conference
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• 2009.10a
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• pp.11-14
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• 2009

색이란 빛의 스펙트럼 분포에 의하여 눈이 느끼는 지각이고, 삼자극치에 의하여 수치화된 색자극의 표시이다. 이때 삼자극치란 사람의 눈의 중심와 부분에 분포하는 3가지 추상체에 의하여 뇌로 전달되는 색의 정보를 수치화한 것이다. 삼자극치를 이용하면 색을 수치로 나타낼 수 있고, 색을 객관적으로 측정할 수 있다. 본 논문에서는 LED의 광량 제어에 디지털 방식을 이용한 full color LED 램프의 이론적인 색채연구를 위하여 분광분포를 이용한 삼자극치를 구하는 과정에 대하여 논하였다. 또한 구해진 삼자극치로부터 색도좌표를 구하는 과정을 모델링하였고, 실제로 측정된 색도좌표와의 오차를 계산하였다.

• Journal of the Korea institute for structural maintenance and inspection
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• v.13 no.2 s.54
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• pp.231-242
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• 2009

The baseline distribution of a structure represents the statistical distribution of dynamic response feature from the healthy state of the structure. Generally, damage-sensitive dynamic response feature of a structure manifest themselves near the tail of a baseline statistical distribution. In this regard, some researchers have paid attention to extreme value distribution for modeling the tail of a baseline distribution. However, few researches have been conducted to theoretically understand the extreme value distribution from a perspective of statistical damage assessment. This study investigates the asymptotic convergence of domain of attraction in extreme value distribution through parameter estimation, which is needed for reliable statistical damage assessment. In particular, the asymptotic convergence of a domain of attraction is quantified with respect to the sample size out of which each extreme value is extracted. The effect of the sample size on false positive alarms in statistical damage assessment is quantitatively investigated as well. The validity of the proposed method is demonstrated through numerically simulated acceleration data on a two span continuous truss bridge.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.36 no.2
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• pp.223-230
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• 2012

The strength of brittle material has commonly been characterized by a normal distribution or Weibull distribution, but it may fit the gamma distribution for some material. The use of an extreme value distribution is proper when the largest values of a set of stresses dominate the failure of the material. This paper presents a formula for reliability estimation based on stress-strength interference theory that is applicable when the strength of material is distributed like a gamma distribution and the stress is distributed like an extreme value distribution. We verified the validity of the equation for the reliability estimation by examining the relationships among the factor of safety, the coefficient of variation, and the reliability. The required minimum factor of safety and the highest allowable coefficient of variation of stress can be estimated by choosing an objective reliability and estimating the reliabilities obtained for various factors of safety and coefficients of variation.

• Journal of Korea Water Resources Association
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• v.52 no.11
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• pp.895-904
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• 2019

It has been well recognized that extreme rainfall process often features a nonstationary behavior, which may not be effectively modeled within a stationary frequency modeling framework. Moreover, extreme rainfall events are often described by a two (or more)-component mixture distribution which can be attributed to the distinct rainfall patterns associated with summer monsoons and tropical cyclones. In this perspective, this study explores a Mixture Distribution based Nonstationary Frequency (MDNF) model in a changing rainfall patterns within a Bayesian framework. Subsequently, the MDNF model can effectively account for the time-varying moments (e.g. location parameter) of the Gumbel distribution in a two (or more)-component mixture distribution. The performance of the MDNF model was evaluated by various statistical measures, compared with frequency model based on both stationary and nonstationary mixture distributions. A comparison of the results highlighted that the MDNF model substantially improved the overall performance, confirming the assumption that the extreme rainfall patterns might have a distinct nonstationarity.

• The Korean Journal of Financial Management
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• v.24 no.3
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• pp.133-152
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• 2007

In this paper, we examine a portfolio selection model in which a safety-first investor maximizes expected return subject to a downside risk constraint. We use the Value-at-Risk as the downside risk measure. We exploit the fact that returns are fat-tailed, and use a semi-parametric method suggested by Jansen, Koedijk and de Vries(2000). We find a more realistic asset allocation than the one suggested by the literature based on the traditional mean-variance framework. For the robustness check, we provide empirical analyses using empirical quantiles. The results highlight that for optimal portfolio selection involving downside risks that are far in the tails of the distribution, our mean-VaR model with a fat-tailed distribution is superior.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.39 no.1
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• pp.19-26
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• 2015

This paper proposes a design method for improving the frequency-domain performance reliability of dynamic systems with uncertain and degrading components. Discrete frequencies are used in this method as surrogates for the frequency band of interest, and the conformance of the frequency responses to the specification at these frequencies is utilized to model the frequency-domain performance reliability. A meta-model for the frequency responses, an extreme-value event, and the set-theory are integrated to improve the computational efficiency of the reliability estimation. In addition, a sample-based approach is presented to evaluate and optimize the estimated performance reliability. A case study of a vibration absorber system showed that the proposed design method has engineering applications.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 2014.10a
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• pp.467-471
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• 2014

The natural frequencies of a mechanical system are determined by the system parameters such as masses and stiffness of the system. Since material irregularities and manufacturing tolerances always exist in most of practical engineering situations, the system parameters always have uncertainties. As the uncertainties of the parameters increase, the uncertainties of the system natural frequencies also increases. Then, the reliability of the system deteriorates. So, the uncertainty of the system natural frequencies should be analyzed accurately and considered in the design of the system. In order to analyze the uncertainty of the system natural frequencies employing most of existing uncertainty analysis methods, the probability distributions of the uncertain system parameters should be identified. In most practical situations, however, identification of the probability distributions is almost impossible because of limited time and cost. For that case, the reliability should be estimated based on finite samples of the system parameters. In this paper, sample based reliability estimation method employing extreme value theory was proposed. Using the proposed estimation method, sample based reliability design of the system natural frequencies was conducted.

• Magazine of the Korea Concrete Institute
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• v.4 no.4
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• pp.135-147
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• 1992

본 연구는 기존의 이론을 배경으로 전단키에 영향을 미치는 전달전달의 요소가 포함된 기본식을 산정하여, 접합부의 유형에 따라 구체적으로 전단강도를 예측하는 방법을 제안하였다. 접합부 콘크리트와 횡보강철근의 강도 및 장부호과를 고려한 프리캐스트 콘크리트 전단키 접합부의 기본극한강도식은 수정 Mohor-Coulomb의 파괴기준과 항복선의 도입에 의하여 전개하였고, 극한전단능력의 근사해는 상하계법에 의한 극치해석의 수법을 이용하여 구하고 여기에 재료의 유효강도계수를 도입하였다. 또한, 지존의 실험결과와 비교하여 그 적용성을 고찰하였다.