• Title/Summary/Keyword: 극치함수

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Evaluation of Characteristics of Simulated Extreme Rainfall Obtained from NSRP model under Different Object Functions (목적함수에 따른 다지점 NSRP 모형의 극치강우 재현능력 평가)

  • Cho, Hemie;Yu, Jae-Ung;Moon, Jangwon;Kwon, Hyun-Han
    • Proceedings of the Korea Water Resources Association Conference
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    • 2021.06a
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    • pp.363-363
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    • 2021
  • 수자원설계 및 계획 시 제한된 강우자료로 인해 나타나는 한계를 개선하기 위한 목적으로 추계학적 강수모의 모형을 활용한다. 대표적인 추계학적 강수모형으로 Bartlett-Lewis Rectangular Pulse Modified Model(BLPRM)과 Neyman-Scott Rectangular Pulse Model(NSRPM) 등이 활용되고 있으며, 관측강수량의 통계적 모멘트를 재현할 수 있도록 모형 매개변수를 최적화하는 과정이 필수적으로 요구된다. 기본적으로 모형 매개변수들의 조합을 통해 추정되는 통계적 모멘트와 관측값의 통계적 모멘트를 반복적으로 비교하면서 최적 매개변수를 추정하게 된다. 그러나 상대적으로 적은 관측값을 이용하여 매개변수를 추정하기 때문에, 매개변수 추정이 어려울 뿐만 아니라 매개변수의 불확실성도 큰 특징을 가지고 있다. 모형 매개변수 추정과정에서 다양한 목적함수가 활용되고 있으나, 고려되는 통계적 모멘트가 평균 및 분산 등 2차 모멘트에 제한되고 있어 극치강수량에 대한 재현성은 상대적으로 부족한 부분이 있다. 본 연구에서는 3차 모멘트를 포함한 목적함수를 활용하여 NSRP모형 매개변수를 추정하고, 기존 2차 모멘트를 이용한 매개변수 접근방법과 극치강수량 재현 측면에서 비교를 수행하였다. 최종적으로 유역 단위에서 극치강수량 재현효과를 평가하기 위해서는 면적강수량 추정이 매우 중요하며, 본 연구에서는 이러한 점을 감안하여 강우 지점 간의 상관성을 유지하면서 강우모의가 가능한 다지점 NSRP 모형과 연계하여 극치강우 재현 가능성을 평가하였다.

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Consideration on the Estimation Method of the Deepwater Design Waves using the Weibull Distribution (Weibull 분포를 이용한 심해설계파 추정방법 고찰)

  • 조홍연;김정대;정신택
    • Proceedings of the Korean Society of Coastal and Ocean Engineers Conference
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    • 2003.08a
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    • pp.359-362
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    • 2003
  • 심해 설계파를 추정하는 과정은 일반적으로 극치분포함수에 의한 방법에 의존한다. 극치분포함수를 이용하여 재현기간별 극값을 추출하는 방법은 가용한 자료를 일정기간(보통 1년)으로 구분하고, 구분된 기간에서의 최대값(또는 최소값)을 추출하고, 추출된 자료로부터 적합한 분포를 추정하는 과정으로 분류할 수 있다. (중략)

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Characteristics on the Extreme Value Distributions of Deepwater Design ave Heights off the Korean Coast (한국 연안 심해 설계파고의 극치분포 특성)

  • Shin Taek Jeong;Jeong Dae Kim;Cho Hong Yeon
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.16 no.3
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    • pp.130-141
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    • 2004
  • For a coastal or harbor structure design, one of the most important environmental factors is the appropriate design wave condition. Especially, the information of deepwater wave height distribution is essential for reliability design. In this paper, a set of deep water wave data obtained from KORDI(2003) were analyzed for extreme wave heights. These wave data at 67 stations off the Korean coast from 1979 to 1998 were arranged in the 16 directions. The probability distributions considered in this research were the Weibull, the Gumbel, the Log-pearson Type-III, and Lognormal distribution. For each of these distributions, three parameter estimation methods, i.e. the method of moments, maximum likelihood and probability weighted moments, were applied. Chi-square and Kolmogorov-Smirnov goodness-of-fit tests were performed, and the assumed distribution was accepted at the confidence level 95%. Gumbel distribution which best fits to the 67 station was selected as the most probable parent distribution, and optimally estimated parameters and 50 year design wave heights were presented.

Occurrence Probability of Freak Waves at Nearshore of Donghae Harbor in the East Sea (동해항 전면 해역에서의 Freak Waves 발생확률)

  • Ahn, Kyungmo;Oh, Chan Young;Jeong, Weon Mu
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.27 no.4
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    • pp.258-265
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    • 2015
  • Over the last 20 years, freak waves have attracted many researchers because of their unexpected behaviors and damages on offshore structures and vessels in the ocean and coastal waters. Despite many researches on the causes, mechanisms and occurrence of freak waves, we have not reached consensus on the results of the researches. This paper presents the occurrence probability of freak waves based on the analysis of wave records measured at coastal waters of Donghae harbor in the East Sea. Three freak waves were found which satisfied conditions of m and $H_S{\geq}2.5m$ and $H_m/H_S{\geq}2$. The occurrence probabilities of freak waves were estimated from extreme distributions by Mori, Rayleigh and Ahn, and found to be on the orders of O($10^{-1}$), O($10^{-2}$), and O($10^{-3}$), respectively. The occurrence probabilities of freak waves measured from waves records were estimated between O($10^{-2}$) and O($10^{-3}$), which were located between predictions by Rayleigh and Ahn's extreme probability distributions. However, we need more analysis of wave records obtained from diverse field conditions in order to verify the accuracy of the estimation of occurrence probability of freak waves.

Characteristics of Spread Parameter of the Extreme Wave Height Distribution around Korean Marginal Seas (한국 연안 극치 파고 분포의 확산모수 특성)

  • Jeong, Shin-Taek;Kim, Jeong-Dae;Ko, Dong-Hui;Kim, Tae-Heon
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.21 no.6
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    • pp.480-494
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    • 2009
  • Long term extreme wave data are essential for planning and designing coastal structures. Since the availability of the field data for the waters around Korean peninsula is limited to provide a reliable wave statistics, the wave climate information has been generated by means of long-term wave hindcasting using available meteorological data. KORDI(2005) has proposed extreme wave data at 106 stations off the Korean coast from 1979 to 2003. In this paper, extreme data sets of wave(KORDI, 2005) have been analyzed for best-fitting distribution functions, for which the spread parameter proposed by Goda(2004) is evaluated. The calculated values of the spread parameter are in good agreement with the values based on method of moment for parameter estimation. However, the spread parameter of extreme wave data has a representative value ranging from about 1.0 to 2.8 which is larger than some foreign coastal waters, it is necessary to review deep water design wave.

Variation Analysis of Storm Surges in Masan Bay due to Typhoon Landing-1. Extreme Simulation Typhoon Scenario (상륙 태풍에 의한 마산만 폭풍해일 변동성 분석 - 1. 극치 모의 태풍 시나리오의 결정)

  • Han, Sungdae
    • Journal of the Society of Disaster Information
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    • v.11 no.4
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    • pp.493-505
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    • 2015
  • Based on the typhoon paths landed on the southern coast of Korea, the distribution of typhoon moving directions follow the Beta probability density function and that of pressure drops in typhoon eyes follow the Rayleigh probability density function. Consequently, the extreme typhoon simulation scenarios for six landing positions are determined as most probable one in moving direction and extreme one of Typhoon Maemi level in pressure drop. The variation of storm surges in Masan bay associated with simulated typhoon landing position is analyzed through the numerical experiments in the next paper as the second part.

The Extreme Value Analysis of Deepwater Design Wave Height and Wind Velocity off the Southwest Coast (남서 해역 심해 설계 파고 및 풍속의 극치분석)

  • Kim, Kamg-Min;Lee, Joong-Woo;Lee, Hun;Yang, Sang-Yong;Jeong, Young-Hwan
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
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    • v.29 no.1
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    • pp.245-251
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    • 2005
  • When we design coastal and harbol facilities deepwater design wave and wind speed are the important design parameters. Especially, the analysis of these informations is a vital step for the point of disaster prevention. In this study, we made and an extreme value analysis using a series of deep water significant wave data arranged in the 16 direction and supplied by KORDI real-time wave information system ,and the wind data gained from Wan-Do whether Station 1978-2003. The probability distributions considered in this characteristic analysis were the Weibull, the Gumbel, the Log-Pearson Type III, the Normal, the Lognormal, and the Gamma distribution. The parameter for each distribution was estimated by three methods, i.e. the method of moments, the maximum likelihood, and the method of probability weight moments. Furthermore, probability distributions for the extreme data had been selected by using Chi-square and Kolmogorov-Smirnov test within significant level of 5%, i,e. 95% reliance level. From this study we found that Gumbel distribution is the most proper model for the deep water design wave height off the southwest coast of Korea. However the result shows that the proper distribution made for the selected site is varied in each extreme data set.

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A Development of Noparamtric Kernel Function Suitable for Extreme Value (극치값 추정에 적합한 비매개변수적 핵함수 개발)

  • Cha Young-Il;Kim Soon-Bum;Moon Young-Il
    • Journal of Korea Water Resources Association
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    • v.39 no.6 s.167
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    • pp.495-502
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    • 2006
  • The importance of the bandwidth selection has been more emphasized than the kernel function selection for nonparametric frequency analysis since the interpolation is more reliable than the extrapolation method. However, when the extrapolation method is being applied(i.e. recurrence interval more than the length of data or extreme probabilities such as $200{\sim}500$ years), the selection of the kernel function is as important as the selection of the bandwidth. So far, the existing kernel functions have difficulties for extreme value estimations because the values extrapolated by kernel functions are either too small or too big. This paper suggests a Modified Cauchy kernel function that is suitable for both interpolation and extrapolation as an improvement.

Assessment of Applicability and Goodness-of-Fit test of Gumbel Copula for Extreme Rainfall Events of South Korea (국내 극치 강우사상에 대한 Gumbel copula 모형의 적합도 검정 및 적용성 검토)

  • Joo, Kyungwon;Jung, Younghun;Seo, Miru;Heo, Jun-Haeng
    • Proceedings of the Korea Water Resources Association Conference
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    • 2020.06a
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    • pp.279-279
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    • 2020
  • 최근 copula 모형은 여러 확률변수를 갖는 수문현상에 대해 빈도해석을 수행할 경우 결합확률분포형으로 유용하게 사용되고 있다. 하나의 자료를 확률변수로 사용하는 단변량 빈도해석에 비해 여러 수문자료를 동시에 각각 확률변수로 취하여 결합확률분포형을 추정할 수 있는 다변량 빈도해석은 수문자료의 상관성을 고려하면서 확률분포형을 추정할 수 있다는 장점이 있다. Copula 모형 중 Gumbel copula는 extreme-value 확률분포형으로 극치사상에 적합한 확률분포형이다. 본 연구에서는 Gumbel copula를 이용하여 우리나라 기상청 64개 종관기상관측소의 강우자료로부터 극치 강우사상을 추출하고, 이를 이용하여 빈도해석을 수행하였다. 극치 강우사상은 전체 강우사상 중 각 년도별로 최대강우량을 갖는 연최대강우량사상(annual maximum volume event)을 사용하였다. 각 확률변수의 주변분포형으로는 gamma, Gumbel, generalized extreme value, generalized logistic, Weibull 등 5개 확률분포형을 검토하였으며 각각 적합한 주변분포형을 적용하고 copula 모형의 매개변수는 의사최우도법(maximum pseudo-likelihood method)를 사용하여 추정하였다. 또한 추정된 copula 모형은 Cramer-von Mises 함수와 경험적 copula를 이용하여 적합도 검정을 수행하였다. 이를 통해 극치강우사상에 대하여 Gumbel copula 모형의 적용성을 검토하였으며 추정된 결합확률분포형을 이용하여 빈도별 확률강우사상을 2차원 등치선(contour line)형태로 제시하였다.

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Evaluation of extreme rainfall estimation obtained from NSRP model based on the objective function with statistical third moment (통계적 3차 모멘트 기반의 목적함수를 이용한 NSRP 모형의 극치강우 재현능력 평가)

  • Cho, Hemie;Kim, Yong-Tak;Yu, Jae-Ung;Kwon, Hyun-Han
    • Journal of Korea Water Resources Association
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    • v.55 no.7
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    • pp.545-556
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    • 2022
  • It is recommended to use long-term hydrometeorological data for more than the service life of the hydraulic structures and water resource planning. For the purpose of expanding rainfall data, stochastic simulation models, such as Modified Bartlett-Lewis Rectangular Pulse (BLRP) and Neyman-Scott Rectangular Pulse (NSRP) models, have been widely used. The optimal parameters of the model can be estimated by repeatedly comparing the statistical moments defined through a combination of parameters of the probability distribution in the optimization context. However, parameter estimation using relatively small observed rainfall statistics corresponds to an ill-posed problem, leading to an increase in uncertainty in the parameter estimation process. In addition, as shown in previous studies, extreme values are underestimated because objective functions are typically defined by the first and second statistical moments (i.e., mean and variance). In this regard, this study estimated the parameters of the NSRP model using the objective function with the third moment and compared it with the existing approach based on the first and second moments in terms of estimation of extreme rainfall. It was found that the first and second moments did not show a significant difference depending on whether or not the skewness was considered in the objective function. However, the proposed model showed significantly improved performance in terms of estimation of design rainfalls.