• Title/Summary/Keyword: 극치함수

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Estimation and Assessment of Joint Distribution Function Between Extreme Rainfall and Extreme Flood Based on Copula Function (Copula 함수를 이용한 댐 유역의 극치강우량 및 극치홍수량의 결합분포함수 산정 및 평가)

  • Kim, Tae-Jeong;Kim, Ki-Young;Kwon, Hyun-Han
    • Proceedings of the Korea Water Resources Association Conference
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    • 2015.05a
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    • pp.414-414
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    • 2015
  • 최근 지구온난화로 인한 기상변동성 증가로 인해 극한기후현상의 발생빈도가 점차 증가하고 있으며 유역단위의 수자원을 효율적으로 운영하는데 문제점을 해소하고자 다양한 측면에서 체계적인 수자원 운영을 위한 연구가 이루어지고 있다. 수공구조물을 설계하는데 있어서 가장 일반적인 가정 사항은 수문모형에 사용되는 강우의 빈도와 유출의 빈도가 동일하다는 가정에 근거한다. 즉, 유역의 초기함수조건, 강우강도, 강우의 시간적 분포와 관계없이 동일한 빈도로 고려되는 문제점이 있다. 이러한 점에서 비교적 장기간의 자료를 확보하고 있는 계측유역에 대해서 다변량 확률밀도함수를 적용하여 비선형관계를 고려한 수문빈도해석기법을 개발하고자 한다. 본 연구에서는 이변량 분석기법(bivariate analysis) 중 전통적인 이변량 분포에 비해 주변분포형(marginal distribution)을 자유롭게 선택할 수 있는 장점이 있는 추계학적 Copula 모형을 활용하여 댐 및 저수지 상류유역의 강우량과 유입량을 대상으로 이변량 분석을 수행하고자 한다. 최종적으로 비선형 관계에 있는 강수량과 유출량 사이에 이변량 빈도해석 모형을 개발하고 기존 해석방법과의 종합적인 비교를 실시하였다.

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Distribution of Irregular Wave Height in Finite Water Depth (유한수심에서의 불규칙파의 파고 분포)

  • 안경모;마이클오찌
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.6 no.1
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    • pp.88-93
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    • 1994
  • This study is concerned with an analytic derivation of the probability density function applicable for wave heights in finite water depth using two different methods. As the first method of the study, a probability density function is developed by applying a series of polynomials which is orthogonal with respect to Rayleigh probability density function. The newly derived probability density function is compared with the histogram constructed from wave data obtained in finite water depth which indicate strong non-Gaussian characteristics. Although the probability density represents the histogram very well. it has negative density at large values. Although the magnitude of the negative density is small. it negates the use of the distribution function fer estimating extreme values. As the second method of the study, a probability density function of wave height is developed by applying the maximum entropy method. The probability density function thusly derived agrees very well with the wave height distribution in shallow water, and appears to be useful in estimating extreme values and statistical properties of wave heights in finite water depth. However, a functional relationship between the probability distribution and the non-Gaussian characteristics of the data cannot be obtained by applying the maximum entropy method.

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Parameter Estimation and Analysis of Extreme Highest Tide Level in Marginal Seas around Korea (한국 연안 최극 고조위의 매개변수 추정 및 분석)

  • Jeong, Shin-Taek;Kim, Jeong-Dae;Ko, Dong-Hui;Yoon, Gil-Lim
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.20 no.5
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    • pp.482-490
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    • 2008
  • For a coastal or harbor structure design, one of the most important environmental factors is the appropriate extreme highest tide level condition. Especially, the information of extreme highest tide level distribution is essential for reliability design. In this paper, 23 set of extreme highest tide level data obtained from National Oceanographic Research Institute(NORI) were analyzed for extreme highest tide levels. The probability distributions considered in this research were Generalized Extreme Value(GEV), Gumbel, and Weibull 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-offit tests were performed, and the assumed distribution was accepted at the confidence level 95%. Gumbel distribution which best fits to the 22 tidal station was selected as the most probable parent distribution, and optimally estimated parameters and extreme highest tide level with various return periods were presented. The extreme values of Incheon, Cheju, Yeosu, Pusan, and Mukho, which estimated by Shim et al.(1992) are lower than that of this result.

Analysis of Extreme Wave Conditions for Long-Term Wave Observation Data Considering Directionality (방향성을 고려한 장기 파랑관측자료의 극치파랑조건 분석)

  • Kim, Gunwoo
    • Journal of the Korean Society of Marine Environment & Safety
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    • v.28 no.5
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    • pp.700-711
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    • 2022
  • In this study, deepwater design waves were estimated for 16 wave directions and various return periods based on statistical analysis of extreme waves observed for more than 20 years at three stations (Chilbal-do, Geomun-do, Donghae). These values were compared with design waves estimated based on the omni-directional wave data. The Weibull distribution was used as the probability distribution function whose parameters were determined by the least square method. The Kolmogorov-Smirnov test was applied for the goodness of fit test. Notably, the directional design waves were smaller than the omni-directional design wave for every wave direction. The maximum 50-year wave heights for directional sectors were 7.46 m (NNE), 12.05 m (S), and 9,59 m (SSW) at Chilbal-do, Geomun-do and Donghae whereas those for uni-directional wave data were 7.91 m, 13.82 m and 10.38 m, respectively. This implied possible under-estimation of the deepwater design waves for 16 wave directions being currently used in the design of offshore and coastal structures.

Analysis of Uncertainty of Rainfall Frequency Analysis Including Extreme Rainfall Events (극치강우사상을 포함한 강우빈도분석의 불확실성 분석)

  • Kim, Sang-Ug;Lee, Kil-Seong;Park, Young-Jin
    • Journal of Korea Water Resources Association
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    • v.43 no.4
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    • pp.337-351
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    • 2010
  • There is a growing dissatisfaction with use of conventional statistical methods for the prediction of extreme events. Conventional methodology for modeling extreme event consists of adopting an asymptotic model to describe stochastic variation. However asymptotically motivated models remain the centerpiece of our modeling strategy, since without such an asymptotic basis, models have no rational for extrapolation beyond the level of observed data. Also, this asymptotic models ignored or overestimate the uncertainty and finally decrease the reliability of uncertainty. Therefore this article provide the research example of the extreme rainfall event and the methodology to reduce the uncertainty. In this study, the Bayesian MCMC (Bayesian Markov Chain Monte Carlo) and the MLE (Maximum Likelihood Estimation) methods using a quadratic approximation are applied to perform the at-site rainfall frequency analysis. Especially, the GEV distribution and Gumbel distribution which frequently used distribution in the fields of rainfall frequency distribution are used and compared. Also, the results of two distribution are analyzed and compared in the aspect of uncertainty.

복합확률에 의한 우리나라 주요항만의 최극해면분석

  • 최병호;노상준
    • Proceedings of the Korean Society of Coastal and Ocean Engineers Conference
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    • 1996.10a
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    • pp.50-54
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    • 1996
  • 극치확률 모델과 더불어 최극해면분석에 이용되는 또 하나의 방법은 조석 및 비조석성분의 복합확률방법(joint probability method)으로 Pugh와 Vassie(1978)에 의해 제시되었다. 이 방법은 조석(tide)과 비조석성분(surge)이 통계적으로 독립적인 변수(statistically independent variable)로 취득될 수 있는 가를 일차적으로 분석한 후 해면의 확률분포를 조위분석함수(tidal probability distribution function)와 비조석성분분포함수(surge probability distribution function)의 복합으로서 산정하는 것이다. (중략)

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A Study on the Regional Frequency Analysis Using the Artificial Neural Network Method - the Nakdong River Basin (인공신경망 군집분석을 이용한 지역빈도해석에 관한 연구 - 낙동강 유역을 중심으로)

  • Ahn, Hyunjun;Kim, Sunghun;Jung, Jinseok;Heo, Jun-Haeng
    • Proceedings of the Korea Water Resources Association Conference
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    • 2017.05a
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    • pp.404-404
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    • 2017
  • 이상기후현상으로 인해 극치 수문 사상들이 빈번히 발생함에 따라 상대적으로 높은 재현기간에 해당하는 극치 수문 사상해석에 대한 관심이 높아지고 있다. 그러나 우리나라의 경우 이러한 극치 수문 사상을 추정하기 위한 표본의 수가 부족한 실정이다. 지역빈도해석은 지점의 표본 수가 적거나 수문자료의 수집이 불가능한 미계측지점인 경우, 해당 지점과 수문학적으로 동질하다고 여겨지는 주변 지점들의 자료를 확보하여 확률수문량을 추정함으로써 상대적으로 지점빈도해석 보다 roubst한 추정값을 얻을 수 있다는 장점을 가지고 있다. 따라서 최근 확률수문량 산정 기법으로 지역빈도해석 방법에 관한 관심이 높아지고 있다. 지역구분은 지역빈도해석이 지점빈도해석과 구분될 수 있는 큰 특징이고 지역구분 결과 따라 지역의 표본 크기가 결정되기 때문에 수문학적으로 동질한 지역을 나누는 방법은 매우 중요하다고 볼 수 있다. 인공신경망은 인간의 뇌가 학습하는 방식을 모사한 통계적 모델링 기법이다. 즉, 인간의 뇌가 일정한 반복 학습을 통해 어떠한 문제의 해법을 추론하거나 예측, 또는 패턴을 인식하는 일련의 과정을 알고리즘화 하여 목적함수의 해를 찾는 방식이다. 특히, 주어진 자료들로 부터 특징을 추출하고 그 특징을 학습하여 전체 자료의 분류나 군집화를 이루는데 널리 이용되고 있다. 본 연구에서는 낙동강유역을 대상으로 인공신경망을 이용한 군집분석을 수행하고 구분된 지역을 이용하여 지역빈도해석을 수행하였다.

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A Bayesian Approach to Gumbel Mixture Distribution for the Estimation of Parameter and its use to the Rainfall Frequency Analysis (Bayesian 기법을 이용한 혼합 Gumbel 분포 매개변수 추정 및 강우빈도해석 기법 개발)

  • Choi, Hong-Geun;Uranchimeg, Sumiya;Kim, Yong-Tak;Kwon, Hyun-Han
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.38 no.2
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    • pp.249-259
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    • 2018
  • More than half of annual rainfall occurs in summer season in Korea due to its climate condition and geographical location. A frequency analysis is mostly adopted for designing hydraulic structure under the such concentrated rainfall condition. Among the various distributions, univariate Gumbel distribution has been routinely used for rainfall frequency analysis in Korea. However, the distributional changes in extreme rainfall have been globally observed including Korea. More specifically, the univariate Gumbel distribution based rainfall frequency analysis is often fail to describe multimodal behaviors which are mainly influenced by distinct climate conditions during the wet season. In this context, we purposed a Gumbel mixture distribution based rainfall frequency analysis with a Bayesian framework, and further the results were compared to that of the univariate. It was found that the proposed model showed better performance in describing underlying distributions, leading to the lower Bayesian information criterion (BIC) values. The mixed Gumbel distribution was more robust for describing the upper tail of the distribution which playes a crucial role in estimating more reliable estimates of design rainfall uncertainty occurred by peak of upper tail than single Gumbel distribution. Therefore, it can be concluded that the mixed Gumbel distribution is more compatible for extreme frequency analysis rainfall data with two or more peaks on its distribution.

Concept of Trend Analysis of Hydrologic Extreme Variables and Nonstationary Frequency Analysis (극치수문자료의 경향성 분석 개념 및 비정상성 빈도해석)

  • Lee, Jeong-Ju;Kwon, Hyun-Han;Kim, Tae-Woong
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.30 no.4B
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    • pp.389-397
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    • 2010
  • This study introduced a Bayesian based frequency analysis in which the statistical trend analysis for hydrologic extreme series is incorporated. The proposed model employed Gumbel extreme distribution to characterize extreme events and a fully coupled bayesian frequency model was finally utilized to estimate design rainfalls in Seoul. Posterior distributions of the model parameters in both Gumbel distribution and trend analysis were updated through Markov Chain Monte Carlo Simulation mainly utilizing Gibbs sampler. This study proposed a way to make use of nonstationary frequency model for dynamic risk analysis, and showed an increase of hydrologic risk with time varying probability density functions. The proposed study showed advantage in assessing statistical significance of parameters associated with trend analysis through statistical inference utilizing derived posterior distributions.

Influence of Joint Distribution of Wave Heights and Periods on Reliability Analysis of Wave Run-up (처오름의 신뢰성 해석에 대한 파고_주기결합분포의 영향)

  • Lee Cheol-Eung
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.17 no.3
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    • pp.178-187
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    • 2005
  • A reliability analysis model f3r studying the influence of joint distribution of wave heights and periods on wave un-up is presented in this paper. From the definition of failure mode related to wave run-up, a reliability function may be formulated which can be considered uncertainties of water level. In particular, the reliability analysis model can be directly taken into account statistical properties and distributions of wave periods by considering wave period in the reliability function to be a random variable. Also, variations of wave height distribution conditioned to mean wave periods can be taken into account correctly. By comparison of results of additional reliability analysis using extreme distributions with those resulted from joint distribution of wave height and periods, it is found that probabilities of failure evaluated by the latter is larger than those by the former. Although the freeboard of sloped-breakwater structures can be determined by extreme distribution based on the long-term measurements, it may be necessary to investigate additionally into wave run-up by using the present reliability analysis model formulated to consider joint distribution of a single storm event. In addition, it may be found that the effect of spectral bandwidth parameter on reliability index may be little, but the effect of wave height distribution conditioned to mean wave periods is straightforward. Therefore, it may be confirmed that effects of wave periods on the probability of failure of wave run-up may be taken into account through the conditional distribution of wave heights. Finally, the probabilities of failure with respect to freeboard of sloped-breakwater structures can be estimated by which the rational determination of crest level of sloped-breakwater structures may be possible.