• Title/Summary/Keyword: 누적확률분포

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Construction of IDF curves on the basis of observation (관측자료로 구축한 IDF곡선)

  • Kang, Hyoungseok;Paik, Kyungrock
    • Proceedings of the Korea Water Resources Association Conference
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    • 2022.05a
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    • pp.55-55
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    • 2022
  • 수공구조물을 설계하고 수자원 관리 정책을 수립하기 위해 일반적으로 IDF (Intensity-Duration-Frequency) 곡선을 활용한다. 통상 IDF 곡선은 연최대치계열을 통계적으로 분석하여 재현빈도 마다의 적절한 강우강도를 추정하여 결정한다. 신뢰할 수 있는 결과를 산출하기 위해 최소 30년 이상의 정상 강우자료의 통계분석이 권장되나, 긴 재현기간의 최대강우강도는 본질적으로 확률분포 함수로부터 추정한 값이라는 한계가 있다. 한편, 우리나라에서 종관기상관측을 통해 고해상도의 지상관측 강수자료가 장기간 누적되어 관측자료로부터 직접 최대강우강도-지속시간 사이의 관계식을 도출할 수 있게 되었다. 따라서, 실무에서 널리 사용되고 있는 '홍수량 산정 표준 지침'의 확률강우 분석 결과를 오랫동안 관측된 강우자료에서 찾은 최대강우강도와의 비교가 가능해졌다. 본 연구에서는 우리나라에서 50년 이상 강우가 관측된 24개의 지점에 대해 최대강우강도-지속기간 관계식을 분석하였다. 이 결과를 바탕으로 통계적으로 추정한 IDF 곡선이 실제 관측자료에서 나타난 최대강우강도를 얼마나 정확하게 추정하는지 검증해 보았다.

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Prediction of Wind Damage Risk based on Estimation of Probability Distribution of Daily Maximum Wind Speed (일 최대풍속의 추정확률분포에 의한 농작물 강풍 피해 위험도 판정 방법)

  • Kim, Soo-ock
    • Korean Journal of Agricultural and Forest Meteorology
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    • v.19 no.3
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    • pp.130-139
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    • 2017
  • The crop damage caused by strong wind was predicted using the wind speed data available from Korean Meteorological Administration (KMA). Wind speed data measured at 19 automatic weather stations in 2012 were compared with wind data available from the KMA's digital forecast. Linear regression equations were derived using the maximum value of wind speed measurements for the three-hour period prior to a given hour and the digital forecasts at the three-hour interval. Estimates of daily maximum wind speed were obtained from the regression equation finding the greatest value among the maximum wind speed at the three-hour interval. The estimation error for the daily maximum wind speed was expressed using normal distribution and Weibull distribution probability density function. The daily maximum wind speed was compared with the critical wind speed that could cause crop damage to determine the level of stages for wind damage, e.g., "watch" or "warning." Spatial interpolation of the regression coefficient for the maximum wind speed, the standard deviation of the estimation error at the automated weather stations, the parameters of Weibull distribution was performed. These interpolated values at the four synoptic weather stations including Suncheon, Namwon, Imsil, and Jangsu were used to estimate the daily maximum wind speed in 2012. The wind damage risk was determined using the critical wind speed of 10m/s under the assumption that the fruit of a pear variety Mansamgil would begin to drop at 10 m/s. The results indicated that the Weibull distribution was more effective than the normal distribution for the estimation error probability distribution for assessing wind damage risk.

Effect of Boundary Conditions on Reliability and Cumulative Distribution Characteristics of Fatigue Failure Life in Magnesium Alloy (마그네슘합금의 피로파손수명의 누적확률분포특성과 신뢰성에 미치는 경계조건의 영향)

  • Choi, Seon-Soon
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.12 no.2
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    • pp.594-599
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    • 2011
  • In this paper, the effect of the boundary conditions on the reliability and the cumulative distribution characteristics of the fatigue failure life is analyzed in a magnesium alloy AZ31. The boundary conditions are specimen thickness, stress ratio, and maximum fatigue load. The statistical data of the fatigue failure life are obtained by fatigue crack propagation tests under the detail conditions for each boundary condition. The 3-parameter Weibull distribution is used to analyze a statistical characteristics of the fatigue failure life in magnesium alloy AZ31. It is found that the statistical fatigue failure life is long in the case of a thicker specimen, a larger stress ratio, and a smaller maximum fatigue load. Under the opposite cases, the reliability on the fatigue failure life is rapidly dropped.

Radar Rainfall Estimation Using Window Probability Matching Method : 1. Establishment of Ze-R Relationship for Kwanak Mt, DWSR-88C at Summer, 1998 (WPMM 방법을 이용한 레이더 강수량 추정 : 1. 1998년 여름철 관악산 DWSR-88C를 위한 Ze-R 관계식 산출)

  • Kim, Hyo-Gyeong;Lee, Dong-In;Yu, Cheol-Hwan;Gwon, Won-Tae
    • Journal of Korea Water Resources Association
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    • v.35 no.1
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    • pp.25-36
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    • 2002
  • Window Probability Matching Method(WPMM) is achieved by matching identical probability density of rain intensities and radar reflectivities taken only from small window centered about the gage. The equation of $Z_{e}-R$ relationship is obtained and compared with data between a DWSR-88C radar and high density rain gage networks within 150km from radar site in summer season, 1998. The probability density of radar effective reflectivity is distributed with high frequency near 15dBZ. The frequency distribution of rain intensities shows that rain intensity is lower than 10mm/hr in most part of radar coverage area. As the result of $Z_{e}-R$ relationship using WPMM, curved line has shown to the log scale spatially and it can be explained more flexible than any straight-line power laws at the transformation to the rainfall amount from $Z_e$ value. During 3 months, total radar cumulative rainfall amount estimated by $Z=200R^{1.6}$ and WPMM relationships are 44 and 80 percentages of total raingage amount, respectively. Therefore, $Z_{e}-R$ relationships by WPMM may be widely needed a statistical method for the computation of accumulated precipitation.

The Assessment of Future Flood Vulnerability for Seoul Region (서울 지역의 미래 홍수취약도 평가)

  • Sung, Jang Hyun;Baek, Hee-Jeong;Kang, Hyun-Suk;Kim, Young-Oh
    • Journal of Wetlands Research
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    • v.14 no.3
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    • pp.341-352
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    • 2012
  • The purpose of this study is to statistically project future probable rainfall and to quantitatively assess a future flood vulnerability using flood vulnerability model. To project probable rainfall under non-stationarity conditions, the parameters of General Extreme Value (GEV) distribution were estimated using the 1 yr data added to the initial 30 yr base series. We can also fit a linear regression model between time and location parameters after comparing the linear relationships between time and location, scale, and shape parameters, the probable rainfall in 2030 yr was calculated using the location parameters obtained from linear regression equation. The flood vulnerability in 2030 yr was assessed inputted the probable rainfall into flood vulnerability assessment model suggested by Jang and Kim (2009). As the result of analysis, when a 100 yr rainfall frequency occurs in 2030 yr, it was projected that vulnerability will be increased by spatial average 5 % relative to present.

Analysis and Utilization of the Power Delay Profile Characteristics of Dispersive Fading Channels (시간 지연을 갖는 페이딩 채널의 전력 지연 분포 특성 분석 및 활용)

  • Park, Jong-Hyun;Kim, Jae-Won;Song, Eui-Seok;Sung, Won-Jin
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.32 no.8C
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    • pp.681-688
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    • 2007
  • Applying an appropriate received signal processing algorithm based on the channel characteristics is important to improve the receiver performance. Wireless channels in general exhibit various time-delay characteristics depending on their power delay profile. When the estimated channel power summation is used to determine the amount of time delay, a channel adaptive receiver structure can be implemented. In this paper, we derive a closed-form expression for the error probability of the channel classification when the estimated channel power summation is used to classify channel groups having different time delay characteristics, and present the performance gain utilizing multiple estimation results.

Modified Kolmogorov-Smirnov Statistic for Credit Evaluation (신용평가를 위한 Kolmogorov-Smirnov 수정통계량)

  • Hong, C.S.;Bang, G.
    • The Korean Journal of Applied Statistics
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    • v.21 no.6
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    • pp.1065-1075
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    • 2008
  • For the model validation of credit rating models, Kolmogorov-Smirnov(K-S) statistic has been widely used as a testing method of discriminatory power from the probabilities of default for default and non-default. For the credit rating works, K-S statistics are to test two identical distribution functions which are partitioned from a distribution. In this paper under the assumption that the distribution is known, modified K-S statistic which is formulated by using known distributions is proposed and compared K-S statistic.

Drought frequency analysis for multi-purpose dam inflow using bivariate Copula model (이변량 Copula 모형을 활용한 다목적댐 유입량 가뭄빈도해석)

  • Sung, Jiyoung;Kim, Eunji;Kang, Boosik
    • Proceedings of the Korea Water Resources Association Conference
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    • 2021.06a
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    • pp.340-340
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    • 2021
  • 가뭄의 특성상 시점과 종점을 명확하게 정의하기 어렵기 때문에 기준수문량을 설정하고 부족량과 지속기간을 정의하는 것이 일반적이다. 대상 수문량은 강우나 유출량을 사용할 수 있지만, 두 성분간 지체와 감쇄효과로 인하여 빈도해석의 결과는 차이를 보일 수 밖에 없어, 사용 목적에 따라 선별적으로 적용해야 한다. 가뭄빈도해석은 강우를 기반으로 지속기간과 심도를 정의하여 빈도를 해석하는 연구가 선행되어왔지만, 기본적으로 강우의 간헐적 발생특성과 체감도의 한계가 문제로 지적되고 있다. 본 연구에서는 댐 유입량의 Run 시계열 특성을 이용하여 다양한 유황을 기준유량으로 활용하여 가뭄의 시점과 종점에 대한 가뭄사상을 추출하고 지속기간과 누적부족량을 계산하여 가뭄빈도해석의 변수로 설정하였다. 두 변수간의 복잡한 상호 관계를 해석하기 위해 Copula 함수를 이용한 이변량 가뭄빈도해석을 진행하였다. 먼저 소양강댐('74-'19) 유입량, 충주댐('86-'19) 유입량을 연구대상지역으로 설정하여, 두 유역의 유입량의 추세분석을 통해 시간의존성을 파악하였다. 유황분석에 사용되는 분위량중 평수량을 기준값으로 사용하여 각 년별 최대 지속기간과 누적부족량을 추출하였다. Copula 가뭄빈도해석을 수행하기 전에 지속기간에는 GEV, 누적 부족량에는 Log-normal 분포를 적용해 단변량 누적확률분포를 계산하여 재현기간을 도출하였다. 이변량 빈도해석에 Clayton Copula 함수를 적용하여 가뭄빈도해석을 진행하였고, Copula 이변량 재현기간과 SDF곡선을 도출하였다. Clayton Copula를 이용한 이변량 가뭄빈도해석의 결과로 소양강댐의 가장 극심한 가뭄은 1996년으로 단변량 재현기간은 지속기간 기준 9.11년, 누적부족량 기준 17.26년, Copula 재현기간은 141.19년 이며 충주댐의 가장 극심한 가뭄은 2014년으로 단변량 재현기간은 지속기간 기준 17.76년, 누적부족량 기준 18.72년, Copula 재현기간은 184.19년으로 단변량 가뭄빈도해석을 통한 재현기간보다 Copula 재현기간이 높은 결과가 도출되었다. Run 시계열을 바탕으로 한 기준유량의 임계값 기준 Event 산정과 Copula를 이용한 빈도해석은 가뭄분석에 이용되는 자료의 상관관계와 분포특성을 재현하는데 효과적인 특징이 있다. 이를 미루어 보아 Copula 함수를 이용한 가뭄빈도해석의 재현기간은 보다 현실적인 재현기간을 도출할 수 있는 것으로 판단된다. 임계값의 조정을 통해 가뭄빈도해석의 변수의 양이 늘어나면, 보다 정확도 높은 재현기간을 도출하여 수문학적 가뭄을 정의할 수 있을 것이라고 사료된다.

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Index of union and other accuracy measures (Index of Union와 다른 정확도 측도들)

  • Hong, Chong Sun;Choi, So Yeon;Lim, Dong Hui
    • The Korean Journal of Applied Statistics
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    • v.33 no.4
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    • pp.395-407
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    • 2020
  • Most classification accuracy measures for optimal threshold are divided into two types: one is expressed with cumulative distribution functions and probability density functions, the other is based on ROC curve and AUC. Unal (2017) proposed the index of union (IU) as an accuracy measure that considers two types to get them. In this study, ten kinds of accuracy measures (including IU) are divided into six categories, and the advantages of the IU are studied by comparing the measures belonging to each category. The optimal thresholds of these measures are obtained by setting various normal mixture distributions; subsequently, the first and second type of errors as well as the error sums corresponding to each threshold are calculated. The properties and characteristics of the IU statistic are explored by comparing the discriminative power of other accuracy measures based on error values.The values of the first type error and error sum of IU statistic converge to those of the best accuracy measures of the second category as the mean difference between the two distributions increases. Therefore, IU could be an accuracy measure to evaluate the discriminant power of a model.

Long-term Wave Monitoring and Analysis Off the Coast of Sokcho (속초 연안의 장기 파랑관측 및 분석)

  • Jeong, Weon Mu;Ryu, Kyung-Ho;Cho, Hongyeon
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.27 no.4
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    • pp.274-279
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    • 2015
  • Wave data acquired over eleven years near Sokcho Harbor located in the central area of the east coast were analyzed using spectral method and wave-by-wave analysis method and its major wave characteristics were examined. Significant wave heights were found to be high in winter and low in summer, and peak periods were also found to be long in winter and short in summer. The maximum significant wave height observed was 8.95 m caused by the East Sea twister. The distributional pattern of the significant wave heights and peak periods were both fitted better by Kernel distribution function than by Generalized Gamma distribution function and Generalized Extreme Value distribution function. The wave data were compiled to subdivide the wave height into intervals for each month, and the cumulative occurrence rates of wave heights were calculated to be utilized for the design and construction works in nearby construction works.