• 한국방재학회:학술대회논문집
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• 2009.02b
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• pp.75.2-75.2
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• 2009

• Journal of Korea Water Resources Association
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• v.42 no.9
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• pp.725-736
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• 2009

A flood event can be defined by three characteristics; peak discharge, total flood volume, and flood duration, which are correlated each other. However, a conventional flood frequency analysis for the hydrological plan, design, and operation has focused on evaluating only the amount of peak discharge. The interpretation of this univariate flood frequency analysis has a limitation in describing the complex probability behavior of flood events. This study proposed a bivariate flood frequency analysis using a Gumbel mixed model for the flood evaluation. A time series of annual flood events was extracted from observations of inflow to the Soyang River Dam and the Daechung Dam, respectively. The joint probability distribution and return period were derived from the relationship between the amount of peak discharge and the total volume of flood runoff. The applicability of the Gumbel mixed model was tested by comparing the return periods acquired from the proposed bivariate analysis and the conventional univariate analysis.

• Proceedings of the Korea Water Resources Association Conference
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• 2009.05a
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• pp.1467-1471
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• 2009

홍수사상은 크게 첨두홍수량, 홍수용적, 지속기간 등과 같은 서로 상관된 세 가지 요소로 구성되어 있다. 그러나 그동안 홍수의 규모와 크기를 판단하고 예측하기 위하여 수행되어 온 홍수빈도 해석에서는, 서로 상관되어있는 요소들 간의 관계를 고려하지 않은 채 주로 첨두홍수량 하나만을 가지고 단변량 빈도 해석을 수행하였다. 이와 같은 단변량 홍수빈도 해석은 특정 홍수의 특성을 종합적으로 표현하는 데 한계를 가지고 있다. 따라서 본 연구에서는 홍수빈도 해석에 있어 첨두홍수량뿐만 아닌 홍수용적까지도 함께 고려하였다. 소양강댐의 35개년 일유입량 자료를 대상으로 홍수사상을 각각의 강우량 자료와 연계하여 분리한 후 Gumbel 혼합모형을 적용하여 이변량 홍수빈도 해석을 수행함으로써 과거의 극한 홍수사상을 평가 분석하였다. 이변량 빈도해석을 수행하여 홍수사상 요소들 간의 결합분포, 결합 재현기간 등을 추정하였다. 단변량 홍수빈도 해석 결과와 비교함으로써 특정 홍수에 대한 홍수심도를 분석하는 등 극한 홍수사상 평가를 위한 이변량 홍수빈도 해석기법의 적용성에 관하여 검토하였다. 이러한 연구 결과는 기존의 제방 중심 치수사업의 대안으로 제시된 유역종합치수계획에서 선정된 다양한 홍수방어 시설들의 설계 및 운영, 치수효과 평가 등에 유용하게 적용될 수 있을 것이다.

• Proceedings of the Korean Statistical Society Conference
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• 2000.11a
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• pp.261-266
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• 2000

이변량 반복측정자료에서 Chinchilli 등(1996)이 제안한 가중일치상관계수는 두 변수의 일치성을 나타내는 측도이다. 기존에 제안된 가중일치상관계수 추정법은 변동효과 및 측정오차의 분산성분을 각각 최소제곱법으로 비편향 추정하여 구하는 것이다. 본 연구에서는 반복측정자료의 주변 우도함수를 설정한 후, 우도함수에 기초한 분산성분을 구하여 가중일치상관계수를 추정하는 방법을 제안한다. 이때, 각 분산성분은 유사/의사 우도함수 및 사후 분포에서 반복시행을 통하여 구해진다.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.29 no.2B
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• pp.155-162
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• 2009

Univariate frequency analyses are widely used in practical hydrologic design. However, a storm event is usually characterized by amount, intensity, and duration of the storm. To fully understand these characteristics and to use them appropriately in hydrologic design, a multivariate statistical approach is necessary. This study applied a Gumbel mixed model to a bivariate storm frequency analysis using hourly rainfall data collected for 46 years at the Seoul rainfall gauge station in Korea. This study estimated bivariate return periods of a storm such as joint return periods and conditional return periods based on the estimation of joint cumulative distribution functions of storm characteristics. These information on statistical behaviors of a storm can be of great usefulness in the analysis and assessment of the risk associated with hydrologic design problems.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.30 no.3B
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• pp.257-267
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• 2010

A flood event can be characterized by three attributes such as peak discharge, total flood volume, and flood duration, which are correlated each other. However, the amount of peak discharge is only used to evaluate the flood events for the hydrological plan and design. The univariate analysis has a limitation in describing the complex probability behavior of flood events. Thus, the univariate analysis cannot derive satisfying results in flood frequency analysis. This study proposed bivariate flood frequency analysis methods for evaluating flood events considering correlations among attributes of flood events. Parametric distributions such as Gumbel mixed model and bivariate gamma distribution, and a non-parametric model using a bivariate kernel function were introduced in this study. A time series of annual flood events were extracted from observations of inflow to the Soyang River Dam and the Daechung Dam, respectively. The joint probability distributions and return periods were derived from the relationship between the amount of peak discharge and the total volume of flood runoff. Applicabilities of bivariate flood frequency analysis were examined by comparing the return period acquired from the proposed bivariate analyses and the conventional univariate analysis.

• Journal of the Korean Data and Information Science Society
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• v.9 no.1
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• pp.47-56
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• 1998

Zero-Inflated Poisson models are mixed models of the Poisson and Bernoulli models. Recently Zero-Inflated Poisson distributions have been used frequently rather than previous Poisson distributions because the developement of industrial technology make few defects in manufacturing process. It is important that univariate Zero-Inflated Poisson distributions are extended to bivariate distributions to generalize the multivariate distributions. In this paper we proposed three types of the bivariate Zero-Inflated Poisson distributions and obtained these moments. We compared the three types of distributions by using the moments.

• Communications for Statistical Applications and Methods
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• v.19 no.2
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• pp.277-286
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• 2012

For credit assessment models, the ROC curves evaluate the classification performance using two univariate cumulative distribution functions of the false positive rate and true positive rate. In this paper, it is extended to two bivariate normal distribution functions of default and non-default borrowers; in addition, the bivariate ROC curves are proposed to represent the joint cumulative distribution functions by making use of the linear function that passes though the mean vectors of two score random variables. We explore the classification performance based on these ROC curves obtained from various bivariate normal distributions, and analyze with the corresponding AUROC. The optimal threshold could be derived from the bivariate ROC curve using many well known classification criteria and it is possible to establish an optimal cut-off criteria of bivariate mixture distribution functions.

• Proceedings of the Korea Water Resources Association Conference
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• 2008.05a
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• pp.790-794
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• 2008

본 연구에서는 국내 분단위 강우자료(MMR)를 이용하여 시간해상도에 따른 강우의 공간상관구조 특성을 검토하였다. 이러한 특성을 파악하기 위해 이변량 혼합분포를 이용하여 강우를 모형화한 후 정규분포와 대수 정규분포를 고려하여 시간해상도별로 공간상관함수를 유도하고 그 변동특성을 파악하였다. 또한 분단위 강우 자료를 호우 발생 특성별(태풍, 장마, 대류성 강우)로 분류하여 이에 대한 공간상관함수를 각각 유도하였다. 이때 시간해상도를 고려하기 위한 대상 집성시간은 1, 2, 3, 5, 10, 30, 60분이고, 대상지점은 중부지역의 27개 우량관측소 지점을 이용하였다. 그 적용 결과 분단위 강우자료의 경우 무강우 자료의 영향이 상대적으로 매우 크게 나타나는 것을 확인할 수 있었다. 공간상관거리는 적용 분포형, 호우 발생 특성에 따라 차이가 있지만 1분의 경우 약 $9{\sim}15km$, 60분의 경우 약 $21{\sim}53km$인 것으로 파악되었다. 또한 강우의 집성시간이 길어질수록 공간상관특성이 상대적으로 뚜렷하게 나타나고 공간상관거리가 길어짐을 확인하였다. 본 연구의 결과는 분단위 강우자료의 관측소 밀도가 시단위 강우자료 관측소에 비해 상대적으로 매우 적음을 나타내며, 분단위 강우자료를 이용하여 지점빈도해석과 같은 공간적인 특성을 분석할 경우 적절한 개선방안이 제시되어야함을 의미하는 것이기도 하다.

• Economic and Environmental Geology
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• v.55 no.4
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• pp.353-366
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• 2022

Spatial estimation of geoscience data (geo-data) is challenging due to spatial heterogeneity, data scarcity, and high dimensionality. A novel spatial estimation method is needed to consider the characteristics of geo-data. In this study, we proposed the application of Gaussian Mixture Model (GMM) among machine learning algorithms with multivariate data for robust spatial predictions. The performance of the proposed approach was tested through soil chemical concentration data from a former smelting area. The concentrations of As and Pb determined by ex-situ ICP-AES were the primary variables to be interpolated, while the other metal concentrations by ICP-AES and all data determined by in-situ portable X-ray fluorescence (PXRF) were used as auxiliary variables in GMM and ordinary cokriging (OCK). Among the multidimensional auxiliary variables, important variables were selected using a variable selection method based on the random forest. The results of GMM with important multivariate auxiliary data decreased the root mean-squared error (RMSE) down to 0.11 for As and 0.33 for Pb and increased the correlations (r) up to 0.31 for As and 0.46 for Pb compared to those from ordinary kriging and OCK using univariate or bivariate data. The use of GMM improved the performance of spatial interpretation of anthropogenic metals in soil. The multivariate spatial approach can be applied to understand complex and heterogeneous geological and geochemical features.