• Title/Summary/Keyword: 일반화 극치분포

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고차 일반화극치분포와 PMLE를 이용한 환율자료분석

  • Jeong, Bo-Yun;Jeon, Yu-Na;Park, Jeong-Su
    • 한국데이터정보과학회:학술대회논문집
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    • 2003.10a
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    • pp.147-152
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    • 2003
  • 본 논문에서는 일반화극치분포(GEV)와 r개의 순서통계량을 이용한 r-GEV를 기술하였다. 모수 $\mu,\;\sigma$, k 를 추정하기 위해 최우추정법(MLE)과 Penalized MLE(P-MLE) 방법을 적용해 보았다. 이 분포를 원/달러 환율자료에 적용하여 일종의 재정위기 분석을 실시하였다.

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Evaluation of Extreme Sea Levels Using Long Term Tidal Data (검조기록을 이용한 극치해면 산정)

  • 심재설;오병철;김상익
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.4 no.4
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    • pp.250-260
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    • 1992
  • Two methods for computing extreme sea levels, which are the extreme probability method and the joint probability method, are examined at five different ports (Incheon, Cheju, Yeosu, Pusan, Mukho). The extreme probability mothod estimates the extreme sea levels from three different probability papers of Gumbel, Weibull and generalized extreme value(GEV) using the least square method, conventional moment method and probability weighted moment method. respectively. The results showed that the extreme sea levels estimated by the Gumbel paper or the least square method appeared higher than those calculated by other papers or methods. The extreme values estimated by the extreme probability method are approximately 5-10 cm lower than the values by the joint probability method.

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A Study on the Application of Generalized Extreme Value Distribution to the Variation of Annual Maximum Surge Heights (연간 최대해일고 변동의 일반화 극치분포 적용 연구)

  • Kwon, Seok-Jae;Park, Jeong-Soo;Lee, Eun-Il
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.21 no.3
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    • pp.241-253
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    • 2009
  • This study performs the investigation of a long-term variation of annual maximum surge heights(AMSH) and main characteristics of high surge events, and the statistical evaluation of the AMSH using sea level data at Yeosu and Tongyeong tidal stations over more than 30 years. It is found that the long-term uptrends based on the linear regression in the AMSH are 34.5 cm/34 yr at Yeosu and 33.6 cm/31 yr at Tongyeong, which are relatively much higher than those at Sokcho and Mukho in the Eastern Coast. 71% and 68% of the AMSH occur during typhoon's event in Yeosu and Tongyeong tidal stations, respectively, and the highest surge records are mostly produced by the typhoon. The generalized extreme value distribution taking into account of the time variable is applied to detect time trend in annual maximum surge heights. In addition, Gumbel distribution is checked to find which one is best fitted to the data using likelihood ratio test. The return level and its 90% confidence interval are obtained for the statistical prediction of the future trend. The prevention of the growing storm surge damage by the intensified typhoon requires the steady analysis and prediction of the surge events associated with the climate change.

Spatial distribution and uncertainty of daily rainfall for return level using hierarchical Bayesian modeling combined with climate and geographical information (기후정보와 지리정보를 결합한 계층적 베이지안 모델링을 이용한 재현기간별 일 강우량의 공간 분포 및 불확실성)

  • Lee, Jeonghoon;Lee, Okjeong;Seo, Jiyu;Kim, Sangdan
    • Journal of Korea Water Resources Association
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    • v.54 no.10
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    • pp.747-757
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    • 2021
  • Quantification of extreme rainfall is very important in establishing a flood protection plan, and a general measure of extreme rainfall is expressed as an T-year return level. In this study, a method was proposed for quantifying spatial distribution and uncertainty of daily rainfall depths with various return periods using a hierarchical Bayesian model combined with climate and geographical information, and was applied to the Seoul-Incheon-Gyeonggi region. The annual maximum daily rainfall depth of six automated synoptic observing system weather stations of the Korea Meteorological Administration in the study area was fitted to the generalized extreme value distribution. The applicability and reliability of the proposed method were investigated by comparing daily rainfall quantiles for various return levels derived from the at-site frequency analysis and the regional frequency analysis based on the index flood method. The uncertainty of the regional frequency analysis based on the index flood method was found to be the greatest at all stations and all return levels, and it was confirmed that the reliability of the regional frequency analysis based on the hierarchical Bayesian model was the highest. The proposed method can be used to generate the rainfall quantile maps for various return levels in the Seoul-Incheon-Gyeonggi region and other regions with similar spatial sizes.

Flood Risk and Vulnerability Analysis by Climate Change in an Urban Stream : A Case Study of the Woo-yi Stream Basin (도시하천의 기후변화에 따른 홍수위험 및 취약성 분석: 우이천유역을 중심으로)

  • Yoon, Sun-Kwon;Moon, Young-Il;Kim, Gui-Yong
    • Proceedings of the Korea Water Resources Association Conference
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    • 2012.05a
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    • pp.981-981
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    • 2012
  • 최근 지구환경 변화에 따른 기후변화의 영향으로 자연재해의 형태는 점차 대형화, 다양화되고 있으며 극치사상의 발생 빈도가 계속해서 증가하고 있는 추세이다. 특히 도시하천의 경우 인구와 재산이 밀집해 있어 기후변화에 따른 홍수위험 및 취약성이 클 것으로 사료된다. 본 연구에서는 기후 변화에 따른 홍수위험 및 취약성 분석을 위하여 위험도 기반 불확실성을 다루는 수단으로 UQR-MCS (Upper Quartile Range-Monte Carlo Simulation)을 적용하였으며, 다양한 형태의 확률 분포로부터 특정변량(variable)의 확률분포 Quartile을 모의하였다. 또한 기후변화에 따른 도시하천의 홍수위험 및 취약성 평가를 위하여 도시하천에 적합한 홍수위험 및 취약성평가 지수(FVI: flood vulnerability index)를 산정하였으며, 홍수취약성지수는 기후변화(Climate change)와 도시화(Urbanization), 제방월류위험(Overtopping risk) 및 홍수범람 면적(Flood area) 등의 지표를 사용하였다. 각각의 지표는 엔트로피(Entropy) 기법을 적용하여 가중치를 부여하였으며, 표준화과정을 통한 일반화된 지표 값을 산정하였다. 우이천 유역의 기후변화에 따른 홍수위험 및 취약성 지표값은 KMA RCM A1B 시나리오자료를 바탕으로 추정한 미래 확률강수량과 각 인자별 재현기간에 따른 수문변량의 변화를 통하여 산정하였다. 본 연구의 결과는 향후 도시하천의 기후변화에 따른 홍수위험도분석 및 취약성 평가, 극치 수문사상에 대한 신뢰성 있는 분석과 더불어 예상치 못할 이상홍수에 대비한 하천방재 연구에 도움이 되리라 사료된다.

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The Determination of Probability Distributions of Annual, Seasonal and Monthly Precipitation in Korea (우리나라의 연 강수량, 계절 강수량 및 월 강수량의 확률분포형 결정)

  • Kim, Dong-Yeob;Lee, Sang-Ho;Hong, Young-Joo;Lee, Eun-Jai;Im, Sang-Jun
    • Korean Journal of Agricultural and Forest Meteorology
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    • v.12 no.2
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    • pp.83-94
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    • 2010
  • The objective of this study was to determine the best probability distributions of annual, seasonal and monthly precipitation in Korea. Data observed at 32 stations in Korea were analyzed using the L-moment ratio diagram and the average weighted distance (AWD) to identify the best probability distributions of each precipitation. The probability distribution was best represented by 3-parameter Weibull distribution (W3) for the annual precipitation, 3-parameter lognormal distribution (LN3) for spring and autumn seasons, and generalized extreme value distribution (GEV) for summer and winter seasons. The best probability distribution models for monthly precipitation were LN3 for January, W3 for February and July, 2-parameter Weibull distribution (W2) for March, generalized Pareto distribution (GPA) for April, September, October and November, GEV for May and June, and log-Pearson type III (LP3) for August and December. However, from the goodness-of-fit test for the best probability distributions of the best fit, GPA for April, September, October and November, and LN3 for January showed considerably high reject rates due to computational errors in estimation of the probability distribution parameters and relatively higher AWD values. Meanwhile, analyses using data from 55 stations including additional 23 stations indicated insignificant differences to those using original data. Further studies using more long-term data are needed to identify more optimal probability distributions for each precipitation.

Statistical frequency analysis of snow depth using mixed distributions (혼합분포함수를 적용한 최심신적설량에 대한 수문통계학적 빈도분석)

  • Park, Kyung Woon;Kim, Dongwook;Shin, Ji Yae;Kim, Tae-Woong
    • Journal of Korea Water Resources Association
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    • v.52 no.12
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    • pp.1001-1009
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    • 2019
  • Due to recent increasing heavy snow in Korea, the damage caused by heavy snow is also increasing. In Korea, there are many efforts including establishing disaster prevention measures to reduce the damage throughout the country, but it is difficult to establish the design criteria due to the characteristics of heavy snow. In this study, snowfall frequency analysis was performed to estimate design snow depths using observed snow depth data at Jinju, Changwon and Hapcheon stations. The conventional frequency analysis is sometime limted to apply to the snow depth data containing zero values which produce unrealistc estimates of distributon parameters. To overcome this problem, this study employed mixed distributions based on Lognormal, Generalized Pareto (GP), Generalized Extreme Value (GEV), Gamma, Gumbel and Weibull distribution. The results show that the mixed distributions produced smaller design snow depths than single distributions, which indicated that the mixed distributions are applicable and practical to estimate design snow depths.

신체반응을 이용한 인적오류 평가모델 구축 방안

  • Kim, Dae-Sik;Im, Jeong-Bin
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
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    • 2015.07a
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    • pp.239-241
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    • 2015
  • 인적오류는 해양사고의 주요한 원인을 차지하고 있으나 그동안 이에 대한 연구가 미흡한 실정이다. 본 연구에서는 해양사고의 인적요소 중 혼잡해역이나 협수로 등에서 타 선박에 대한 다양한 조우 상황별 항해사가 받는 스트레스 값을 실험하였다. 또한 GEV distribution을 적용하여 인적오류 평가모델을 개발하고자 하였고 선박 실험을 통하여 도출된 데이터를 통하여 분포함수와 스트레스 수치 사이의 오차를 계산하고 평가하였다. 향후 본 모델의 개발을 통하여 선박 운항자의 스트레스 정도를 예측 할 수 있고 이에 따른 사고 예방 조치 및 적절한 교육훈련 실시 등 다양한 인적 오류 저감을 위한 대책마련에 도움이 되고자 하는 목적이다.

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Evaluation of the impact of typhoon on daily maximum precipitation (태풍이 일 최대강수량에 미치는 영향 평가)

  • Yang, Miyeon;Yoon, Sanghoo
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.6
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    • pp.1415-1425
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    • 2017
  • Typhoons are accompanied by strong wind and heavy rains. It causes casualties and property damage on the Korean peninsula every year. The effect of typhoon to daily precipitation should be quantified to prevent the damage of typhoon. Daily precipitation, maximum wind speed and, mean wind speed data was collected from 60 weather stations between 1976 and 2016. The parameters of the generalized extreme value distribution were estimated through the maximum likelihood estimation and the L-moment estimation. The impact of a typhoon can be obtained through a comparison of return levels between the whole data and typhoon excluded data. We conclude that the eastern and southern coastline are exposed to the risk of heavy rainfall which is caused by typhoon.

Estimation of Frequency of Storm Surge Heights on the West and South Coasts of Korea Using Synthesized Typhoons (확률론적 합성태풍을 이용한 서남해안 빈도 해일고 산정)

  • Kim, HyeonJeong;Suh, SeungWon
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.31 no.5
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    • pp.241-252
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    • 2019
  • To choose appropriate countermeasures against potential coastal disaster damages caused by a storm surge, it is necessary to estimate the frequency of storm surge heights estimation. As the coastal populations size in the past was small, the tropical cyclone risk model (TCRM) was used to generate 176,689 synthetic typhoons. In simulation, historical paths and central pressures were incorporated as a probability density function. Moreover, to consider the typhoon characteristics that resurfaced or decayed after landfall on the southeast coast of China, incorporated the shift angle of the historical typhoon as a function of the probability density function and applied it as a damping parameter. Thus, the passing rate of typhoons moving from the southeast coast of China to the south coast has improved. The characteristics of the typhoon were analyzed from the historical typhoon information using correlations between the central pressure, maximum wind speed ($V_{max}$) and the maximum wind speed radius ($R_{max}$); it was then applied to synthetic typhoons. The storm surges were calculated using the ADCIRC model, considering both tidal and synthetic typhoons using automated Perl script. The storm surges caused by the probabilistic synthetic typhoons appear similar to the recorded storm surges, therefore this proposed scheme can be applied to the storm surge simulations. Based on these results, extreme values were calculated using the Generalized Extreme Value (GEV) method, and as a result, the 100-year return period storm surge was found to be satisfactory compared with the calculated empirical simulation value. The method proposed in this study can be applied to estimate the frequency of storm surges in coastal areas.