• Proceedings of the Korea Water Resources Association Conference
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• 2008.05a
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• pp.1369-1372
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• 2008

소수력자원은 신재생에너지 중에서도 온실가스 배출량이 가장 적고 에너지밀도가 매우 높기 때문에 개발할 가치가 큰 청정부존자원으로 평가되고 있다. 강우상태의 변화는 Weibull분포의 축척모수와 형상모수를 인위적으로 변화시켜 소수력발전소의 설계인자들의 변화를 모사하였다. 분석 결과, 소수력발전입지의 수문학적 성능특성은 해당유역의 강우상태에 따라 변하는 것으로 밝혀졌다.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.22 no.2
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• pp.120-125
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• 2010

A Monte-Carlo simulation method is proposed which can take uncertainties of scale and location parameters of Gumbel distribution into account straightforwardly in evaluating significant design wave heights with respect to return periods. The uncertainties of design wave heights may directly depend on the amounts of uncertainties of scale parameter and those distributions may be followed by Gumbel distribution. In case of that the expected values of maximum significant wave height during lifetime of structures are considered to be the design wave heights, more uncertainties are happened than in those evaluated according to return periods with encounter probability concepts. In addition, reliability analyses on the armor units are carried out to investigate into the effects of the uncertainties of design wave heights on the probability of failure. The failure probabilities of armor units to 5% damage level for 50 return periods are evaluated and compared according to the methods of taking uncertainties of design wave heights into account. It is found that the probabilities of failure may be distributed into wide ranges of bounds when the uncertainties of design wave heights are assumed to be same as those of annual maximum significant wave heights.

• Water for future
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• v.28 no.5
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• pp.117-127
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• 1995

The application and analysis for the scale considering GIUH model proposed by the authors in this issue have been performed for the leemokjung sub-basin in the Pyungchang basin one of IHP representative basin in Korea. Scales of topographic maps for model application and fractal analysis are 1:25,000, 1:50,000 and 1:100,000. The ratio between successive scales is therefore constant. Link lengths were measured using a curvimeter with the resolution of 1 mm. Richardson's method was employed to have fractal dimension of streams. Apparent alternations of parameters were found in accordance with variations of map scale. And this tendency could mislead physical meanings of parameters because model parameters had to preserve their own value in spite of map scale change. It was found that uses of fractal transform and Melton's law could help to control the scale problem effectively. This methodlogy also could emphasize the relationship between network and basin to the model. To verify the applicability of GIUH proposed in this research, the model was compared with the exponential GIUH model. It is proven that proposed 2-parameter gamma GIUH model can better simulate the corresponding runoff from any given flood events than exponential GIUH model. The result showed that 2-parameter gamma GIUH model and fractal theory could be used for deriving scale considered IUH of the basin.

• The Korean Journal of Financial Studies
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• v.13 no.1
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• pp.1-17
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• 2007

고빈도의 주가 데이터 시계열의 확률적 진폭성을 다 시간 축척 가중치를 사용하여 정립된 비모수적 추정방법으로 이 논문에서는 추정하였다. 이 방법을 한국종합 주가지수에 적용하였다. 확률과정에 의한 주가 움직임은 표류 항보다 확산 항이 고빈도 시계열에 있어서는 중요시된다. 데이터의 이산시간 간격이 매우 짧으면 표류 항은 그 값이 매우 작아 거의 0에 가깝다. 이 경우에는 주가 행동이 확산 항에 의하여 결정된다. 주가 확률과정의 확산 항은 결정짓는 인자는 주가의 확률적 진폭성이다. 따라서 주가의 운동을 정확히 파악하기 위해서는 확률적 진폭성의 추정이 관건이 된다. 일별 한국종합주가지수를 사용하여 연별로 추정한 확률적 진폭성은 상당이 크다. 연도의 관점에서 볼 때 주가는 일별로 상당히 변동하고 있다는 것을 이 결과는 함의하고 있다. 주가가 상승하고 있는 기간에는 그렇지 않은 기간에 비해 진폭성이 증가하고 있다. IMF 이전과 이후는 확률적 진폭성의 질이 다르다. IMF 이후에 확률적 진폭성의 측면에서 구조변화가 발생하였다. 변화된 특성은 진폭성이 매우 크다는 것이다.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.23 no.3
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• pp.258-264
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• 2011

A MCS technique is represented to stochastically analyze the uncertainties of wave forces exerted on the upright sections of composite breakwaters. A stochastical models for horizontal and uplift wave forces can be straightforwardly formulated as a function of the probabilistic characteristics of maximum wave height. Under the assumption of wave forces followed by extreme distribution, the behaviors of relative wave forces to Goda's wave forces are studied by the MCS technique. Double-truncated normal distribution is applied to take the effects of uncertainties of scale and shape parameters of extreme distribution into account properly. Averages and variances of relative wave forces are quantitatively calculated with respect to the exceedance probabilities of maximum design wave height. It is found that the averages of relative wave forces may be decreased consistently with the increases of the exceedance probabilities. In particular, the averages on uplift wave force are evaluated slightly larger than those on horizontal wave force, but the variations of coefficient of the former are adversely smaller than those of the latter. It means that the uncertainties of uplift wave forces are smaller than those of horizontal wave forces in the same condition of the exceedance probabilities. Therefore, the present results could be useful to the reliability based-design method that require the statistical properties about the uncertainties of wave forces.