• Journal of the Architectural Institute of Korea Structure & Construction
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• v.34 no.2
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• pp.29-40
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• 2018

Strength design wind loads for the wind resistance design of structures shall be evaluated by the product of wind loads calculated based on the basic wind speed with 100 years return period and the wind load factor 1.3 specified in the provisions of load combinations in Korean Building Code (KBC) 2016. It may be sure that the wind load factor 1.3 in KBC(2016) had not been determined by probabilistic method or empirical method using meteorological wind speed data in Korea. In this paper, wind load factors were evaluated by probabilistic method and empirical method. The annual maximum 10 minutes mean wind speed data at 69 meteorological stations during past 40 years from 1973 to 2012 were selected for this evaluation. From the comparison of the results of those two method, it can be found that the mean values of wind load factors calculated both probability based method and empirical based method were similar at all meteorological stations. When target level of reliability index is set up 2.5, the mean value of wind load factors for all regions should be presented about 1.35. When target level of reliability index is set up 3.0, wind load factor should be presented about 1.46. By using the relationship between importance factor(conversion factor for return period) and wind load factor, the return periods for strength design were estimated and expected wind speeds of all regions accounting for strength design were proposed. It can be found that return period to estimate wind loads for strength design should be 500 years and 800 years in according to target level of reliability index 2.5 and 3.0, respectively. The 500 years basic wind speed map for strength design was suggested and it can be used with a wind load factor 1.0.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.35 no.2
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• pp.23-32
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• 2023

Probabilistic and deterministic analyses are implemented for the armor units of rubble foundation mound of composite breakwaters which is needed to protect the upright section against the scour of foundation mounds. By a little modification and incorporation of the previous empirical formulas that has commonly been applied to design the armor units of foundation mound, a new type formula of stability number has been suggested which is capable of taking into account slopes of foundation mounds, damage ratios of armor units, and incident wave numbers. The new proposed formula becomes mathematically identical with the previous empirical formula under the same conditions used in the developing process. Deterministic design have first been carried out to evaluate the minimum weights of armor units for several conditions associated with a typical section of composite breakwater. When the slopes of foundation mound become steepening and the incident wave numbers are increasing, the bigger armor units more than those from the previous empirical formula should be required. The opposite trends however are shown if the damage ratios is much more allowed. Meanwhile, the reliability analysis, which is one of probabilistic models, has been performed in order to quantitatively verify how the armor unit resulted from the deterministic design is stable. It has been confirmed that 1.2% of annual encounter probability of failure has been evaluated under the condition of 1% damage ratio of armor units for the design wave of 50 years return period. By additionally calculating the influence factors of the related random variables on the failure probability due to those uncertainties, it has been found that Hudson's stability coefficient, significant wave height, and water depth above foundation mound have sequentially been given the impacts on failure regardless of the incident wave angles. Finally, sensitivity analysis has been interpreted with respect to the variations of random variables which are implicitly involved in the formula of stability number for armor units of foundation mound. Then, the probability of failure have been rapidly decreased as the water depth above foundation mound are deepening. However, it has been shown that the probability of failure have been increased according as the berm width of foundation mound are widening and wave periods become shortening.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.29 no.2B
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• pp.193-205
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• 2009

Typhoons occurred in the tropical Pacific region, these might be affected the Korea moving toward north. The strong winds and the heavy rains by the typhoons caused a natural disaster in Korea. In the research, the heavy rainfall events based on typhoons were evaluated quantitative through various statistical techniques. First, probability precipitation and typhoon probability precipitation were compared using frequency analysis. Second, EST probability precipitation was calculated by Empirical Simulation Techniques (EST). Third, NL probability precipitation was estimated by coupled Nonparametric monte carlo simulation and Locally weighted polynomial regression. At the analysis results, the typhoons can be effected Gangneung and Mokpo stations more than other stations. Conversely, the typhoons can be effected Seoul and Inchen stations less than other stations. Also, EST and NL probability precipitation were estimated by the long-term simulation using observed data. Consequently, major hydrologic structures and regions where received the big typhoons impact should be review necessary. Also, EST and NL techniques can be used for climate change by the global warming. Because, these techniques used the relationship between the heavy rainfall events and the typhoons characteristics.

• Survey Research
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• v.6 no.2
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• pp.1-32
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• 2005

The accuracy of exit poll mainly depends on the sampling method of voting places. For exit poll, we propose a probability sampling method of selecting voting places as an alternative to the bellwether polling place sampling. Through an empirical study based on the 2004 general election data, the efficiency of the suggested systematic sampling from ordered voting places was evaluated in terms of mean prediction error and it turns out that the proposed sampling method outperformed the bellwether polling places sampling. We also calculated the variance of estimator from the proposed sampling, and considered the sample size problem to guarantee the target precision using the design effect of the proposed sample design.

• The Journal of Asian Finance, Economics and Business
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• v.7 no.3
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• pp.157-165
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• 2020

This paper estimates the optimum level of reserves in Vietnam based on the approach of reserves' cost-benefit and sovereign risk which is one of developing countries' characteristics. The cost of reserves is the opportunity cost when holding reserves. The benefit of reserves is the loss due to country's default in case that there is no reserves to finance external debt payment. The optimum reserves is found out by minimizing the total of opportunity cost and loss due to country's default with the probability of default. Through the usage of HP Filter method for calculating the loss due to country's default, ARDL regression for the risk premium model and lending rate of VND as proxy for opportunity cost together with the Vietnamese economic data in the period of 2005 - 2017, the empirical results show that the optimum reserves in Vietnam is almost higher than the actual reserves during the research period except the point of Q3/2008 and the last point of research period - Q4/2017. Therefore, Vietnam should continue to increase reserves for safety but Vietnam does not need pushing quickly the speed of increasing reserves. In addition, controlling Vietnamese optimum reserves is necessary to help the actual reserves become reasonable.

• Wind and Structures
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• v.31 no.5
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• pp.473-482
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• 2020

The first-order method for estimating the extreme wind pressure on building envelopes with consideration of the directionality of wind speed and wind pressure is improved to enhance its computational efficiency. In this improved method, the result is obtained directly from the empirical distribution of a random selection of annual maximum wind pressure samples generated by a Monte Carlo method, rather than from the previously utilized extreme wind pressure probability distribution. A discussion of the relationship between the first- and full-order methods indicates that when extreme wind pressures in a non-typhoon climate with a high return period are estimated with consideration of directionality, using the relatively simple first-order method instead of the computationally intensive full-order method is reasonable. The validation of this reasonableness is equivalent to validating two assumptions to improve its computational efficiency: 1) The result obtained by the full-order method is conservative when the extreme wind pressure events among different sectors are independent. 2) The result obtained by the first-order method for a high return period is not significantly affected when the extreme wind speeds among the different sectors are assumed to be independent. These two assumptions are validated by examples in different regions and theoretical derivation.

• The Korean Journal of Applied Statistics
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• v.30 no.5
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• pp.759-774
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• 2017

Earthquake concerns have grown after a remarkable earthquake incident on September 12th, 2016 in Gyeongju, Korea. Earthquake forecasting is gaining in importance in order to guarantee infrastructure safety and develop protection policies. In this paper, we adopt a power-law distribution model to fit past earthquake occurrences in Korea with various historical and modern seismological records. We estimated power-law distribution parameters using empirical distributions and calculated the future probabilities for large earthquake events based on our model. We provide the probability that a future event has a larger magnitude than given levels, and the probability that a future event over certain levels will occur in a given period of time. This model contributes to the assessment of latent seismological risk in Korea by estimating future earthquake probabilities.

• KIEE International Transactions on Power Engineering
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• v.4A no.2
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• pp.100-105
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• 2004

Installed capacity markets in the northeast of the United States ensure that adequate generation exists to satisfy regional loss of load probability (LOLP) criterion. LOLP studies are conducted to determine the amount of capacity that is needed, but they do not consider several factors that substantially affect the calculated distribution of available capacity. These studies do not account for the fact that generation availability increases during periods of high demand and therefore prices, common-cause failures that result in multiple generation units being unavailable at the same time, and the negative correlation between load and available capacity due to temperature and humidity. A categorization of incidents in an existing bulk power reliability database is proposed to analyze the existence and frequency of independent failures and those associated with resource dynamics. Findings are augmented with other empirical findings. Monte Carlo methods are proposed to model these resource dynamics. Using the IEEE Reliability Test System as a single-bus case study, the LOLP results change substantially when these factors are considered. Better data collection is necessary to support the more comprehensive modeling of resource adequacy that is proposed. In addition, a parallel processing method is used to offset the increase in computational times required to model these dynamics.

• East Asian Economic Review
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• v.25 no.2
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• pp.205-230
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• 2021

This study examines the impact of the number of coronavirus cases on regime-switching in stock return volatility. This study documents the empirical evidence that the COVID-19 cases had an asymmetric effect on the regime of stock return volatility. When the stock return is in the low volatility regime, the probability of switching to the high volatility regime in the next trading day increases as the number of cumulative cases increases. In contrast, in the high volatility regime, the effect of cumulative cases on the transition probability is not statistically significant. This study also documents the evidence that the government measures against the pandemic contribute to promoting the high volatility regime of the KOSPI during the pandemic. Besides, this study projects future stock prices through the Monte Carlo simulation based on the estimated parameters and the predicted number of the COVID-19 new cases. Under a scenario where the number of new cases rapidly increases, stock price indices in Korea are expected to be in a downward trend over the next three months. On the other hand, under the moderate scenario and the best scenario, the stock indices are likely to continue to rise.

• Journal of Ocean Engineering and Technology
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• v.37 no.1
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• pp.20-30
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• 2023

Modeling a nonlinear ocean wave is one of the primary concerns in ocean engineering and naval architecture to perform an accurate numerical study of wave-structure interactions. The high-order spectral (HOS) method, which can simulate nonlinear waves accurately and efficiently, was investigated to see its capability for nonlinear wave generation. An open-source (distributed under the terms of GPLv3) project named "HOS-ocean" was used in the present study. A parametric study on the "HOS-ocean" was performed with three-hour simulations of long-crested ocean waves. The considered sea conditions ranged from sea state 3 to sea state 7. One hundred simulations with fixed computational parameters but different random seeds were conducted to obtain representative results. The influences of HOS computational parameters were investigated using spectral analysis and the distribution of wave crests. The probability distributions of the wave crest were compared with the Rayleigh (first-order), Forristall (second-order), and Huang (empirical formula) distributions. The results verified that the HOS method could simulate the nonlinearity of ocean waves. A set of HOS computational parameters was suggested for the long-crested irregular wave simulation in sea states 3 to 7.