• Title/Summary/Keyword: Extreme

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Extreme Value Analysis of Statistically Independent Stochastic Variables

  • Choi, Yongho;Yeon, Seong Mo;Kim, Hyunjoe;Lee, Dongyeon
    • Journal of Ocean Engineering and Technology
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    • v.33 no.3
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    • pp.222-228
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    • 2019
  • An extreme value analysis (EVA) is essential to obtain a design value for highly nonlinear variables such as long-term environmental data for wind and waves, and slamming or sloshing impact pressures. According to the extreme value theory (EVT), the extreme value distribution is derived by multiplying the initial cumulative distribution functions for independent and identically distributed (IID) random variables. However, in the position mooring of DNVGL, the sampled global maxima of the mooring line tension are assumed to be IID stochastic variables without checking their independence. The ITTC Recommended Procedures and Guidelines for Sloshing Model Tests never deal with the independence of the sampling data. Hence, a design value estimated without the IID check would be under- or over-estimated because of considering observations far away from a Weibull or generalized Pareto distribution (GPD) as outliers. In this study, the IID sampling data are first checked in an EVA. With no IID random variables, an automatic resampling scheme is recommended using the block maxima approach for a generalized extreme value (GEV) distribution and peaks-over-threshold (POT) approach for a GPD. A partial autocorrelation function (PACF) is used to check the IID variables. In this study, only one 5 h sample of sloshing test results was used for a feasibility study of the resampling IID variables approach. Based on this study, the resampling IID variables may reduce the number of outliers, and the statistically more appropriate design value could be achieved with independent samples.

Effect of Leisure Support and Leisure Constraints on Life Satisfaction of Extreme Sports Participants (익스트림 스포츠 참여자의 여가지지가 여가제약과 생활만족에 미치는 영향)

  • Ahn, Byoung-Wook
    • Asia-pacific Journal of Multimedia Services Convergent with Art, Humanities, and Sociology
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    • v.9 no.2
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    • pp.737-744
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    • 2019
  • The study aimed to effect of leisure support and leisure constraints on life satisfaction for extreme sports participants. A total of 368 adults from Seoul, In-chon, Gyeonggi, and Chungcheng-do were recruited. I conducted frequency, reliability, confirmatory factor, correction, and structure equaling modeling analyses using PASW Statistics 18.0 and AMOS 18.0. The results were as follows: (1) leisure support of extreme sport participants has no influence on leisure constraints; (2) leisure support of extreme sport participants had no influence on life satisfaction; (3) leisure constrain of extreme sports had a positive influence on life satisfaction. The article revealed which sport activity as like leisure activity had influence on life satisfaction, and leisure support of participants were related with life satisfaction. Therefore, we continue need to induce to join a extreme sport as it publicize a good benefits for extreme sport.

RESULTS OF FUNCTIONAL SIMULATION FOR ABS WITH PRE-EXTREME CONTROL

  • IVANOV V.;BELOUS M.;LIAKHAU S.;MIRANOVICH D.
    • International Journal of Automotive Technology
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    • v.6 no.1
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    • pp.37-44
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    • 2005
  • The creation of automotive systems of active safety with intelligent functions needs the use of new control principles for the wheel and automobile. One of such directions is the pre-extreme control strategy. Its aim is the ensuring of wheel's work in pre-extreme, stable area of tire grip wheel slip dependence. The simplest realization of pre-extreme control in automotive anti-lock brake systems consists in the threshold and gradient algorithms. A comparative analysis of these algorithms, which has been made on 'hardware in-the-loop' simulation results of the braking for bus with various anti-lock brake systems (ABS), indicated their high efficiency.

The Analysis of Tail Dependence Between stock Markets Using Extreme Value Theory and Copula Function (극단치 분포와 Copula함수를 이용한 주식시장간 극단적 의존관계 분석)

  • Kim, Yong Hyun;Bae, Suk Joo
    • Journal of Korean Institute of Industrial Engineers
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    • v.33 no.4
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    • pp.410-418
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    • 2007
  • This article suggests the methods to investigate adverse movement across global stock markets arising from insolvency of subprime mortgage in U.S. Our application deals with asymptotic tail dependence of daily stock index returns (KOSPI, DJIA, Shanghai Composite) of three countries; Korea, U.S., and China, over specific period via extreme value theory and copula functions. Daily stock index returns among three countries show higher extremal dependence during the period exposed to systematic shock. We confirm that extreme value theory and copula functions have potential to well describe the extreme dependence between three countries' daily stock index returns.

An Experimental Study on Wave Focusing Efficiency in the Generation of Directional Extreme Waves (파랑집중에 의한 다방향 극한파 생성의 효율성에 관한 실험적 연구)

  • 홍기용;류슈쉐;양찬규
    • Journal of Ocean Engineering and Technology
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    • v.16 no.5
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    • pp.1-6
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    • 2002
  • Extreme waves are generated in a model basin based on directional wave focusing. The targeted wave field is described by double summation method and it is applied to serpent-type wavemaker system. The extreme crest amplitude at a designed location is obtained by syncronizing the phases and focusing the directions of wave components. Two distinguished spectrums of constant wave amplitude and constant wave steepness are adapted to describe the frequency distribution of component waves. The surface profile of generated wave packets is measured by wave guage array and the effects of dominant spectral parameters governing extreme wave characteristics are investigated. It is found that frequency bandwidth, center frequency, shape of frequency spectrum and directional range play a significant role in the wave focusing. In particular, the directional effect significantly enhances the wave focusing efficiency.

An Efficient Routing Algorithm for extreme networking environments (극단적인 네트워크 환경을 위한 효율적인 라우팅 알고리즘)

  • Wang, Jong Soo;Seo, Doo Ok
    • Journal of Korea Society of Digital Industry and Information Management
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    • v.8 no.1
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    • pp.47-53
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    • 2012
  • Sensor networks and car networks that have different structure from that of conventional TCP/IP network require extreme network environment due to frequent change of connectivity. Because such extreme network environment has characteristics like unreliable link connectivity, long delay time, asymmetrical data transfer rate, and high error rate, etc., it is difficult to perform normally with the conventional TCP/P-based routing. DTNs (delay and disruption tolerant network) was designed to support data transfer in extreme network environment with long delay time and no guarantee for continuous connectivity between terminals. This study suggests an algorithm that limits the maximum number of copying transferred message to L by improving the spray and wait routing protocol, which is one of the conventional DTNs routing protocols, and using the azimuth and density data of the mobile nods. The suggested algorithm was examined by using ONE, a DTNs simulator. As a result, it could reduce the delay time and overhead of unnecessary packets compared to the conventional spray and wait routing protocol.

The Influence of Extreme Value in Binomial Confidence Interval (이항 신뢰구간에서 극단값의 영향)

  • Ryu, Jea-Bok
    • Communications for Statistical Applications and Methods
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    • v.18 no.5
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    • pp.615-623
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    • 2011
  • Several methods are used in interval estimation for binomial proportion; however the coverage probabilities of most confidence intervals depart from the confidence level when the binomial population proportion closes to 0 or 1 due to the extreme value. Vollset (1993), Agresti and Coull (1998), Newcombe (1998), and Brown et al. (2001) suggested methods to adjust the extreme value. This paper discusses the influence of extreme value in a binomial confidence interval through the numerical comparison of 6 confidence intervals.

Complex Trauma and Disorder of Extreme Stress(DESNOS) (복합외상과 극단적 스트레스 장애)

  • Park, Seon-Cheol;Kim, Seok-Hyeon
    • Anxiety and mood
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    • v.5 no.2
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    • pp.80-88
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    • 2009
  • Disorder of Extreme Stress, Not Otherwise Specified (DESNOS) is the proposed diagnosis that meets the severe, complex, and prolonged psychological sequela of victims with chronic traumatization (e.g., family violence, incest, and childhood sexual or physical abuse). The hallmarks of DESNOS are a multiplicity of symptoms (e.g., somatization, dissociation, and depression), pathological changes in relationships, identity disturbances, and a propensity to experience repeated harm and injury at the hands of oneself and others. DESNOS can be directly assessed by Structured Interview of Disorder of Extreme Stress (SIDES) and Self- Report Inventory of Disorder of Extreme Stress (SIDES-SR). The treatment of DESNOS should be phaseoriented and involve movement back and forth among three basic stages : 1) stabilization ; 2) trauma processing ; 3) reintegration.

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