• Journal of the Korean Statistical Society
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• v.12 no.2
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• pp.95-99
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• 1983

Limiting law for maximum queue length in G/M/1 queue system is derived. Furthermore, a simple approach using mixing sequence is also discussed.

• Ocean Systems Engineering
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• v.4 no.4
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• pp.293-308
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• 2014

Unlike the traditional displacement type vessels, the high speed planing crafts are supported by the lift forces which are highly non-linear. This non-linear phenomenon causes their motions in an irregular seaway to be non-Gaussian. In general, it may not be possible to express the probability distribution of such processes by an analytical formula. Also the process might not be stationary or ergodic in which case the statistical behavior of the motion to be constantly changing with time. Therefore the extreme values of such a process can no longer be calculated using the analytical formulae applicable to Gaussian processes. Since closed form analytical solutions do not exist, recourse is taken to fitting a distribution to the data and estimating the statistical properties of the process from this fitted probability distribution. The peaks over threshold analysis and fitting of the Generalized Pareto Distribution are explored in this paper as an alternative to Weibull, Generalized Gamma and Rayleigh distributions in predicting the short term extreme value of a random process.

• Wind and Structures
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• v.2 no.1
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• pp.51-68
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• 1999

Applying and extending some preceding researches, this paper proposes a map of Italian extreme winds assigning the reference velocity, i.e., the wind velocity averaged over 10 minutes, at 10 m height, in a flat open terrain, with 50 years mean return period, depending on the site and the altitude. Furthermore, an objective criterion is formulated by which the actual values of the local wind velocity are given as a function of the reference velocity. The study has been carried out in view of the revision of the Italian Standards dealing with safety and loads and the introduction of the aeolic Italian map into Eurocode 1.

• Journal of Information Processing Systems
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• v.18 no.1
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• pp.146-158
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• 2022

With the success of the digital economy and the rapid development of its technology, network security has received increasing attention. Intrusion detection technology has always been a focus and hotspot of research. A hybrid model that combines particle swarm optimization (PSO) and kernel extreme learning machine (KELM) is presented in this work. Continuous-valued PSO and binary PSO (BPSO) are adopted together to determine the parameter combination and the feature subset. A fitness function based on the detection rate and the number of selected features is proposed. The results show that the method can simultaneously determine the parameter values and select features. Furthermore, competitive or better accuracy can be obtained using approximately one quarter of the raw input features. Experiments proved that our method is slightly better than the genetic algorithm-based KELM model.

• Journal of Navigation and Port Research
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• v.47 no.6
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• pp.315-323
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• 2023

Marine accidents due to loss of stability of small ships have continued to increase over the past decade. In particular, since sudden winds have been pointed out as main causes of most small ship accidents, safety measures have been established to prevent them. In this regard, to prevent accidents caused by sudden winds, a systematic analysis technique is required. The aim of the present study was to develop a probabilistic approach to estimate extreme value and evaluate effects of wind on motion characteristics of ships. The present study included studies of motion analysis, extraction of extreme values, and motion characteristics. A series analysis was conducted for three conditions: wave only, wave with uniform wind speed, and wave with the NPD wind model. Hysteresis filtering and Peak-Valley filtering techniques were applied to time-domain motion analysis results for extreme value extraction. Using extracted extreme values, the goodness of fit test was performed on four distribution functions to select the optimal distribution-function that best expressed extreme values. Motion characteristics of a fishing boat were evaluated for three periodic motion conditions (Heave, Roll, and Pitch) and results were compared. Numerical analysis was performed using a commercial solver, ANSYS-AQWA.

• Journal of applied mathematics & informatics
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• v.31 no.3_4
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• pp.327-336
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• 2013

Generalized Pareto distributions play an important role in re-liability, extreme value theory, and other branches of applied probability and statistics. This family of distribution includes exponential distribution, Pareto distribution, and Power distribution. In this paper we establish some recurrences relations satisfied by the quotient moments of the upper record values from the generalized Pareto distribution. Further a char-acterization of this distribution based on recurrence relations of quotient moments of record values is presented.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.28 no.5
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• pp.292-302
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• 2016

In this study, shallow-water design waves are estimated for various return periods based on statistical analysis of extreme waves observed 13 years at four stations on the Korean east coast (Sokcho, Mukho, Hupo, Jinha). These values are compared with the results from SWAN simulation by using the deep water design waves conventionally used in Korea (KORDI, 2005). It was found that the simulated values of the shallow-water design waves are comparatively smaller than the values from the extreme value analysis, expecially below 30 years frequency, which implies possible under-estimation of the deep-water design waves on the Korean east coast.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.20 no.5
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• pp.482-490
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• 2008

For a coastal or harbor structure design, one of the most important environmental factors is the appropriate extreme highest tide level condition. Especially, the information of extreme highest tide level distribution is essential for reliability design. In this paper, 23 set of extreme highest tide level data obtained from National Oceanographic Research Institute(NORI) were analyzed for extreme highest tide levels. The probability distributions considered in this research were Generalized Extreme Value(GEV), Gumbel, and Weibull distribution. For each of these distributions, three parameter estimation methods, i.e. the method of moments, maximum likelihood and probability weighted moments, were applied. Chi-square and Kolmogorov-Smirnov goodness-offit tests were performed, and the assumed distribution was accepted at the confidence level 95%. Gumbel distribution which best fits to the 22 tidal station was selected as the most probable parent distribution, and optimally estimated parameters and extreme highest tide level with various return periods were presented. The extreme values of Incheon, Cheju, Yeosu, Pusan, and Mukho, which estimated by Shim et al.(1992) are lower than that of this result.

• Atmosphere
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• v.31 no.5
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• pp.607-623
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• 2021

This study presents projections of future extreme climate over the Korean Peninsula (KP), using bias-corrected data from multiple regional climate model (RCM) simulations in CORDEX-EA Phase 2 project. In order to confirm difference according to degree of greenhouse gas (GHG) emission, high GHG path of SSP5-8.5 and low GHG path of SSP1-2.6 scenario are used. Under SSP5-8.5 scenario, mean temperature and precipitation over KP are projected to increase by 6.38℃ and 20.56%, respectively, in 2081~2100 years compared to 1995~2014 years. Projected changes in extreme climate suggest that intensity indices of extreme temperatures would increase by 6.41℃ to 8.18℃ and precipitation by 24.75% to 33.74%, being bigger increase than their mean values. Both of frequency indices of the extreme climate and consecutive indices of extreme precipitation are also projected to increase. But the projected changes in extreme indices vary regionally. Under SSP1-2.6 scenario, the extreme climate indices would increase less than SSP5-8.5 scenario. In other words, temperature (precipitation) intensity indices would increase 2.63℃ to 3.12℃ (14.09% to 16.07%). And there is expected to be relationship between mean precipitation and warming, which mean precipitation would increase as warming with bigger relationship in northern KP (4.08% ℃^-1) than southern KP (3.53% ℃^-1) under SSP5-8.5 scenario. The projected relationship, however, is not significant for extreme precipitation. It seems because of complex characteristics of extreme precipitation from summer monsoon and typhoon over KP.

• Asia-Pacific Journal of Atmospheric Sciences
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• v.54 no.4
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• pp.599-610
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• 2018

The goal of this study was to statistically analyse the variability of global irradiance and ultraviolet erythemal (UVER) irradiance and their interrelationships with global and UVER irradiance, global clearness indices and ozone. A prediction of short-term UVER solar irradiance values was also obtained. Extreme values of UVER irradiance were included in the data set, as well as a time series of ultraviolet irradiance variability (UIV). The study period was from 2005 to 2014 and approximately 250,000 readings were taken at 5-min intervals. The effect of the clearness indices on global irradiance variability (GIV) and UIV was also recorded and bi-dimensional distributions were used to gather information on the two measured variables. With regard to daily GIV and UIV, it is also shown that for global clearness index ($k_t$) values lower than 0.6 both global and UVER irradiance had greater variability and that UIVon cloud-free days ($k_t$ higher than 0.65) exceeds GIV. To study the dependence between UIVand GIV the ${\chi}^2$ statistical method was used. It can be concluded that there is a 95% probability of a clear dependency between the variabilities. A connection between high $k_t$ (corresponding to cloudless days) and low variabilities was found in the analysis of bidimensional distributions. Extreme values of UVER irradiance were also analyzed and it was possible to calculate the probable future values of UVER irradiance by extrapolating the values of the adjustment curve obtained from the Gumbel distribution.