• Journal of The Korean Society of Agricultural Engineers
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• v.54 no.6
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• pp.133-142
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• 2012

The objective of this study was to correct the bias of the Representative Concentration Pathways (RCP)-based future precipitation data using a quantile mapping method. This method was adopted to correct extreme values because it was designed to adjust simulated data using probability distribution function. The Generalized Extreme Value (GEV) distribution was used to fit distribution for precipitation data obtained from the Korea Meteorological Administration (KMA). The resolutions of precipitation data was 12.5 km in space and 3-hour in time. As the results of bias correction over the past 30 years (1976~2005), the annual precipitation was increased 16.3 % overall. And the results for 90 years (divided into 2011~2040, 2041~2070, 2071~2100) were that the future annual precipitation were increased 8.8 %, 9.6 %, 11.3 % respectively. It also had stronger correction effects on high value than low value. It was concluded that a quantile mapping appeared a good method of correcting extreme value.

• Journal of the Optical Society of Korea
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• v.19 no.5
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• pp.487-493
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• 2015

A wavefront coding (WFC) technique provides an extension of the depth of field for a microscopy imaging system with slight loss of image spatial resolution. Through the analysis of the relationship between the incidence angle of light at the phase mask and the system pupil function, a mixing symmetrical cubic phase mask (CPM) applied to 5X-40X micro-objectives is optimized simultaneously based on point-spread function (PSF) invariance and nonzero mean values of the modulation transfer function (MTF) near the spatial cut-off frequency. Optimization results of the CPM show that the depth of field of these micro-objectives is extended 3-10 times respectively while keeping their resolution. Further imaging simulations also prove its ability in enhancing the defocus imaging.

• Proceedings of the Korea Water Resources Association Conference
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• 2019.05a
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• pp.390-390
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• 2019

Application of Hidden Markov Model (HMM) to the hydrological time series would be an innovative way to identify extreme rainfall events in a series. Even though the optimum number of hidden states can be identify based on maximizing the log-likelihood or minimizing Bayesian information criterion. However, occasionally value for the log-likelihood keep increasing with the state which gives false identification of the optimum hidden state. Therefore, this study attempts to identify optimum number of hidden states for Colombo station, Sri Lanka as fundamental approach to identify frequency and percentage of extreme rainfall events for the station. Colombo station consisted of daily rainfall values between 1961 and 2015. The representative station is located at the wet zone of Sri Lanka where the major rainfall season falls on May to September. Therefore, HMM was ran for the season of May to September between 1961 and 2015. Results showed more or less similar log-likelihood which could be identified as maximum for states between 4 to 7. Therefore, measure of central tendency (i.e. mean, median, mode, standard deviation, variance and auto-correlation) for observed and simulated daily rainfall series was carried to each state to identify optimum state which could give statistically compatible results. Further, the method was applied for the second major rainfall season (i.e. October to February) for the same station as a comparison.

• Communications for Statistical Applications and Methods
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• v.16 no.5
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• pp.803-812
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• 2009

The application of extreme value theory to financial data is a fairly recent innovation. The classical annual maximum method is to fit the generalized extreme value distribution to the annual maxima of a data series. An alterative modern method, the so-called threshold method, is to fit the generalized Pareto distribution to the excesses over a high threshold from the data series. A more substantial variant is to take the point-process viewpoint of high-level exceedances. That is, the exceedance times and excess values of a high threshold are viewed as a two-dimensional point process whose limiting form is a non-homogeneous Poisson process. In this paper, we apply the two-dimensional non-homogeneous Poisson process model to daily losses, daily negative log-returns, in the data series of KBW/USD exchange rate, collected from January 4th, 1982 until December 31 st, 2008. The main question is how to estimate extreme quantiles of losses such as the 10-year or 50-year return level.

• Journal of Applied Reliability
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• v.18 no.1
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• pp.20-32
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• 2018

Purpose: The purpose of this study is to set up an anomaly detection criteria for sensor data coming from a motorcycle. Methods: Five sensor values for accelerator pedal, engine rpm, transmission rpm, gear and speed are obtained every 0.02 second from a motorcycle. Exploratory data analysis is used to find any pattern in the data. Traditional process control methods such as X control chart and time series models are fitted to find any anomaly behavior in the data. Finally unsupervised learning algorithm such as k-means clustering is used to find any anomaly spot in the sensor data. Results: According to exploratory data analysis, the distribution of accelerator pedal sensor values is very much skewed to the left. The motorcycle seemed to have been driven in a city at speed less than 45 kilometers per hour. Traditional process control charts such as X control chart fail due to severe autocorrelation in each sensor data. However, ARIMA model found three abnormal points where they are beyond 2 sigma limits in the control chart. We applied a copula based Markov chain to perform statistical process control for correlated observations. Copula based Markov model found anomaly behavior in the similar places as ARIMA model. In an unsupervised learning algorithm, large sensor values get subdivided into two, three, and four disjoint regions. So extreme sensor values are the ones that need to be tracked down for any sign of anomaly behavior in the sensor values. Conclusion: Exploratory data analysis is useful to find any pattern in the sensor data. Process control chart using ARIMA and Joe's copula based Markov model also give warnings near similar places in the data. Unsupervised learning algorithm shows us that the extreme sensor values are the ones that need to be tracked down for any sign of anomaly behavior.

• Tribology and Lubricants
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• v.12 no.1
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• pp.6-14
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• 1996

Experimental investigation on the tribological behavior of fiber-reinforced plastics(FRP) has been studied. It is shown that the frictional behavior of carbon FRP depends on the fiber-orientation while glass FRP does not. The friction coefficient values for carbon FRP were about 0.8, 0.3, and 0.2 for normal, 45$^{\circ}$ and 0$^{\circ}$ sliding directions respectively. Also, the applied load was found to affect the friction coefficient. In the case of this work, 50 gf resulted in the highest value while 200 gf resulted in the lowest value. The friction coefficients for higher loads fell in between the two extreme values.

• Bulletin of the Korean Mathematical Society
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• v.61 no.1
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• pp.65-81
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• 2024

In this paper, we announce that the strategy of comparing the complex moments of L(1, χ_u) to that of a random Euler product L(1, 𝕏) is also valid in even characteristic case. We give an asymptotic formulas for the complex moments of L(1, χ_u) in a large uniform range. We also give Ω-results for the extreme values of L(1, χ_u).

• Atmosphere
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• v.29 no.4
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• pp.391-401
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• 2019

This study first investigates the changes of the mean and extreme temperatures and precipitation in East Asia (EA) under stabilized 1.5℃ and 2℃ warming conditions above preindustrial levels provided by HAPPI project. Here, five model with 925 members for 10-year historical period (2006~2015) and 1.5/2.0℃ future warming scenarios (2091~2100) have been used and monthly based data have been analyzed. The results show that the spatial distribution fields over EA and domain averaged variables in HAPPI 1.5/2.0℃ hindcast simulations are comparable to observations. It is found that the magnitude of mean temperature warming in EA and Korea is similar to the global mean, but for extreme temperatures local higher warming trend for minimum temperature is significant. In terms of precipitation, most subregion in EA will see more increased precipitation under 1.5/2.0℃ warming compared to the global mean. These attribute for probability density function of analyzed variables to get wider with increasing mean values in 1.5/2.0℃ warming conditions. As the result of vulnerability of 0.5℃ additional warming from 1.5 to 2.0℃, 0.5℃ additional warming contributes to the increases in extreme events and especially the impact over South Korea is slightly larger than EA. Therefore, limiting global warming by 0.5℃ can help avoid the increases in extreme temperature and precipitation events in terms of intensity and frequency.

• Journal of Climate Change Research
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• v.6 no.2
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• pp.61-72
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• 2015

In this study, we have investigated monthly changes in temperature extremes in South Korea for the past (1921~2010) and the future (2011~2100). We used seven stations' (Gangneung, Seoul, Incheon, Daegu, Jeonju, Busan, Mokpo) data from KMA (Korea Meteorological Administration) for the past. For the future we used the closest grid point values to observations from the RCP8.5 scenario of 1 km resolution. The Expert Team on Climate Change Detection and Indices (ETCCDI)'s climate extreme indices were employed to quantify the characteristics of temperature extremes change. Temperature extreme indices in summer have increased while those in winter have decreased in the past. The extreme indices are expected to change more rapidly in the future than in the past. The number of frost days (FD) is projected to decrease in the future, and the occurrence period will be shortened by two months at the end of the $21^{st}$ century (2071~2100) compared to the present (1981~2010). The number of hot days (HD) is projected to increase in the future, and the occurrence period is projected to lengthen by two months at the end of the $21^{st}$ century compared to the present. The annual highest temperature and its fluctuation is expected to increase. Accordingly, the heat damage is also expected to increase. The result of this study can be used as an information on damage prevention measures due to temperature extreme events.

• Journal of the Korean earth science society
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• v.42 no.5
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• pp.524-535
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• 2021

Rapid climate change and oceanic warming have increased the variability of oceanic wave heights over the past several decades. In addition, the extreme wave heights, such as the upper 1% (or 5%) wave heights, have increased more than the heights of the normal waves. This is true for waves both in global oceans as well as in local seas. Satellite altimeters have consistently observed significant wave heights (SWHs) since 1991, and sufficient SWH data have been accumulated to investigate 100-year return period SWH values based on statistical approaches. Satellite altimeter data were used to estimate the extreme SWHs at the Ieodo Ocean Research Station (IORS) for the period from 2005 to 2016. Two representative extreme value analysis (EVA) methods, the Initial Distribution Method (IDM) and Peak over Threshold (PoT) analysis, were applied for SWH measurements from satellite altimeter data and compared with the in situ measurements observed at the IORS. The 100-year return period SWH values estimated by IDM and PoT analysis using IORS measurements were 8.17 and 14.11 m, respectively, and those using satellite altimeter data were 9.21 and 16.49 m, respectively. When compared with the maximum value, the IDM method tended to underestimate the extreme SWH. This result suggests that the extreme SWHs could be reasonably estimated by the PoT method better than by the IDM method. The superiority of the PoT method was supported by the results of the in situ measurements at the IORS, which is affected by typhoons with extreme SWH events. It was also confirmed that the stability of the extreme SWH estimated using the PoT method may decline with a decrease in the quantity of the altimeter data used. Furthermore, this study discusses potential limitations in estimating extreme SWHs using satellite altimeter data, and emphasizes the importance of SWH measurements from the IORS as reference data in the East China Sea to verify satellite altimeter data.