• Communications for Statistical Applications and Methods
• /
• v.12 no.2
• /
• pp.443-451
• /
• 2005

The studied in this paper is a new algorithm for searching the maximum likelihood estimate(MLE) in which probability density function is not explicitly expressed. Newton-Raphson's root-finding routine and a nonlinear numerical optimization algorithm with constraint (so-called feasible sequential quadratic programming) are used. This algorithm is applied to the Wakeby distribution which is importantly used in hydrology and water resource research for analysis of extreme rainfall. The performance comparison between maximum likelihood estimates and method of L-moment estimates (L-ME) is studied by Monte-carlo simulation. The recommended methods are L-ME for up to 300 observations and MLE for over the sample size, respectively. Methods for speeding up the algorithm and for computing variances of estimates are discussed.

• Journal of Korea Water Resources Association
• /
• v.45 no.3
• /
• pp.275-290
• /
• 2012

In this study, we have developed an optimal time distribution model through extraction of peaks over threshold (POT) series. The median values for annual maximum rainfall dataset, which are obtained from the magnetic recording (MMR) and the automatic weather system(AWS) data at Seoul meteorological observatory, were used as the POT criteria. We also suggested the improved methodology for the time distribution of extreme rainfall compared to Huff method, which is widely used for time distributions of design rainfall. The Huff method did not consider changing in the shape of time distribution for each rainfall durations and rainfall criteria as total amount of rainfall for each rainfall events. This study have suggested an extracting methodology for rainfall events in each quartile based on interquartile range (IQR) matrix and selection for the mode quartile storm to determine the ranking cosidering weighting factors on minutely observation data. Finally, the optimal time distribution model in each rainfall duration was derived considering both data size and characteristics of distribution using kernel density function in extracted dimensionless unit rainfall hyetograph.

• Wind and Structures
• /
• v.19 no.6
• /
• pp.623-647
• /
• 2014

In this paper, a probability distribution which is consistent with the observed phenomenon at the roof corner and, also on other portions of the roof, of a low-rise building is proposed. The model is consistent with the choice of probability density function suggested by the statistical thermodynamics of open systems and turbulence modelling in fluid mechanics. After presenting the justification based on physical phenomenon and based on statistical arguments, the fit of alpha-stable distribution for prediction of extreme negative wind pressure coefficients is explored. The predictions are compared with those actually observed during wind tunnel experiments (using wind tunnel experimental data obtained from the aerodynamic database of Tokyo Polytechnic University), and those predicted by using Gumbel minimum and Hermite polynomial model. The predictions are also compared with those estimated using a recently proposed non-parametric model in regions where stability criterion (in skewness-kurtosis space) is satisfied. From the comparisons, it is noted that the proposed model can be used to estimate the extreme peak negative wind pressure coefficients. The model has an advantage that it is consistent with the physical processes proposed in the literature for explaining large fluctuations at the roof corners.

• Wind and Structures
• /
• v.26 no.4
• /
• pp.191-204
• /
• 2018

This article presents a study of the largest-ever (height = 220 m) cooling tower using the large eddy simulation (LES) method. Information about fluid fields around the tower and 3D aerodynamic time history in full construction process were obtained, and the wind pressure distribution along the entire tower predicted by the developed model was compared with standard curves and measured curves to validate the effectiveness of the simulating method. Based on that, average wind pressure distribution and characteristics of fluid fields in the construction process of ultra-large cooling tower were investigated. The characteristics of fluid fields in full construction process and their working principles were investigated based on wind speeds and vorticities under different construction conditions. Then, time domain characteristics of ultra-large cooling towers in full construction process, including fluctuating wind loads, extreme wind loads, lift and drag coefficients, and relationship of measuring points, were studied and fitting formula of extreme wind load as a function of height was developed based on the nonlinear least square method. Additionally, the frequency domain characteristics of wind loads on the constructing tower, including wind pressure power spectrum at typical measuring points, lift and drag power spectrum, circumferential correlations between typical measuring points, and vertical correlations of lift coefficient and drag coefficient, were analyzed. The results revealed that the random characteristics of fluctuating wind loads, as well as corresponding extreme wind pressure and power spectra curves, varied significantly and in real time with the height of the constructing tower. This study provides references for design of wind loads during construction period of ultra-large cooling towers.

• Journal of the Korean Society of Marine Environment & Safety
• /
• v.28 no.5
• /
• pp.700-711
• /
• 2022

In this study, deepwater design waves were estimated for 16 wave directions and various return periods based on statistical analysis of extreme waves observed for more than 20 years at three stations (Chilbal-do, Geomun-do, Donghae). These values were compared with design waves estimated based on the omni-directional wave data. The Weibull distribution was used as the probability distribution function whose parameters were determined by the least square method. The Kolmogorov-Smirnov test was applied for the goodness of fit test. Notably, the directional design waves were smaller than the omni-directional design wave for every wave direction. The maximum 50-year wave heights for directional sectors were 7.46 m (NNE), 12.05 m (S), and 9,59 m (SSW) at Chilbal-do, Geomun-do and Donghae whereas those for uni-directional wave data were 7.91 m, 13.82 m and 10.38 m, respectively. This implied possible under-estimation of the deepwater design waves for 16 wave directions being currently used in the design of offshore and coastal structures.

• Journal of Korea Water Resources Association
• /
• v.46 no.6
• /
• pp.643-653
• /
• 2013

The most important procedure in frequency analysis is to determine the appropriate probability distribution and to estimate quantiles for a given return period. To perform the frequency analysis, the goodness-of-fit tests should be carried out for judging fitness between obtained data from empirical probability distribution and assumed probability distribution. The previous goodness-of-fit could not consider enough extreme events from the recent climate change. In this study, the critical values of the modified Anderson-Darling test statistics were derived for 3-parameter Weibull distribution and power test was performed to evaluate the performance of the suggested test. Finally, this method was applied to 50 sites in South Korea. The result shows that the power of modified Anderson-Darling test has better than other existing goodness-of-fit tests. Thus, modified Anderson-Darling test will be able to act as a reference of goodness-of-fit test for 3-parameter Weibull model.

• Journal of Wetlands Research
• /
• v.17 no.3
• /
• pp.251-263
• /
• 2015

This study suggested a novel approach of estimating the optimal probability density function (OPDF) of the annual maximum rainfall time series (AMRT) combining the L-moment ratio diagram and the geographical information system. This study also reported several interesting geographical characteristics of the AMRT in Korea. To achieve this purpose, this study determined the OPDF of the AMRT with the duration of 1-, 3-, 6-, 12-, and 24-hours using the method of L-moment ratio diagram for each of the 67 rain gages in Korea. Then, a map with the Thiessen polygons of the 67 rain gages colored differently according the different type of the OPDF, was produced to analyze the spatial trend of the OPDF. In addition, this study produced the color maps which show the fitness of a given probability density function to represent the AMRT. The study found that (1) both L-skewness and L-kurtosis of the AMRT have clear geographical trends, which means that the extreme rainfall events are highly influenced by geography; (2) the impact of the altitude on these two rainfall statistics is greater for the mountaneous region than for the non-mountaneous region. In the mountaneous region, the areas with higher altitude are more likely to experience the less-frequent and strong rainfall events than the areas with lower altitude; (3) The most representative OPDFs of Korea except for the Southern edge are Generalized Extreme Value distribution and the Generalized Logistic distribution. The AMRT of southern edge of Korea was best represented by the Generalized Pareto distribution.

• Journal of applied mathematics & informatics
• /
• v.18 no.1_2
• /
• pp.247-259
• /
• 2005

Necessary and sufficient conditions, under which there exists (at least) a sequence of vectors of real numbers for which the distribution function (d.f.) of any vector of extreme order statistics converges to a non-degenerate limit, are derived. The interesting thing is that these conditions solely depend on the univariate marginals. Moreover, the limit splits into the product of the limit univariate marginals if all the bivariate marginals of the trivariate d.f., from which the sample is drawn, is of negative quadrant dependent random variables (r.v.'s). Finally, all these results are stated for the multivariate extremes with arbitrary dimensions.

• Journal of the Korean Society of Safety
• /
• v.38 no.1
• /
• pp.18-24
• /
• 2023

Severe natural disasters and man-made attacks such as terrorism are causing unprecedented disruptions in power systems. Due to rapid climate change and the aging of energy infrastructure, both the frequency of failure and the level of damage are expected to increase. Resilience is a concept proposed to respond to extreme disaster events that have a low probability of occurrence but cause enormous damage and is defined as the ability of a system to recover to its original function after a disaster. Resilience is a comprehensive indicator that can include system performance before and after a disaster and focuses on preparing for all possible disaster scenarios and having quick and efficient recovery actions after an incident. Various studies have been conducted to evaluate resilience, but studies on economic damage considering the duration of a power outage are scarce. In this study, we propose an optimal algorithm that can identify failures after an extreme disaster and restore the load on the distribution system through emergency distributed power generation input and system reconfiguration. After that, the cost of power outage damage is analyzed by applying VoLL and CDF according to each restoration strategy.

• Journal of Power Electronics
• /
• v.13 no.1
• /
• pp.70-76
• /
• 2013

For high power high step-down dc-dc conversion applications, conventional three-level dc-dc converters are subject to extreme duty cycles or increased volume and cost due to the use of transformers. In this paper, a transformerless three-level dc-dc buck converter with a high step-down conversion ratio is proposed. The converter comprises two asymmetrical half bridges, which are of the neutral point clamped structures. Therefore, the output pulse voltage of the converter can be obtained in terms of the voltage difference between the two half bridges. In order to realize harmonious switching of the converter, a modulation strategy with capacitor voltages self balance is presented. According to the deduced output dc voltage function, transformerless operation without extreme duty cycles can be implemented. Experimental results from a 1kW prototype verify the validity of the proposed converter. It is suitable for ship electric power distribution systems.