• Title/Summary/Keyword: Extreme distribution function

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On the possibility of freak wave forecasting

  • Janssen, Peter A.E.M.;Mori, Nobuhito;Onorato, Miguel
    • Proceedings of the Korea Committee for Ocean Resources and Engineering Conference
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    • 2006.11a
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    • pp.121-126
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    • 2006
  • Modern Ocean wave forecasting systems predict the mean sea state, as characterized by the wave spectrum, in a box of size ${\Delta}x{\Delta}y$ surrounding a grid point at location x. It is shown that this approach also allows the determination of deviations from the mean sea state, i.e. the probability distribution function of the surface elevation. Hence, ocean wave forecasting may provide valuable information on extreme sea states.

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The Extreme Value Analysis of Deepwater Design Wave Height and Wind Velocity off the Southwest Coast (남서 해역 심해 설계 파고 및 풍속의 극치분석)

  • Kim, Kamg-Min;Lee, Joong-Woo;Lee, Hun;Yang, Sang-Yong;Jeong, Young-Hwan
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
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    • v.29 no.1
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    • pp.245-251
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    • 2005
  • When we design coastal and harbol facilities deepwater design wave and wind speed are the important design parameters. Especially, the analysis of these informations is a vital step for the point of disaster prevention. In this study, we made and an extreme value analysis using a series of deep water significant wave data arranged in the 16 direction and supplied by KORDI real-time wave information system ,and the wind data gained from Wan-Do whether Station 1978-2003. The probability distributions considered in this characteristic analysis were the Weibull, the Gumbel, the Log-Pearson Type III, the Normal, the Lognormal, and the Gamma distribution. The parameter for each distribution was estimated by three methods, i.e. the method of moments, the maximum likelihood, and the method of probability weight moments. Furthermore, probability distributions for the extreme data had been selected by using Chi-square and Kolmogorov-Smirnov test within significant level of 5%, i,e. 95% reliance level. From this study we found that Gumbel distribution is the most proper model for the deep water design wave height off the southwest coast of Korea. However the result shows that the proper distribution made for the selected site is varied in each extreme data set.

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Wakeby Distribution and the Maximum Likelihood Estimation Algorithm in Which Probability Density Function Is Not Explicitly Expressed

  • Park Jeong-Soo
    • Communications for Statistical Applications and Methods
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    • v.12 no.2
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    • pp.443-451
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    • 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.

A Study on Optimal Time Distribution of Extreme Rainfall Using Minutely Rainfall Data: A Case Study of Seoul (분단위 강우자료를 이용한 극치강우의 최적 시간분포 연구: 서울지점을 중심으로)

  • Yoon, Sun-Kwon;Kim, Jong-Suk;Moon, Young-Il
    • Journal of Korea Water Resources Association
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    • v.45 no.3
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    • pp.275-290
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    • 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.

Prediction of negative peak wind pressures on roofs of low-rise building

  • Rao, K. Balaji;Anoop, M.B.;Harikrishna, P.;Rajan, S. Selvi;Iyer, Nagesh R.
    • Wind and Structures
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    • v.19 no.6
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    • pp.623-647
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    • 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.

Study of random characteristics of fluctuating wind loads on ultra-large cooling towers in full construction process

  • Ke, S.T.;Xu, L.;Ge, Y.J.
    • Wind and Structures
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    • v.26 no.4
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    • pp.191-204
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    • 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.

Analysis of Extreme Wave Conditions for Long-Term Wave Observation Data Considering Directionality (방향성을 고려한 장기 파랑관측자료의 극치파랑조건 분석)

  • Kim, Gunwoo
    • Journal of the Korean Society of Marine Environment & Safety
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    • v.28 no.5
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    • pp.700-711
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    • 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.

A Study on Empirical Distribution Function with Unknown Shape Parameter and Extreme Value Weight for Three Parameter Weibull Distribution (3변수 Weibull 분포형의 형상매개변수 및 극치값 가중치를 고려한 EDF 검정에 대한 연구)

  • Kim, Taereem;Shin, Hongjoon;Heo, Jun-Haeng
    • Journal of Korea Water Resources Association
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    • v.46 no.6
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    • pp.643-653
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    • 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.

Geographical Impact on the Annual Maximum Rainfall in Korean Peninsula and Determination of the Optimal Probability Density Function (우리나라 연최대강우량의 지형학적 특성 및 이에 근거한 최적확률밀도함수의 산정)

  • Nam, Yoon Su;Kim, Dongkyun
    • Journal of Wetlands Research
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    • v.17 no.3
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    • pp.251-263
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    • 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.

A NOTE ON THE CONVERGENCE OF TRIVARIATE EXTREME ORDER STATISTICS AND EXTENSION

  • BARAKAT H. M.;NIGM E. M.;ASKAR M. M.
    • Journal of applied mathematics & informatics
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    • v.18 no.1_2
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    • pp.247-259
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    • 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.