• Journal of Korean Society of Coastal and Ocean Engineers
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• v.26 no.1
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• pp.33-40
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• 2014

Reliability analysis of jacket type offshore wind turbine (OWT) support structure under extreme ocean environmental loads was performed. Limit state function (LSF) of OWF support structure is defined by using structural dynamic response at mud-line. Then, the dynamic response is expressed as the static response multiplied by dynamic response factor (DRF). Probabilistic distribution of DRF is found from response time history under design significant wave load. Band limited beta distribution is used for internal friction angle of ground soil. Wind load is obtained in the form of thrust force from commercial code called GH_Bladed and then, applied to tower hub as random load. In a numerical example, the response surface method (RSM) is used to express LSF of jacket type support structure for 5MW OWF. Reliability index is found using first order reliability method (FORM).

• Journal of the Computational Structural Engineering Institute of Korea
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• v.27 no.6
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• pp.493-500
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• 2014

This paper presents findings from the assessment of the volcanic ash fragility for multi-hazard resisting vinyl greenhouse and livestock shed among the agricultural facilities. The volcanic ash fragility was evaluated by using a combination of the FOSM (first-order second-moment) method, available statistics of volcanic load, facility specifications, and building code. In this study, the evaluated volcanic ash fragilities represent the conditional probability of failure of the agricultural facilities over the full range of volcanic ash loads. For the evaluation, 6 types(ie., 2 single span, 2 tree crop, and 2 double span types) of multi-hazard resisting vinyl greenhouses and 3 types(ie., standard, coast, and mountain types) of livestock sheds are considered. All volcanic ash fragilities estimated in this study were fitted by using parameters of the GEV(generalized extreme value) distribution function, and the obtained parameters were complied into a database to be used in future. The volcanic ash fragilities obtained in this study are planning to be used to evaluate risk by volcanic ash when Mt. Baekdu erupts.

• Journal of Wetlands Research
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• v.20 no.4
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• pp.338-344
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• 2018

In this study, the surface air temperature (SAT) and the dew-point temperature (DPT) are applied as the covariance of the location parameter among three parameters of GEV distribution to reflect the non-stationarity of extreme rainfall due to climate change. Busan station is selected as the study site and the monthly maximum daily rainfall depth from May to October is used for analysis. Various models are constructed to select the most appropriate co-variate(SAT and DPT) function for location parameter of GEV distribution, and the model with the smallest AIC(Akaike Information Criterion) is selected as the optimal model. As a result, it is found that the non-stationary GEV distribution with co-variate of exp(DPT) is the best. The selected model is used to analyze the effect of climate change scenarios on extreme rainfall quantile. It is confirmed that the design rainfall depth is highly likely to increase as the future DPT increases.

• The Korean Journal of Applied Statistics
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• v.25 no.5
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• pp.757-773
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• 2012

Traditional value at risk(S-VaR) has a difficulity in predicting the future risk of financial asset prices since S-VaR is a backward looking measure based on the historical data of the underlying asset prices. In order to resolve the deficiency of S-VaR, an economic value at risk(E-VaR) using the risk neutral probability distributions is suggested since E-VaR is a forward looking measure based on the option price data. In this study E-VaR is estimated by assuming the generalized gamma distribution(GGD) as risk neutral density function which is implied in the option. The estimated E-VaR with GGD was compared with E-VaR estimates under the Black-Scholes model, two-lognormal mixture distribution, generalized extreme value distribution and S-VaR estimates under the normal distribution and GARCH(1, 1) model, respectively. The option market data of the KOSPI 200 index are used in order to compare the performances of the above VaR estimates. The results of the empirical analysis show that GGD seems to have a tendency to estimate VaR conservatively; however, GGD is superior to other models in the overall sense.

• 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.

• Magazine of the Korean Society of Agricultural Engineers
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• v.21 no.4
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• pp.108-117
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• 1979

In order to obtain the basic data for design of water structures which can be contributed to the planning of water use. Best fitted distribution function and the equations for the probable minimum flow were derived to the annual minimum flow of five subwatersheds along Geum River basin. The result were analyzed and summarized as follows. 1. Type III extremal distribution was considered as a best fit one among some other distributions such as exponential and two parameter lognormal distribution by $x^2$-goodness of fit test. 2. The minimum flow are analyzed by Type III extremal distribution which contains a shape parameter $\lambda$, a location parameter ${\beta}$ and a minimum drought $\gamma$. If a minimum drought $\gamma=0$, equations for the probable minimum flow, $D_T$, were derived as $D_T={\beta}e^{\lambda}1^{y'}$, with two parameters and as $D_T=\gamma+(\^{\beta}-\gamma)e^{{\lambda}y'}$ with three parameters in case of a minimum drought ${\gamma}>0$ respectively. 3. Probable minimum flow following the return periods for each stations were also obtained by above mentioned equations. Frequency curves for each station are drawn in the text. 4. Mathematical equation with three parameters is more suitable one than that of two parameters if much difference exist between the maximum and the minimum value among observed data.

• The Korean Journal of Applied Statistics
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• v.22 no.6
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• pp.1143-1152
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• 2009

A canonical correlation analysis(CCA)-based method is proposed for prediction of future climate change which combines information from ensembles of atmosphere-ocean general circulation models(AOGCMs) and observed climate values. This paper focuses on predictions of future climate on a regional scale which are of potential economic values. The proposed method is obtained by coupling the classical CCA with empirical orthogonal functions(EOF) for dimension reduction. Furthermore, we generate a distribution of climate responses, so that extreme events as well as a general feature such as long tails and unimodality can be revealed through the distribution. Results from real data examples demonstrate the promising empirical properties of the proposed approaches.

• Journal of the Korea Safety Management & Science
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• v.9 no.5
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• pp.43-48
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• 2007

This paper is to present linkage parameter to integrate statistical models and physical models for accelerated life test. Statistical models represent the relationship of probability distribution and life. Physical models show the relationship of life and stress. Moreover, this study proposes the four steps for construction of integrated models for accelerated life test using linkage parameter. Finally, this paper develops new integrated models such as extreme value distribution-general Eyring, linearly increasing failure rate function-general Eyring, etc., and estimates various reliability measures.

• Proceedings of the Korea Water Resources Association Conference
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• 2022.05a
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• pp.200-200
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• 2022

본 연구에서는 총 강우량과 강우강도을 고려한 이변수 분석으로 연최대 호우사상을 선별하고, 두 변수를 Copula 함수로 결합하여 최적의 모델조합을 찾는 확률호우사상 산정 방법론을 제시하였다. 국내 69개 관측소의 2020년까지의 관측 자료를 대상으로 1mm 이하의 강우는 제거한 뒤, IETD(Inter-Event Time Definition) 12시간을 기준으로 강우자료를 독립적인 호우사상으로 분리하였다. 호우사상의 여러 특성 중 양의 상관관계를 갖는 총 강우량과 강우강도를 변수로 선택해 이변수 지수분포에 대입하였고, 각 지점의 연최대 호우사상 시계열을 생성하였다. 2변수 지수분포의 매개변수는 전체 기간과 연도별로 나누어 추정해 본 결과 연도별 변동성이 큰 것을 확인해 연도별 추정 방식을 선택하였다. 연최대 강우사상 시계열의 총 강우량과 강우강도는 극한 강우에 적용하는 확률분포형 중 Lognarmal, Gamma, Gumbel, GEV(Generalized Extreme Value), GPD(Generalized Pareto Distribution) 5가지를 사용하여 각각 CDF(Cumulative distribution Function) 값을 추정하였다. 계산된 CDF 값은 3가지 Copula 모형으로 결합해 joint CDF 값을 산출하였다. 총 75개의 모델조합 중 최적 모델을 찾기 위해 CVM(Cramer-von-Mises) 적합도 검정을 시행하였다. CVM의 통계량 Sn 값이 가장 작은 모델조합을 해당 지점의 최적 모델조합으로 선정하였다.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.23 no.3
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• pp.258-264
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• 2011

A MCS technique is represented to stochastically analyze the uncertainties of wave forces exerted on the upright sections of composite breakwaters. A stochastical models for horizontal and uplift wave forces can be straightforwardly formulated as a function of the probabilistic characteristics of maximum wave height. Under the assumption of wave forces followed by extreme distribution, the behaviors of relative wave forces to Goda's wave forces are studied by the MCS technique. Double-truncated normal distribution is applied to take the effects of uncertainties of scale and shape parameters of extreme distribution into account properly. Averages and variances of relative wave forces are quantitatively calculated with respect to the exceedance probabilities of maximum design wave height. It is found that the averages of relative wave forces may be decreased consistently with the increases of the exceedance probabilities. In particular, the averages on uplift wave force are evaluated slightly larger than those on horizontal wave force, but the variations of coefficient of the former are adversely smaller than those of the latter. It means that the uncertainties of uplift wave forces are smaller than those of horizontal wave forces in the same condition of the exceedance probabilities. Therefore, the present results could be useful to the reliability based-design method that require the statistical properties about the uncertainties of wave forces.