• Title/Summary/Keyword: Extreme value

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The Verification for Extreme Hydrological Variables of HadGEM3-RA (HadGEM3-RA 자료의 극치수문변수에 대한 검증)

  • Sung, Jang-Hyun;Kang, Hyun-Suk;Park, Su-Hee;Cho, Chun-Ho;Kim, Young-Oh
    • Proceedings of the Korea Water Resources Association Conference
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    • 2011.05a
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    • pp.122-122
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    • 2011
  • 수자원 분야에서 기후변화 관련 연구는 치수 측면 보다는 이수 측면에서 주로 이뤄지고 있다. 이는 홍수분석을 위한 시간 단위를 충족시켜주는 전지구 대기순환모형(Global Circulation Model: GCM)의 자료가 드물고, 시간 단위의 GCM 자료라 하더라도 극치값(extreme value) 표현에는 한계가 있기 때문이다. 이를 극복하기 위하여 과거 관측자료의 통계적 특성으로 극치자료의 편의(bias)를 보정하고 시간 단위로 분해하기도 한다. 하지만 이런 통계적 상세화(statistical downscaling)는 미래 기후는 과거자료와 통계적 차이가 유의하지 않음을 가정하고 있어, 미래 기후는 현재와 다를 것이라는 공감대에 는 적합하지 않다. 이와 같은 이유로 타당한 극치수문변수 결과를 얻기 위해서는 시간 단위의 고분해능(high resolution) GCM이나 지역기후모델(regional climate model)과 같은 고해상도의 미래 기후변화 자료가 필요하게 된다. 이에 국립기상연구소에서는 영국 기상청의 통합모델(UM)기반의 지역기후모델(HadGEM3)을 사용하여 50 km 및 12.5 km 격자 단위로 역학적 상세화(dynamic downscaling)를 수행하였다. 본 연구에서는 개발된 HadGEM3-RA 결과의 극치수문변수 검증을 위하여 한강유역의 관측 자료와 다양한 방법으로 비교하였다. 두 자료의 극치값을 GEV (Generalized Extreme Value) 분포에 적합(fitting)시켜 비초과확률별 극치사상과, 특정 임계값(threshold value) 이상의 극치사상 발생확률을 비교하였다. 검토 결과, HadGEM3-RA는 통계적 상세화로 구한 극치값 보다는 작았으나 기존의 지역 기후모델에 비하여 현실성 있는 극치값이 계산되었음을 확인하였다.

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Confidence Interval Estimation of the Earthquake Magnitude for Seismic Design using the KMA Earthquake Data (기상청 지진 자료를 이용한 내진설계 지진규모의 신뢰구간 추정)

  • Cho, Hong Yeon;Lee, Gi-Seop
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.29 no.1
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    • pp.62-66
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    • 2017
  • The interest on the potential earthquake magnitude and the request on the earthquake-resistant design examination for coastal structures are emerged because of the recently occurred magnitude 5.8 earthquake in Gyeoung-Ju, Korea. In this study, the magnitude and its confidence intervals with the return periods are estimated using the KMA earthquake magnitude data (over 3.5 and 4.0 in magnitude) by the non-parametric extreme value analysis. In case of using the "over 4.0" data set, the estimated magnitudes on the 50- and 100-years return periods are 5.81 and 5.94, respectively. Their 90% confidence intervals are estimated to be 5.52-6.11, 5.62-6.29, respectively. Even though the estimated magnitudes have limitations not considering the spatial distribution, it can be used to check the stability of the diverse coastal structures in the perspective of the life design because the potential magnitude and its confidence intervals in Korea are estimated based on the available 38-years data by the extreme value analysis.

Economic Valuation and Valuating Properties on the Architectural Aesthetic through the Contingent Valuation Method (가상가치법을 통한 건축미의 경제적 가치추정 및 가치부여 특성)

  • Lee, Dong-Joo;Ko, Eun-Hyung
    • Journal of the Architectural Institute of Korea Planning & Design
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    • v.36 no.2
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    • pp.25-32
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    • 2020
  • The purpose of this study is to estimate the economic value of architectural aesthetic using the contingent valuation method and to analyze the value-giving characteristics. The site survey was conducted based on the scenario of Dong-daemun Design Plaza, which is recognized as a work of outstanding architectural aesthetic. Based on 307 opinions collected, the main results are as follows: First, it could be confirmed that the higher the level of architectural aesthetic, the higher the payment amount was. The result of estimating the value of the architectural aesthetic on the basis of the fixed amount levy showed that the average payment amount was 8,859 won per person. The average payment amount was 13,014 won per person when the rejector of payment was excluded. The value of architectural aesthetic was about 13.72% of total construction cost. Second, free riding, which occurs mainly in the measurement of the value of public goods or environmental goods, appeared. This tendency is stronger in the elderly than in the younger, and in the differential amount levy than in the fixed amount levy. Third, the extreme subjectivity of architectural aesthetic value could be confirmed. While there are a lot of extreme denials of payments such as 0 won, the high-income was willing to pay a substantial amount. Fourth, it was confirmed that income factors was partly involved in the measured value.

Non-stationary Frequency Analysis with Climate Variability using Conditional Generalized Extreme Value Distribution (기후변동을 고려한 조건부 GEV 분포를 이용한 비정상성 빈도분석)

  • Kim, Byung-Sik;Lee, Jung-Ki;Kim, Hung-Soo;Lee, Jin-Won
    • Journal of Wetlands Research
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    • v.13 no.3
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    • pp.499-514
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    • 2011
  • An underlying assumption of traditional hydrologic frequency analysis is that climate, and hence the frequency of hydrologic events, is stationary, or unchanging over time. Under stationary conditions, the distribution of the variable of interest is invariant to temporal translation. Water resources infrastructure planning and design, such as dams, levees, canals, bridges, and culverts, relies on an understanding of past conditions and projection of future conditions. But, Water managers have always known our world is inherently non-stationary, and they routinely deal with this in management and planning. The aim of this paper is to give a brief introduction to non-stationary extreme value analysis methods. In this paper, a non-stationary hydrologic frequency analysis approach is introduced in order to determine probability rainfall consider changing climate. The non-stationary statistical approach is based on the conditional Generalized Extreme Value(GEV) distribution and Maximum Likelihood parameter estimation. This method are applied to the annual maximum 24 hours-rainfall. The results show that the non-stationary GEV approach is suitable for determining probability rainfall for changing climate, sucha sa trend, Moreover, Non-stationary frequency analyzed using SOI(Southern Oscillation Index) of ENSO(El Nino Southern Oscillation).

A data-adaptive maximum penalized likelihood estimation for the generalized extreme value distribution

  • Lee, Youngsaeng;Shin, Yonggwan;Park, Jeong-Soo
    • Communications for Statistical Applications and Methods
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    • v.24 no.5
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    • pp.493-505
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    • 2017
  • Maximum likelihood estimation (MLE) of the generalized extreme value distribution (GEVD) is known to sometimes over-estimate the positive value of the shape parameter for the small sample size. The maximum penalized likelihood estimation (MPLE) with Beta penalty function was proposed by some researchers to overcome this problem. But the determination of the hyperparameters (HP) in Beta penalty function is still an issue. This paper presents some data adaptive methods to select the HP of Beta penalty function in the MPLE framework. The idea is to let the data tell us what HP to use. For given data, the optimal HP is obtained from the minimum distance between the MLE and MPLE. A bootstrap-based method is also proposed. These methods are compared with existing approaches. The performance evaluation experiments for GEVD by Monte Carlo simulation show that the proposed methods work well for bias and mean squared error. The methods are applied to Blackstone river data and Korean heavy rainfall data to show better performance over MLE, the method of L-moments estimator, and existing MPLEs.

Statistical properties of the maximum elastoplastic story drift of steel frames subjected to earthquake load

  • Li, Gang
    • Steel and Composite Structures
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    • v.3 no.3
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    • pp.185-198
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    • 2003
  • The concept of performance based seismic design has been gradually accepted by the earthquake engineering profession recently, in which the cost-effectiveness criterion is one of the most important principles and more attention is paid to the structural performance at the inelastic stage. Since there are many uncertainties in seismic design, reliability analysis is a major task in performance based seismic design. However, structural reliability analysis may be very costly and time consuming because the limit state function is usually a highly nonlinear implicit function with respect to the basic design variables, especially for the complex large-scale structures for dynamic and nonlinear analysis. Understanding statistical properties of the structural inelastic deformation, which is the aim of the present paper, is helpful to develop an efficient approximate approach of reliability analysis. The present paper studies the statistical properties of the maximum elastoplastic story drift of steel frames subjected to earthquake load. The randomness of earthquake load, dead load, live load, steel elastic modulus, yield strength and structural member dimensions are considered. Possible probability distributions for the maximum story are evaluated using K-S test. The results show that the choice of the probability distribution for the maximum elastoplastic story drift of steel frames is related to the mean value of the maximum elastoplastic story drift. When the mean drift is small (less than 0.3%), an extreme value type I distribution is the best choice. However, for large drifts (more than 0.35%), an extreme value type II distribution is best.

Fuzzy Patterns of Economic Valuating on the Architectural Aesthetic - Case Study of Applying the Fuzzy-Contingent Valuation Method to the Dongdaemoon Design Plaza - (건축미의 경제적 가치 퍼지패턴 분석)

  • Lee, Dong-Joo;Ko, Eun-Hyung
    • Journal of the Architectural Institute of Korea Planning & Design
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    • v.36 no.3
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    • pp.13-20
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    • 2020
  • The purpose of this study is to analyze the fuzzy pattern that is reflected on the inside of the value evaluator in measuring the economic value of architectural aesthetic using the fuzzy-contingent valuation method. The main results of analyzing the relationship between architectural aesthetic and fuzzy patterns by typing 307 fuzzy patterns collected from visitors at Dongdaemun Design Plaza are as follows: First, low levels of architectural aesthetic can be a primary cause of extreme refusal of payment. However, it was confirmed that the extreme refusal of payment could partially involve mentality of free-ride on public goods or mentality that would not give value to past events that are not future. Second, if the architectural aesthetic score is 77.5, the most perfect form of fuzzy pattern is formed. It is confirmed that the fuzzy form, which is the standard in the relationship between architectural aesthetic and money value, is made at 77.5 points. This means that it is most efficient to have 77.5 points of architectural aesthetic to secure balanced data by membership in the study of architectural aesthetic value measurement through fuzzy pattern. Third, according to the architectural aesthetic score, respondents can be interpreted as follows: no monetary willingness arises before or after 52.4, starts to respond to the amount before and after 65.6, severe conflict over payments around 70.6~71.7, stronger willingness to pay around 77.6, want to pay for sure around 80.0.

A Study of Outlier Detection Using the Mixture of Extreme Distributions Based on Deep-Sea Fishery Data (원양어선 조업 데이터의 혼합 극단분포를 이용한 이상점 탐색 연구)

  • Lee, Jung Jin;Kim, Jae Kyoung
    • The Korean Journal of Applied Statistics
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    • v.28 no.5
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    • pp.847-858
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    • 2015
  • Deep-sea fishery in the Antarctic Ocean has been actively progressed by the developed countries including Korea. In order to prevent the environmental destruction of the Antarctic Ocean, related countries have established the Commission for the Conservation of Antarctic Marine Living Resources (CCAMLR) and have monitored any illegal unreported or unregulated fishing. Fishing of tooth fish, an expensive fish, in the Antarctic Ocean has increased recently and high catches per unit effort (CPUE) of fishing boats, which is suspicious for an illegal activity, have been frequently reported. The data of CPUEs in a fishing area of the Antarctic Ocean often show an extreme Distribution or a mixture of two extreme distributions. This paper proposes an algorithm to detect an outlier of CPUEs by using the mixture of two extreme distributions. The parameters of the mixture distribution are estimated by the EM algorithm. Log likelihood value and posterior probabilities are used to detect an outlier. Experiments show that the proposed algorithm to detect outlier of the data can be adopted instead of simple criteria such as a CPUE is greater than 1.

Regional Analysis of Extreme Values by Particulate Matter(PM2.5) Concentration in Seoul, Korea (서울시 초미세먼지(PM2.5) 지역별 극단치 분석)

  • Oh, Jang Wook;Lim, Tae Jin
    • Journal of Korean Society for Quality Management
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    • v.47 no.1
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    • pp.47-57
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    • 2019
  • Purpose: This paper aims to investigate the concentration of fine particulate matter (PM2.5) in the Seoul area by predicting unhealthy days due to PM2.5 and comparing the regional differences. Methods: The extreme value theory is adopted to model and compare the PM2.5 concentration in each region, and each best model is selected through the goodness of fitness test. The maximum likelihood estimation technique is applied to estimate the parameters of each distribution, and the fitness of each model is measured by the mean absolute deviation. The selected model is used to estimate the number of unhealthy days (above $75{\mu}g/m^3$ PM2.5 concentrations) in each region, with which the actual number of unhealthy days are compared. In addition, the level of PM2.5 concentration in each region is analyzed by calculating the return levels for periods of 6 months, 1 year, 3 years, and 5 years. Results: The Mapo (MP) area revealed the most unhealthy days, followed by Gwanak (GW) and Yangcheon (YC). On the contrary, the number of unhealthy days was low in Seodaemun (SDM), Songpa (SP) and Gangbuk (GB) areas. The return level of PM2.5 was high in Gangnam (GN), Dongjak (DJ) and YC. It will be necessary to prepare for PM2.5 than other regions. On the contrary, Gangbuk (GB), Nowon (NW) and Seodaemun (SDM) showed relatively low return levels for PM2.5. However, in most of the regions of Seoul, PM25 is generated at a very poor level ($75{\mu}g/m^3$) every 6months period, and more than $100{\mu}g/m^3$ PM2.5 occur every 3 years period. Most areas in Seoul require more systematic management of PM2.5. Conclusion: In this paper, accurate prediction and analysis of high concentration of PM2.5 were attempted. The results of this research could provide the basis for the Seoul Metropolitan Government to establish policies for reducing PM2.5 and measuring its effects.

Tribological Characteristics of Fiber-Reinforced Plastics(FRP) (섬유강화복합재의 Tribological 특성에 관한 연구)

  • 성인하;여인완;김대은
    • 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.