• Title/Summary/Keyword: GEV 분석

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Frequency Analysis of Rainfall Data Using Advanced GEV Distribution (개선된 GEV 분포를 이용한 강우량 빈도분석)

  • Lee, Kil-Seong;Kang, Won-Gu;Park, Kyung-Shin;Sung, Jin-Young
    • Proceedings of the Korea Water Resources Association Conference
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    • 2009.05a
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    • pp.1321-1326
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    • 2009
  • 강우는 수자원 확보 측면에서 근원이 되는 요소이다. 그러므로 정확한 확률강우량 산정은 미래의 가용 수자원량을 예측하는데 있어 중요한 사항중 하나이며 무엇보다 신중한 결정이 요구된다. 또한 하천의 범람에 의한 침수를 예방하는 수공구조물 등의 설계에 있어서는 신뢰할 수 있는 확률강우량 산정이 선행되어야 한다. 본 연구에서는 최근 우리나라 극치강우확률분포로서 많은 연구가 이루어지고 있는 GEV 분포(GEV-O)를 기반으로 위치 매개변수에 시간의 함수를 고려한 개선된 GEV 분포(GEV-A)를 이용하여 서울지점에 적용함으로서 GEV-O 분포에 의한 확률강우량과 GEV-A 분포로 산정된 확률강우량을 비교 검토하였다. 먼저 임의의 난수 발생을 통해 최우도추정법과 확률가중모멘트법으로 매개변수를 추정한 GEV-O 분포와 최우도추정법으로 매개변수를 추정한 GEV-A 분포의 상대평균제곱근오차 (R-RMSE)를 계산하여 비교함으로서 GEV-A 분포의 효율성을 판단하였다. 사례연구는 1961년부터 2008년까지 서울강우관측소에서 측정된 연최대 1일 강우량으로 하였으며 $X^2$-검정, PPCC-검정으로 적합도 검정을 실시하였다. 강우빈도분석 결과 GEV-A 분포가 GEV-O 분포로 산정된 결과 보다 대체로 재현기간 200년 이상일 경우, 과다 산정되는 경향을 보였다. 추후 개선된 GEV 분포를 서울 인근 지점에 적용함으로서 지역빈도해석(Regional Frequency Analysis)을 실행하기 위한 연구가 진행되어야 할 것이다. 또한 확률홍수량 산정 등에도 개선된 GEV 분포를 이용함으로서 보다 정확하고 신뢰성 있는 확률수문량을 예측하여야 할 것이다.

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Non-stationary frequency analysis of monthly maximum daily rainfall in summer season considering surface air temperature and dew-point temperature (지표면 기온 및 이슬점 온도를 고려한 여름철 월 최대 일 강수량의 비정상성 빈도해석)

  • Lee, Okjeong;Sim, Ingyeong;Kim, Sangdan
    • 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.

Comparison Study of Parameter Estimation Methods for Some Extreme Value Distributions (Focused on the Regression Method) (극단치 분포의 모수 추정방법 비교 연구(회귀 분석법을 기준으로))

  • Woo, Ji-Yong;Kim, Myung-Suk
    • Communications for Statistical Applications and Methods
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    • v.16 no.3
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    • pp.463-477
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    • 2009
  • Parameter estimation methods such as maximum likelihood estimation method, probability weighted moments method, regression method have been popularly applied to various extreme value models in numerous literature. Among three methods above, the performance of regression method has not been rigorously investigated yet. In this paper the regression method is compared with the other methods via Monte Carlo simulation studies for estimation of parameters of the Generalized Extreme Value(GEV) distribution and the Generalized Pareto(GP) distribution. Our simulation results indicate that the regression method tends to outperform other methods under small samples by providing smaller biases and root mean square errors for estimation of location parameter of the GEV model. For the scale parameter estimation of the GP model under small samples, the regression method tends to report smaller biases than the other methods. The regression method tends to be superior to other methods for the shape parameter estimation of the GEV model and GP model when the shape parameter is -0.4 under small and moderately large samples.

Derivation of relationship between cross-site correlation among flows and among estimators of L-moments for GEV and GLO distribution (GEV와 GLO 분포의 유출량 교차상관과 L-moment 추정값의 교차상관의 관계 유도)

  • Jeong, Dae-Il;Stedinger, Jery R.
    • Proceedings of the Korea Water Resources Association Conference
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    • 2007.05a
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    • pp.321-325
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    • 2007
  • 3개의 매개변수(location, scale, shape)로 이루어진 GEV와 GLO 분포는, 미국의 공식적인 홍수빈도 분포인 Log Pearson Type III와 함께 수문분야에서 중요한 위치를 차지하고 있다. 본 연구에서는 Monte Carlo 실험을 이용하여 GEV와 GLO 분포에서 서로 다른 두 지점의 유출량 자료를 생성하여 L-CV(L-moment Coefficient of Variation; $\tau_2$)와 L-CS(L-moment Coefficient of Skewness; $\tau_3$)를 추정하였으며, L-moment 추정값들 간의 교차상관$(\tau_2-\tau_2,\;\tau_3-\tau_3,\;\tau_2-\tau_3)$과 유출량 자료간의 교차상관의 관계를 Simple Power 함수를 이용하여 유도하였다. 실험 과정에서 GEV와 GLO 분포가 비현실적인 음수 유출량을 생성하여, 실험 결과에 큰 영향이 있음을 확인하여, 두 분포에서 생성된 유출량 자료에서 음수값을 제외한 GEV+와 GLO+ 분포를 이용하여 관계식을 유도하고 이를 GEV와 GLO 분포의 결과와도 비교하였다. 본 연구에서 도출된 관계식은 향후 Generalized Least Square 회귀식을 이용하여 홍수분포의 지역 매개변수를 추정하기 위해 활용성이 클 것으로 기대한다.

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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).

Derivation of Relationship between Cross-site Correlation among data and among Estimators of L-moments for Generalize Extreme value distribution (Generalized Extreme Value 분포 자료의 교차상관과 L-모멘트 추정값의 교차상관의 관계 유도)

  • Jeong, Dae-Il
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.29 no.3B
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    • pp.259-267
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    • 2009
  • Generalized Extreme Value (GEV) distribution is recommended for flood frequency and extreme rainfall distribution in many country. L-moment method is the most common estimation procedure for the GEV distribution. In this study, the relationships between the cross-site correlations between extreme events and the cross-correlation of estimators of L-moment ratios (L-moment Coefficient of Variation (L-CV) and L-moment Coefficient of Skewness (L-CS)) for data generated from GEV distribution were derived by Monte Carlo simulation. Those relationships were fit to the simple power function. In this Monte Carlo simulation, GEV+ distribution were employed wherein unrealistic negative values were excluded. The simple power models provide accurate description of the relationships between cross-correlation of data and cross-correlation of L-moment ratios. Estimated parameters and accuracies of the power functions were reported for different GEV distribution parameters combinations. Moreover, this study provided a description about regional regression approach using Generalized Least Square (GLS) regression method which require the cross-site correlation among L-moment estimators. The relationships derived in this study allow regional GLS regression analyses of both L-CV and L-CS estimators that correctly incorporate the cross-correlation among GEV L-moment estimators.

Frequency Analysis of Extreme Rainfall by L-Moments (L-모멘트법에 의한 극치강우의 빈도분석)

  • Maeng, Sung-Jin;Lee, Soon-Hyuk;Kim, Byung-Jun
    • Proceedings of the Korean Society of Agricultural Engineers Conference
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    • 2002.10a
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    • pp.225-228
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    • 2002
  • This research seeks to derive the design rainfalls through the L-moment with the test of homogeneity, independence and outlier of data on annual maximum daily rainfall in 38 Korean rainfall stations. To select the fit appropriate distribution of annual maximum daily rainfall data according to rainfall stations, applied were Generalized Extreme Value (GEV), Generalized Logistic (GLO) and Generalized Pareto (GPA) probability distributions were applied. and their aptness was judged Dusing an L-moment ratio diagram and the Kolmogorov-Smirnov (K-S) test, the aptitude was judged of applied distributions such as GEV, GLO and GPA. The GEV and GLO distributions were selected as the appropriate distributions. Their parameters were estimated Targetingfrom the observed and simulated annual maximum daily rainfalls and using Monte Carlo techniques, the parameters of GEV and GLO selected as suitable distributions were estimated and. dDesign rainfallss were then derived, using the L-moment. Appropriate design rainfalls were suggested by doing a comparative analysis of design rainfall from the GEV and GLO distributions according to rainfall stations.

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Comparative Analysis of regional and at-site analysis for the design rainfall by Log-Pearson Type III and GEV Distribution (Log-Pearson Type III 및 GEV분포모형에 의한 강우의 지점 및 지역빈도 비교분석)

  • Ryoo, Kyong-Sik;Lee, Soon-Hyuk
    • Proceedings of the Korean Society of Agricultural Engineers Conference
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    • 2003.10a
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    • pp.443-446
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    • 2003
  • This study was conducted to draw design rainfall for the regional design rainfall derived by the optimal distribution and method of frequency analysis. The design rainfalls were calculated by the regional and at-site analysis for Log-Pearson type III and GEV distributions and were compared with Relative efficiency(RE) which is ratio of Relative root-mean-square error(RRMSE) by the regional and at-site analysis for Log-Pearson type III and GEV distributions. Consequently, optimal design rainfalls following the regions and consecutive durations were derived by the regional frequency analysis for GEV distribution and design rainfall maps were drawn by GIS techniques.

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Analysis of Chloroplast Mutants of Arabidopsis Induced by Diepoxybutane (Diepoxybutane에 의해 유도된 애기장대 엽록체 돌연변이체의 분석)

  • 윤용휘;이정훈;박해진;강용원;이경민;신동현;이인중;김학윤;김달웅
    • Journal of Life Science
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    • v.12 no.4
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    • pp.399-406
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    • 2002
  • The Arabidopsis mutants involved in chloroplast development were induced by seed treatment of diepoxybutane which was rarely known mutagenic compound in plant mutagenesis. Three kinds of mutants designated as iml, gev, and yev were represented by the characteristics of variegated leaves, green vein with yellow leaves, and yellow green vein with green leaves respectively. We investigated the ultrastructure of chloroplast in mutated regions using transmission electron microscopy. The ultrastructure of chroloplast in wildtype showed regularly stacked grana thylakoid and stroma thylakoid while iml, gev and yev mutants displayed different shapes of grana stacking and stroma stacking of chloroplasts. Genetic analysis of three chloroplast mutants exhibit that divergent traits were ruled by a single recessive nuclear gene.

고차 일반화극치분포와 PMLE를 이용한 환율자료분석

  • Jeong, Bo-Yun;Jeon, Yu-Na;Park, Jeong-Su
    • 한국데이터정보과학회:학술대회논문집
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    • 2003.10a
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    • pp.147-152
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    • 2003
  • 본 논문에서는 일반화극치분포(GEV)와 r개의 순서통계량을 이용한 r-GEV를 기술하였다. 모수 $\mu,\;\sigma$, k 를 추정하기 위해 최우추정법(MLE)과 Penalized MLE(P-MLE) 방법을 적용해 보았다. 이 분포를 원/달러 환율자료에 적용하여 일종의 재정위기 분석을 실시하였다.

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