• Title/Summary/Keyword: GEV distribution

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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 Optimal Design Flood by L-Moments (L-모멘트법에 의한 적정 설계홍수량의 유도)

  • 이순혁;박명근;맹승진;정연수;김동주;류경식
    • Proceedings of the Korean Society of Agricultural Engineers Conference
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    • 1998.10a
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    • pp.318-324
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    • 1998
  • This study was conducted to derive optimal design floods by Generalized Extreme-value(GEV) distribution for the annual maximum series at ten watersheds along Han, Nagdong, Geum, Yeongsan and Seomjin river systems. Adequacy for the analysis of flood data used in this study was established by the tests of Independence, Homogeneity, detection of Outliers. L-coefficient of variation, L-skewness and L-kurtosis were calculated by L-moment ratio respectively. Parameters were estimated by the Methods of Moments and L-Moments. Design floods obtained by Methods of Moments and L-Moments using different methods for plotting positions in GEV distribution were compared by the relative mean and relative absolute error. It was found that design floods derived by the method of L-moments using weibull plotting position formula in GEV distribution are much closer to those of the observed data in comparison with those obtained by method of moments using different formulas for plotting positions in view of relative mean and relative absolute error.

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Estimation of Design Flood by the Determination of Best Fitting Order of LH-Moments ( I ) (LH-모멘트의 적정 차수 결정에 의한 설계홍수량 추정 ( I ))

  • 맹승진;이순혁
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.44 no.6
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    • pp.49-60
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    • 2002
  • This study was conducted to estimate the design flood by the determination of best fitting order of LH-moments of the annual maximum series at six and nine watersheds in Korea and Australia, respectively. Adequacy for flood flow data was confirmed by the tests of independence, homogeneity, and outliers. Gumbel (GUM), Generalized Extreme Value (GEV), Generalized Pareto (GPA), and Generalized Logistic (GLO) distributions were applied to get the best fitting frequency distribution for flood flow data. Theoretical bases of L, L1, L2, L3 and L4-moments were derived to estimate the parameters of 4 distributions. L, L1, L2, L3 and L4-moment ratio diagrams (LH-moments ratio diagram) were developed in this study. GEV distribution for the flood flow data of the applied watersheds was confirmed as the best one among others by the LH-moments ratio diagram and Kolmogorov-Smirnov test. Best fitting order of LH-moments will be derived by the confidence analysis of estimated design flood in the second report of this study.

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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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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Estimation of Design Rainfall Considering the Change of the Number of Years for Observed Data (관측년수변화를 고려한 설계강우량 산정)

  • Ryoo, Kyong-Sik;Lee, Soon-Hyuk;Hwang, Man-Ha;Lee, Sang-Jin
    • Proceedings of the Korean Society of Agricultural Engineers Conference
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    • 2005.10a
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    • pp.284-287
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    • 2005
  • The objective of this study is to check into variation trends of design rainfall according to change of the number of years for observed data. To make comparative study of the relation between design rainfall and recorded year, this study was used maximum rainfall for 24-hr consecutive duration at Gangneung, Seoul, Incheon, Chupungnyeong, Pohang, Daegu, Jeonju, Ulsan, Gwangju, Busan, Mokpo and Yeosu rainfall stations. The tests for Independence, Homogeneity and detection of outliers were used Wald-Wolfowitz's test, Mann-Whitney's test and Grubbs and Beck test respectively. To select appopriate distribution, the distribution of genaralized pareto(GPA), generalized extreme value(GEV), generalized logistic(GLO), lognormal and pearson type 3 distribution is judged by L-moment ratio diagram and Kolmogorov-Smirnov (K-S) test. Design rainfall was estimated by at-site frequency analysis using L-moments and Generalized extreme value(GEV) distribution according to change of the number of years for observed data. Through the comparative analysis for design rainfall induced by L-moments and GEV distribution, relationship between design rainfall and recorded year is provided.

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Separation Effect of Rainfall Data Based on Parameter Estimation Methods (매개변수 추정방법에 따른 강우자료의 분리효과)

  • 김경덕;배덕효
    • Water for future
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    • v.29 no.1
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    • pp.129-139
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    • 1996
  • It is very important to select appropriate distributions for hydrological data in planning and designing hydraulic structures. Also, it is necessary to check whether the selected distribution reproduces the statistical characteristics of the real data. In this study, the parameters of the two- and three-parameter gamma, two- and three-parameter lognormal, Gumbel, two- and three-parameter log-Gumbel, GEV, log-Pearsonn type III, two- and three-parameter Weibull, four- and five-parameter Wakeby distributions were estimated for the rainfall data of 22 sites in Korea with 7 different durations based on the methods of moments, probability weighted moments, and maximum likelihood. And the validity conditions were checked for the estimated parameters. The separation effect for each distribution was examined throught 10,000 simulations using the estimated parameters. As results, the separation effect was the smallest: log-Pearson type III for moment method, log-Pearson type III and GEV for probability weighted moment method, and GEV for maximum likelihood method. However, it is large for the two-parameter distributions.

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Estimation of Design Rainfall by the Regional Frequency Analysis using Higher Probability Weighted Moments and GIS Techniques (III) - On the Method of LH-moments and GIS Techniques - (고차확률가중모멘트법에 의한 지역화빈도분석과 GIS기법에 의한 설계강우량 추정 (III) - LH-모멘트법과 GIS 기법을 중심으로 -)

  • 이순혁;박종화;류경식;지호근;신용희
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.44 no.5
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    • pp.41-53
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    • 2002
  • This study was conducted to derive the regional design rainfall by the regional frequency analysis based on the regionalization of the precipitation suggested by the first report of this project. According to the regions and consecutive durations, optimal design rainfalls were derived by the regional frequency analysis for L-moment in the second report of this project. Using the LH-moment ratios and Kolmogorov-Smirnov test, the optimal regional probability distribution was identified to be the Generalized extreme value (GEV) distribution among applied distributions. regional and at-site parameters of the GEV distribution were estimated by the linear combination of the higher probability weighted moments, LH-moment. Design rainfall using LH-moments following the consecutive duration were derived by the regional and at-site analysis using the observed and simulated data resulted from Monte Carlo techniques. Relative root-mean-square error (RRMSE), relative bias (RBIAS) and relative reduction (RR) in RRMSE for the design rainfall were computed and compared in the regional and at-site frequency analysis. Consequently, it was shown that the regional analysis can substantially more reduce the RRMSE, RBIAS and RR in RRMSE than at-site analysis in the prediction of design rainfall. Relative efficiency (RE) for an optimal order of L-moments was also computed by the methods of L, L1, L2, L3 and L4-moments for GEV distribution. It was found that the method of L-moments is more effective than the others for getting optimal design rainfall according to the regions and consecutive durations in the regional frequency analysis. Diagrams for the design rainfall derived by the regional frequency analysis using L-moments were drawn according to the regions and consecutive durations by GIS techniques.

Derivation of Probability Plot Correlation Coefficient Test Statistics and Regression Equation for the GEV Model based on L-moments (L-모멘트 법 기반의 GEV 모형을 위한 확률도시 상관계수 검정 통계량 유도 및 회귀식 산정)

  • Ahn, Hyunjun;Jeong, Changsam;Heo, Jun-Haeng
    • Journal of Korean Society of Disaster and Security
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    • v.13 no.1
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    • pp.1-11
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    • 2020
  • One of the important problem in statistical hydrology is to estimate the appropriated probability distribution for a given sample data. For the problem, a goodness-of-fit test is conducted based on the similarity between estimated probability distribution and assumed theoretical probability distribution. Probability plot correlation coefficient test (PPCC) is one of the goodness-of-fit test method. PPCC has high rejection power and its application is simple. In this study, test statistics of PPCC were derived for generalized extreme value distribution (GEV) models based on L-moments and these statistics were suggested by the multiple and nonlinear regression equations for its usability. To review the rejection power of the newly proposed method in this study, Monte Carlo simulation was performed with other goodness-of-fit tests including the existing PPCC test. The results showed that PPCC-A test which is proposed in this study demonstrated better rejection power than other methods, including the existing PPCC test. It is expected that the new method will be helpful to estimate the appropriate probability distribution model.

Derivation of Rainfall Intensity-Duration-Frequency Equation Based on the Approproate Probability Distribution (지속기간별 강우자료의 적정분포형 선정을 통한 확률강우강도식의 유도)

  • Heo, Jun-Haeng;Kim, Gyeong-Deok;Han, Jeong-Hun
    • Journal of Korea Water Resources Association
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    • v.32 no.3
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    • pp.247-254
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    • 1999
  • The frequency analyses of annual maximum rainfall data for 22 rainfall gauging stations is Korea were performed. The method of moments (MOM), maximum likelihood (ML), and probability weighted moments (PWM) were used in parameter estimation. The GEV distribution was selected as an appropriate model for annual maximum rainfall data based on parameter validity condition, graphical analysis, separation effect, and goodness of fit tests. For the selected GEV model, spatial analysis was performed and rainfall intensity-duration-frequency equation was derived by using linearization technique. The derived rainfall intensity-duration-frequency equation can be used for estimating rainfall quantiles of the selected stations with convenience and reliability in practice.

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