• 제목/요약/키워드: Generalized Pareto distribution

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GPD 모형 및 선형회귀분석을 이용한 산악형 강수 해석 (Orographic Precipitation Analysis with GPD Model and Linear Regression)

  • 엄명진;윤혜선;조원철;허준행
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 2008년도 학술발표회 논문집
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    • pp.1053-1057
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    • 2008
  • 본 연구에서는 산악형 강수 해석을 위해 제주도내 강우관측 자료를 이용하여 확률강우량 산정 및 고도와의 선형회귀분석을 수행하였다. 제주도내 강우관측 자료는 기상관서 4개소 및 AWS(Automatic Weather System, 자동기상관측소) 13개소의 자료를 활용하였다. 확률강우량 산정시 AWS 강우관측 자료는 AMS(Annual Maximum Series, 연 최대치 계열) 모형을 적용하기에는 자료기간이 충분하지 않으므로 짧은 자료기간에 적합한 PDS(Partial Duration Series, 부분 기간치 계열) 모형을 적용하였다. 따라서 본 연구에서는 PDS의 대표적인 분포형인 GPD(Generalized Pareto Distribution)를 적용하여 지속시간별 확률강우량을 산정하였다. 산정된 지속시간별 확률강우량과 고도와의 관계를 확인하기 위하여 선형회귀분석을 수행하였다. 회귀분석 결과 확률강우량은 고도가 증가함에 따라 선형적으로 증가하였다. 또한, 재현기간이 길어질수록 고도에 따른 확률강우량 증가율도 증가하였다. 다만, 재현기간과 관계없이 지속시간이 짧을 경우 확률강우량과 고도와의 선형 관계는 약해지는 것으로 나타났다.

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L 및 LH-모멘트법과 지역빈도분석에 의한 가뭄우량의 추정 (II)- LH-모멘트법을 중심으로 - (Estimation of Drought Rainfall by Regional Frequency Analysis Using L and LH-Moments (II) - On the method of LH-moments -)

  • 이순혁;윤성수;맹승진;류경식;주호길;박진선
    • 한국농공학회논문집
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    • 제46권5호
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    • pp.27-39
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    • 2004
  • In the first part of this study, five homogeneous regions in view of topographical and geographically homogeneous aspects except Jeju and Ulreung islands in Korea were accomplished by K-means clustering method. A total of 57 rain gauges were used for the regional frequency analysis with minimum rainfall series for the consecutive durations. Generalized Extreme Value distribution was confirmed as an optimal one among applied distributions. Drought rainfalls following the return periods were estimated by at-site and regional frequency analysis using L-moments method. It was confirmed that the design drought rainfalls estimated by the regional frequency analysis were shown to be more appropriate than those by the at-site frequency analysis. In the second part of this study, LH-moment ratio diagram and the Kolmogorov-Smirnov test on the Gumbel (GUM), Generalized Extreme Value (GEV), Generalized Logistic (GLO) and Generalized Pareto (GPA) distributions were accomplished to get optimal probability distribution. Design drought rainfalls were estimated by both at-site and regional frequency analysis using LH-moments and GEV distribution, which was confirmed as an optimal one among applied distributions. Design rainfalls were estimated by at-site and regional frequency analysis using LH-moments, the observed and simulated data resulted from Monte Carlotechniques. Design drought rainfalls derived by regional frequency analysis using L1, L2, L3 and L4-moments (LH-moments) method have shown higher reliability than those of at-site frequency analysis in view of RRMSE (Relative Root-Mean-Square Error), RBIAS (Relative Bias) and RR (Relative Reduction) for the estimated design drought rainfalls. Relative efficiency were calculated for the judgment of relative merits and demerits for the design drought rainfalls derived by regional frequency analysis using L-moments and L1, L2, L3 and L4-moments applied in the first report and second report of this study, respectively. Consequently, design drought rainfalls derived by regional frequency analysis using L-moments were shown as more reliable than those using LH-moments. Finally, design drought rainfalls for the classified five homogeneous regions following the various consecutive durations were derived by regional frequency analysis using L-moments, which was confirmed as a more reliable method through this study. Maps for the design drought rainfalls for the classified five homogeneous regions following the various consecutive durations were accomplished by the method of inverse distance weight and Arc-View, which is one of GIS techniques.

혼합분포함수를 적용한 최심신적설량에 대한 수문통계학적 빈도분석 (Statistical frequency analysis of snow depth using mixed distributions)

  • 박경운;김동욱;신지예;김태웅
    • 한국수자원학회논문집
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    • 제52권12호
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    • pp.1001-1009
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    • 2019
  • 최근 우리나라에서 폭설이 증가하고 있으며, 이로 인한 피해액 또한 증가하고 있다. 우리나라는 전국적으로 폭설로 인한 피해를 줄이기 위해 내설 설계기준 마련 등의 노력을 하고 있으나, 강설 자료의 특성으로 기준 설정에 어려움이 있다. 본 연구에서는 우리나라 남부 지역에 있는 진주, 창원, 합천 지점의 적설량에 대한 수문통계학적 빈도분석을 수행하여 최심신적설량에 대한 설계수문량을 정량적으로 산정하였다. 자료의 특성상 연도별 측정값이 '0'인 경우가 존재하여 기존의 빈도분석 방법을 적용할 경우 매개변수의 추정이 불가능한 상황도 발생한다. 이러한 문제를 해결하기 위하여 혼합분포함수를 이용하였고, 분포모형으로는 대수정규, 일반화 파레토, 일반화 극치, 감마, 검벨, 와이블 분포를 적용하였다. 적용 결과, 단일분포함수를 적용할 때 보다 혼합분포함수를 적용할 때 확률적설심이 더 작게 산정되었으며, 전체적으로 관측값이 간헐적으로 나타나는 지점에서 혼합분포함수의 적용성이 우수한 것으로 판단된다.

원/달러 환율 투자 손실률에 대한 극단분위수 추정 (Extreme Quantile Estimation of Losses in KRW/USD Exchange Rate)

  • 윤석훈
    • Communications for Statistical Applications and Methods
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    • 제16권5호
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    • pp.803-812
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    • 2009
  • 금융자료에 극단값이론을 적용하는 것은 위험관리에서 중요한 최신 통계기법 중의 하나라고 할 수 있다. 극단값분석에서 전통적으로 사용해 오던 연간 최대값방법은 시계열자료의 연간 최대값들에 대하여 일반화 극단값분포를 적합시키는 것이고, 최근 대안으로 널리 사용되고 있는 분계점 방법은 시계열자료 중 충분히 큰 하나의 분계점을 넘어서는 초과값들에 대하여 일반화파레토분포를 적합시키는 것이다. 그러나, 보다 실질적인 방법은 분계점을 넘어서는 초과값들을 하나의 점과정으로 해석하는 것인데, 즉 초과값들의 초과시점과 초과여분을 점근적으로 비동질 포아송과정을 갖는 하나의 2차원 점과정으로 간주하는 것이다. 본 논문에서는 이러한 2차원 비동질 포아송과정 모형을 1982.1.4부터 2008.12.31까지 수집된 원/달러 환율 시계열자료로부터 계산된 일별 환율투자손실률, 즉 일별 로그 손실률에 적용한다. 여기서 주된 관심은 10년 혹은 50년에 한번 정도 발생하는 대형 손실률 수준과 같은 극단분위수를 어떻게 추정하느냐 하는 것이다.

Extreme wind speeds from multiple wind hazards excluding tropical cyclones

  • Lombardo, Franklin T.
    • Wind and Structures
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    • 제19권5호
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    • pp.467-480
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    • 2014
  • The estimation of wind speed values used in codes and standards is an integral part of the wind load evaluation process. In a number of codes and standards, wind speeds outside of tropical cyclone prone regions are estimated using a single probability distribution developed from observed wind speed data, with no distinction made between the types of causal wind hazard (e.g., thunderstorm). Non-tropical cyclone wind hazards (i.e., thunderstorm, non-thunderstorm) have been shown to possess different probability distributions and estimation of non-tropical cyclone wind speeds based on a single probability distribution has been shown to underestimate wind speeds. Current treatment of non-tropical cyclone wind hazards in worldwide codes and standards is touched upon in this work. Meteorological data is available at a considerable number of United States (U.S.) stations that have information on wind speed as well as the type of causal wind hazard. In this paper, probability distributions are fit to distinct storm types (i.e., thunderstorm and non-thunderstorm) and the results of these distributions are compared to fitting a single probability distribution to all data regardless of storm type (i.e., co-mingled). Distributions fitted to data separated by storm type and co-mingled data will also be compared to a derived (i.e., "mixed") probability distribution considering multiple storm types independently. This paper will analyze two extreme value distributions (e.g., Gumbel, generalized Pareto). It is shown that mixed probability distribution, on average, is a more conservative measure for extreme wind speed estimation. Using a mixed distribution is especially conservative in situations where a given wind speed value for either storm type has a similar probability of occurrence, and/or when a less frequent storm type produces the highest overall wind speeds. U.S. areas prone to multiple non-tropical cyclone wind hazards are identified.

한국의 미세먼지 시계열 분석: 장기종속 시계열 혹은 비정상 평균변화모형? (Time Series Modelling of Air Quality in Korea: Long Range Dependence or Changes in Mean?)

  • 백창룡
    • 응용통계연구
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    • 제26권6호
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    • pp.987-998
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    • 2013
  • 이 논문에서는 한국의 대기질을 결정하는 중요한 수치인 미세먼지(PM10)에 대한 통계적 고찰을 한다. 2011년 매시 관찰된 자료 분석을 토대로 미세먼지가 매우 높은 시차에서도 강한 양의 상관관계를 가지는 장기 종속 시계열의 특징을 보임을 밝힌다. 또한 주변분포는 꼬리가 두터운 모형으로서 로그-정규분포보다는 일반화 파레토 분포가 훨씬 더 자료를 잘 적합함을 보인다. 하지만 이러한 높은 상관관계는 종종 단순한 평균변화 모형에 의한 그럴듯싸한 가짜 효과에 기인하기도 하여 통계모형을 세우는데 많은 혼동을 준다. 따라서 이 논문에서는 강한 종속성이 장기 종속 시계열에 의한 것인지 아니면 비정상 평균변화에 의한 것인지 근본적인 물리적 모형에 대한 논의를 통계적인 가설 검정을 통해 살펴본다. 그 결과 미세먼지의 강한 종속성은 구조변화에의한 착시 효과임을 밝힌다.

파랑 후측 모의 실험 기반 강릉항 폭풍파랑 분석 (Characteristics of Storm Waves at Gangneung port Based on the Wave Hindcasting)

  • 안경모;황순미;천후섭
    • 한국해안·해양공학회논문집
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    • 제28권6호
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    • pp.375-382
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    • 2016
  • 본 연구에서는 동해 전역에 대해서 파랑 후측 모의 실험을 실시하고, 이 결과를 바탕으로 너울성 파랑에 의해 큰 피해가 발생한 바 있는 강릉항 지역에서의 폭풍파랑 특성을 조사하였다. 이를 위해 먼저 본 연구의 파랑 후측 모의 실험 결과를 강릉항, 일본 Niigata, Hamada 등의 지점에서의 파랑관측 결과와 비교하였다. 이에 따르면, 본 연구의 파랑 계산 결과는 비교적 잘 일치하였는데, 강릉항의 경우, 유의파고 및 첨두주기의 Pearson 상관 계수는 각각 0.92, 0.72에 달하는 것으로 나타났다. 이 후 강릉항 파랑 계산 결과에 대해 극치 분석을 실시하였는데, 본 연구에서는 POT 기법을 적용하고, 추출된 폭풍파랑을 GPD(Generalized Pareto) 함수에 적용하여 파랑 계산 결과 얻은 폭풍파랑의 재현주기를 산정하였다. 본 연구의 분석에 따르면, 2008년 2월 24일 발생한 폭풍 파랑의 재현 주기는 8.2 개월로 1년이 되지 않는 것으로 파악되었다. 그리고 재현주기가 1개월 이상되는 폭풍파랑에 대해 회귀분석을 실시해 유의파고 및 유의파 주기의 관계식을 구하였는데, $T_{1/3}=7H_s^{0.25}$인 것으로 파악되었다.

국내 지역별 미세먼지 농도 리스크 분석 (Regional Analysis of Particulate Matter Concentration Risk in South Korea)

  • 오장욱;임태진
    • 한국안전학회지
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    • 제32권5호
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    • pp.157-167
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    • 2017
  • Millions of People die every year from diseases caused by exposure to outdoor air pollution. Especially, one of the most severe types of air pollution is fine particulate matter (PM10, PM2.5). South Korea also has been suffered from severe PM. This paper analyzes regional risks induced by PM10 and PM2.5 that have affected domestic area of Korea during 2014~2016.3Q. We investigated daily maxima of PM10 and PM2.5 data observed on 284 stations in South Korea, and found extremely high outlier. We employed extreme value distributions to fit the PM10 and PM2.5 data, but a single distribution did not fit the data well. For theses reasons, we implemented extreme mixture models such as the generalized Pareto distribution(GPD) with the normal, the gamma, the Weibull and the log-normal, respectively. Next, we divided the whole area into 16 regions and analyzed characteristics of PM risks by developing the FN-curves. Finally, we estimated 1-month, 1-quater, half year, 1-year and 3-years period return levels, respectively. The severity rankings of PM10 and PM2.5 concentration turned out to be different from region to region. The capital area revealed the worst PM risk in all seasons. The reason for high PM risk even in the yellow dust free season (Jun. ~ Sep.) can be inferred from the concentration of factories in this area. Gwangju showed the highest return level of PM2.5, even if the return level of PM10 was relatively low. This phenomenon implies that we should investigate chemical mechanisms for making PM2.5 in the vicinity of Gwangju area. On the other hand, Gyeongbuk and Ulsan exposed relatively high PM10 risk and low PM2.5 risk. This indicates that the management policy of PM risk in the west side should be different from that in the east side. The results of this research may provide insights for managing regional risks induced by PM10 and PM2.5 in South Korea.

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

  • 오장욱;임태진
    • 품질경영학회지
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    • 제47권1호
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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.

Wind-excited stochastic vibration of long-span bridge considering wind field parameters during typhoon landfall

  • Ge, Yaojun;Zhao, Lin
    • Wind and Structures
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    • 제19권4호
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    • pp.421-441
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    • 2014
  • With the assistance of typhoon field data at aerial elevation level observed by meteorological satellites and wind velocity and direction records nearby the ground gathered in Guangzhou Weather Station between 1985 and 2001, some key wind field parameters under typhoon climate in Guangzhou region were calibrated based on Monte-Carlo stochastic algorithm and Meng's typhoon numerical model. By using Peak Over Threshold method (POT) and Generalized Pareto Distribution (GPD), Wind field characteristics during typhoons for various return periods in several typical engineering fields were predicted, showing that some distribution rules in relation to gradient height of atmosphere boundary layer, power-law component of wind profile, gust factor and extreme wind velocity at 1-3s time interval are obviously different from corresponding items in Chinese wind load Codes. In order to evaluate the influence of typhoon field parameters on long-span flexible bridges, 1:100 reduced-scale wind field of type B terrain was reillustrated under typhoon and normal conditions utilizing passive turbulence generators in TJ-3 wind tunnel, and wind-induced performance tests of aero-elastic model of long-span Guangzhou Xinguang arch bridge were carried out as well. Furthermore, aerodynamic admittance function about lattice cross section in mid-span arch lib under the condition of higher turbulence intensity of typhoon field was identified via using high-frequency force-measured balance. Based on identified aerodynamic admittance expressions, Wind-induced stochastic vibration of Xinguang arch bridge under typhoon and normal climates was calculated and compared, considering structural geometrical non-linearity, stochastic wind attack angle effects, etc. Thus, the aerodynamic response characteristics under typhoon and normal conditions can be illustrated and checked, which are of satisfactory response results for different oncoming wind velocities with resemblance to those wind tunnel testing data under the two types of climate modes.