• Title/Summary/Keyword: Gumbel Distribution

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Low Flow Frequency Analysis of Steamflows Simulated from the Stochastically Generated Daily Rainfal Series (일 강우량의 모의 발생을 통한 갈수유량 계열의 산정 및 빈도분석)

  • Kim, Byeong-Sik;Gang, Gyeong-Seok;Seo, Byeong-Ha
    • Journal of Korea Water Resources Association
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    • v.32 no.3
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    • pp.265-279
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    • 1999
  • In this study, one of the techniques on the extension of low flow series has been developed, in which the daily streamflows were simulated by the Tank model with the input of extended daily rainfall series which were stochastically generated by the Markov chain model. The annual lowest flow serried for each of the given durations were formulated form the simulated daily streamflow sequences. The frequency of the estimated annual lowest flow series was analyzed. The distribution types to be used for the frequency analysis were two-parameter and three-parameter log-normal distribution, two-parameter and three-parameter Gamma distribution, three-parameter log-Gamma distribution, Gumbel distribution, and Weibull distribution, of which parameters were estimated by the moment method and the maximum likelihood method. The goodness-of-fit test for probability distribution is evaluated by the Kolmogorov-Sminrov test. The fitted distribution function for each duration series is applied to frequency analysis for developing duration-low flow-frequency curves at Yongdam Dam station. It was shown that the purposed technique in this study is available to generate the daily streamflow series with fair accuracy and useful to determine the probabilistic low flow in the watersheds having the poor historic records of low flow series.

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Derived I-D-F Curve in Seoul Using Bivariate Precipitation Frequency Analysis (이변량 강우 빈도해석을 이용한 서울지역 I-D-F 곡선 유도)

  • Kwon, Young-Moon;Kim, Tae-Woong
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.29 no.2B
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    • pp.155-162
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    • 2009
  • Univariate frequency analyses are widely used in practical hydrologic design. However, a storm event is usually characterized by amount, intensity, and duration of the storm. To fully understand these characteristics and to use them appropriately in hydrologic design, a multivariate statistical approach is necessary. This study applied a Gumbel mixed model to a bivariate storm frequency analysis using hourly rainfall data collected for 46 years at the Seoul rainfall gauge station in Korea. This study estimated bivariate return periods of a storm such as joint return periods and conditional return periods based on the estimation of joint cumulative distribution functions of storm characteristics. These information on statistical behaviors of a storm can be of great usefulness in the analysis and assessment of the risk associated with hydrologic design problems.

The Comparative Study for Software Reliability Models Based on NHPP (NHPP에 기초한 소프트웨어 신뢰도 모형에 대한 비교연구)

  • Gan, Gwang-Hyeon;Kim, Hui-Cheol;Lee, Byeong-Su
    • The KIPS Transactions:PartD
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    • v.8D no.4
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    • pp.393-400
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    • 2001
  • This paper presents a stochastic model for the software failure phenomenon based on a nonhomogeneous Poisson process (NHPP). The failure process is analyzed to develop a suitable mean value function for the NHPP ; expressions are given for several performance measure. Actual software failure data are compared with generalized model by Goel dependent on the constant reflecting the quality of testing. The performance measures and parametric inferences of the new models, Rayleigh and Gumbel distributions, are discussed. The results of the new models are applied to real software failure data and compared with Goel-Okumoto and Yamada, Ohba and Osaki models. Tools of parameter inference was used method of the maximun likelihood estimate and the bisection algorithm for the computing nonlinear root. In this paper, using the sum of the squared errors, model selection was employed. The numerical example by NTDS data was illustrated.

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Concept of Trend Analysis of Hydrologic Extreme Variables and Nonstationary Frequency Analysis (극치수문자료의 경향성 분석 개념 및 비정상성 빈도해석)

  • Lee, Jeong-Ju;Kwon, Hyun-Han;Kim, Tae-Woong
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.30 no.4B
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    • pp.389-397
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    • 2010
  • This study introduced a Bayesian based frequency analysis in which the statistical trend analysis for hydrologic extreme series is incorporated. The proposed model employed Gumbel extreme distribution to characterize extreme events and a fully coupled bayesian frequency model was finally utilized to estimate design rainfalls in Seoul. Posterior distributions of the model parameters in both Gumbel distribution and trend analysis were updated through Markov Chain Monte Carlo Simulation mainly utilizing Gibbs sampler. This study proposed a way to make use of nonstationary frequency model for dynamic risk analysis, and showed an increase of hydrologic risk with time varying probability density functions. The proposed study showed advantage in assessing statistical significance of parameters associated with trend analysis through statistical inference utilizing derived posterior distributions.

Estimation on Chemical Water Quality Suitability Index for 4 Species of the Mayfly Genus Ephemera (Ephemeroptera: Ephemeridae) Using Probability Distribution Models (확률분포모형을 이용한 하루살이속(Ephemera) 4종에 대한 화학적 수질 적합도지수 평가)

  • Bongjun Jung;Dongsoo Kong
    • Journal of Korean Society on Water Environment
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    • v.39 no.6
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    • pp.475-490
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    • 2023
  • Chemical water quality suitability for species (Ephemera strigata, Ephemera separigata, and Ephemera orientalis-sachalinensis group) of the mayfly genus Ephemera (Order Ephemeroptera) was analyzed with probability distribution models (Exponential, Normal, Lognormal, Logistic, Weibull, Gamma, Beta, Gumbel). Data was collected from 23,957 sampling units of 6,664 sites in Korea from 2010 to 2021. E. orientalis-sachalinensis occurred at the range of BOD5 0.3~11.1 mg/L (the best-fit Lognormal model); T-P 0.007~0.769 mg/L (the Gumbel model); TSS 0.4~142.2 mg/L (the Lognormal model). E. strigata occurred at the range of BOD5 0.4~7.4 mg/L (the Gumbel model); T-P 0.007~0.254 mg/L (the Lognormal model); TSS 0.4~17.1 mg/L (the Lognormal model). E. separigata occurred at the range of BOD5 0.4~2.6 mg/L (the R-Weibull model); T-P 0.007~0.134 mg/L (the Lognormal model); TSS 0.7~10.0 mg/L (the Lognormal model). Habitat suitability range of E. orientalis-sachalinensis was estimated to be 0.4~1.9 mg/L (BOD5), 0.024~0.086 mg/L (T-P), 2.5~22.4 mg/L (TSS); that of E. strigata was 0.4~0.7 mg/L (BOD5), 0.007~0.018 mg/L (T-P), 0.0~1.7 mg/L (TSS); that of E. separigata was 0.0~0.4 mg/L (BOD5), 0.000~0.015 mg/L (T-P), 0.5~3.1 mg/L (TSS). In a relative comparision, E. orientalis-sachalinensis was estimated to be eurysaprobic, and narrowly adapted in high levels of T-P and TSS, E. strigata was estimated to be oligosaprobic and adapted in low levels of T-P and TSS, and E. separigata was estimated to be stenooligosaprobic and widely adapted in low level of T-P and TSS.

Estimation of grid-type precipitation quantile using satellite based re-analysis precipitation data in Korean peninsula (위성 기반 재분석 강수 자료를 이용한 한반도 격자형 확률강수량 산정)

  • Lee, Jinwook;Jun, Changhyun;Kim, Hyeon-joon;Byun, Jongyun;Baik, Jongjin
    • Journal of Korea Water Resources Association
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    • v.55 no.6
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    • pp.447-459
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    • 2022
  • This study estimated the grid-type precipitation quantile for the Korean Peninsula using PERSIANN-CCS-CDR (Precipitation Estimation from Remotely Sensed Information using Artificial Neural Networks-Cloud Classification System-Climate Data Record), a satellite based re-analysis precipitation data. The period considered is a total of 38 years from 1983 to 2020. The spatial resolution of the data is 0.04° and the temporal resolution is 3 hours. For the probability distribution, the Gumbel distribution which is generally used for frequency analysis was used, and the probability weighted moment method was applied to estimate parameters. The duration ranged from 3 hours to 144 hours, and the return period from 2 years to 500 years was considered. The results were compared and reviewed with the estimated precipitation quantile using precipitation data from the Automated Synoptic Observing System (ASOS) weather station. As a result, the parameter estimates of the Gumbel distribution from the PERSIANN-CCS-CDR showed a similar pattern to the results of the ASOS as the duration increased, and the estimates of precipitation quantiles showed a rather large difference when the duration was short. However, when the duration was 18 h or longer, the difference decreased to less than about 20%. In addition, the difference between results of the South and North Korea was examined, it was confirmed that the location parameters among parameters of the Gumbel distribution was markedly different. As the duration increased, the precipitation quantile in North Korea was relatively smaller than those in South Korea, and it was 84% of that of South Korea for a duration of 3 h, and 70-75% of that of South Korea for a duration of 144 h.

Derivation of Modified Anderson-Darling Test Statistics and Power Test for the Gumbel Distribution (Gumbel 분포형의 수정 Anderson-Darling 검정통계량 유도 및 기각력 검토)

  • Shin, Hong-Joon;Sung, Kyung-Min;Heo, Jun-Haeng
    • Journal of Korea Water Resources Association
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    • v.43 no.9
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    • pp.813-822
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    • 2010
  • An important problem in frequency analysis is the estimation of the quantile for a certain return period. In frequency analysis an assumed probability distribution is fitted to the observed sample data to estimate the quantile at the upper tail corresponding to return periods which are usually much larger than the record length. In most cases, the selection of an appropriate probability distribution is based on goodness of fit tests. The goodness of fit test method can be described as a method for examining how well sample data agrees with an assumed probability distribution as its population. However it gives generally equal weight to differences between empirical and theoretical distribution functions corresponding to all the observations. In this study, the modified Anderson-Darling (AD) test statistics are provided using simulation and the power study are performed to compare the efficiency of other goodness of fit tests. The power test results indicate that the modified AD test has better rejection performances than the traditional tests. In addition, the applications to real world data are discussed and shows that the modified AD test may be a powerful test for selecting an appropriate distribution for frequency analysis when extreme cases are considered.

Using Various Order Probability Weighted Moments for the Parameter Estimation of Appropriate Distribution Functions (여러 차수의 확률 가중 모멘트를 이용한 적정 분포함수의 매개변수 추정)

  • Lee, Kil Seong;Kim, Ji Young
    • Proceedings of the Korea Water Resources Association Conference
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    • 2004.05b
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    • pp.635-639
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    • 2004
  • 댐과 같은 구조물의 설계시 큰 강우량에 내한 분포함수의 적합성을 놀일 필요가 있다. 이에 대해 Wang (1997a and b)은 큰 설계량에 내한 적합성을 놀이기 위해 LH 모멘트와 고차 PWM(higher Probability Weighted Moments)방법을 제안하였다. 따라서 본 연구에서는 우리나라의 자 지역별로 대표적인 4개 지점의 일 강우량 자료를 사용하여 제안된 고차 PWM 방법의 적용성을 살펴보았다. 그 과정으로 가장 낮은 차수인 일반적인 PWM 방법과 더 높은 차수의 PWM 방법을 이용하여, GEV(Generalized Extreme Value) 분포와 Gumbel 분포에 대한 매개변수를 추정한 후 이 추정치를 확률지에 실측치와 함께 도시하여 결과를 비교하였다. 그리고 PPCC(Probability Plot Correlation Coefficient) 적합도 검정결과를 통해 추정된 매개변수의 적합성을 확인하였다.

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Clustering of extreme winds in the mixed climate of South Africa

  • Kruger, A.C.;Goliger, A.M.;Retief, J.V.;Sekele, S.S.
    • Wind and Structures
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    • v.15 no.2
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    • pp.87-109
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    • 2012
  • A substantial part of South Africa is subject to more than one strong wind source. The effect of that on extreme winds is that higher quantiles are usually estimated with a mixed strong wind climate estimation method, compared to the traditional Gumbel approach based on a single population. The differences in the estimated quantiles between the two methods depend on the values of the Gumbel distribution parameters for the different strong wind mechanisms involved. Cluster analysis of the distribution parameters provides a characterization of the effect of the relative differences in their values, and therefore the dominance of the different strong wind mechanisms. For gusts, cold fronts tend to dominate over the coastal and high-lying areas, while other mechanisms, especially thunderstorms, are dominant over the lower-lying areas in the interior. For the hourly mean wind speeds cold fronts are dominant in the south-west, south and east of the country. On the West Coast the ridging of the Atlantic Ocean high-pressure system dominate in the south, while the presence of a deep trough or coastal low pressure system is the main strong wind mechanism in the north. In the central interior cold fronts tend to share their influence almost equally with other synoptic-scale mechanisms.

Application of a Non-stationary Frequency Analysis Method for Estimating Probable Precipitation in Korea (전국 확률강수량 산정을 위한 비정상성 빈도해석 기법의 적용)

  • Kim, Gwang-Seob;Lee, Gi-Chun
    • Journal of The Korean Society of Agricultural Engineers
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    • v.54 no.5
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    • pp.141-153
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    • 2012
  • In this study, we estimated probable precipitation amounts at the target year (2020, 2030, 2040) of 55 weather stations in Korea using the 24 hour annual maximum precipitation data from 1973 through 2009 which should be useful for management of agricultural reservoirs. Not only trend tests but also non-stationary tests were performed and non-stationary frequency analysis were conducted to all of 55 sites. Gumbel distribution was chosen and probability weighted moment method was used to estimate model parameters. The behavior of the mean of extreme precipitation data, scale parameter, and location parameter were analyzed. The probable precipitation amount at the target year was estimated by a non-stationary frequency analysis using the linear regression analysis for the mean of extreme precipitation data, scale parameter, and location parameter. Overall results demonstrated that the probable precipitation amounts using the non-stationary frequency analysis were overestimated. There were large increase of the probable precipitation amounts of middle part of Korea and decrease at several sites in Southern part. The non-stationary frequency analysis using a linear model should be applicable to relatively short projection periods.