• Title/Summary/Keyword: Kolmogorov-Smirnov goodness-of-fit test

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Analysis of extreme wind speed and precipitation using copula (코플라함수를 이용한 극단치 강풍과 강수 분석)

  • Kwon, Taeyong;Yoon, Sanghoo
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.4
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    • pp.797-810
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    • 2017
  • The Korean peninsula is exposed to typhoons every year. Typhoons cause huge socioeconomic damage because tropical cyclones tend to occur with strong winds and heavy precipitation. In order to understand the complex dependence structure between strong winds and heavy precipitation, the copula links a set of univariate distributions to a multivariate distribution and has been actively studied in the field of hydrology. In this study, we carried out analysis using data of wind speed and precipitation collected from the weather stations in Busan and Jeju. Log-Normal, Gamma, and Weibull distributions were considered to explain marginal distributions of the copula. Kolmogorov-Smirnov, Cramer-von-Mises, and Anderson-Darling test statistics were employed for testing the goodness-of-fit of marginal distribution. Observed pseudo data were calculated through inverse transformation method for establishing the copula. Elliptical, archimedean, and extreme copula were considered to explain the dependence structure between strong winds and heavy precipitation. In selecting the best copula, we employed the Cramer-von-Mises test and cross-validation. In Busan, precipitation according to average wind speed followed t copula and precipitation just as maximum wind speed adopted Clayton copula. In Jeju, precipitation according to maximum wind speed complied Normal copula and average wind speed as stated in precipitation followed Frank copula and maximum wind speed according to precipitation observed Husler-Reiss copula.

A Study on the Simulation of Monthly Discharge by Markov Model (Markov모형에 의한 월유출량의 모의발생에 관한 연구)

  • 이순혁;홍성표
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.31 no.4
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    • pp.31-49
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    • 1989
  • It is of the most urgent necessity to get hydrological time series of long duration for the establishment of rational design and operation criterion for the Agricultural hydraulic structures. This study was conducted to select best fitted frequency distribution for the monthly runoff and to simulate long series of generated flows by multi-season first order Markov model with comparison of statistical parameters which are derivated from observed and sy- nthetic flows in the five watersheds along Geum river basin. The results summarized through this study are as follows. 1. Both two parameter gamma and two parameter lognormal distribution were judged to be as good fitted distributions for monthly discharge by Kolmogorov-Smirnov method for goodness of fit test in all watersheds. 2. Statistical parameters were obtained from synthetic flows simulated by two parameter gamma distribution were closer to the results from observed flows than those of two para- meter lognormal distribution in all watersheds. 3. In general, fluctuation for the coefficient of variation based on two parameter gamma distribution was shown as more good agreement with the observed flow than that of two parameter lognormal distribution. Especially, coefficient of variation based on two parameter lognormal distribution was quite closer to that of observed flow during June and August in all years. 4. Monthly synthetic flows based on two parameter gamma distribution are considered to give more reasonably good results than those of two parameter lognormal distribution in the multi-season first order Markov model in all watersheds. 5. Synthetic monthly flows with 100 years for eack watershed were sjmulated by multi- season first order Markov model based on two parameter gamma distribution which is ack- nowledged to fit the actual distribution of monthly discharges of watersheds. Simulated sy- nthetic monthly flows may be considered to be contributed to the long series of discharges as an input data for the development of water resources. 6. It is to be desired that generation technique of synthetic flow in this study would be compared with other simulation techniques for the objective time series.

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Derivation of Optimal Design Flood by L-Moments and LB-Moments ( I ) - On the method of L-Moments - (L-모멘트 및 LH-모멘트 기법에 의한 적정 설계홍수량의 유도( I ) - L-모멘트법을 중심으로 -)

  • 이순혁;박명근;맹승진;정연수;김동주;류경식
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.40 no.4
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    • pp.45-57
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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 Errors(RME) and Relative Absolute Errors(RAE). The results were analyzed and summarized as follows. 1. Adequacy for the analysis of flood data was acknowledged by the tests of Independence, Homogeneity and detection of Outliers. 2. GEV distribution used in this study was found to be more suitable one than Pearson type 3 distribution by the goodness of fit test using Kolmogorov-Smirnov test and L-Moment ratios diagram in the applied watersheds. 3. Parameters for GEV distribution were estimated using Methods of Moments and L-Moments. 4. Design floods were calculated by Methods of Moments and L-Moments in GEV distribution. 5. 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 from the viewpoint of Relative Mean Errors and Relative Absolute Errors.

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A Study on the Evaluation of Probable Snowfall Depth in Korea (우리나라의 확률적설량 산정에 관한 연구)

  • Lee, Jae-Joon;Jung, Young-Hoon;Lee, Sang-Won
    • Journal of the Korean Society of Hazard Mitigation
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    • v.7 no.2 s.25
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    • pp.53-63
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    • 2007
  • This study is to evaluate the probable snowfall depth by the point frequency analysis and to draw the map of probable snowfall depth in Korea. The 14 probability distributions which has been widely used in hydrologic frequency analysis are applied to the annual maximum depth of snowfall data. The parameters of each probability distribution are estimated by method of moments, maximum likelihood method and method of probability weighted moments. The estimated parameters were checked by parameter validity conditions of each assumed probability distribution. Four tests that are $X^2-test$, Kolmogorov-Smirnov test, Cramer von Mises test and probability plot correlation coefficient test are used in this study to determine the goodness of fit of the distributions. Mostly the 2-parameter gamma distribution was determined as appropriate distribution for the annual maximum new snowfall depth. The probable snowfall depth were obtained from appropriate distribution for the selected return periods and the maps of probable snowfall depth were presented. It will be useful to specify the snowfall load for the design of agricultural facilities such as vinyl house and cattle shed.

A Study on the Statistical Distribution of Rebound Number and Ultrasonic Pulse Velocity in RC and PSC Concrete Structures (RC 및 PSC 콘크리트에서 반발도 및 초음파 속도의 변화에 대한 연구)

  • Sa, Min-Hyung;Yoon, Young-Geun;Lee, In-Bok;Woo, In-Sung;Oh, Tae Keun
    • Journal of the Korean Society of Safety
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    • v.32 no.4
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    • pp.53-58
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    • 2017
  • The rebound hammer test and the measurement of ultrasonic pulse velocity(UPV) have been widely used for the physical properties & condition evaluation of reinforced & prestressed concrete structures for a long time, but the acoustoelastic effects by the prestressing in the prestressed concrete structures on the rebound number and ultrasonic pulse velocity have not been studied clearly. Therefore, this study investigated the data distribution of the rebound numbers and ultrasonic pulse velocities in reinforced and prestressed concrete slabs of $3000{\times}3000mm$ with a thickness of 250 mm. Also, the Kolmogorov-Smirnov goodness-of-fit test was done in order to identify statistical consistency and reliability. The statistical analysis results show that the rebound number and ultrasonic pulse velocities increased about 1.9% and 2.5%, respectively when prestressing was applied. As expected, the UPV shows better statistical reliability and potential for in situ evaluation than the RB because the RB are more sensitive to testing posture, surface condition, temperature and humidity so on. The experimental data in this study can be used for the condition assessment of reinforced and prestressed concrete structures by the rebound number and ultrasonic pulse velocity.

Studies on the Stochastic Generation of Long Term Runoff (1) (장기유출랑의 추계학적 모의 발생에 관한 연구 (I))

  • 이순혁;맹승진;박종국
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.35 no.3
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    • pp.100-116
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    • 1993
  • It is experienced fact that unreasonable design criterion and unsitable operation management for the agricultural structures including reservoirs based on short terms data of monthly flows have been brought about not only loss of lives, but also enormous property damage. For the solution of this point at issue, this study was conducted to simulate long series of synthetic monthly flows by multi-season first order Markov model with selection of best fitting frequency distribution and to make a comparison of statistical parameters between observed and synthetic flows of six watersheds in Yeong San and Seom Jin river systems. The results obtained through this study can be summarized as follows. 1.Both Gamma and two parameter lognormal distribution were found to be suitable ones for monthly flows in all watersheds by Kolmogorov-Smirnov test while those distributions were judged to be unfitness in Nam Pyeong of Yeong San and Song Jeong and Ab Rog watersheds of Seom Jin river systems in the $\chi$$^2$ goodness of fit test. 2.Most of the arithmetic mean values for synthetic monthly flows simulated by Gamma distribution are much closer to the results of the observed data than those of two parameter lognomal distribution in the applied watersheds. 3.Fluctuation for the coefficient of variation derived by Gamma distribution was shown in general as better agreement with the results of the observed data than that of two parameter lognormal distribution in the applied watersheds both in Yeong San and Seom Jin river systems. Especially, coefficients of variation calculated by Gamma distribution are seemed to be much closer to those of the observed data during July and August. 4.It can be concluded that synthetic monthly flows simulated by Gamma distribution are seemed to be much closer to the observed data than those by two parameter lognormal distribution in the applied watersheds. 5.It is to be desired that multi-season first order Markov model based on Gamma distribution which is confirmed as a good fitting one in this study would be compared with Harmonic synthetic model as a continuation follows.

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Statistical Probability Analysis of Storage Temperatures of Domestic Refrigerator as a Risk Factor of Foodborne Illness Outbreak (식중독 발생 위해인자로서 가정용 냉장고의 온도에 대한 확률분포 분석)

  • Bahk, Gyung-Jin
    • Korean Journal of Food Science and Technology
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    • v.42 no.3
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    • pp.373-376
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    • 2010
  • The objective of this study was to present the proper probability distribution model based on the data obtained from surveys on domestic refrigerator food storage temperatures in home. Domestic refrigerator temperatures were determined as risk factors in foodborne disease outbreaks for microbial risk assessment (MRA). The temperature was measured by directly visiting 139 homes using a data logger from May to September of 2009. The overall mean temperature for all the refrigerators in the survey was $3.53{\pm}2.96^{\circ}C$, with 23.6% of the refrigerators measuring above $5^{\circ}C$. Probability distributions were also created using @RISK program based on the measured temperature data. Statistical ranking was determined by the goodness of fit (GOF, i.e., the Kolmogorov-Smirnov (KS) or Anderson-Darling (AD) test) to determine the proper probability distribution model. This result showed that the LogLogistic (-10.407, 13.616, 8.6107) distribution was found to be the most appropriate for the MRA model. The results of this study might be directly used as input variables in exposure evaluation for conducting MRA.

A Study on the Estimation of Irrigation Water for Sewage Treated Water Reuse for Agriculture (하수처리수의 농업용수 재이용을 위한 관개수량 산정방법에 관한 연구)

  • Cho, Hyun Kyung;Kim, Sang Min
    • Journal of The Korean Society of Agricultural Engineers
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    • v.61 no.2
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    • pp.97-104
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    • 2019
  • The purpose of this study was to establish the estimation method of irrigation water amount for sewage treated water reuse for agricultural purpose. To calculate the irrigation water amount, we adopted Penman-Monteith for potential evapotranspiration estimation and applied crop coefficient and irrigation efficiency factor. We developed the irrigation water amount calculation program using C language in Xcode environment. The target district for calculation is having 259 ha of agricultural land located near the Jinyeong Clear Water Circulation Center in Hanrim-myeon, Gimhae city. The meteorological data of the study area were obtained from Changwon weather station from 1986 to 2017. Calculated average and maximum of annual mean potential evapotranspiration were 2.72 mm/day and 6.22 mm/day, respectively. We used K-S (Kolmogorov-Smirnov) for goodness-of-fit test to find optimal probability distribution of annual mean and maximum evapotranspiration. As a result, the normal distribution was selected for the appropriate distribution. The annual mean and maximum potential evapotranspiration for 10-year return period by applying normal distribution were 2.88 mm/day and 6.76 mm/day, respectively. Assuming that the irrigation efficiency is 80%, the irrigation water requirement was calculated as $36.05m^3/day/ha$ and $84.45m^3/day/ha$, respectively, when annual mean and maximum potential evapotranspiration were applied. The actual irrigation water amount can be calculated by applying the crop coefficient and cropping days for the study area based on the developed irrigation water amount estimation program in this study.

Estimation of Berthing Velocity Using Probability Distribution Characteristics in Tanker Terminal (확률분포 특성을 이용한 탱커부두에서의 선박접안속도 예측값 추정)

  • Lee, Sang-Won;Cho, Jang-Won;Cho, Ik-Soon
    • Journal of Navigation and Port Research
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    • v.43 no.3
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    • pp.186-196
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    • 2019
  • Berthing energy is majorly influenced by the berthing velocity. It is necessary to design an appropriate berthing velocity for each pier, since excessive berthing velocity can cause berthing accident causing damage to the ship and pier. In this study, as a statistical approach for berthing velocity, the probability distributions suitable for the berthing velocities were confirmed using the K-S test, the A-D test and the Q-Q plot. As a result, the frequency distribution of the berthing velocity was found to be suitable using the Weibull distribution as well as the lognormal distribution. Additionally, the predicted values obtained through estimation of the berthing velocity using the concept of probability of exceedance in this study is proposed as a reference of design berthing velocity. It can be observed that the design berthing velocity is set to be somewhat low so that it does not practically match with the reality. This study and its results can be expected to contribute to the development of a proper design velocity calculation method.

Median Control Chart for Nonnormally Distributed Processes (비정규분포공정에서 메디안특수관리도 통용모형설정에 관한 실증적 연구(요약))

  • 신용백
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.10 no.16
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    • pp.101-106
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    • 1987
  • Statistical control charts are useful tools to monitor and control the manufacturing processes and are widely used in most Korean industries. Many Korean companies, however, do not always obtain desired results from the traditional control charts by Shewhart such as the $\bar{X}$-chart, $\bar{X}$-chart, $\bar{X}$-chart, etc. This is partly because the quality charterstics of the process are not distributed normally but are skewed due to the intermittent production, small lot size, etc. In Shewhart $\bar{X}$-chart. which is the most widely used one in Kora, such skewed distributions make the plots to be inclined below or above the central line or outside the control limits although no assignable causes can be found. To overcome such shortcomings in nonnormally distributed processes, a distribution-free type of confidence interval can be used, which should be based on order statistics. This thesis is concerned with the design of control chart based on a sample median which is easy to use in practical situation and therefore properties for nonnormal distributions may be easily analyzed. Control limits and central lines are given for the more famous nonnormal distributions, such as Gamma, Beta, Lognormal, Weibull, Pareto, Truncated-normal distributions. Robustness of the proposed median control chart is compared with that of the $\bar{X}$-chart; the former tends to be superior to the latter as the probability distribution of the process becomes more skewed. The average run length to detect the assignable cause is also compared when the process has a Normal or a Gamma distribution for which the properties of X are easy to verify, the proposed chart is slightly worse than the $\bar{X}$-chart for the normally distributed product but much better for Gamma-distributed products. Average Run Lengths of the other distributions are also computed. To use the proposed control chart, the probability distribution of the process should be known or estimated. If it is not possible, the results of comparison of the robustness force us to use the proposed median control chart based oh a normal distribution. To estimate the distribution of the process, Sturge's formula is used to graph the histogram and the method of probability plotting, $\chi$$^2$-goodness of fit test and Kolmogorov-Smirnov test, are discussed with real case examples. A comparison of the proposed median chart and the $\bar{X}$ chart was also performed with these examples and the median chart turned out to be superior to the $\bar{X}$-chart.

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