• 제목/요약/키워드: L-kurtosis

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A bivariate extension of the Hosking and Wallis goodness-of-fit measure for regional distributions

  • Kjeldsen, Thomas Rodding;Prosdocimi, Ilaria
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 2015년도 학술발표회
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    • pp.239-239
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    • 2015
  • This study presents a bivariate extension of the goodness-of-fit measure for regional frequency distributions developed by Hosking and Wallis [1993] for use with the method of L-moments. Utilising the approximate joint normal distribution of the regional L-skewness and L-kurtosis, a graphical representation of the confidence region on the L-moment diagram can be constructed as an ellipsoid. Candidate distributions can then be accepted where the corresponding the oretical relationship between the L-skewness and L-kurtosis intersects the confidence region, and the chosen distribution would be the one that minimises the Mahalanobis distance measure. Based on a set of Monte Carlo simulations it is demonstrated that the new bivariate measure generally selects the true population distribution more frequently than the original method. An R-code implementation of the method is available for download free-of-charge from the GitHub code depository and will be demonstrated on a case study of annual maximum series of peak flow data from a homogeneous region in Italy.

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Weibull-3 및 Wakeby 분포모형의 L-모멘트법에 의한 설계갈수량 비교분석 (Comparative Analysis of Deisgn Low Flow by L-moment in the Weibull-3 and Wakeby distributions)

  • 이순혁
    • 한국농공학회지
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    • 제42권3호
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    • pp.45-55
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    • 2000
  • This study was carried out to derive optimal design low flows bythe Weibull-3 and Wakeby distributions for the partial consecutive duration series at seven watersheds along Han. nagdong, Geum Yeongsan and Seomjin river systems. L-coefficient of variation L-skewness and L-kurtosis were calculated by the L-moment ratio respectively. Parameters were estimated by the method of L-Moments with consecutive duration. Design low flows obtained by method of L-Moments using with consecutive duration, Design low flows obtained by method of L-Moments using different methods for plotting positions formulas in the Weibull-3 and Wakeby distributions were compared by the Root Mean Square Errors(RMSE). It has shown that design low flows derived by the method of L-moments using Weivull plotting position formula in Wakeby distribution were much closer to those of the observed data in comparison with those obtained by the methods of L-moments with the different formulas for plotting positions in Weibull-3 distribution from the viewpoint of Root Mean Square Errors.

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Weibull -3 및 Wakeby 분포의 L-모멘크법에 의한 설계갈수량 비교분석 (Comparative Analysis of Design Drought Flow by L-Moment in the Weibull-3 and Wakeby distributions)

  • 이순혁;박종화;맹승진;류경식;지호근
    • 한국농공학회:학술대회논문집
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    • 한국농공학회 1999년도 Proceedings of the 1999 Annual Conference The Korean Society of Agricutural Engineers
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    • pp.531-536
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    • 1999
  • This study was carried out to derive optimal design drought flows by the Weibull-3 and Wakeby distributions for the annual drought flows series at seven watersheds along Han, Nagdong, Geum, Yeongsan and Seomjin river systems. L-coefficient of variation , L-skewness and L-kurtosis were calculated by the L-moment ratio respectivley. Parameters were estimated by the Methods o fL-Moments with continuous duration. Design drought flows obtained by Methods of L-Moments using Weibull plotting positions formula in the Weibull-3 and Wakeby distributions were compared by the Relative Mean Errors(RME), Relative Absolute Errors (RAE) and Root Mean Square Errors(RMSE). It has shown that design drought flows by the Wakeby distribution using method of L-moments are much closer to those of the observed data in comparison with those obtained by the Weibull-3 distribution using method of L-moments.

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

  • 이순혁;박명근;맹승진;정연수;김동주;류경식
    • 한국농공학회:학술대회논문집
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    • 한국농공학회 1998년도 학술발표회 발표논문집
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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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우리나라 강우자료의 무차원 L-moment ratio를 통한 Burr XII 분포의 수문학적 적용성 검토 (Applicability of the Burr XII distribution through dimensionless L-moment ratio of rainfall data in South Korea)

  • 서정호;신홍준;안현준;허준행
    • 한국수자원학회논문집
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    • 제50권3호
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    • pp.211-221
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    • 2017
  • 수문통계분야에서는 극치 사상을 해석하기 위해 generalized extreme value (GEV), generalized logistic (GLO), Gumbel (GUM) 모형과 같은 다양한 극치분포들을 사용하여 왔다. 특히 우리나라 강우 사상의 경우 다양한 극치분포 모형 중 GEV 분포와 Gumbel 분포가 비교적 적합한 것으로 알려져 있지만 하나의 형상매개변수를 가지고 있어 각 분포 모형이 나타낼 수 있는 통계적 특성에 한계를 가지고 있다. 이러한 점에서 두 개의 형상매개변수를 가지고 있어 분포 모형이 나타낼 수 있는 통계적 특성의 범위가 넓은 분포의 적용이 필요하다. 이에 본 연구에서는 두 개의 형상매개변수를 가지고 있어 다양한 통계적 특성을 표현할 수 있는 Burr XII 분포와 우리나라 620개 지점의 강우자료의 무차원 L-moment 비를 이용하여 우리나라 강우자료의 수문학적 적용성을 검토하였다. 이를 위해 Burr XII 분포의 L-moment ratio인 L-skewness와 L-kurtosis를 유도하고 그 관계식을 이용하여 L-moment diagram을 작성하고 620개 지점이 해당 영역에 포함되는 정도를 검토하여 그 적용성을 살펴보았다. 그 결과 L-skewness가 L-kurtosis보다 상대적으로 큰 한강 유역에 해당하는 지점들에 대한 Burr XII 분포의 적용성이 우수한 것으로 나타났으며, 이는 일반적으로 많이 사용되는 GEV 또는 Gumbel 분포를 대체할 수 있는 분포가 될 가능성을 보였다고 할 수 있다.

An Empirical Comparison of Ratio and PPS Strategies

  • Sahoo, L.N.;Dalabehera, M.
    • Journal of the Korean Statistical Society
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    • 제31권2호
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    • pp.143-152
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    • 2002
  • In an effort to make a right choice among ratio estimation strategies and PPS sampling strategies, we conduct an empirical investigation of the relative performances of three ratio estimation strategies and four PPS estimation strategies using a set of 12 natural populations. The quality of a strategy is measured in the traditional way, namely with the consideration of efficiency, achieved coverage rate of the nominal 99% confidence interval and approach to normality (asymmetry).

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

  • 이순혁
    • 한국농공학회지
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    • 제41권3호
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    • pp.41-50
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    • 1999
  • Derivatio of reasonable design floods was attempted by comparative analysis of design floods derived by Generalized Extreme Value(GEV) distribution using methods of L-moments and LH-moments for the annual maximum series at ten watersheds along Han, Nagdong. Geum, Yeongsan and Seomjin river systems, LH-coefficient of variation, LH-skewness and Lh-kurtosis were calcualted by KH-moment ration respectively. Paramenters were estimated by the Method of LH-Moments, Design floods obtained by Method of LH-Moments using different methods for plotting positionsi n GEV distribution and design floods were compared with those obtained using the Method of L-Moments by the Relative Mean Errors(RME) and Relative Absolute Errors(RAE). The results was found that design floods derived by the method of L-Moments and LH-Moments using Cunnane plotting position formula in the GEV distribution are much closer to those of the observed data in comparison with those obtained by methods of L-moments and LH-moments using the other formula for plotting positions from the viewpoint of Relative Mean Errors and Relative Absolute Errors. In viewpoint of the fact that hydrqulic structures including dams and levees are genrally using design floods with the return period of two hundred years or so, design floods derived by LH-Moments are seemed to be more reasonable than those of L-Moments in the GEV distribution.

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L-모멘트 및 LH-모멘트에 의한 GEV 분포모형의 실계홍수량의 유도 (Derivation of Design Flood by L-Moments and LH-Moments in GEV distributiion)

  • 이순혁;박명근;맹승진;정연수;김동주;류경식
    • 한국농공학회:학술대회논문집
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    • 한국농공학회 1999년도 Proceedings of the 1999 Annual Conference The Korean Society of Agricutural Engineers
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    • pp.479-485
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    • 1999
  • This study was conducted to derived design floods by Generalized Extreme Value(GEV) distributiion for the annual maximum series at ten watersheds along Han, Nagdong, Geum , Yeongsan and Seomjin river systems. Adequency for the analysis of flood data used in this study was established by the test of Independence, Homogeneity , detection of Outliers. Coefficient of variation , skewness and kurtosis were calculated by the L-Moment, and LH-Moment ratio respectively. Parameters were estimated by the Method of L-Method of LH-Moment. Design floods obtained by Method of L-Moments and LH-Moments using different methods for plotting positions in GEV distributions and were compared with those obatined using the Method of L-Moments and LH-Moments by the Relative Mean Errors and Realtive Absoulte Errors. It was found that desgin floods derived by the method of L-Moments and LH-Moments using Cunnane plotting position foumula in the GEV distribution are much closer to those of the observed data in comparison with those obtained by methods of L-moments and LH-moments using the other formula for poltting postions from the viewpoint of Relative Mean Errors and Relative Absoulte Errors. In view of the fact that hydraulic structures indcluding dams and levees are generally usiong design floods with the return period of two hundred years or so, design floods derived by LH-Moments are seemed to be more reasonable than those of L-Moments in the GEV distribution.

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다중 정규화 매개 변수를 이용한 혼합 norm 영상 복원 방식 (A Mixed Norm Image Restoration Algorithm Using Multi Regularization Parameters)

  • 최권열;김명진;홍민철
    • 한국통신학회논문지
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    • 제32권11C호
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    • pp.1073-1078
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    • 2007
  • 본 논문에서는 다중 정규화 매개 변수를 이용한 혼합 norm 영상 복원 방식을 제안한다. 임의의 분포를 갖는 첨가 노이즈를 효율적으로 제거하기 위해 정규화 완화 $l_2$ 함수와 정규화 완화 $l_4$ 함수를 결합한 새로운 혼합 norm 정규화 완화 함수가 유도된다. 각 완화 함수의 완화도를 제어하기 위해 개별적인 정규화 매개 변수가 정의되고, 정규화 완화 $l_2$ 함수와 정규화 완화 $l_4$ 함수의 상대적 기여도를 제어하기 위한 혼합 norm 정규화 매개 변수가 kurtosis를 이용해 정의된다. 안정적인 해를 얻기 위해 반복기법이 사용되었으며, 이들의 수렴 여부가 분석되었다. 다양한 분포를 갖는 첨가 노이즈가 실험에 사용되었으며, 이를 통해서 제안된 방식의 성능을 평가할 수 있었다.

L-Moments법에 의한 낙동강유역 월강우량의 지역가뭄빈도해석 (Regional Drought Frequency Analysis of Monthly Precipitation with L-Moments Method in Nakdong River Basin)

  • 김성원
    • 한국환경과학회지
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    • 제8권4호
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    • pp.431-441
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    • 1999
  • In this study, the regional frequency analysis is used to determine each subbasin drought frequency with reliable monthly precipitation and the L-Moments method which is almost unbiased and has very nearly a normal distribution is used for the parameter estimation of monthly precipitation time series in Nakdong river basin. As the result of this study, the duration of '93-'94 is most severe drought year than any other water year and the drought frequency is established as compared the regional frequency analysis result of cumulative precipitation of 12th duration months in each subbasin with that of 12th duration months in the major drought duration. The Linear regression equation is induced according to linear regression analysis of drought frequency between Nakdong total basin and each subbasin of the same drought duration. Therefore, as the foundation of this study, it can be applied proposed method and procedure of this study to the water budget analysis considering safety standards for the design of impounding facilities large-scale river basin and for this purpose, above all, it is considered that expansion of reliable preciptation data is needed in watershed rainfall station.

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