• Title/Summary/Keyword: L-moment method

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Comparison of Parameter Estimation Methods in A Kappa Distribution

  • Park Jeong-Soo;Hwang Young-A
    • Communications for Statistical Applications and Methods
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    • v.12 no.2
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    • pp.285-294
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    • 2005
  • This paper deals with the comparison of parameter estimation methods in a 3-parameter Kappa distribution which is sometimes used in flood frequency analysis. Method of moment estimation(MME), L-moment estimation(L-ME), and maximum likelihood estimation(MLE) are applied to estimate three parameters. The performance of these methods are compared by Monte-carlo simulations. Especially for computing MME and L-ME, three dimensional nonlinear equations are simplified to one dimensional equation which is calculated by the Newton-Raphson iteration under constraint. Based on the criterion of the mean squared error, L-ME (or MME) is recommended to use for small sample size( n$\le$100) while MLE is good for large sample size.

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

  • 이순혁;박명근;맹승진;정연수;김동주;류경식
    • Proceedings of the Korean Society of Agricultural Engineers Conference
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    • 1999.10c
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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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A Study of Gumbel Distribution by TL-Moment Method (TL-Moment 법을 이용한 Gumbel분포형에 관한 연구)

  • Lee, Jung-Sik;Shin, Chang-Dong;Lim, Seong-Jae
    • Proceedings of the Korea Water Resources Association Conference
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    • 2012.05a
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    • pp.327-331
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    • 2012
  • 본 연구에서는 실무에서 적용하고 있는 매개변수 산정방법인 L-moment 방법과 자료계열의 이상치를 고려하여 수정 제시된 TL-moment 방법을 비교 분석하여 빈도해석을 수행하는 경우, 보다 효율적인 매개 변수 산정방법으로 수공구조물 설계 및 재난방재계획에 합리적인 기준을 제시하고자 하였다. 산정방법의 비교를 위하여 서울특별시를 대상으로 강우자료를 수집하였으며, 국내 강우에 적합한 확률분포형으로 선정되어 있는 Gumbel 분포형에 적용하여 모멘트와 확률강우량을 산정하였다. 또한, 산정된 모멘트와 지속기간 25개, 재현기간 8개년의 확률강우량을 비교하여 타당성을 검토하였다. 본 연구의 수행으로 TL-moment 방법에 의한 모멘트의 변동폭이 L-moment 방법 보다 작게 산정되었으며, 산정된 확률강우량의 비교에서 이 상치의 보정이 확인되었다.

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

  • 이순혁
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.42 no.3
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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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Derivation of Relationship between Cross-site Correlation among data and among Estimators of L-moments for Generalize Extreme value distribution (Generalized Extreme Value 분포 자료의 교차상관과 L-모멘트 추정값의 교차상관의 관계 유도)

  • Jeong, Dae-Il
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.29 no.3B
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    • pp.259-267
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    • 2009
  • Generalized Extreme Value (GEV) distribution is recommended for flood frequency and extreme rainfall distribution in many country. L-moment method is the most common estimation procedure for the GEV distribution. In this study, the relationships between the cross-site correlations between extreme events and the cross-correlation of estimators of L-moment ratios (L-moment Coefficient of Variation (L-CV) and L-moment Coefficient of Skewness (L-CS)) for data generated from GEV distribution were derived by Monte Carlo simulation. Those relationships were fit to the simple power function. In this Monte Carlo simulation, GEV+ distribution were employed wherein unrealistic negative values were excluded. The simple power models provide accurate description of the relationships between cross-correlation of data and cross-correlation of L-moment ratios. Estimated parameters and accuracies of the power functions were reported for different GEV distribution parameters combinations. Moreover, this study provided a description about regional regression approach using Generalized Least Square (GLS) regression method which require the cross-site correlation among L-moment estimators. The relationships derived in this study allow regional GLS regression analyses of both L-CV and L-CS estimators that correctly incorporate the cross-correlation among GEV L-moment estimators.

Estimation of Reservoir Inflow Using Frequency Analysis (빈도분석에 의한 저수지 유입량 산정)

  • Maeng, Seung-Jin;Hwang, Ju-Ha;Shi, Qiang
    • Journal of The Korean Society of Agricultural Engineers
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    • v.51 no.3
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    • pp.53-62
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    • 2009
  • This study was carried out to select optimal probability distribution based on design accumulated monthly mean inflow from the viewpoint of drought by Gamma (GAM), Generalized extreme value (GEV), Generalized logistic (GLO), Generalized normal (GNO), Generalized pareto (GPA), Gumbel (GUM), Normal (NOR), Pearson type 3 (PT3), Wakeby (WAK) and Kappa (KAP) distributions for the observed accumulative monthly mean inflow of Chungjudam. L-moment ratio was calculated using observed accumulative monthly mean inflow. Parameters of 10 probability distributions were estimated by the method of L-moments with the observed accumulated monthly mean inflow. Design accumulated monthly mean inflows obtained by the method of L-moments using different methods for plotting positions formulas in the 10 probability distributions were compared by relative mean error (RME) and relative absolute error (RAE) respectively. It has shown that the design accumulative monthly mean inflow derived by the method of L-moments using Weibull plotting position formula in WAK and KAP distributions were much closer to those of the observed accumulative monthly mean inflow in comparison with those obtained by the method of L-moment with the different formulas for plotting positions in other distributions from the viewpoint of RME and RAE.

A new statistical moment-based structural damage detection method

  • Zhang, J.;Xu, Y.L.;Xia, Y.;Li, J.
    • Structural Engineering and Mechanics
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    • v.30 no.4
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    • pp.445-466
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    • 2008
  • This paper presents a novel structural damage detection method with a new damage index based on the statistical moments of dynamic responses of a structure under a random excitation. After a brief introduction to statistical moment theory, the principle of the new method is put forward in terms of a single-degree-of-freedom (SDOF) system. The sensitivity of statistical moment to structural damage is discussed for various types of structural responses and different orders of statistical moment. The formulae for statistical moment-based damage detection are derived. The effect of measurement noise on damage detection is ascertained. The new damage index and the proposed statistical moment-based damage detection method are then extended to multi-degree-of-freedom (MDOF) systems with resort to the leastsquares method. As numerical studies, the proposed method is applied to both single and multi-story shear buildings. Numerical results show that the fourth-order statistical moment of story drifts is a more sensitive indicator to structural stiffness reduction than the natural frequencies, the second order moment of story drift, and the fourth-order moments of velocity and acceleration responses of the shear building. The fourth-order statistical moment of story drifts can be used to accurately identify both location and severity of structural stiffness reduction of the shear building. Furthermore, a significant advantage of the proposed damage detection method lies in that it is insensitive to measurement noise.

A Study on the ALFD Design of Rolled Beams (압연형교의 ALFD설계에 관한 연구)

  • Chung, Kyung-Hee;Kim, Jin-Sung;Yang, Seung-Ie
    • Journal of the Korea institute for structural maintenance and inspection
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    • v.7 no.4
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    • pp.91-97
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    • 2003
  • The maximum moment may occur at interior supports of continuous bridges. If the bigger moment is applied on them, a local yielding at interior supports may occur. They may show plastic behaviors, and the moment will be redistributed. The strength design, L.F.D., redistributes 10% of the negative moment which is obtained from the elastic analysis. However, A.L.F.D method computes the moment which is redistributed. This moment is called automoment. The moment-rotation curve is needed to find automoment. In this paper moment-rotation curve for compact sections suggested from AASHTO Guide Specifications is used to find automoment. Based on A.L.F.D. limit states specification method, a three-span continuous bridge is designed.

The Reasonable Concrete-Placing Methods and Sequences of Composite Steel Bridge (강합성형 교량의 합리적인 타설방법과 순서에 관한 연구)

  • Jo, Byung-Wan;Seo, Sug-Gu
    • Journal of the Korea institute for structural maintenance and inspection
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    • v.3 no.2
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    • pp.205-212
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    • 1999
  • Recently, unexpected cracks in the concrete deck slab of composite steel bridges have been widely reported at an early age of concrete placing due to the concrete placing sequence and methods. Accordingly, the analytical research was carried out to verify the negative moment at an internal supports due to the several concrete pouring sequence and to determine the reasonable concrete placing method on the deck slab of composite steel bridge. The results show that the conventional concrete-placing method, which pours concrete first on the positive moment regions and then negative regions, leads to the minimum moment at an internal supports. However, the conventional method produces two impractical construction joints on every spans and makes field engineer to pour concrete continuously. In conclusion, this concrete-placing method was verified to be reasonable only when the construction joint was placed at the $\frac{5}{8}l{\sim}\frac{6}{8}l$ location of the middle span.

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