• 제목/요약/키워드: 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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    • 제12권2호
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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.

TL-Moment 법을 이용한 Gumbel분포형에 관한 연구 (A Study of Gumbel Distribution by TL-Moment Method)

  • 이정식;신창동;임성재
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 2012년도 학술발표회
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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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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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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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Generalized Extreme Value 분포 자료의 교차상관과 L-모멘트 추정값의 교차상관의 관계 유도 (Derivation of Relationship between Cross-site Correlation among data and among Estimators of L-moments for Generalize Extreme value distribution)

  • 정대일
    • 대한토목학회논문집
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    • 제29권3B호
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    • pp.259-267
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    • 2009
  • GEV분포는 세계 여러 나라에서 홍수와 극한강우 등의 빈도분포로 널리 활용되고 있다. L-모멘트법은 GEV분포의 매개변수 추정을 위해 일반적으로 사용되고 있는 추정법이다. 본 연구에서는 Monte Carlo 실험을 이용하여 GEV분포를 따르는 서로 다른 두 지점의 자료의 교차상관계수를 이용하여 L-모멘트 추정값인 L-변동계수와 L-왜도계수들 간의 교차상관계수를 Simple Power 함수를 이용하여 유도하였다. 실험과정에서 생성된 비현실적이며 실험결과에 큰 영향을 미치는 음수값들을 배재한 GEV+분포를 이용하였다. 결과로, Simple Power 함수가 두지점간 자료의 교차상관과 L-모멘트 추정값들간의 교차상관 계수의 관계를 잘 모사하고 있음을 확인하였다. 다양한 GEV 분포의 매개변수 조합에 대한 Simple Power 함수의 매개변수 추정값과 정확성은 표로 제시하였다. 또한 위 연구결과를 활용할 수 있는 Generalised Least Square(GLS) 지역회귀 기법에 대해 설명하였다. 따라서 본 연구에서 도출된 관계식은 향후 GLS 회귀식을 이용한 GEV 분포의 지역 매개변수를 추정하는데 있어 L-모멘트 추정값들간의 정확한 교차상관관계를 제시할 수 있을 것으로 기대한다.

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

  • 맹승진;황주하;시강
    • 한국농공학회논문집
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    • 제51권3호
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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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    • 제30권4호
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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.

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

  • 정경희;김진성;양승이
    • 한국구조물진단유지관리공학회 논문집
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    • 제7권4호
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    • pp.91-97
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    • 2003
  • 연속교의 내측지점에는 최대모멘트가 발생한다. 보다큰 모멘트가 작용하면 내측지점에 국부적 항복이 발생할 수 있고 소성거동을 하면서 모멘트를 재분배 시킨다. 강도설계법인 LFD방법은 탄성해석으로부터 구한 부모멘트의 10%를 막연히 재분배 시켜주고 있다. 그러나 ALFD방법은 내측지점에서 국부항복에 의하여 발생되는 모멘트를 계산하여 설계에 반영하도록 하고있다. 이러한 국부항복에 의하여 발생되는 모멘트를 자생 모멘트라 한다. 자생모멘트를 구하기 위해서는 모멘트-비탄성회전각곡선이 필요하다. 본 논문에서는 조밀단면에서 AASHTO 지침시방서에서 제시한 모멘트-비탄성회전곡선을 아용하여 자생모멘트를 구하였다. 또한 ALFD 한계상태 규준을 적용하여 3경간 연속합성교를 설계하였다.

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

  • 조병완;서석구
    • 한국구조물진단유지관리공학회 논문집
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    • 제3권2호
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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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