• Ocean and Polar Research
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• v.43 no.1
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• pp.1-14
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• 2021

In this study, extreme wind speeds in the Western North Pacific (WNP) were estimated using reanalysis wind fields synthesized with an empirical typhoon vortex model. Reanalysis wind data used is the Fifth-generation European Centre for Medium-Range Weather Forecasts (ECMWF) reanalysis (ERA5) data, which was deemed to be the most suitable for extreme value analysis in this study. The empirical typhoon vortex model used has the advantage of being able to realistically reproduce the asymmetric winds of a typhoon by using the gale/storm-forced wind radii information in the 4 quadrants of a typhoon. Using a total of 39 years of the synthesized reanalysis wind fields in the WNP, extreme value analysis is applied to the General Pareto Distribution (GPD) model based on the Peak-Over-Threshold (POT) method, which can be used effectively in case of insufficient data. The results showed that the extreme analysis using the synthesized wind data significantly improved the tendency to underestimate the extreme wind speeds compared to using only reanalysis wind data. Considering the difficulty of obtaining long-term observational wind data at sea, the result of the synthesized wind field and extreme value analysis developed in this study can be used as basic data for the design of offshore structures.

• The Journal of the Convergence on Culture Technology
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• v.8 no.1
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• pp.531-536
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• 2022

This paper compared the performance of the parametric method and the nonparametric method when estimating the distribution for the tail of the distribution with heavy tails. For the parametric method, the generalized extreme value distribution and the generalized Pareto distribution were used, and for the nonparametric method, the kernel density estimation method was applied. For comparison of the two approaches, the results of function estimation by applying the block maximum value model and the threshold excess model using daily fine dust public data for each observatory in Seoul from 2014 to 2018 are shown together. In addition, the area where high concentrations of fine dust will occur was predicted through the return level.

• Journal of Industrial Technology
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• v.24 no.A
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• pp.215-226
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• 2004

A dynamic reliability model which can take into account the time history of loading sequences may be applied to the analyses of the hydraulic stability of armor units on rubble-mound breakwaters. All the parameters related to the stability of structures have been considered to be constants in the deterministic model until now. Thus, it is impossible to study the effects of some uncertainties of the related random variables on the stability of structures. In this paper, the dynamic reliability model can be developed by POT(Peak Over Threshold) method in order to take into account the time history of loading sequences and to investigate the temporal behaviors of stability of structure with its loading history. Finally, it is confirmed that the results of dynamic reliability model agree with straight- forwardly those of AFDA(Approximate Full Distribution Approach) of the static reliability model for the same input conditions. In addition, the temporal behaviors of probability of failure can be studied by the dynamic reliability model developed to analyze the hydraulic stability of armor units on rubble-mound breakwaters. Therefore, the present results may be useful for the management of repair and maintenance over the whole life cycle of structure.

• The Korean Journal of Financial Management
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• v.22 no.1
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• pp.119-146
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• 2005

This study applies extreme value theory to get extreme value-VAR for Korean Stock market and showed the usefulness of the approach. Block maxima model and POT model were used as extreme value models and tested which model was more appropriate through back testing. It was shown that the block maxima model was unstable as the variation of the estimate was very large depending on the confidence level and the magnitude of the estimates depended largely on the block size. This shows that block maxima model was not appropriate for Korean Stock market. On the other hand POT model was relatively stable even though extreme value VAR depended on the selection of the critical value. Back test also showed VAR showed a better result than delta VAR above 97.5% confidence level. POT model performs better the higher the confidence level, which suggests that POT model is useful as a risk management tool especially for VAR estimates with a confidence level higher than 99%. This study picks up the right tail and left tail of the return distribution and estimates the EVT-VAR for each, which reflects the asymmetry of the return distribution of the Korean Stock market.

• Journal of Environmental Science International
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• v.10 no.3
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• pp.217-223
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• 2001

Where no records are available at a site, a preliminary estimate may be made from relations between floods and catchment chatacteristics. A number of these chatacteristics were chosen for testing and were measured for those catchments where mean annual flood estimates were available. Although the improvement using extended data in regression of flood estimates on catchment characteristics was small, this may be due to the limitations of the regression model. When an individual short term record is to be extended, more detailed attention can be given; an example is presented of the technique which should be adopted in practice, particularly when a short term record covers a period which is known to be biassed. A method of extending the peaks over a threshold series is presented with a numerical example. The extension of records directly from rainfall by means of a conceptual model is discussed, although the application of such methods is likely to be limited by lack of recording raingauge information. Methods of combining information from various sources are discussed in terms of information from catchment characteristics supplemented by records. but are generally applicable to different sources of information. The application of this technique to estimating the probable maximum flood requires more conservative assumptions about the antecedent condition, storm profile and unit hydrograph. It is suggested that the profile and catchment wetness index at the start of the design duration should be based on the assumption that the estimated maximum rainfall occurs in all durations centered on the storm peak.

• Journal of Korea Water Resources Association
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• v.45 no.3
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• pp.275-290
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• 2012

In this study, we have developed an optimal time distribution model through extraction of peaks over threshold (POT) series. The median values for annual maximum rainfall dataset, which are obtained from the magnetic recording (MMR) and the automatic weather system(AWS) data at Seoul meteorological observatory, were used as the POT criteria. We also suggested the improved methodology for the time distribution of extreme rainfall compared to Huff method, which is widely used for time distributions of design rainfall. The Huff method did not consider changing in the shape of time distribution for each rainfall durations and rainfall criteria as total amount of rainfall for each rainfall events. This study have suggested an extracting methodology for rainfall events in each quartile based on interquartile range (IQR) matrix and selection for the mode quartile storm to determine the ranking cosidering weighting factors on minutely observation data. Finally, the optimal time distribution model in each rainfall duration was derived considering both data size and characteristics of distribution using kernel density function in extracted dimensionless unit rainfall hyetograph.

• Proceedings of the KSRS Conference
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• 2008.10a
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• pp.430-432
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• 2008

Visible channel calibration method using deep convective clouds (DCCs) is developed. The method has advantages that visible radiance is not sensitive to cloud optical thickness (COT) for deep convective clouds because visible radiance no longer increases when COT exceeds 100. Therefore, once DCCs are chosen appropriately, and then cloud optical properties can be assumed without operational ancillary data for the specification of cloud conditions in radiative transfer model. In this study, it is investigated whether IR measurements can be used for the selection of DCC targets. To construct appropriate threshold value for the selection of DCCs, the statistics of cloud optical properties are collected with MODIS measurements. When MODIS brightness temperature (TB) at 11 ${\mu}$ m is restricted to be less than 190 K, it is shown that more than 85% of selected pixels show COT ${\geq}$ 100. Moreover, effective radius ($r_e$) distribution shows a sharp peak around 20 ${\mu}m$. Based on those MODIS observations, cloud optical properties are assumed as COT = 200 and $r_e$ = 20 ${\mu}m$ for the simulation of MODIS visible (0.646 ${\mu}m$) band radiances over DCC targets.

• Wind and Structures
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• v.19 no.4
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• pp.421-441
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• 2014

With the assistance of typhoon field data at aerial elevation level observed by meteorological satellites and wind velocity and direction records nearby the ground gathered in Guangzhou Weather Station between 1985 and 2001, some key wind field parameters under typhoon climate in Guangzhou region were calibrated based on Monte-Carlo stochastic algorithm and Meng's typhoon numerical model. By using Peak Over Threshold method (POT) and Generalized Pareto Distribution (GPD), Wind field characteristics during typhoons for various return periods in several typical engineering fields were predicted, showing that some distribution rules in relation to gradient height of atmosphere boundary layer, power-law component of wind profile, gust factor and extreme wind velocity at 1-3s time interval are obviously different from corresponding items in Chinese wind load Codes. In order to evaluate the influence of typhoon field parameters on long-span flexible bridges, 1:100 reduced-scale wind field of type B terrain was reillustrated under typhoon and normal conditions utilizing passive turbulence generators in TJ-3 wind tunnel, and wind-induced performance tests of aero-elastic model of long-span Guangzhou Xinguang arch bridge were carried out as well. Furthermore, aerodynamic admittance function about lattice cross section in mid-span arch lib under the condition of higher turbulence intensity of typhoon field was identified via using high-frequency force-measured balance. Based on identified aerodynamic admittance expressions, Wind-induced stochastic vibration of Xinguang arch bridge under typhoon and normal climates was calculated and compared, considering structural geometrical non-linearity, stochastic wind attack angle effects, etc. Thus, the aerodynamic response characteristics under typhoon and normal conditions can be illustrated and checked, which are of satisfactory response results for different oncoming wind velocities with resemblance to those wind tunnel testing data under the two types of climate modes.

• Nuclear Engineering and Technology
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• v.46 no.6
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• pp.837-846
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• 2014

A lead slowing down spectrometer (LSDS) is under development for analysis of isotopic fissile material contents in pyro-processed material, or spent fuel. Many current commercial fissile assay technologies have a limitation in accurate and direct assay of fissile content. However, LSDS is very sensitive in distinguishing fissile fission signals from each isotope. A neutron spectrum analysis was conducted in the spectrometer and the energy resolution was investigated from 0.1eV to 100keV. The spectrum was well shaped in the slowing down energy. The resolution was enough to obtain each fissile from 0.2eV to 1keV. The detector existence in the lead will disturb the source neutron spectrum. It causes a change in resolution and peak amplitude. The intense source neutron production was designed for ~E12 n's/sec to overcome spent fuel background. The detection sensitivity of U238 and Th232 fission chamber was investigated. The first and second layer detectors increase detection efficiency. Thorium also has a threshold property to detect the fast fission neutrons from fissile fission. However, the detection of Th232 is about 76% of that of U238. A linear detection model was set up over the slowing down neutron energy to obtain each fissile material content. The isotopic fissile assay using LSDS is applicable for the optimum design of spent fuel storage to maximize burnup credit and quality assurance of the recycled nuclear material for safety and economics. LSDS technology will contribute to the transparency and credibility of pyro-process using spent fuel, as internationally demanded.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.31 no.3
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• pp.115-128
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• 2019

In this study, a probabilistic model for the estimation of yearly workable wave condition period for offshore operations is developed. In doing so, we first hindcast the significant wave heights and peak periods off the Ulsan every hour from 2003.1.1 to 2017.12.31 based on the meteorological data by JMA (Japan Meterological Agency) and NOAA (National Oceanic and Atmospheric Administration), and SWAN. Then, we proceed to derive the long term significant wave height distribution from the simulated time series using a least square method. It was shown that the agreements are more remarkable in the distribution in line with the Modified Glukhovskiy Distribution than in the three parameters Weibull distribution which has been preferred in the literature. In an effort to develop a more comprehensive probabilistic model for the estimation of yearly workable wave condition period for offshore operations, wave height distribution over the 15 years with individual waves occurring within the unit simulation period (1 hour) being fully taken into account is also derived based on the Borgman Convolution Integral. It is shown that the coefficients of the Modified Glukhovskiy distribution are $A_p=15.92$, $H_p=4.374m$, ${\kappa}_p=1.824$, and the yearly workable wave condition period for offshore work is estimated to be 319 days when a threshold wave height for offshore work is $H_S=1.5m$. In search of a way to validate the probabilistic model derived in this study, we also carry out the wave by wave analysis of the entire time series of numerically simulated significant wave heights over the 15 years to collect every duration periods of waves the height of which are surpassing the threshold height which has been reported to be $H_S=1.5m$ in the field practice in South Korea. It turns out that the average duration period is 45.5 days from 2003 to 2017, which is very close to 46 days from the probabilistic model derived in this study.