• Water for future
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• v.25 no.4
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• pp.97-107
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• 1992

The purpose of this study is to estimate the flood hydrograph and runoff at ungaged small watershed by using interactive program with geomorphologic and climatic data obtained from the topographic maps following the law of stream classification and ordering by Horton and Strahler. The present model is modified from Allam's interactive program which derives the geomorphologic instantaneous unit hydrograph(GIUH). This program uses the results of Laplace transformation and convolution integral of probability density function in travel time at each station, This program is used to estimate the time to peak, the flood discharge and the direct runoff at San seong station in Bocheong Stream.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.31 no.5
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• pp.241-252
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• 2019

To choose appropriate countermeasures against potential coastal disaster damages caused by a storm surge, it is necessary to estimate the frequency of storm surge heights estimation. As the coastal populations size in the past was small, the tropical cyclone risk model (TCRM) was used to generate 176,689 synthetic typhoons. In simulation, historical paths and central pressures were incorporated as a probability density function. Moreover, to consider the typhoon characteristics that resurfaced or decayed after landfall on the southeast coast of China, incorporated the shift angle of the historical typhoon as a function of the probability density function and applied it as a damping parameter. Thus, the passing rate of typhoons moving from the southeast coast of China to the south coast has improved. The characteristics of the typhoon were analyzed from the historical typhoon information using correlations between the central pressure, maximum wind speed ($V_{max}$) and the maximum wind speed radius ($R_{max}$); it was then applied to synthetic typhoons. The storm surges were calculated using the ADCIRC model, considering both tidal and synthetic typhoons using automated Perl script. The storm surges caused by the probabilistic synthetic typhoons appear similar to the recorded storm surges, therefore this proposed scheme can be applied to the storm surge simulations. Based on these results, extreme values were calculated using the Generalized Extreme Value (GEV) method, and as a result, the 100-year return period storm surge was found to be satisfactory compared with the calculated empirical simulation value. The method proposed in this study can be applied to estimate the frequency of storm surges in coastal areas.

• Water Engineering Research
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• v.1 no.1
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• pp.49-61
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• 2000

Magnitude-frequency relationships are used in the design of dams, highway bridges, culverts, water supply systems, and flood control structures. In this paper, possible techniques for analyzing flood frequency at a site are presented. A currently used approach to flood frequency analysis is based on the concept of parametric statistical inference. In this analysis, the assumption is make that the distribution function describing flood data in known. However, such an assumption is not always justified. Even though many people have shown that the nonparametric method provides a better fit to the data than the parometric method and gives more reliable flood estimates. the noparpmetric method implies a small probability in extrapolation beyond the highest observed data in the sample. Therefore, a remedy is presented in this paper by introducing an estimator which mixes parametric and nonparametric density estimate.

• Transactions on Control, Automation and Systems Engineering
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• v.1 no.1
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• pp.75-86
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• 1999

An air-data estimator for generic air-breathing hypersonic vehicles (AHSVs) is developed and demonstrated with an example vehicle configuration. The AHSV air-data estimation strategy emphasized improvement of the angle of attack estimate accuracy to a degree necessitated by the stringent operational requirements of the air-breathing propulsion. the resulting estimation problem involves highly nonlinear diffusion process (propagation); consequently, significant distortion of a posteriori conditional density is suspected. A simulation based statistical analysis tool is developed to characterize the nonlinear diffusion process. The statistical analysis results indicate that the diffusion process preserves the symmetry and unimodality of initial probability density shape state variables, and provide the basis for applicability of an Extended Kalman Filter (EKF). An EKF is designed for the AHSV air-data system and the air data estimation capabilities are demonstrated.

• The Bulletin of The Korean Astronomical Society
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• v.36 no.2
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• pp.106.2-106.2
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• 2011

The two competing theories of star formation are based on turbulence and ambipoar diffusion. I will first briefly explain the two theories. There have been analytical (or semi-analytic) models, which estimate star formation rates in a turbulent cloud. Most of them are based on the log-normal density PDF (probability density function) of the turbulent cloud without self-gravity. I will first show that the core (star) formation rate can be increased significantly once self-gravity of a turbulence cloud is taken into account. I will then present the evolution of molecular line profiles of HCO+ and C18O toward a dense core that is forming inside a magnetized turbulent molecular cloud. Features of the profiles can be affected more significantly by coupled velocity and abundance structures in the outer region than those in the inner dense part of the core. During the evolution of the core, the asymmetry of line profiles easily changes from blue to red, and vice versa. Finally, I will introduce a method for incorporating ambipolar diffusion in the strong coupling approximation into a multidimensional magnetohydrodynamic code.

• Journal of the Korean Data and Information Science Society
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• v.23 no.3
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• pp.587-593
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• 2012

We study Bayesian estimates for finite population proportions in multinomial problems. To do this, we consider a three-stage hierarchical Bayesian model. For prior, we use Dirichlet density to model each cell probability in each cluster. Our method does not require complicated computation such as Metropolis-Hastings algorithm to draw samples from each density of parameters. We draw samples using Gibbs sampler with grid method. We apply this algorithm to a couple of simulation data under three scenarios and we estimate the finite population proportions using two kinds of approaches We compare results with the point estimates of finite population proportions and their standard deviations. Finally, we check the consistency of computation using differen samples drawn from distinct iterates.

• The Korean Journal of Applied Statistics
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• v.25 no.5
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• pp.757-773
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• 2012

Traditional value at risk(S-VaR) has a difficulity in predicting the future risk of financial asset prices since S-VaR is a backward looking measure based on the historical data of the underlying asset prices. In order to resolve the deficiency of S-VaR, an economic value at risk(E-VaR) using the risk neutral probability distributions is suggested since E-VaR is a forward looking measure based on the option price data. In this study E-VaR is estimated by assuming the generalized gamma distribution(GGD) as risk neutral density function which is implied in the option. The estimated E-VaR with GGD was compared with E-VaR estimates under the Black-Scholes model, two-lognormal mixture distribution, generalized extreme value distribution and S-VaR estimates under the normal distribution and GARCH(1, 1) model, respectively. The option market data of the KOSPI 200 index are used in order to compare the performances of the above VaR estimates. The results of the empirical analysis show that GGD seems to have a tendency to estimate VaR conservatively; however, GGD is superior to other models in the overall sense.

• Journal of the Korean Data and Information Science Society
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• v.23 no.1
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• pp.79-87
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• 2012

In the case that the probability density function has a discontinuity point, Huh (2002) estimated the location and jump size of the discontinuity point based on the difference between the right and left kernel density estimators using the one-sided kernel function. In this paper, we consider the cross-validation, made by the right and left maximum likelihood cross-validations, for the bandwidth selection in order to estimate the location and jump size of the discontinuity point. This method is motivated by the one-sided cross-validation of Hart and Yi (1998). The finite sample performance is illustrated by simulated example.

• The KIPS Transactions:PartB
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• v.13B no.1 s.104
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• pp.27-34
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• 2006

In this study, we propose this new algorithm that generates score function in ICA(Independent Component Analysis) using entropy theory. To generate score function, estimation of probability density function about original signals are certainly necessary and density function should be differentiated. Therefore, we used kernel density estimation method in order to derive differential equation of score function by original signal. After changing formula to convolution form to increase speed of density estimation, we used FFT algorithm that can calculate convolution faster. Proposed score function generation method reduces the errors, it is density difference of recovered signals and originals signals. In the result of computer simulation, we estimate density function more similar to original signals compared with Extended Infomax and Fixed Point ICA in blind source separation problem and get improved performance at the SNR(Signal to Noise Ratio) between recovered signals and original signal.

• The Journal of The Korea Institute of Intelligent Transport Systems
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• v.21 no.2
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• pp.17-32
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• 2022

This study explored an approach to estimate a flow-density diagram(FD) on a link in highway traffic environment by utilizing probe vehicles' time headway records. To study empirical flow-density diagram(EFD), the probe vehicles with vision sensors were recruited for collecting driving records for nine months and the vision sensor data pre-processing and GIS-based map matching were implemented. Then, we examined the new EFDs to evaluate validity with reference diagrams which is derived from loop detection traffic data. The probability distributions of time headway and distance headway as well as standard deviation of flow and density were utilized in examination. As a result, it turned out that the main factors for estimation errors are the limited number of probe vehicles and bias of flow status. We finally suggest a method to improve the accuracy of EFD model.