• Title/Summary/Keyword: Quantile-on-quantile estimation

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A Study on Estimation of Quantile using Regional Scaling Model and Frequency Analysis (빈도해석과 지역 스케일 모델을 이용한 확률강우량 추정에 대한 연구)

  • Jung, Younghun;Kim, Sunghun;Kim, Hanbeen;Heo, Jun-Haeng
    • Proceedings of the Korea Water Resources Association Conference
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    • 2016.05a
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    • pp.301-301
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    • 2016
  • 국내의 경우 수공구조물을 설계하기 위해서는 빈도해석을 통해 설계수문량을 산정한다. 일반적으로 실무에서는 지점빈도해석을 수행하게 되는데 설계빈도보다 대부분 짧은 기간의 자료를 이용하여 산정한다. 지역빈도해석은 이러한 자료기간이 가지는 문제점을 극복하기 위하여 확률수문량의 정확도와 신뢰도를 향상시키는 기법이다. 스케일 모델은 지속기간별로 관측된 강우자료를 이용하여 재현기간에 대한 지속기간의 함수로 표현이 가능하며, 이를 통해 강우의 IDF곡선을 제시할 수 있는 수학적 모델이다. 대상지역의 강우관측소에서 관측된 강우자료가 일단위이면, 기준지속기간이 24시간이 되며, 기준지속기간에 대한 확률강우량으로부터 임의의 지속기간에 대한 확률강우량을 스케일 모델을 이용하여 추정할 수 있다. 따라서 짧은 자료를 보유한 지역이거나 미계측 지역에 대한 확률강우량을 추정을 위해 지역빈도해석과 지역 스케일 모델을 이용하여 확률강우량을 추정하여 지점빈도해석과 비교하고자 한다. 본 연구를 위해 한강유역의 강우 관측소를 이용하였으며, 군집분석 중 k-means방법을 적용하여 수문학적 동질성을 확보한 후 지역을 구분하였다. 구분된 지역은 지점 및 지역빈도해석을 수행한 후 상대평균제곱근오차(relative root mean square error, RRMSE)를 비교하여 정확도를 판단하였고, 정확도가 높은 빈도해석에 지역 스케일 모델을 적용하여 미계측 지점에 대한 임의의 시간에 대한 확률강우량을 추정하고자 한다.

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A study on the determination of substrata using the information of exponential response rate by simulation studies (모의실험을 기반으로 지수형 응답률 보정을 위한 세부 층 결정에 관한 연구)

  • Min, Joo-Won;Shin, Key-Il
    • The Korean Journal of Applied Statistics
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    • v.31 no.5
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    • pp.621-636
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    • 2018
  • Research on the application of informative sampling technique has been conducted in order to reduce the influence of non-response. Chung and Shin (Korean Journal of Applied Statistics, 30, 993-1004, 2017) showed that the estimation accuracy improved when using exponential response rate information for the parameter estimation if the distribution of errors included in the super population model follows normal distribution. However this method divides the stratum into equally spaced substrata to obtain the sample weight of the informative sampling technique and shows that the accuracy of the estimation improves as the number of substrata increases. In this study, with the given number of total sample size, the optimal substratum boundary points are calculated using equal space, quantile, and LH algorithm; consequently, the results using those methods are compared through simulation. We also studied the criteria to determine the number of substrata and substratum boundaries that can be used in practice with various types of auxiliary variable distributions.

Derivation of Modified Anderson-Darling Test Statistics and Power Test for the Gumbel Distribution (Gumbel 분포형의 수정 Anderson-Darling 검정통계량 유도 및 기각력 검토)

  • Shin, Hong-Joon;Sung, Kyung-Min;Heo, Jun-Haeng
    • Journal of Korea Water Resources Association
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    • v.43 no.9
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    • pp.813-822
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    • 2010
  • An important problem in frequency analysis is the estimation of the quantile for a certain return period. In frequency analysis an assumed probability distribution is fitted to the observed sample data to estimate the quantile at the upper tail corresponding to return periods which are usually much larger than the record length. In most cases, the selection of an appropriate probability distribution is based on goodness of fit tests. The goodness of fit test method can be described as a method for examining how well sample data agrees with an assumed probability distribution as its population. However it gives generally equal weight to differences between empirical and theoretical distribution functions corresponding to all the observations. In this study, the modified Anderson-Darling (AD) test statistics are provided using simulation and the power study are performed to compare the efficiency of other goodness of fit tests. The power test results indicate that the modified AD test has better rejection performances than the traditional tests. In addition, the applications to real world data are discussed and shows that the modified AD test may be a powerful test for selecting an appropriate distribution for frequency analysis when extreme cases are considered.

Enhancement of Land Load Estimation Method in TMDLs for Considering of Climate Change Scenarios (기후변화를 고려하기 위한 오염총량관리제 토지계 오염부하량 산정 방식 개선)

  • Ryu, Jichul;Park, Yoon Sik;Han, Mideok;Ahn, Ki Hong;Kum, Donghyuk;Lim, Kyoung Jae;Park, Bae Kyung
    • Journal of Korean Society on Water Environment
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    • v.30 no.2
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    • pp.212-219
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    • 2014
  • In this study, a land pollutant load calculation method in TMDLs was improved to consider climate change scenarios. In order to evaluate the new method, future change in rainfall patterns was predicted by using SRES A1B climate change scenarios and then post-processing methods such as change factor (CF) and quantile mapping (QM) were applied to correct the bias between the predicted and the observed rainfall patterns. Also, future land pollutant loads were estimated by using both the bias corrected rainfall patterns and the enhanced method. For the results of bias correction, both methods (CF and QM) predicted the temporal trend of the past rainfall patterns and QM method showed future daily average precipitation in the range of 1.1~7.5 mm and CF showed it in the range of 1.3~6.8 mm from 2014 to 2100. Also, in the result of the estimation of future land pollutant loads using the enhanced method (2020, 2040, 2100), TN loads were in the range of 4316.6~6138.6 kg/day and TP loads were in the range of 457.0~716.5 kg/day. However, each result of TN and TP loads in 2020, 2040, 2100 was the same with the original method. The enhanced method in this study will be useful to predict land pollutant loads under the influence of climate change because it can reflect future change in rainfall patterns. Also, it is expected that the results of this study are used as a base data of TMDLs in case of applying for climate change scenarios.

Investigating the future changes of extreme precipitation indices in Asian regions dominated by south Asian summer monsoon

  • Deegala Durage Danushka Prasadi Deegala;Eun-Sung Chung
    • Proceedings of the Korea Water Resources Association Conference
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    • 2023.05a
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    • pp.174-174
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    • 2023
  • The impact of global warming on the south Asian summer monsoon is of critical importance for the large population of this region. This study aims to investigate the future changes of the precipitation extremes during pre-monsoon and monsoon, across this region in a more organized regional structure. The study area is divided into six major divisions based on the Köppen-Geiger's climate structure and 10 sub-divisions considering the geographical locations. The future changes of extreme precipitation indices are analyzed for each zone separately using five indices from ETCCDI (Expert Team on Climate Change Detection and Indices); R10mm, Rx1day, Rx5day, R95pTOT and PRCPTOT. 10 global climate model (GCM) outputs from the latest CMIP6 under four combinations of SSP-RCP scenarios (SSP1-2.6, SSP2-4.5, SSP3-7.0, and SSP5-8.5) are used. The GCMs are bias corrected using nonparametric quantile transformation based on the smoothing spline method. The future period is divided into near future (2031-2065) and far future (2066-2100) and then the changes are compared based on the historical period (1980-2014). The analysis is carried out separately for pre-monsoon (March, April, May) and monsoon (June, July, August, September). The methodology used to compare the changes is probability distribution functions (PDF). Kernel density estimation is used to plot the PDFs. For this study we did not use a multi-model ensemble output and the changes in each extreme precipitation index are analyzed GCM wise. From the results it can be observed that the performance of the GCMs vary depending on the sub-zone as well as on the precipitation index. Final conclusions are made by removing the poor performing GCMs and by analyzing the overall changes in the PDFs of the remaining GCMs.

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Classification Prediction Error Estimation System of Microarray for a Comparison of Resampling Methods Based on Multi-Layer Perceptron (다층퍼셉트론 기반 리 샘플링 방법 비교를 위한 마이크로어레이 분류 예측 에러 추정 시스템)

  • Park, Su-Young;Jeong, Chai-Yeoung
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.14 no.2
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    • pp.534-539
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    • 2010
  • In genomic studies, thousands of features are collected on relatively few samples. One of the goals of these studies is to build classifiers to predict the outcome of future observations. There are three inherent steps to build classifiers: a significant gene selection, model selection and prediction assessment. In the paper, with a focus on prediction assessment, we normalize microarray data with quantile-normalization methods that adjust quartile of all slide equally and then design a system comparing several methods to estimate 'true' prediction error of a prediction model in the presence of feature selection and compare and analyze a prediction error of them. LOOCV generally performs very well with small MSE and bias, the split sample method and 2-fold CV perform with small sample size very pooly. For computationally burdensome analyses, 10-fold CV may be preferable to LOOCV.

Estimation of Flood Quantile in Ungauged Watersheds for Flood Damage Analysis Based on Flood Index of Natural Flow (미계측 유역의 홍수피해분석을 위한 자연유량의 홍수지표 기반 확률홍수량 산정)

  • Chae, Byung Seok;Choi, Si Jung;Ahn, Jae Hyun;Kim, Tae-Woong
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.38 no.1
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    • pp.175-182
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    • 2018
  • In this study, flood quantiles were estimated at ungauged watersheds by adjusting the flood quantiles from the design rainfall - runoff analysis (DRRA) method based on regional frequency analysis. Comparing the flood frequency analysis (FFA) and DRRA, it was found that the flood quantiles estimated by the DRRA method were overestimated by 52%. In addition, a practical method was suggested to make an flood index using natural flows to apply the regional frequency analysis (RFA) to ungauged watersheds. Considering the relationships among DRRA, FFA, and RFA, we derived an adjusting formula that can be applied to estimate flood quantiles at ungauged watersheds. We also employed Leave-One-Out Cross-Validation scheme and skill score to verify the method proposed in this study. As a result, the proposed model increased the accuracy by 23.2% compared to the existing DRRA method.

A Comparative Study on Lowflow Quantiles Estimation in Han River Basin (한강유역의 확률갈수량 추정기법 비교연구)

  • Kim, Kyung-Duk;Kim, Don-Soo;Heo, Jun-Haeng;Kim, Kyu-Ho
    • Journal of Korea Water Resources Association
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    • v.36 no.2
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    • pp.315-324
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    • 2003
  • Stream flow data was analyzed for determining the lowflow which is the standard for river maintenance flow. Lowflow quantiles were estimated based on the parametric and nonparametric methods and two methods were compared by Monte Carlo simulation study. As the results of the parametric method, three probability distributions such as gamma-2, lognormal-2 and Weibull-2, are selected as appropriate models for stream flow data of 13 stations in Han River Basins. According to simulation results, relative bias (RBIAS) and relative root mean square error (RRMSE) of the lowflow quantiles are the smallest when the applied and population models are the same. The fame statistical properties from the nonparametric models are good within the interpolation range. Among 7 bandwidth selectors used in this study, the RRMSEs of the Park and Marron method (PM) are the smallest while those of the Shoaler and Jones method (SJ) are the largest.

Estimation of Inflow into Namgang Dam according to Climate Change using SWAT Model (SWAT 모형을 이용한 기후변화에 따른 남강댐 유입량 추정)

  • Kim, Dong-Hyeon;Kim, Sang-Min
    • Journal of The Korean Society of Agricultural Engineers
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    • v.59 no.6
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    • pp.9-18
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    • 2017
  • The objective of this study was to estimate the climate change impact on inflow to Namgang Dam using SWAT (Soil and Water Assessment Tool) model. The SWAT model was calibrated and validated using observed flow data from 2003 to 2014 for the study watershed. The $R^2$ (Determination Coefficient), RMSE (Root Mean Square Error), NSE (Nash-Sutcliffe efficiency coefficient), and RMAE (Relative Mean Absolute Error) were used to evaluate the model performance. Calibration results showed that the annual mean inflow were within ${\pm}5%$ error compared to the observed. $R^2$ were ranged 0.61~0.87, RMSE were 1.37~7.00 mm/day, NSE were 0.47~0.83, and RMAE were 0.25~0.73 mm/day for daily runoff, respectively. Climate change scenarios were obtained from the HadGEM3-RA. The quantile mapping method was adopted to correct bias that is inherent in the climate change scenarios. Based on the climate change scenarios, calibrated SWAT model simulates the future inflow and evapotranspiration for the study watershed. The expected future inflow to Namgang dam using RCP 4.5 is increasing by 4.8 % and RCP 8.5 is increasing by 19.0 %, respectively. The expected future evapotranspiration for Namgang dam watershed using RCP 4.5 is decreasing by 6.7 % and RCP 8.5 is decreasing by 0.7 %, respectively.

Development of the Selected Multi-model Consensus Technique for the Tropical Cyclone Track Forecast in the Western North Pacific (태풍 진로예측을 위한 다중모델 선택 컨센서스 기법 개발)

  • Jun, Sanghee;Lee, Woojeong;Kang, KiRyong;Yun, Won-Tae
    • Atmosphere
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    • v.25 no.2
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    • pp.375-387
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    • 2015
  • A Selected Multi-model CONsensus (SMCON) technique was developed and verified for the tropical cyclone track forecast in the western North Pacific. The SMCON forecasts were produced by averaging numerical model forecasts showing low 70% latest 6 h prediction errors among 21 models. In the homogeneous comparison for 54 tropical cyclones in 2013 and 2014, the SMCON improvement rate was higher than the other forecasts such as the Non-Selected Multi-model CONsensus (NSMCON) and other numerical models (i.e., GDAPS, GEPS, GFS, HWRF, ECMWF, ECMWF_H, ECMWF_EPS, JGSM, TEPS). However, the SMCON showed lower or similar improvement rate than a few forecasts including ECMWF_EPS forecasts at 96 h in 2013 and at 72 h in 2014 and the TEPS forecast at 120 h in 2013. Mean track errors of the SMCON for two year were smaller than the NSMCON and these differences were 0.4, 1.2, 5.9, 12.9, 8.2 km at 24-, 48-, 72-, 96-, 120-h respectively. The SMCON error distributions showed smaller central tendency than the NSMCON's except 72-, 96-h forecasts in 2013. Similarly, the density for smaller track errors of the SMCON was higher than the NSMCON's except at 72-, 96-h forecast in 2013 in the kernel density estimation analysis. In addition, the NSMCON has lager range of errors above the third quantile and larger standard deviation than the SMCON's at 72-, 96-h forecasts in 2013. Also, the SMCON showed smaller bias than ECMWF_H for the cross track bias. Thus, we concluded that the SMCON could provide more reliable information on the tropical cyclone track forecast by reflecting the real-time performance of the numerical models.