• Title/Summary/Keyword: Stationary distribution

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A Non-stationary frequency analysis for annual daily maximum rainfalls(ADMRs) using mixed Gumbel distribution of bayesian approach (Bayesian 기법의 혼합 Gumbel 분포를 활용한 연최대일강우량에 대한 비정상성 빈도해석)

  • Choi, Hong-Geun;Yoo, Min-Seok;Han, Young-Cheon;Kwon, Hyun-Han
    • Proceedings of the Korea Water Resources Association Conference
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    • 2018.05a
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    • pp.312-312
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    • 2018
  • 우리나라의 기후 지형적 특성에 따라 연강수량의 50% 이상이 여름철에 내리며 이러한 짧은 기간에 집중적으로 내리는 강수패턴 조건하에서 수공구조물 설계시 대부분 극치빈도분석을 활용한다. 우리나라의 경우 단일 Gumbel 분포를 활용한 극치빈도분석을 많이 이용한다. 하지만, 최근 이상기후로 인하여 전세계적으로 강수패턴의 특징이 급격히 변하고 있으며, 우리나라의 강수패턴 또한 바뀌어가고 있다. 연강수량의 대부분은 태풍과 장마로 인한 강수량으로 이루어져 있고, 일반적으로 두 개의 모집단으로 이루어진 형태를 보인다. 앞선 연구에서 두 개 이상의 첨두를 가지는 형태의 연최대강수량 자료에 대해 8개의 지속시간별(1, 2, 3, 6, 9, 12, 18, 24hr)로 Bayesian 기법의 단일 Gumbel 분포형과 혼합 Gumbel분포형 기반의 극치빈도분석 결과를 비교하였고, 혼합 Gumbel 분포형이 이중첨두 부분의 거동을 효과적으로 모의하는 것을 확인하였다. 본 연구에서는 이상기후로 인한 강수량의 특징의 급격한 변화에 일정한 패턴이 있음을 가정하고 이중첨두의 연 최대일강수량 자료에 대해 혼합 Gumbel 분포형 기반 비정상성 빈도분석을 실시하였다. 정상성 빈도분석과의 비교를 위해 확률분포의 매개변수 산정시 우도함수를 Bayesian 기법을 통해 산정하여 각 분포형의 Bayesian information criterion(BIC) 값을 비교하였다. 비정상성일 경우의 BIC 값이 정상성일 경우 보다 작게 산정되었고, 강수패턴이 경향성을 가지는 것으로 판단할 수 있었다. 비정상성 혼합 Gumbel 분포형 모델은 최근 급격한 강수패턴의 변화에 대한 대응책으로서 활용성이 높을 것으로 기대된다.

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Case study of random vibration analysis of train-bridge systems subjected to wind loads

  • Zhu, Siyu;Li, Yongle;Togbenou, Koffi;Yu, Chuanjin;Xiang, Tianyu
    • Wind and Structures
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    • v.27 no.6
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    • pp.399-416
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    • 2018
  • In order to reveal the independent relationship between track irregularity and wind loads, the stochastic characteristics of train-bridge coupling systems subjected to wind loads were investigated by the multi-sample calculation. The vehicle was selected as 23 degrees of freedom dynamical model, and the bridge was described by three-dimensional finite element model. It was assumed that the wind loads were random processes with strong spatial correlation, while the track irregularities were stationary random ones. As a case study, a high-speed train running on a cable-stayed bridge subjected to wind loads was studied. The effect of rail irregularities was deemed to be independent of the effect of wind excitations on the coupling system in the same wind circumstance for the same project, leading to the conclusion that the effect of wind loads and moving vehicle could be calculated separately. The variance results of the stochastic responses of vehicle-bridge coupling system under the action of wind loads and rail irregularities together were equivalent to the sum of the variance of the responses induced by each excitation. Therefore, when one of the input excitations is different, only the effect of changed loads needs to be assessed. Moreover, the new calculated results were combined with the effect of unchanged loads to present the stochastic response of coupling system subjected to the different excitations, reducing the cost of computations. The stochastic characteristics, the CFD (cumulative distribution function) of the coupling system with different wind velocities, vehicle speed, and vehicle marshalling were studied likewise.

Predicting claim size in the auto insurance with relative error: a panel data approach (상대오차예측을 이용한 자동차 보험의 손해액 예측: 패널자료를 이용한 연구)

  • Park, Heungsun
    • The Korean Journal of Applied Statistics
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    • v.34 no.5
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    • pp.697-710
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    • 2021
  • Relative error prediction is preferred over ordinary prediction methods when relative/percentile errors are regarded as important, especially in econometrics, software engineering and government official statistics. The relative error prediction techniques have been developed in linear/nonlinear regression, nonparametric regression using kernel regression smoother, and stationary time series models. However, random effect models have not been used in relative error prediction. The purpose of this article is to extend relative error prediction to some of generalized linear mixed model (GLMM) with panel data, which is the random effect models based on gamma, lognormal, or inverse gaussian distribution. For better understanding, the real auto insurance data is used to predict the claim size, and the best predictor and the best relative error predictor are comparatively illustrated.

A study of bycatch characteristics of Pacific white-sided dolphins in Korean waters (한반도 연안의 낫돌고래 혼획 특성 연구)

  • Kyum Joon PARK;Min Ju KIM;Mi-Kyung LEE;Jong Hee LEE
    • Journal of the Korean Society of Fisheries and Ocean Technology
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    • v.59 no.4
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    • pp.399-406
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    • 2023
  • This study presents an analysis of bycatch data concerning Pacific white-sided dolphins (Lagenorhynchus obliquidens) along the Korean coast from 2016 to 2021. A total of 503 bycatches were examined, encompassing data on year, month, body length, sex, latitude (N), longitude (E), and fishing gear. Bycatch was the most frequent in waters with a longitude of less than 130°E, particularly in the southern coastal region at a latitude of 35.5°N, with a higher likelihood of bycatch in lower latitudes. Since 2017, a decreasing trend in bycatches has been observed. The sex distribution of bycaught dolphins showed a predominance of males (40%), followed by females (31%), with an unclassified category at 29%, though no statistically significant differences were found (p > 0.05). Seasonal analysis indicated that bycatch predominantly occurred during the winter months, with significant monthly variations (p < 0.01). Pacific white-sided dolphins were primarily ensnared in gill nets and, to a lesser extent, in stationary nets. Statistical analysis by gear type revealed a significant preference for gill nets (p < 0.001). Considering body length composition in relation to latitude, it is suggested that Pacific white-sided dolphins may utilize the southern waters of the East Sea as a potential nursery ground, though this was not confirmed at a significant level, emphasizing the need for further in-depth monitoring and ecological investigations. Given that there are approximately 27 different types of gill nets associated with the majority of bycatches, more detailed research is warranted to divide these gear types into finer subcategories for estimating bycatch relationships, ultimately leading to the development of effective conservation and management strategies.

Recent Changes in Summer Precipitation Characteristics over South Korea (최근 한반도 여름철 강수특성의 변화)

  • Park, Chang-Yong;Moon, Ja-Yeon;Cha, Eun-Jeong;Yun, Won-Tae;Choi, Young-Eun
    • Journal of the Korean Geographical Society
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    • v.43 no.3
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    • pp.324-336
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    • 2008
  • This paper examines the recent changes of summer precipitation in the aspect of temporal and spatial features using long-term($1958{\sim}2007$) observed station data over South Korea. tong-term mean summer precipitation has revealed two precipitation peaks during summer(June to September); one is the Changma as the first peak, and the other is the post-Changma as the second peak. During the Changma period, the spatial distribution of the maximum precipitation areas is determined by the prevailing southwesterlies and the quasi-stationary front, which results in large amount of precipitation at the windward side of mountain regions over South Korea. However during the post-Changma period, the spatial distribution of the maximum precipitation areas is determined by the lower tropospheric circulation flows from the west and the southeast around the Korean peninsula, and the weather phenomena such as Typhoons, convective instability, and cyclones which are originated from the Yangtze river. The larger amount of precipitation is founded on the southern coastal region and mountain and coastal areas in Korea during the second peak. Time series of total summer precipitation shows a steady increase and the increasing trend is more obvious during the recent 10 years. Decadal variation in summer precipitation indicates a large increase of precipitation, especially in the recent 10 years both in the Changma and the post-Changma period. However, the magnitude of change and the period of the maximum peak presents remarkable contrasts among stations. The most distinct decadal change occurs at Seoul, Busan, and Gangnueng. The precipitation amount is increasing significantly during the post-Changma period at Gangnueng, while the precipitation increases in the period between two maximum precipitation peaks during summer at Seoul and Busan.

Structural Response Analysis of a Tension Leg Platform in Multi-directional Irregular Waves (다방향 불규칙파중의 인장계류식 해양구조물의 구조응답 해석)

  • Lee, Soo-Lyong;Suh, Kyu-Youl;Lee, Chang-Ho
    • Journal of Navigation and Port Research
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    • v.31 no.8
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    • pp.675-681
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    • 2007
  • A numerical procedure is described for estimating the effects of the multi-directional irregular waves on the structural responses of the Tension Leg Platform (TLP). The numerical approach is based on a three dimensional source distribution method for hydrodynamic forces, a three dimensional frame analysis method for structural responses, in which the superstructure of TLP is assumed to be flexible instead of rigid. Hydrodynamic and hydrostatic forces on the submerged surface of a TLP have been accurately calculated by excluding the assumption of the slender body theory. The hydrodynamic interactions among TLP members, such as columns and pontoons, and the structural damping are included in structural analysis. The spectral description used in spectral analysis of directional waves for the linear system of a TLP in the frequency domain is sufficient to completely define the structural responses. This is due to both the wave inputs and responses are stationary Gaussian random process of which the statistical properties in the amplitude domain are well known. The numerical results for the linear motion responses and tension variations in regular waves are compared with the experimental and numerical ones, which are obtained in Yoshida et al.(1983). The results of comparison confirmed the validity of the proposed approach.

Collision Analysis between FRP Fishing Boats According to Various Configurations (여러 가지 충돌 상황에 따른 FRP 어선 간의 충돌 해석)

  • Jang, In-Sik;Kim, Yong-Seop;Kim, Il-Dong
    • Journal of the Korean Society for Marine Environment & Energy
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    • v.9 no.4
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    • pp.253-262
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    • 2006
  • In this paper, collision analysis is carried out between two FRP fishing boats. A computer simulation with finite element method is used to accomplish this objective. At first, a detailed geometric model of the boat is constructed using 3-D CAD program. The formation of a finite element from a geometric data of the boats is carried out using HYPERMESH that is the commercial software for mesh generation and post processing. Twelve collision configurations are established by combining two kinds of contact angle($90^{\circ},\;135^{\circ}$) and three different speed(5, 10, 15knot) for small and large boats. Collision analysis is accomplished using DYNA3D. Stress distribution and deformation shape are investigated for each collision condition. In general, $90^{\circ}$ collision angle generate larger stress than $135^{\circ}$ case and the collision for two moving boats showed larger maximum stress than the case that one is moving and the other is stationary. When analysis is carried out until 150ms contact parts of two boats are broken for 10 and 15knot collision speed, in which maximum stress is larger than ultimate strength of the material.

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Self-imaging of a phase line grating and analysis of its visibility (위상형 직선격자의 자체결상과 가시도 분석)

  • 백승선;이상일;조재흥;김영란
    • Korean Journal of Optics and Photonics
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    • v.14 no.6
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    • pp.606-612
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    • 2003
  • The self-imaging effect or lensless imaging effect of a phase line grating is theoretically analyzed by using Fresnel diffraction theory, then experimentally investigated. The self-imaging distance $z_{T,p}$, that is the imaging distance being perfectly copied from the phase distribution of the phase grating to its intensity distribution with the magnification of 1X, can be uniquely defined as the (4n-3) $z_{T,a}$/4(n=positive integers), where rte is the well-known self-imaging distance of an amplitude grating. When the coherent laser beam is illuminated at the phase grating, the self-imaged images were obtained at $z_{T,p}$= $z_{T,a}$/4 and $z_{T,p}$=5 $z_{T,a}$/4 without any optics. On the other side, the phase-reversed self-imaging was obviously observed at $z_{T,p}$ = 3 $z_{T,a}$/4. The visibility of self-imaged images of a phase line grating as a function of the number of slits of the input grating was measured by the FFT(Fast Fourier Transform) results of the self-imaging images. As a result a stationary maximum visibility of V = 0.10 can be obtained from a grating with more than 15 slit pairs.n 15 slit pairs.

Speech Enhancement Based on Modified IMCRA Using Spectral Minima Tracking with Weighted Subband Selection (서브밴드 가중치를 적용한 스펙트럼 최소값 추적을 이용하는 수정된 IMCRA 기반의 음성 향상 기법)

  • Park, Yun-Sik;Park, Gyu-Seok;Lee, Sang-Min
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.49 no.3
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    • pp.89-97
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    • 2012
  • In this paper, we propose a novel approach to noise power estimation for speech enhancement in noisy environments. The method based on IMCRA (improved minima controlled recursive averaging) which is widely used in speech enhancement utilizes a rough VAD (voice activity detection) algorithm which excludes speech components during speech periods in order to improves the performance of the noise power estimation by reducing the speech distortion caused by the conventional algorithm based on the minimum power spectrum derived from the noisy speech. However, since the VAD algorithm is not sufficient to distinguish speech from noise at non-stationary noise and low SNRs (signal-to-noise ratios), the speech distortion resulted from the minimum tracking during speech periods still remained. In the proposed method, minimum power estimate obtained by IMCRA is modified by SMT (spectral minima tracking) to reduce the speech distortion derived from the bias of the estimated minimum power. In addition, in order to effectively estimate minimum power by considering the distribution characteristic of the speech and noise spectrum, the presented method combines the minimum estimates provided by IMCRA and SMT depending on the weighting factor based on the subband. Performance of the proposed algorithm is evaluated by subjective and objective quality tests under various environments and better results compared with the conventional method are obtained.

A Study on the Long-run Equilibrium Relationship and Causality between the Prices of Fisheries Products at Different Levels of Distribution -Focused on Hairtail and Squid in Pusan- (수산물의 유통단계별 가격간 장기균형관계와 인과성 분석 -부산지역의 갈치, 오징어를 중심으로-)

  • 강석규;이광진
    • The Journal of Fisheries Business Administration
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    • v.29 no.2
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    • pp.77-96
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    • 1998
  • Fisheries products in Korea generally go through three markets, namely the wholesale market at production site (Market A), the wholesale market at consumption site (Market B), and the retail market (Market C), from producers to end consumers. As the products move from Market A through Market B to Market C, the marginal gap of prices asked in these markets demonstrates an apparent relationship. The producers, middlemen, consumers, and governmental departments concerned may influence the marketing prices of fisheries products. This study employing the cointegration theory tries to investigate whether causality of the price-setting among these markets exists and, if any, what it is. The authors have focused their attention on fisheries markets in Pusan, analyzing the long-run equilibrium relationship and causality between the prices of hairtail and squid among markets at different levels. Data used in this study cover the period f개m August 1984 to December 1997 fer hairtail, and the period from May 1989 to December 1997 for squid. The main findings of the study may be summarized as follows: First, regardless of the price time-series of hairtail and squid in individual market, the first difference is necessary fur satisfying the stationary conditions since each time-series is a first integration. This means homogeneous integration of time-series, which is a requirement of the long-run equilibrium of prices at different markets, is satisfied. Second, the study of the long-run equilibrium relationship between the prices at Market A and Market B shows that a long-run equilibrium relationship does exist for selling prices of the two species at Market A and Market B. Third, the ECM (error correction model ) used here to describe the long- and short-run dynamics of price change demonstrates that, in the case of squid, the price change in Market A will lead to a corresponding price change in Market B in the long-run period. In the short-run, however, the price at Market H is not only influenced by the price change in Market A but influence the price at Market A as well, that is, the Prices between Market A and Market B have a feedback effect. It should be stressed that the limitation in data collection, which cover only two species of hairtail and squid, is likely to cause a sampling bias. Nonetheless, we may conclude that a dynamic relation in the formation of prices does exist in view of the transaction amount of species at different markets. It is believed that the conclusion drawn from this study would not only contribute to a long-lasted debate on the direction of causality of price-setting among academic circle and fishing community, but would provide a useful standard for the policy makers in charge of the price-setting of fisheries products as well.

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