• The Korean Journal of Applied Statistics
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• v.27 no.4
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• pp.655-665
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• 2014

An adequate understanding and response to natural hazards such as heat wave, heavy rainfall and severe drought is required. We apply extreme value theory to analyze these abnormal weather phenomena. It is common for extremes in climatic data to be nonstationary in space and time. In this paper, we analyze summer rainfall data in South Korea using exceedance values over thresholds estimated by quantile regression with location information and time as covariates. We group weather stations in South Korea into 5 clusters and t extreme value models to threshold exceedances for each cluster under the assumption of independence in space and time as well as estimates of uncertainty for spatial dependence as proposed in Northrop and Jonathan (2011).

• Journal of Korean Society for Atmospheric Environment
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• v.24 no.3
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• pp.310-320
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• 2008

Concentration of tropospheric ozone ($O_3$) was investigated for the South Korea. And then the critical ozone levels, expressed as AOT40 (Accumulated exposure over a threshold of 40 ppb) to vegetation have been used in this region within the UNECE (United Nations Economic Commission for Europe) Convention on Long-Range Trans-boundary Air Pollution (CLRTAP). Hourly ozone concentration data from 1996 to 2001 at 26 air monitoring stations was used to estimate the exceedance of the critical levels. It was calculated for daylight hours for each station, and mapped using surface interpolation over the South Korea. The critical levels of ozone have shown the highly exceeded value in the Gyeonggi region, southern coastal region and central inland of the South Korea. It was some different from the typical ozone distribution which represented highly in the western inland and coastal regions. The area exceeding the critical level for crops was founded to be more than 40% of the whole South Korean territory. While that for trees was to be about 17% of the South Korea. The critical ozone critical level was based upon data from experiments on specific species, and thus may not be fully representative for all types of vegetation. Nevertheless, the critical level and its exceedance of the ozone concentration would be one of the useful tools for international agreements on abatement strategies to prevent ecosystem damage.

• Communications for Statistical Applications and Methods
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• v.16 no.5
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• pp.803-812
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• 2009

The application of extreme value theory to financial data is a fairly recent innovation. The classical annual maximum method is to fit the generalized extreme value distribution to the annual maxima of a data series. An alterative modern method, the so-called threshold method, is to fit the generalized Pareto distribution to the excesses over a high threshold from the data series. A more substantial variant is to take the point-process viewpoint of high-level exceedances. That is, the exceedance times and excess values of a high threshold are viewed as a two-dimensional point process whose limiting form is a non-homogeneous Poisson process. In this paper, we apply the two-dimensional non-homogeneous Poisson process model to daily losses, daily negative log-returns, in the data series of KBW/USD exchange rate, collected from January 4th, 1982 until December 31 st, 2008. The main question is how to estimate extreme quantiles of losses such as the 10-year or 50-year return level.

• Journal of Korea Water Resources Association
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• v.52 no.3
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• pp.173-185
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• 2019

The Korean Peninsula is considered as one of the most typhoon related disaster prone areas. In particular, the potential risk of flooding in coastal areas would be greater when storm surge and heavy rainfall occurred at the same time. In this context, understanding the mechanism of the interactions between them and estimating the risk associated with the concurrent occurrence are of particular interests especially in low-lying coastal areas. In this study, we developed a Poisson-Generalized Pareto (Poisson-GP) distribution based storm surge frequency analysis model to combine the occurrence of the exceedance of a threshold, that is the peaks over threshold (POT), within a Bayesian framework. The storm surge frequency analysis technique developed through this study might contribute to the improvement of disaster prevention technology related to storm surge in the coastal area.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.34 no.1
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• pp.117-133
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• 2014

In this study, we analysed impacts of the recent increasing trend of exceedance rainfall thresholds for separation of data set and different research periods using Quantile Regression (QR) approach. And also we performed significant test for time series data using linear regression, Mann-Kendall test and Sen test over the Korean major 8-city. Spring and summer precipitation was tend to significant increase, fall and winter precipitation was tend to decrease, and heavy rainy days in last 30 years have increased from 3.1 to 15 percent average. In addition, according to the annual ranking of rainfall occurs Top $10^{th}$ percentile of precipitation for 3IQR (inter quartile range) of the increasing trend, most of the precipitation at the point of increasing trend was confirmed. Quantile 90% percentile of the average rainfall 43.5mm, the increasing trend 0.1412mm/yr, Quantile 99% percentile of the average rainfall 68.0mm, the increasing trend in the 0.1314mm/yr were analyzed. The results can be used to analyze the recent increasing trend for the annual maximum value series information and the threshold extreme hydrologic information. And also can be used as a basis data for hydraulic structures design on reflect recent changes in climate characteristics.