• Journal of Korean Society on Water Environment
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• v.28 no.3
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• pp.409-417
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• 2012

SWAT model was applied for the Nakdong River Basin to characterize water quality variability and assess the feasibility of using the load duration curve to water quality management. The basin was divided into 67 sub-basins considering various watershed environment, and rainfall runoff and pollutant loading were simulated based on 6 year measurements of meteo-hydrological data, discharge data of treatment plants, and water quality data (SS, T-N and T-P). The results demonstrate that non-point source loads during wet season increase by 80 ~ 95% of total loads. Although the rate of water flow governs the amount of SS that is transported to the main streams, nutrient concentrations are highly elevated during dry season by being concentrated. This phenomenon is more pronounced in the lower basin, receiving large amounts of urban point source discharges such as treated sewages. Also, the load duration curves (LDC) demonstrate dominant source problems based on the load exceedances, showing that SS concentrations are associated with the rainy season and nutrients, such as T-P, may be more concentrated at low flow and more diluted at higher flow. Overall, the LDC method could be used conveniently to assess watershed characteristics and pollutant loads in watershed scale.

• Earthquakes and Structures
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• v.17 no.4
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• pp.365-372
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• 2019

Post-earthquake crisis management is a key capability for a country to be able to recover after a major seismic event. Instrumental seismic data transmitted and processed in a very short time can contribute to better management of the emergency and can give insights on the earthquake's impact on a specific area. Romania is a country with a high seismic hazard, mostly due to the Vrancea intermediate-depth earthquakes. The elastic acceleration response spectrum of a seismic motion provides important information on the level of maximum acceleration the buildings were subjected to. Based on new data analysis and knowledge advancements, the acceleration elastic response spectrum for horizontal ground components recommended by the Romanian seismic codes has been evolving over the last six decades. This study aims to propose a framework for post-earthquake warning based on code spectrum exceedances. A comprehensive background analysis was undertaken using strong motion data from previous earthquakes corroborated with observational damage, to prove the method's applicability. Moreover, a case-study for two densely populated Romanian cities (Focsani and Bucharest) is presented, using data from a $5.5M_W$ earthquake (October 28, 2018) and considering the evolution of the three generations of code-based spectral levels for the two cities. Data recorded in free-field and in buildings were analyzed and has confirmed that no structural damage occurred within the two cities. For future strong seismic events, this tool can provide useful information on the effect of the earthquake on structures in the most exposed areas.

• Journal of Korean Society for Atmospheric Environment
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• v.29 no.5
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• pp.545-552
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• 2013

While attainment rates for $SO_2$ and CO approached 100%, those for $PM_{10}$, $NO_2$, and $O_3$ have been low during the past decade. The attainment rates for 24-h $PM_{10}$ and 8-h $O_3$ have been only 1~3% and 5~12%, respectively, since the standards were strengthened in 2007. Variations in the 99th percentiles of 24-h $PM_{10}$, 8-h $O_3$, and 24-h $NO_2$, which are used as criteria for determining exceedance of standards, were examined by region. Because the analysis was based on short-term high-concentrations, the effects of Asian dust were observed for $PM_{10}$. Accordingly, it is necessary to specify whether exceptional events such as Asian dust will be included or not in determining the exceedances of standards. While variations in $NO_2$ were not large, there was an increasing trend in $O_3$. In the Yeongnam region, the increasing rate of $O_3$ concentrations was small although the decreasing rate of $NO_2$ was the greatest. In the Gangwon region, $NO_2$ concentrations were almost unchanged, but $O_3$ concentrations experienced a significant increase. Regional management strategies targeting short-term high concentrations of criteria pollutants analogous to the Special Act for the greater Seoul area will aid in improving attainment rates.

• The Korean Journal of Applied Statistics
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• v.23 no.5
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• pp.835-844
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• 2010

Tools for statistical analysis of extreme values include the classical annual maximum method, the modern threshold method and variants improving the second one. While the annual maximum method is to t th generalized extreme value distribution to the annual maxima of a time series, the threshold method is to the generalized Pareto distribution to the excesses over a high threshold from the series. In this paper we deal with the Poisson-GPD method, a variant of the threshold method with a further assumption that the total number of exceedances follows the Poisson distribution, and apply it to the daily percentage increases and decreases computed from the spot prices of West Texas Intermediate, which were collected from January 4th, 1988 until December 31st, 2009. According to this analysis, the distribution of daily percentage increases as well as decreases turns out to have a heavy tail, unlike the normal distribution, which coincides well with the general phenomenon appearing in the analysis of lots of nowaday nancial data.

• 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 the Korean Data and Information Science Society
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• v.26 no.6
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• pp.1479-1494
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• 2015

Since the Markowitz's mean-variance framework for portfolio analysis, the topic of portfolio optimization has been an important topic in finance. Traditional approaches focus on maximizing the expected return of the portfolio while minimizing its variance, assuming that risky asset returns are normally distributed. The normality assumption however has widely been criticized as actual stock price distributions exhibit much heavier tails as well as asymmetry. To this extent, in this paper we employ the genetic algorithm to find the optimal portfolio under the Value-at-Risk (VaR) constraint, where the tail of risky assets are modeled with the generalized Pareto distribution (GPD), the standard distribution for exceedances in extreme value theory. An empirical study using Korean stock prices shows that the performance of the proposed method is efficient and better than alternative methods.

• Journal of Environmental Science International
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• v.27 no.7
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• pp.577-586
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• 2018

This research investigated the characteristics of $PM_{10}$ and $PM_{2.5}$ concentration at roadside (Choryangdong) and residential (Sujeongdong) locations in Busan. The $PM_{10}$ concentration at roadside and residential locations were 50.5 and $42.9{\mu}g/m^3$, respectively, and $PM_{2.5}$ at roadside and residential were 28.1 and $23.9{\mu}g/m^3$, respectively. The roadside/residential ratio of $PM_{10}$ and $PM_{2.5}$ concentration were 1.18, and the $PM_{2.5}/PM_{10}$ ratio at roadside and residential were 0.55 and 0.56, respectively. The $PM_{10}$ concentration in spring at roadside were $64.6{\mu}g/m^3$, and were the highest, followed by $48.0{\mu}g/m^3$ and $45.2{\mu}g/m^3$ in winter and summer. Number of exceedances per year of the daily limit value for $PM_{10}$ at roadside and residential were 66 and 39 days, respectively. The $PM_{10}$ and $PM_{2.5}$ concentration, and $PM_{2.5}/PM_{10}$ ratio at roadside were $53.0{\mu}g/m^3$, $29.0{\mu}g/m^3$ and 0.55 for day, and $45.5{\mu}g/m^3$, $26.7{\mu}g/m^3$ and 0.59 for night, respectively. These results indicate that understanding the relationship between roadside and residential could provide insight into establishing a strategy to control urban air quality.

• Journal of Korean Society of Environmental Engineers
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• v.33 no.7
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• pp.544-551
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• 2011

The objective of this study was to analyze VIRULO model, a probabilistic quantitative model, which had been developed by US Environmental Protection Agency. The model could assess the viral attenuation capacity of soil as hydrogeologic barrier using Monte Carlo simulation. The governing equations used in the model were composed of unsaturated flow equations and viral transport equations. Among the model parameters, those related to water flow for 11 soil types were from UNDODA data, and those related to 5 virus species were from the literatures. The model compared the attenuation factor with threshold of attenuation to determine the probability of failure and presented the exceedances and Monte Carlo runs as output. The analysis indicated that among 11 USDA soil types, the viral attenuation capacity of loamy sand and sand were far lower than those of clay and silt soils. Also, there were differences in the attenuation in soil among 5 viruses with poliovirus showing the highest attenuation. The viral attenuation capacity of soil decreased sharply with increasing soil water content and increased nonlinearly with increasing soil barrier length. This study indicates that VIRULO model could be considered as a useful screening tool for viral risk assessment in subsurface environment.