• Title/Summary/Keyword: extreme value distribution

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Derivation of Optimal Design Flood by L-Moments (L-모멘트법에 의한 적정 설계홍수량의 유도)

  • 이순혁;박명근;맹승진;정연수;김동주;류경식
    • Proceedings of the Korean Society of Agricultural Engineers Conference
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    • 1998.10a
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    • pp.318-324
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    • 1998
  • This study was conducted to derive optimal design floods by Generalized Extreme-value(GEV) distribution for the annual maximum series at ten watersheds along Han, Nagdong, Geum, Yeongsan and Seomjin river systems. Adequacy for the analysis of flood data used in this study was established by the tests of Independence, Homogeneity, detection of Outliers. L-coefficient of variation, L-skewness and L-kurtosis were calculated by L-moment ratio respectively. Parameters were estimated by the Methods of Moments and L-Moments. Design floods obtained by Methods of Moments and L-Moments using different methods for plotting positions in GEV distribution were compared by the relative mean and relative absolute error. It was found that design floods derived by the method of L-moments using weibull plotting position formula in GEV distribution are much closer to those of the observed data in comparison with those obtained by method of moments using different formulas for plotting positions in view of relative mean and relative absolute error.

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A Proposal of the Compressive Stress Distribution Model of Ultra High-Strength Concrete (초고강도 콘크리트에 적합한 응력분포 모델의 제안)

  • 박훈규;윤영수;한상묵;장일영
    • Proceedings of the Korea Concrete Institute Conference
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    • 1997.10a
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    • pp.436-441
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    • 1997
  • This paper presents the compressive stress distribution model appropriate to predict the ultimate strength of structural elements using ultra high-strength concrete. From the results of this investigation, the following conclusions are drawn: 1. The constant value of strain at extreme concrete compression fiber of 0.0027 is seen to represent satisfactorily the experimental result for ultra high-strength concrete. 2. The current ACI-318 rectangular stress block parameters were found to overestimate the moment capacity of ultra high-strength concrete columns with eccentrically loaded. 3. The equivalent trapezoidal stress distribution model with new parameter $\lambda_1$ and $\lambda_2$ was developed.

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Estimation of Design Rainfall Using 3 Parameter Probability Distributions (3변수 확률분포에 의한 설계강우량 추정)

  • Lee, Soon Hyuk;Maeng, Sung Jin;Ryoo, Kyong Sik
    • Proceedings of the Korea Water Resources Association Conference
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    • 2004.05b
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    • pp.595-598
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    • 2004
  • This research seeks to derive the design rainfalls through the L-moment with the test of homogeneity, independence and outlier of data on annual maximum daily rainfall at 38 rainfall stations in Korea. To select the appropriate distribution of annual maximum daily rainfall data by the rainfall stations, Generalized Extreme Value (GEV), Generalized Logistic (GLO), Generalized Pareto (GPA), Generalized Normal (GNO) and Pearson Type 3 (PT3) probability distributions were applied and their aptness were judged using an L-moment ratio diagram and the Kolmogorov-Smirnov (K-S) test. Parameters of appropriate distributions were estimated from the observed and simulated annual maximum daily rainfall using Monte Carlo techniques. Design rainfalls were finally derived by GEV distribution, which was proved to be more appropriate than the other distributions.

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Estimation of Design Flood by the Determination of Best Fitting Order of LH-Moments ( I ) (LH-모멘트의 적정 차수 결정에 의한 설계홍수량 추정 ( I ))

  • 맹승진;이순혁
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.44 no.6
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    • pp.49-60
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    • 2002
  • This study was conducted to estimate the design flood by the determination of best fitting order of LH-moments of the annual maximum series at six and nine watersheds in Korea and Australia, respectively. Adequacy for flood flow data was confirmed by the tests of independence, homogeneity, and outliers. Gumbel (GUM), Generalized Extreme Value (GEV), Generalized Pareto (GPA), and Generalized Logistic (GLO) distributions were applied to get the best fitting frequency distribution for flood flow data. Theoretical bases of L, L1, L2, L3 and L4-moments were derived to estimate the parameters of 4 distributions. L, L1, L2, L3 and L4-moment ratio diagrams (LH-moments ratio diagram) were developed in this study. GEV distribution for the flood flow data of the applied watersheds was confirmed as the best one among others by the LH-moments ratio diagram and Kolmogorov-Smirnov test. Best fitting order of LH-moments will be derived by the confidence analysis of estimated design flood in the second report of this study.

A Test for Weibull Distribution and Extreme Value Distribution Based on Kullback-Leibler Information (쿨백-레이블러 정보함수에 기초한 와이블분포와 극단값 분포에 대한 적합도 검정)

  • 김종태;이우동
    • The Korean Journal of Applied Statistics
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    • v.11 no.2
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    • pp.351-362
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    • 1998
  • In this paper, a test of fit for Weibull distribution on the estimated Kullback-Leibler information is proposed. The test uses the Vasicek entropy estimates, so to compute it a window size m must first be fried, and then is obtained critical values computed by Monte Carlo simulations. The power of the proposed test under various alternatives is compares with that of ocher famous tests. The use of the test is shown in an illustrative example.

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A Nonstationary Frequency Analysis of Extreme Wind Speed in Jeju using Bayesian Approach (베이지안 기법을 이용한 제주지역 극치풍속의 비정상성 빈도해석)

  • Kim, Kyoungmin;Kwon, Hyun-Han;Kwon, Soon-Duck
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.39 no.6
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    • pp.667-673
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    • 2019
  • Global warming may accelerate climate change and may increase disaster caused by strong winds. This research studied a method for a nonstationary frequency analysis considering the linear trend over time. The Bayesian method was used to estimate the posterior distribution of the parameters for the extreme value distribution of the annual maximum wind speed at Jeju Airport. The nonstationary frequency analysis was performed based on the Monte Carlo Markov Chain simulation and the Gibbs sampling. The estimated wind speeds by nonstationary frequency analysis was larger than those by stationary analysis. The conventional frequency analysis procedure assuming stationarity is likely to underestimate the future design wind speed in the region where statistically significant trend exists.

Estimation of Live Load Effect of Single Truck Through Probabilistic Analysis of Truck Traffic on Expressway (고속도로 통행차량 통계 분석을 통한 단독차량의 활하중 효과 추정)

  • Yoon, Taeyong;Ahn, Sang-Sup;Kwon, Soon-Min;Paik, Inyeol
    • International Journal of Highway Engineering
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    • v.18 no.1
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    • pp.1-11
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    • 2016
  • PURPOSES : This study estimated the load effect of a single heavy truck to develop a live load model for the design and assessment of bridges located on an expressway with a limited truck entry weight. METHODS : The statistical estimation methods for the live load effect acting on a bridge by a heavy vehicle are reviewed, and applications using the actual measurement data for trucks traveling on an expressway are presented. The weight estimation of a single vehicle and its effect on a bridge are fundamental elements in the construction of a live load model. Two statistical estimation methods for the application of extrapolation in a probabilistic study and an additional estimation method that adopts the extreme value theory are reviewed. RESULTS : The proposed methods are applied to the traffic data measured on an expressway. All of the estimation methods yield similar results using the data measured when the weight limit has been relatively well observed because of the rigid enforcement of the weight regulation. On the other hand, when the estimations are made using overweight traffic data, the resulting values differ with the estimation method. CONCLUSIONS : The estimation methods based on the extreme distribution theory and the modified procedure presented in this paper can yield reasonable values for the maximum weight of a single truck, which can be applied in both the design and evaluation of a bridge on an expressway.

The Assessment of Future Flood Vulnerability for Seoul Region (서울 지역의 미래 홍수취약도 평가)

  • Sung, Jang Hyun;Baek, Hee-Jeong;Kang, Hyun-Suk;Kim, Young-Oh
    • Journal of Wetlands Research
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    • v.14 no.3
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    • pp.341-352
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    • 2012
  • The purpose of this study is to statistically project future probable rainfall and to quantitatively assess a future flood vulnerability using flood vulnerability model. To project probable rainfall under non-stationarity conditions, the parameters of General Extreme Value (GEV) distribution were estimated using the 1 yr data added to the initial 30 yr base series. We can also fit a linear regression model between time and location parameters after comparing the linear relationships between time and location, scale, and shape parameters, the probable rainfall in 2030 yr was calculated using the location parameters obtained from linear regression equation. The flood vulnerability in 2030 yr was assessed inputted the probable rainfall into flood vulnerability assessment model suggested by Jang and Kim (2009). As the result of analysis, when a 100 yr rainfall frequency occurs in 2030 yr, it was projected that vulnerability will be increased by spatial average 5 % relative to present.

Derivation of Drought Severity-Duration-Frequency Curves Using Drought Frequency Analysis (가뭄빈도해석을 통한 가뭄심도-지속시간-생기빈도 곡선의 유도)

  • Lee, Joo-Heon;Kim, Chang-Joo
    • Journal of Korea Water Resources Association
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    • v.44 no.11
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    • pp.889-902
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    • 2011
  • In this study, frequency analysis using drought index had implemented for the derivation of drought severity-duration-frequency (SDF) curves to enable quantitative evaluations of past historical droughts having been occurred in Korean Peninsular. Seoul, Daejeon, Daegu, Gwangju, and Busan weather stations were selected and precipitation data during 1974~2010 (37 years) was used for the calculation of Standardized Precipitation Index (SPI) and frequency analysis. Based on the results of goodness of fit test on the probability distribution, Generalized Extreme Value (GEV) was selected as most suitable probability distribution for the drought frequency analysis using SPI. This study can suggest return periods for historical major drought events by using newrly derived SDF curves for each stations. In case of 1994~1995 droughts which had focused on southern part of Korea. SDF curves of Gwangju weather station showed 50~100 years of return period and Busan station showed 100~200 years of return period. Besides, in case of 1988~1989 droughts, SDF of Seoul weather station were appeared as having return periods of 300 years.

Estimation of Drought Rainfall by Regional Frequency Analysis using L and LH-Moments(I) - On the Method of L-Moments - (L 및 LH-모멘트법과 지역빈도분석에 의한 가뭄우량의 추정(I) - L-모멘트법을 중심으로 -)

  • 이순혁;윤성수;맹승진;류경식;주호길
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.45 no.5
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    • pp.97-109
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    • 2003
  • This study is mainly conducted to derive the design drought rainfall by the consecutive duration using probability weighted moments with rainfall in the regional drought frequency analysis. It is anticipated to suggest optimal design drought rainfall of hydraulic structures for the water requirement and drought frequency of occurrence for the safety of water utilization through this study. Preferentially, this study was conducted to derive the optimal regionalization of the precipitation data that can be classified by the climatologically and geographically homogeneous regions all over the regions except Cheju and Ulreung islands in Korea. Five homogeneous regions in view of topographical and climatological aspects were accomplished by K-means clustering method. Using the L-moment ratio diagram and Kolmogorov-Smirnov test, generalized extreme value distribution was confirmed as the best fitting one among applied distributions. At-site and regional parameters of the generalized extreme value distribution were estimated by the method of L-moments. Design drought rainfalls using L-moments following the consecutive duration were derived by the at-site and regional analysis using the observed and simulated data resulted from Monte Carlo techniques. Relative root-mean-square error (RRMSE), relative bias (RBIAS) and relative reduction (RR) in RRMSE for the design drought rainfall derived by at-site and regional analysis in the observed an simulated data were computed and compared. In has shown that the regional frequency analysis procedure can substantially more reduce the RRMSE. RBIAS and RR in RRMSE than those of at-site analysis in the prediction of design drought rainfall. Consequently, optimal design drought rainfalls following the regions and consecutive durations were derived by the regional frequency analysis.