• 제목/요약/키워드: extreme value distribution

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

  • 맹승진;이순혁
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.45 no.1
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    • pp.33-44
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    • 2003
  • This study was conducted to estimate the design flood by the determination of best fitting order for LH-moments of the annual maximum series at fifteen watersheds. Using the LH-moment ratios and Kolmogorov-Smirnov test, the optimal regional probability distribution was identified to be the Generalized Extreme Value (GEV) in the first report of this project. Parameters of GEV distribution and flood flows of return period n years were derived by the methods of L, L1, L2, L3 and L4-moments. Frequency analysis of flood flow data generated by Monte Carlo simulation was performed by the methods of L, L1, L2, L3 and L4-moments using GEV distribution. Relative Root Mean Square Error. (RRMSE), Relative Bias (RBIAS) and Relative Efficiency (RE.) using methods of L, Ll , L2, L3 and L4-moments for GEV distribution were computed and compared with those resulting from Monte Carlo simulation. At almost all of the watersheds, the more the order of LH-moments and the return periods increased, the more RE became, while the less RRMSE and RBIAS became. The Absolute Relative Reduction (ARR) for the design flood was computed. The more the order of LH-moments increased, the less ARR of all applied watershed became It was confirmed that confidence efficiency of estimated design flood was increased as the order of LH-moments increased. Consequently, design floods for the appled watersheds were derived by the methods of L3 and L4-moments among LH-moments in view of high confidence efficiency.

Characterization of the wind-induced response of a 356 m high guyed mast based on field measurements

  • Zhe Wang;Muguang Liu;Lei Qiao;Hongyan Luo;Chunsheng Zhang;Zhuangning Xie
    • Wind and Structures
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    • v.38 no.3
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    • pp.215-229
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    • 2024
  • Guyed mast structures exhibit characteristics such as high flexibility, low mass, small damping ratio, and large aspect ratio, leading to a complex wind-induced vibration response mechanism. This study analyzed the time- and frequency-domain characteristics of the wind-induced response of a guyed mast structure using measured acceleration response data obtained from the Shenzhen Meteorological Gradient Tower (SZMGT). Firstly, 734 sets of 1-hour acceleration samples measured from 0:00 October 1, 2021, to 0:00 November 1, 2021, were selected to study the vibration shapes of the mast and the characteristics of the generalized extreme value (GEV) distribution. Secondly, six sets of typical samples with different vibration intensities were further selected to explore the Gaussian property and modal parameter characteristics of the mast. Finally, the modal parameters of the SZMGT are identified and the identification results are verified by finite element analysis. The findings revealed that the guyed mast vibration shape exhibits remarkable diversity, which increases nonlinearly along the height in most cases and reaches a maximum at the top of the tower. Moreover, the GEV distribution characteristics of the 734 sets of samples are closer to the Weibull distribution. The probability distribution of the structural wind vibration response under strong wind is in good agreement with the Gaussian distribution. The structural response of the mast under wind loading exhibits multiple modes. As the structural response escalates, the first three orders of modal energy in the tower display a gradual increase in proportion.

Assessment and Improvement of Snow Load Codes and Standards in Korea (한국의 적설하중 기준에 대한 평가 및 개선방안)

  • Yu, Insang;Kim, Hayong;Necesito, Imee V.;Jeong, Sangman
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.34 no.5
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    • pp.1421-1433
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    • 2014
  • In this study, appropriate probability distribution and parameter estimation method were selected to perform snowfall frequency analysis. Generalized Extreme Value (GEV) and Probability Weighted Moment Method (PWMM) appeared to be the best fit for snowfall frequency analysis in Korea. Snowfall frequency analysis applying GEV and PWMM were performed for 69 stations in Korea. Peak snowfall corresponding to recurrence intervals were estimated based on frequency analysis while snow loads were calculated using the estimated peak snowfall and specific weight of snow. Design snow load map was developed using 100-year recurrence interval snow load of 69 stations through Kriging of ArcGIS. The 2009 Korean Building Code and Commentary for design snow load was assessed by comparing the design snow loads which calculated in this study. As reflected in the results, most regions are required to increase the design snow loads. Thus, design snow loads and the map were developed from based on the results. The developed design snow load map is expected to be useful in the design of building structures against heavy snow loading throughout Korea most especially in ungaged areas.

Flood Frequency Analysis Considering Probability Distribution and Return Period under Non-stationary Condition (비정상성 확률분포 및 재현기간을 고려한 홍수빈도분석)

  • Kim, Sang Ug;Lee, Yeong Seob
    • Journal of Korea Water Resources Association
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    • v.48 no.7
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    • pp.567-579
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    • 2015
  • This study performed the non-stationary flood frequency analysis considering time-varying parameters of a probability density function. Also, return period and risk under non-stationary condition were estimated. A stationary model and three non-stationary models using Generalized Extreme Value(GEV) were developed. The only location parameter was assumed as time-varying parameter in the first model. In second model, the only scale parameter was assumed as time-varying parameter. Finally, the both parameters were assumed as time varying parameter in the last model. Relative likelihood ratio test and Akaike information criterion were used to select appropriate model. The suggested procedure in this study was applied to eight multipurpose dams in South Korea. Using relative likelihood ratio test and Akaike information criterion it is shown that the inflow into the Hapcheon dam and the Seomjingang dam were suitable for non-stationary GEV model but the other six dams were suitable for stationary GEV model. Also, it is shown that the estimated return period under non-stationary condition was shorter than those estimated under stationary condition.

Relationship between Urbanization and Cancer Incidence in Iran Using Quantile Regression

  • Momenyan, Somayeh;Sadeghifar, Majid;Sarvi, Fatemeh;Khodadost, Mahmoud;Mosavi-Jarrahi, Alireza;Ghaffari, Mohammad Ebrahim;Sekhavati, Eghbal
    • Asian Pacific Journal of Cancer Prevention
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    • v.17 no.sup3
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    • pp.113-117
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    • 2016
  • Quantile regression is an efficient method for predicting and estimating the relationship between explanatory variables and percentile points of the response distribution, particularly for extreme percentiles of the distribution. To study the relationship between urbanization and cancer morbidity, we here applied quantile regression. This cross-sectional study was conducted for 9 cancers in 345 cities in 2007 in Iran. Data were obtained from the Ministry of Health and Medical Education and the relationship between urbanization and cancer morbidity was investigated using quantile regression and least square regression. Fitting models were compared using AIC criteria. R (3.0.1) software and the Quantreg package were used for statistical analysis. With the quantile regression model all percentiles for breast, colorectal, prostate, lung and pancreas cancers demonstrated increasing incidence rate with urbanization. The maximum increase for breast cancer was in the 90th percentile (${\beta}$=0.13, p-value<0.001), for colorectal cancer was in the 75th percentile (${\beta}$=0.048, p-value<0.001), for prostate cancer the 95th percentile (${\beta}$=0.55, p-value<0.001), for lung cancer was in 95th percentile (${\beta}$=0.52, p-value=0.006), for pancreas cancer was in 10th percentile (${\beta}$=0.011, p-value<0.001). For gastric, esophageal and skin cancers, with increasing urbanization, the incidence rate was decreased. The maximum decrease for gastric cancer was in the 90th percentile(${\beta}$=0.003, p-value<0.001), for esophageal cancer the 95th (${\beta}$=0.04, p-value=0.4) and for skin cancer also the 95th (${\beta}$=0.145, p-value=0.071). The AIC showed that for upper percentiles, the fitting of quantile regression was better than least square regression. According to the results of this study, the significant impact of urbanization on cancer morbidity requirs more effort and planning by policymakers and administrators in order to reduce risk factors such as pollution in urban areas and ensure proper nutrition recommendations are made.

The fundamental frequency (f0) distribution of Korean speakers in a dialogue corpus using Praat and R (Praat과 R로 분석한 한국인 대화 음성 말뭉치의 fundamental frequency(f0)값 분포)

  • Byunggon Yang
    • Phonetics and Speech Sciences
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    • v.15 no.3
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    • pp.17-25
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    • 2023
  • This study examines the fundamental frequency(f0) distribution of 2,740 Korean speakers in a dialogue speech corpus. Praat and R were used for the collection and analysis of acoustical f0 data after removing extreme values considering the interquartile f0 range of the intonational phrases produced by each individual speaker. Results showed that the average f0 value of all speakers was 185 Hz and the median value was 187 Hz. The f0 data showed a positively skewed distribution of 0.11, and the kurtosis was -0.09, which is close to the normal distribution. The pitch values of daily conversations varied in the range of 238 Hz. Further examination of the male and female groups showed distinct median f0 values: 114 Hz for males and 199 Hz for females. A t-test between the two groups yielded a significant difference. The skewness representing the distribution shape was 1.24 for the male group and 0.58 for the female group. The kurtosis was 5.21 and 3.88 for the male and female groups, and the male group values appeared leptokurtic. A regression analysis between the median f0 and age yielded a slope of 0.15 for the male group and -0.586 for the female group, which indicated a divergent relationship. In conclusion, a normative f0 distribution of different Korean age and sex groups can be examined in the conversational speech corpus recorded by a massive number of participants. However, more rigorous data might be required to define a relation between age and f0 values.

Evaluation of the Dose According to the Movement of Breath During Field-in-Field Technique Treatment of Breast Cancer Patients (유방암 환자의 Field-in-Field Technique 치료 시 호흡의 움직임에 따른 선량 평가)

  • Kwon, Kyung-Tae
    • Journal of radiological science and technology
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    • v.41 no.6
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    • pp.561-566
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    • 2018
  • Field-in-Field Technique is applied to the radiation therapy of breast cancer patients, and it is possible to compensate the difference in breast thickness and deliver uniform dose in the breast. However, there are several fields in the treatment field that result in a more complex dose delivery than a single field dose delivery. If the patient's respiration is irregular during the delivery of the dose by several fields and the change of respiration occurs, the dose distribution in the breast changes. Therefore, based on the computed tomography images of breast cancer patients, a human model was created by using a 3D printer (Builder Extreme 1000) to describe the volume in the same manner. A computerized tomography (CT) of the human body model was performed and a treatment plan of 260 cGy / fx was established using a 6-MV field-in-field technique using a computerized treatment planning system (Eclipse 13.6, Varian, USA). The distribution of the dose in the breast according to the change of the respiration was measured using a moving phantom at 0.1 cm, 0.3 cm, 0.5 cm amplitude, using a MOSOXIDE Silicon Field Effect Transistor (MOSFET, Best Medical, Canada) Were measured and compared. The distribution of dose in the breast according to the change of respiration showed similar value within ${\pm}2%$ in the movement up to 0.3 cm compared to the treatment plan. In this experiment, we found that the dose distribution in the breast due to the change of respiration when the change of respiration was increased was not much different from the treatment plan.

Optimal Portfolio Selection in a Downside Risk Framework (하방위험을 이용한 위험자산의 최적배분)

  • Hyung, Nam-Won;Han, Kyu-Sook
    • The Korean Journal of Financial Management
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    • v.24 no.3
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    • pp.133-152
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    • 2007
  • In this paper, we examine a portfolio selection model in which a safety-first investor maximizes expected return subject to a downside risk constraint. We use the Value-at-Risk as the downside risk measure. We exploit the fact that returns are fat-tailed, and use a semi-parametric method suggested by Jansen, Koedijk and de Vries(2000). We find a more realistic asset allocation than the one suggested by the literature based on the traditional mean-variance framework. For the robustness check, we provide empirical analyses using empirical quantiles. The results highlight that for optimal portfolio selection involving downside risks that are far in the tails of the distribution, our mean-VaR model with a fat-tailed distribution is superior.

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The history of high intensity rainfall estimation methods in New Zealand and the latest High Intensity Rainfall Design System (HIRDS.V3)

  • Horrell, Graeme;Pearson, Charles
    • Proceedings of the Korea Water Resources Association Conference
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    • 2011.05a
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    • pp.16-16
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    • 2011
  • Statistics of extreme rainfall play a vital role in engineering practice from the perspective of mitigation and protection of infrastructure and human life from flooding. While flood frequency assessments, based on river flood flow data are preferred, the analysis of rainfall data is often more convenient due to the finer spatial nature of rainfall recording networks, often with longer records, and potentially more easily transferable from site to site. The rainfall frequency analysis as a design tool has developed over the years in New Zealand from Seelye's daily rainfall frequency maps in 1947 to Thompson's web based tool in 2010. This paper will present a history of the development of New Zealand rainfall frequency analysis methods, and the details of the latest method, so that comparisons may in future be made with the development of Korean methods. One of the main findings in the development of methods was new knowledge on the distribution of New Zealand rainfall extremes. The High Intensity Rainfall Design System (HIRDS.V3) method (Thompson, 2011) is based upon a regional rainfall frequency analysis with the following assumptions: $\bullet$ An "index flood" rainfall regional frequency method, using the median annual maximum rainfall as the indexing variable. $\bullet$ A regional dimensionless growth curve based on the Generalised Extreme Value (GEV), and using goodness of fit test for the GEV, Gumbel (EV1), and Generalised Logistic (GLO) distributions. $\bullet$ Mapping of median annual maximum rainfall and parameters of the regional growth curves, using thin-plate smoothing splines, a $2km\times2km$ grid, L moments statistics, 10 durations from 10 minutes to 72 hours, and a maximum Average Recurrence Interval of 100 years.

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Real-time Health Monitoring of Pipeline Structures Using Piezoelectric Sensors (압전센서를 사용한 배관 구조물의 실시간 건전성 평가)

  • Kim, Ju-Won;Lee, Chang-Gil;Park, Seung-Hee
    • Journal of the Korea institute for structural maintenance and inspection
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    • v.14 no.6
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    • pp.171-178
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    • 2010
  • Pipeline structure is one of core underground infrastructure which transports primary sources. Since the almost pipeline structures are placed underground and connected each other complexly, it is difficult to monitor their structural health condition continuously. In order to overcome this limitation of recent monitoring technique, recently, a Ubiquitous Sensor Network (USN) system based on on-line and real-time monitoring system is being developed by the authors' research group. In this study, real-time pipeline health monitoring (PHM) methodology is presented based on electromechanical impedance methods using USN. Two types of damages including loosened bolts and notches are artificially inflicted on the pipeline structures, PZT and MFC sensors that have piezoelectric characteristics are employed to detect these damages. For objective evaluation of pipeline conditions, Damage metric such as Root Mean Square Deviation (RMSD) value was computed from the impedance signals to quantify the level of the damage. Optimal threshold levels for decision making are estimated by generalized extreme value(GEV) based statistical method. Throughout a series of experimental studies, it was reviewed the effectiveness and robustness of proposed PHM system.