• Title/Summary/Keyword: extreme value distribution

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A Study on the Application ratio of Directional wind speeds Characteristics by Gumbel Model Simulation Using Directional wind Patterns (풍향패턴에 따른 굼벨 모델 시뮬레이션에 의한 풍향풍속성의 적용율 평가에 관한 연구)

  • Chung, Yung-Bea
    • Journal of Korean Society of Steel Construction
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    • v.22 no.6
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    • pp.573-580
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    • 2010
  • In this study, an assessment method that considers the effects of directional wind speeds on buildings or structures that are sensitive to wind is proposed. Also, the basic characteristics of directional wind speeds were assessed by means of local annual maximum wind speeds. From the method of assessment of the characteristics of directional wind speeds, their goodness-of-fit was verified by applying extreme value distribution to the data on annual maximum wind speeds from the Korea Meteorological Administration. To consider the characteristics of directional winds, an assessment method is suggested that divides the directional wind pattern of each directional wind speed into four groups. From the study results, all the data on directional wind speeds based on the Gumbel distribution were examined using data on annual maximum wind speeds from Seoul, Tongyung, and Incheon. Since the Gumbel model of all directional wind speeds has independent probability characteristics that govern the 4 directional wind pattern groups, the application ratio proposed was based on the assessment of these four groups. According to the goodness-of-fit of the data on the annual maximum wind speeds based on the Gumbel distribution, new application ratios were proposed that consider the directional wind speeds in Seoul, Tongyung, and Incheon.

A Study about Microbiological Quality and Safety Control of a Central Commissary School Foodservice System in Daejeon City Area (대전지역 도시형 공동조리교 급식의 미생물적 품질관리에 관한 연구)

  • Kim, Heh-Young;Jeong, Hyo-Jin
    • Journal of the Korean Society of Food Culture
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    • v.10 no.1
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    • pp.67-74
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    • 1995
  • This study researched microbial change of quality according to the various phases of product flow of cooked pea and rice, cold cucumber and seaweed soup, soybean sprouts japchae feeding urban type of a commissary school and a satellite school in Daejeon area, also it suggested the possibility that the central commissary foodservice system can be established and utilized more developmental to identify its food of variation of temperature and state of safety unitl 3 hours after cooking for the case of delay of distribution and holding because of the satellite school of geographical location and traffic problem. The critical Control Points identified for each category of menu items were: Boiled pea and rice: inadequate distribution, holding and storing before assembly; Cold cucumber and seaweed soup: pre-preparation and post-preparation after cooking; Soybean sprouts japchae: Pre-preparation, post-preparation and storing. As the result of observation of the variation of temperature and microbial safety according to the delay of distribution and holding for each food, all of them were relatively safe until 3 hours after cooking, but cold cucumber and seaweed soup being stored for 3 hours, the value of E. coli is $10^3$ CFU/g. The variation of temperature was more extreme in soybean sprouts japchae than cooked pea and rice and cold cucumber and seaweed soup. It was proved that the stainless container was excellent and that adequate holding container should be used.

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Analysis of Bale Surface Pressure According to Stretch Film Layer Changes on Round Bale Wrapping

  • Hong, Sungha;Kang, Daein;Kim, Daeyeon;Lee, Sangsik
    • Journal of Biosystems Engineering
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    • v.42 no.3
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    • pp.136-146
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    • 2017
  • Purpose: This paper presents an appropriate wrapping method by analyzing the pressure distribution applied to a bale surface, along with the change in pressure according to an increase in the number of film layers in rice straw bales, which account for 74% of the total bulky feed supply in Korea. Methods: A model with the shape of an actual bale was fabricated to analyze the distribution of surface pressure in bale wrapping, and the pressure was measured. Experiments were conducted to analyze the pressure using eight different layer numbers (2, 4, 6, 8 10, 12, 14, and 16 layers) at five wrapping speeds (27, 29, 31, 33, and 35 rpm). Results: The maximum pressure applied to a circular bale by the film occurred at the center of the end of the bale, whereas the minimum pressure occurred at the center of the bale side. An extreme value ratio between the minimum and maximum pressures was distributed as 8.5-56.6%, which was improved with an increase in rotation speed. The an uneven pressure distribution occurred because the number of film overlaps was 8.24-times greater at the center of the bale's end than at the center of the ba le side. At a level 5 rotation speed, the minimum pressure was $P_{LV5-M1}=0.0625{\sigma}^2+36.173{\sigma}-36.753$ ($R^2=0.9845$) at $M_1$, and the maximum pressure was $P_{LV5-M6}=5.5552{\sigma}^2+41.05{\sigma}-39.071$ at $M_2$, revealing a correlation of $R^2=0.9983$. Conclusions: To replace four layers with six layers, 2-4 layers were added only to the side of the bale, and the minimum pressure at $M_1$ was then improved from that at four layers to that at six layers, and the amount of film consumed for 4-6 layers was reduced by 84.6%.

Comparison of Methods of Selecting the Threshold of Partial Duration Series for GPD Model (GPD 모형 산정을 위한 부분시계열 자료의 임계값 산정방법 비교)

  • Um, Myoung-Jin;Cho, Won-Cheol;Heo, Jun-Haeng
    • Journal of Korea Water Resources Association
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    • v.41 no.5
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    • pp.527-544
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    • 2008
  • Generalized Pareto distribution (GPD) is frequently applied in hydrologic extreme value analysis. The main objective of statistics of extremes is the prediction of rare events, and the primary problem has been the estimation of the threshold and the exceedances which were difficult without an accurate method of calculation. In this paper, to obtain the threshold or the exceedances, four methods were considered. For this comparison a GPD model was used to estimate parameters and quantiles for the seven durations (1, 2, 3, 6, 12, 18 and 24 hours) and the ten return periods (2, 3, 5, 10, 20, 30, 50, 70, 80 and 100 years). The parameters and quantiles of the three-parameter generalized Pareto distribution were estimated with three methods (MOM, ML and PWM). To estimate the degree of fit, three methods (K-S, CVM and A-D test) were performed and the relative root mean squared error (RRMSE) was calculated for a Monte Carlo generated sample. Then the performance of these methods were compared with the objective of identifying the best method from their number.

The Determination of Probability Distributions of Annual, Seasonal and Monthly Precipitation in Korea (우리나라의 연 강수량, 계절 강수량 및 월 강수량의 확률분포형 결정)

  • Kim, Dong-Yeob;Lee, Sang-Ho;Hong, Young-Joo;Lee, Eun-Jai;Im, Sang-Jun
    • Korean Journal of Agricultural and Forest Meteorology
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    • v.12 no.2
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    • pp.83-94
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    • 2010
  • The objective of this study was to determine the best probability distributions of annual, seasonal and monthly precipitation in Korea. Data observed at 32 stations in Korea were analyzed using the L-moment ratio diagram and the average weighted distance (AWD) to identify the best probability distributions of each precipitation. The probability distribution was best represented by 3-parameter Weibull distribution (W3) for the annual precipitation, 3-parameter lognormal distribution (LN3) for spring and autumn seasons, and generalized extreme value distribution (GEV) for summer and winter seasons. The best probability distribution models for monthly precipitation were LN3 for January, W3 for February and July, 2-parameter Weibull distribution (W2) for March, generalized Pareto distribution (GPA) for April, September, October and November, GEV for May and June, and log-Pearson type III (LP3) for August and December. However, from the goodness-of-fit test for the best probability distributions of the best fit, GPA for April, September, October and November, and LN3 for January showed considerably high reject rates due to computational errors in estimation of the probability distribution parameters and relatively higher AWD values. Meanwhile, analyses using data from 55 stations including additional 23 stations indicated insignificant differences to those using original data. Further studies using more long-term data are needed to identify more optimal probability distributions for each precipitation.

A Study on VaR Stability for Operational Risk Management (운영리스크 VaR 추정값의 안정성검증 방법 연구)

  • Kim, Hyun-Joong;Kim, Woo-Hwan;Lee, Sang-Cheol;Im, Jong-Ho;Cho, Sang-Hee;Kim, Ah-Hyoun
    • Communications for Statistical Applications and Methods
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    • v.15 no.5
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    • pp.697-708
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    • 2008
  • Operational risk is defined as the risk of loss resulting from inadequate or failed internal processes, people and systems, or external events. The advanced measurement approach proposed by Basel committee uses loss distribution approach(LDA) which quantifies operational loss based on bank's own historical data and measurement system. LDA involves two distribution fittings(frequency and severity) and then generates aggregate loss distribution by employing mathematical convolution. An objective validation for the operational risk measurement is essential because the operational risk measurement allows flexibility and subjective judgement to calculate regulatory capital. However, the methodology to verify the soundness of the operational risk measurement was not fully developed because the internal operational loss data had been extremely sparse and the modeling of extreme tail was very difficult. In this paper, we propose a methodology for the validation of operational risk measurement based on bootstrap confidence intervals of operational VaR(value at risk). We derived two methods to generate confidence intervals of operational VaR.

Experimental and analytical studies on stochastic seismic response control of structures with MR dampers

  • Mei, Zhen;Peng, Yongbo;Li, Jie
    • Earthquakes and Structures
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    • v.5 no.4
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    • pp.395-416
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    • 2013
  • The magneto-rheological (MR) damper contributes to the new technology of structural vibration control. Its developments and applications have been paid significant attentions in earthquake engineering in recent years. Due to the shortages, however, inherent in deterministic control schemes where only several observed seismic accelerations are used as the trivial input and in classical stochastic optimal control theory with assumption of white noise process, the derived control policy cannot effectively accommodate the performance of randomly base-excited engineering structures. In this paper, the experimental and analytical studies on stochastic seismic response control of structures with specifically designed MR dampers are carried out. The random ground motion, as the base excitation posing upon the shaking table and the design load used for structural control system, is represented by the physically based stochastic ground motion model. Stochastic response analysis and reliability assessment of the tested structure are performed using the probability density evolution method and the theory of extreme value distribution. It is shown that the seismic response of the controlled structure with MR dampers gain a significant reduction compared with that of the uncontrolled structure, and the structural reliability is obviously strengthened as well.

Development of Probabilistic Wind Load Models (국내 풍하중의 확률적 모형 개발)

  • 김상효;배규웅;박홍석
    • Computational Structural Engineering
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    • v.3 no.2
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    • pp.109-115
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    • 1990
  • The probabilistic characteristics of wind loads have been analyzed using statistical data on wind speeds, pressure coefficient, exposure coefficient, and gust factor. The wind speed data collected at 25 nationwide weather stations have been modified to be consistent in measuring height, exposure condition as well as averaging time. Having performed Monte Carlo simulation for various heights and site conditions, the statistical models of wind loads were determined, in which Type-I extreme value distribution has been applied. The models also incorporate a reduction factor of 0.85 to account for the reduced probability that the maximum wind speed will occur in a direction most unfavorable to the response of structure.

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Comparative Analysis of Regional and At-site Analysis for the Design Rainfall by Gamma and Non-Gamma Family (Ⅱ) (Gamma 및 비Gamma군 분포모형에 의한 강우의 지점 및 지역빈도 비교분석 (Ⅱ))

  • Lee , Soon-Hyuk;Ryoo, Kyong-Sik
    • Journal of The Korean Society of Agricultural Engineers
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    • v.46 no.5
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    • pp.15-26
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    • 2004
  • This study was conducted to derive the regional design rainfall by the regional frequency analysis based on the regionalization of the precipitation. The optimal regionalization of the precipitation data were classified by the above mentioned regionalization for all over the regions except Jeju and Ulleung islands in Korea. Design rainfalls following the consecutive duration were derived by the 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 rainfall were computed and compared between the regional and at-site frequency analysis. It 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 rainfall. Consequently, optimal design rainfalls following the classified regions and consecutive durations were derived by the regional frequency analysis using Generalized extreme value distribution which was identified to be more optimal one than the other applied distributions. Diagrams for the design rainfall derived by the regional frequency analysis using L-moments were drawn according to the regions and consecutive durations by GIS techniques.

Comparative Analysis of Regional and At-site Analysis for the Design Rainfall by Gamma and Non-Gamma Family (I) (Gamma 및 비Gamma군 분포모형에 의한 강우의 지점 및 지역빈도 비교분석 (I))

  • Ryoo, Kyong-Sik;Lee, Soon-Hyuk
    • Journal of The Korean Society of Agricultural Engineers
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    • v.46 no.4
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    • pp.25-36
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    • 2004
  • This study was conducted to derive the design rainfall by the consecutive duration using the at-site frequency analysis. Using the errors, K-S tests and LH-moment ratios, Log Pearson type 3 (LP3) and Generalized Extreme Value (GEV) distributions of Gamma and Non-Gamma Family, respectively were identified as the optimal probability distributions among applied distributions. Parameters of GEV and LP3 distributions were estimated by the method of L and LH-moments and the Indirect method of moments respectively. Design rainfalls following the consecutive duration were derived by at-site frequency analysis using the observed and simulated data resulted from Monte Carlo techniques. Relative root-mean-square error (RRMSE) and relative efficiency (RE) in RRMSE for the design rainfall derived by at-site analysis in the observed and simulated data were computed and compared. It has shown that at-site frequency analysis by GEV distribution using L-moments is confirmed as more reliable than that of GEV and LP3 distributions using LH-moments and Indirect method of moments in view of relative efficiency.