• The Transactions of the Korean Institute of Electrical Engineers P
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• v.65 no.3
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• pp.204-209
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• 2016

It is difficult to establish accurate modeling of PV power system because of various uncertainty. However, it is important work to modeling of PV for fault diagnosis. This paper proposes modeling and fault diagnosis method using correlation analysis and ELM(Extreme Learning Machine). Rather than using total data, we select optimal time interval with higher corelation between PV power and solar irradiation. Also, we use average value during 60 minute to avoid rapid variation of PV power. To show the effectiveness of the proposed method, we performed various experiments by dataset.

• Communications for Statistical Applications and Methods
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• v.16 no.1
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• pp.127-135
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• 2009

It is necessary to forecast the amount of the maximum electricity demand for stabilizing the flow of electricity. The time series data was collected from the Korea Energy Research between January 2000 and December 2006. The data showed that they had a strong linear trend and seasonal change. Winters seasonal model, ARMA model were used to examine it. Root mean squared prediction error and mean absolute percentage prediction error were a criteria to select the best model. In addition, a nonstationary generalized extreme value distribution with explanatory variables was fitted to forecast the maximum electricity.

• Journal of Korea Water Resources Association
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• v.49 no.4
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• pp.335-346
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• 2016

This study produced the parameter maps of the Modified Bartlett-Lewis Rectangular Pulse (MBLRP) stochastic rainfall generation model across South Korea and developed and validated the web application that automates the process of rainfall generation based on the produced parameter maps. To achieve this purpose, three deferent sets of parameters of the MBLRP model were estimated at 62 ground gage locations in South Korea depending on the distinct purpose of the synthetic rainfall time series to be used in hydrologic modeling (i.e. flood modeling, runoff modeling, and general purpose). The estimated parameters were spatially interpolated using the Ordinary Kriging method to produce the parameter maps across South Korea. Then, a web application has been developed to automate the process of synthetic rainfall generation based on the parameter maps. For validation, the synthetic rainfall time series has been created using the web application and then various rainfall statistics including mean, variance, autocorrelation, probability of zero rainfall, extreme rainfall, extreme flood, and runoff depth were calculated, then these values were compared to the ones based on the observed rainfall time series. The mean, variance, autocorrelation, and probability of zero rainfall of the synthetic rainfall were similar to the ones of the observed rainfall while the extreme rainfall and extreme flood value were smaller than the ones derived from the observed rainfall by the degree of 16%-40%. Lastly, the web application developed in this study automates the entire process of synthetic rainfall generation, so we expect the application to be used in a variety of hydrologic analysis needing rainfall data.

• Coupled systems mechanics
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• v.13 no.2
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• pp.95-113
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• 2024

In this paper, we will analyse the thermo-elastic behavior of the plate element of a structure arranged in a climatically aggressive environment (extreme temperature), we use a refined four-variable thick plate theory to take the shear effect into consideration, the proposed theory less computationally expensive and more accurate so that it incorporates the shear effect into the formulation. The plate is assumed to be simply supported on its four edges, so exact (closed-form) solutions are found according to the Navier expansion, and the governing stability equations and associated boundary conditions of the problem are obtained via the virtual works principle. The plate studied ismade of laminated composite materials, so a parametric study is needed to see the effect of different types of parameters and coupling on the critical temperature value causing thermo-elastic instability of the plate and also on the natural frequency of free vibration, as well as for other parameters such as anisotropy, slenderness and aspect ratio of the plate and finally the lamination angle. Numerical results are obtained for specially orthotropic and antisymmetrical plates and are compared with those obtained by othertheoriesin the literature to validate the analysis approach used.

• Journal of Korea Water Resources Association
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• v.54 no.10
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• pp.747-757
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• 2021

Quantification of extreme rainfall is very important in establishing a flood protection plan, and a general measure of extreme rainfall is expressed as an T-year return level. In this study, a method was proposed for quantifying spatial distribution and uncertainty of daily rainfall depths with various return periods using a hierarchical Bayesian model combined with climate and geographical information, and was applied to the Seoul-Incheon-Gyeonggi region. The annual maximum daily rainfall depth of six automated synoptic observing system weather stations of the Korea Meteorological Administration in the study area was fitted to the generalized extreme value distribution. The applicability and reliability of the proposed method were investigated by comparing daily rainfall quantiles for various return levels derived from the at-site frequency analysis and the regional frequency analysis based on the index flood method. The uncertainty of the regional frequency analysis based on the index flood method was found to be the greatest at all stations and all return levels, and it was confirmed that the reliability of the regional frequency analysis based on the hierarchical Bayesian model was the highest. The proposed method can be used to generate the rainfall quantile maps for various return levels in the Seoul-Incheon-Gyeonggi region and other regions with similar spatial sizes.

• The Korean Journal of Applied Statistics
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• v.26 no.3
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• pp.483-494
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• 2013

The importance of financial risk management has been highlighted after several recent incidences of global financial crisis. One of the issues in financial risk management is how to measure the risk; currently, the most widely used risk measure is the Value at Risk(VaR). We can consider to estimate VaR using extreme value theory if the financial data have heavy tails as the recent market trend. In this paper, we study estimations of VaR using Peaks over Threshold(POT), which is a common method of modeling fat-tailed data using extreme value theory. To use POT, we first estimate parameters of the Generalized Pareto Distribution(GPD). Here, we compare three different methods of estimating parameters of GPD by comparing the performance of the estimated VaR based on KOSPI 5 minute-data. In addition, we simulate data from normal inverse Gaussian distributions and examine two parameter estimation methods of GPD. We find that the recent methods of parameter estimation of GPD work better than the maximum likelihood estimation when the kurtosis of the return distribution of KOSPI is very high and the simulation experiment shows similar results.

• Communications for Statistical Applications and Methods
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• v.30 no.3
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• pp.259-272
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• 2023

In this paper, we suggest a new method for the prediction of sharp changes in particulate matter (PM₁₀) using quantile mapping. To predict the current PM₁₀ density in Seoul, we consider PM₁₀ and precipitation in Baengnyeong and Ganghwa monitoring stations observed a few hours before. For the PM₁₀ distribution estimation, we use the extreme value mixture model, which is a combination of conventional probability distributions and the generalized Pareto distribution. Furthermore, we also consider a quantile generalized additive model (QGAM) for the relationship modeling between precipitation and PM₁₀. To prove the validity of our proposed model, we conducted a simulation study and showed that the proposed method gives lower mean absolute differences. Real data analysis shows that the proposed method could give a more accurate prediction when there are sharp changes in PM₁₀ in Seoul.

• 한국지구물리탐사학회:학술대회논문집
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• 2003.11a
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• pp.383-389
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• 2003

Clay minerals show a distinct induced-polarization phenomenon, which is one of the most important factors for predicting groundwater flow and contaminant transport. This paper presents a step-by-step process to estimate Cole-Cole parameters from spectral induced-polarization (IP) data measured on the surface of three-dimensional earth. First, the inversion of low-frequency resistivity survey data is made to identify the dc resistivity ${\rho}_dc$ of a volume having IP effects. The other parameters, chargeability m, time constant $\tau$, and frequency dependence c, are sought for the polarizable volume. Next, using multi-frequency data, c can be obtained as high or low asymptotes of the slope of log phase vs. log frequency. Further, for low m, intrinsic $\tau$ is approximated by apparent one, ${\tau}_a$, which is derived from the relation ${{\omega}{\tau}}_a$=1 at an angular frequency $\omega$, where the imaginary component of spectral IP data has an extreme value. Finally, to obtain intrinsic m a two-step linearized procedure has been derived. For a body of given $\tau$ and c, forward modeling with a progression of m values yields a plot of observed vs. intrinsic imaginary components for a frequency. Since this plot is essentially linear, to extract the intrinsic imaginary component is quite simple with an observed value. Using the plot of intrinsic imaginary component vs. m, intrinsic m is determined. We present a synthetic example to illustrate that the Cole-Cole parameters can be recovered from spectral IP data.

• The Mathematical Education
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• v.56 no.4
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• pp.407-434
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• 2017

The purpose of this study is to develop and verify the TPACK measurement tool for middle and high school mathematics teachers in the Korean context. Also, by clarifying the relationship between subordinate factors of Mathematics teachers' TPACK, an attempt was made to provide suggestions on the designs and directions for the in-service and pre-service teacher education and the programs for improving mathematics teachers' TPACK in the future. In order to achieve this goal, TPACK factors of mathematics teachers were extracted by reviewing literature on PCK, MKT, and TPACK. Then, content validity, basic statistical survey, reliability verification, exploratory factor analysis, confirmatory factor analysis, and structural equation model verification were conducted sequentially. At first, preliminary analysis was carried out on 79 mathematics teachers, and 76 items excluding the items with extreme value and reliability were included in the basic statistical analysis. And secondly, an exploratory factor analysis was conducted on 376 mathematics teachers, and this instrument consisted of 7 subordinate factors(CK, PK, TK, PCK, TCK, TPK, TPACK) and 61 items. Also by conducting confirmatory factor analysis and structural equation model test with 254 mathematics teachers, the measurement tool was confirmed the validity and reliability through statistically significant analysis. Then, the importance of integrated knowledge was confirmed by looking at the relationship between the TPACK factors of in-service mathematics teachers. The integrated knowledge(PCK, TCK, TPK) has played a crucial role in the formation of TPACK rather than the knowledge of CK, PK, and TK alone. Finally, the validity of TCK was confirmed through the structural equation modeling of TPACK. TCK not only directly affected TPACK, but also indirectly through TPK. According to these affirmative results, this measurement tool is claimed to be suitable for measuring the factors of Mathematics teachers' TPACK, and also the structural equation model can be regarded as a suitable model for analyzing the structural relationship of mathematics teachers' TPACK.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.32 no.5
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• pp.322-330
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• 2020

Modeling for outliers in time series was carried out using the MSL and extreme high, low tide levels (EHL, HLL) data set in the Busan and Mokpo stations. The time-series model is seasonal ARIMA model including the components of the AO (additive outliers) and LS (level shift). The optimal model was selected based on the AIC value and the model parameters were estimated using the 'tso' function (in 'tsoutliers' package of R). The main results by the model application, i.e.. outliers and level shift detections, are as follows. (1) The two AO are detected in the Busan monthly EHL data and the AO magnitudes were estimated to 65.5 cm (by typhoon MAEMI) and 29.5 cm (by typhoon SANBA), respectively. (2) The one level shift in 1983 is detected in Mokpo monthly MSL data, and the LS magnitude was estimated to 21.2 cm by the Youngsan River tidal estuary barrier construction. On the other hand, the RMS errors are computed about 1.95 cm (MSL), 5.11 cm (EHL), and 6.50 cm (ELL) in Busan station, and about 2.10 cm (MSL), 11.80 cm (EHL), and 9.14 cm (ELL) in Mokpo station, respectively.