• Title/Summary/Keyword: extreme value prediction

Search Result 59, Processing Time 0.025 seconds

Life Prediction and Fatigue Strength Evaluation for Surface Corrosion Materials (인공부식재의 피로강도평가와 통계학적 수명예측에 관한 연구)

  • 권재도;진영준;장순식
    • Transactions of the Korean Society of Mechanical Engineers
    • /
    • v.16 no.8
    • /
    • pp.1503-1512
    • /
    • 1992
  • The strength evaluation and life prediction on the corrosion part of structure is one of the most important subjects, as a viewpoint of reducing economic loss by regular inspection, maintenance, repair and replace. For this purpose, it has been difficult to obtain the available data on growth of pit depth or growth rate of each pit which depends on time. In this paper, the life prediction and strength evaluation method was suggested for the structure with irregular stress concentration part by surface corrosion. The statistical distribution pattern of corrosion depth and the degree of fatigue strength decline were confirmed according to corrosion period by artificial corrosion of SS41 steel. The life prediction and the fatigue strength evaluation of materials with consideration of the corrosion period on the extreme value statistic analysis by the data of maximum depth of corrosion and on random variable was studied.

A Bayesian Extreme Value Analysis of KOSPI Data (코스피 지수 자료의 베이지안 극단값 분석)

  • Yun, Seok-Hoon
    • The Korean Journal of Applied Statistics
    • /
    • v.24 no.5
    • /
    • pp.833-845
    • /
    • 2011
  • This paper conducts a statistical analysis of extreme values for both daily log-returns and daily negative log-returns, which are computed using a collection of KOSPI data from January 3, 1998 to August 31, 2011. The Poisson-GPD model is used as a statistical analysis model for extreme values and the maximum likelihood method is applied for the estimation of parameters and extreme quantiles. To the Poisson-GPD model is also added the Bayesian method that assumes the usual noninformative prior distribution for the parameters, where the Markov chain Monte Carlo method is applied for the estimation of parameters and extreme quantiles. According to this analysis, both the maximum likelihood method and the Bayesian method form the same conclusion that the distribution of the log-returns has a shorter right tail than the normal distribution, but that the distribution of the negative log-returns has a heavier right tail than the normal distribution. An advantage of using the Bayesian method in extreme value analysis is that there is nothing to worry about the classical asymptotic properties of the maximum likelihood estimators even when the regularity conditions are not satisfied, and that in prediction it is effective to reflect the uncertainties from both the parameters and a future observation.

Linear prediction and z-transform based CDF-mapping simulation algorithm of multivariate non-Gaussian fluctuating wind pressure

  • Jiang, Lei;Li, Chunxiang;Li, Jinhua
    • Wind and Structures
    • /
    • v.31 no.6
    • /
    • pp.549-560
    • /
    • 2020
  • Methods for stochastic simulation of non-Gaussian wind pressure have increasingly addressed the efficiency and accuracy contents to offer an accurate description of the extreme value estimation of the long-span and high-rise structures. This paper presents a linear prediction and z-transform (LPZ) based Cumulative distribution function (CDF) mapping algorithm for the simulation of multivariate non-Gaussian fluctuating wind pressure. The new algorithm generates realizations of non-Gaussian with prescribed marginal probability distribution function (PDF) and prescribed spectral density function (PSD). The inverse linear prediction and z-transform function (ILPZ) is deduced. LPZ is improved and applied to non-Gaussian wind pressure simulation for the first time. The new algorithm is demonstrated to be efficient, flexible, and more accurate in comparison with the FFT-based method and Hermite polynomial model method in two examples for transverse softening and longitudinal hardening non-Gaussian wind pressures.

Prediction of sharp change of particulate matter in Seoul via quantile mapping

  • Jeongeun Lee;Seoncheol Park
    • Communications for Statistical Applications and Methods
    • /
    • v.30 no.3
    • /
    • pp.259-272
    • /
    • 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.

Analysis of Uncertainty of Rainfall Frequency Analysis Including Extreme Rainfall Events (극치강우사상을 포함한 강우빈도분석의 불확실성 분석)

  • Kim, Sang-Ug;Lee, Kil-Seong;Park, Young-Jin
    • Journal of Korea Water Resources Association
    • /
    • v.43 no.4
    • /
    • pp.337-351
    • /
    • 2010
  • There is a growing dissatisfaction with use of conventional statistical methods for the prediction of extreme events. Conventional methodology for modeling extreme event consists of adopting an asymptotic model to describe stochastic variation. However asymptotically motivated models remain the centerpiece of our modeling strategy, since without such an asymptotic basis, models have no rational for extrapolation beyond the level of observed data. Also, this asymptotic models ignored or overestimate the uncertainty and finally decrease the reliability of uncertainty. Therefore this article provide the research example of the extreme rainfall event and the methodology to reduce the uncertainty. In this study, the Bayesian MCMC (Bayesian Markov Chain Monte Carlo) and the MLE (Maximum Likelihood Estimation) methods using a quadratic approximation are applied to perform the at-site rainfall frequency analysis. Especially, the GEV distribution and Gumbel distribution which frequently used distribution in the fields of rainfall frequency distribution are used and compared. Also, the results of two distribution are analyzed and compared in the aspect of uncertainty.

Estimation of Design Rainfall by the Regional Frequency Analysis - On the method of L-moments - (지역화빈도분석에 의한 설계강우량 추정 - L-모맨트법을 중심으로 -)

  • Lee, Soon-Hyuk;Park, Jong-Hwa;Ryoo, Kyong-Sik;Jee, Ho-Keun;Jeon, Taek-Ki;Shin, Yong-Hee
    • Proceedings of the Korean Society of Agricultural Engineers Conference
    • /
    • 2001.10a
    • /
    • pp.319-323
    • /
    • 2001
  • This study was conducted to derive the regional design rainfall by the regional frequency analysis based on the regionalization of the precipitation. Using the L-moment ratios and Kolmogorov-Smirnov test, the underlying regional probability distribution was identified to be the Generalized extreme value distribution among apt]lied distributions. regional and at-site parameters of the Generalized extreme value distribution were estimated by the method of L-moment. The regional and at-site analysis for the design rainfall were tested by Monte Carlo simulation. Relative root-mean-square error(RRMSE), relative bias(RBIAS) and relative reduction(RR) in RRMSE were computed and compared with those resulting from at-site Monte Carlo simulation. All show that the regional analysis procedure can substantially reduce the RRMSE, RBIAS and RR in RRMSE in the prediction of design rainfall. Consequently, optimal design rainfalls following the regions and consecutive durations were derived by the regional frequency analysis.

  • PDF

Estimation of Design Rainfall by the Regional Frequency Analysis using Higher Probability Weighted Moments and GIS Techniques(l ) - On the method of L-moments- (고차확률가중모멘트법에 의한 지역화빈도분석과 GIS기법에 의한 설계강우량 추정(II) - L-모멘트법을 중심으로 -)

  • 이순혁;박종화;류경식
    • Magazine of the Korean Society of Agricultural Engineers
    • /
    • v.43 no.5
    • /
    • pp.70-82
    • /
    • 2001
  • This study was conducted to derive the regional design rainfall by the regional frequency analysis based on the regionalization of the precipitation suggested by the first report of this project. Using the L-moment ratios and Kolmogorov-Smirnov test, the underlying regional probability distribution was identified to be the Generalized extreme value distribution among applied distributions. Regional and at-site parameters of the generalized extreme value distribution were estimated by the linear combination of the probability weighted moments, L-moment. The regional and at-site analysis for the design rainfall were tested by Monte Carlo simulation. Relative root-mean-square error(RRMSE), relative bias(RBIAS) and relative reduction(RR) in RRMSE were computed and compared with those resulting from at-site Monte Carlo simulation. All show that the regional analysis procedure can substantially reduce the RRMSE, RBIAS and RR in RRMSE in the prediction of design rainfall. Consequently, optimal design rainfalls following the legions and consecutive durations were derived by the regional frequency analysis.

  • PDF

Calculation of Water Level Variations and Extreme Waves in Busan Harbor due to Storm Surges (고조로 인한 부산항 해수면 변화 및 극한파랑의 산정)

  • Whang Ho-Dong;Lee Joong-Woo;Kwon So-Hyun;Yang Sang-Yong;Gum Dong-Ho
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
    • /
    • 2004.11a
    • /
    • pp.227-234
    • /
    • 2004
  • Recently huge typhoons had attacked to the coastal waters in Korea and caused disastrous casualties in those area. There are some discussions on correction to the design parameters for the coastal structures. Wave transformation computations with the extreme waves are of value in planning and constructing engineering works, especially in coastal regions. Prediction of typhoon surge elevations is based primarily on the use of a numerical model in this study, since it is difficult to study these events in real time or with use of physical models. Wave prediction with a two dimensional numerical model for a site with complicated coastal lines and structures at the period of typhoon 'Maemi' is discussed. In order to input parameters for the extreme wave conditions, we analyzed the observed and predicted typhoon data. Finally we applied the model discussed above to the storm surge and extreme wave problem at Busan Harbor, the southeast coast of Korea. Effects of water level variation and transformation of the extreme waves in relation with the flooding in coastal waters interested are analyzed. We then mack an attempt to presen a basic hazard map for the corresponding site.

  • PDF

Research on accurate morphology predictive control of CFETR multi-purpose overload robot

  • Congju Zuo;Yong Cheng;Hongtao Pan;Guodong Qin;Pucheng Zhou;Liang Xia;Huan Wang;Ruijuan Zhao;Yongqiang Lv;Xiaoyan Qin;Weihua Wang;Qingxi Yang
    • Nuclear Engineering and Technology
    • /
    • v.56 no.10
    • /
    • pp.4412-4422
    • /
    • 2024
  • The CFETR multipurpose overload robot (CMOR) is a critical component of the fusion reactor remote handling system. To accurately calculate and visualize the structural deformation and stress characteristics of the CMOR motion process, this paper first establishes a CMOR kinematic model to analyze the unfolding and working process in the vacuum chamber. Then, the dynamic model of CMOR is established using the Lagrangian method, and the rigid-flexible coupling modeling of CMOR links and joints is achieved using the finite element method and the linear spring damping equivalent model. The co-simulation results of the CMOR rigid-flexible coupled model show that when the end load is 2000 kg, the extreme value of the end-effector position error is more than 0.12 m, and the maximum stress value is 1.85 × 108 Pa. To utilize the stress-strain data of CMOR, this paper designs a CMOR morphology prediction control system based on Unity software. Implanting CMOR finite element analysis data into the Unity environment, researchers can monitor the stress strain generated by different motion trajectories of the CMOR robotic arm in the control system. It provides a platform for subsequent research on CMOR error compensation and extreme operation warnings.

A Study on the Prediction of Cabbage Price Using Ensemble Voting Techniques (앙상블 Voting 기법을 활용한 배추 가격 예측에 관한 연구)

  • Lee, Chang-Min;Song, Sung-Kwang;Chung, Sung-Wook
    • Journal of Convergence for Information Technology
    • /
    • v.12 no.3
    • /
    • pp.1-10
    • /
    • 2022
  • Vegetables such as cabbage are greatly affected by natural disasters, so price fluctuations increase due to disasters such as heavy rain and disease, which affects the farm economy. Various efforts have been made to predict the price of agricultural products to solve this problem, but it is difficult to predict extreme price prediction fluctuations. In this study, cabbage prices were analyzed using the ensemble Voting technique, a method of determining the final prediction results through various classifiers by combining a single classifier. In addition, the results were compared with LSTM, a time series analysis method, and XGBoost and RandomForest, a boosting technique. Daily data was used for price data, and weather information and price index that affect cabbage prices were used. As a result of the study, the RMSE value showing the difference between the actual value and the predicted value is about 236. It is expected that this study can be used to select other time series analysis research models such as predicting agricultural product prices