• 제목/요약/키워드: extreme values

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분위사상법을 이용한 RCP 기반 미래 극한강수량 편의보정 ; 우리나라 20개 관측소를 대상으로 (Bias Correction of RCP-based Future Extreme Precipitation using a Quantile Mapping Method ; for 20-Weather Stations of South Korea)

  • 박지훈;강문성;송인홍
    • 한국농공학회논문집
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    • 제54권6호
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    • pp.133-142
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    • 2012
  • The objective of this study was to correct the bias of the Representative Concentration Pathways (RCP)-based future precipitation data using a quantile mapping method. This method was adopted to correct extreme values because it was designed to adjust simulated data using probability distribution function. The Generalized Extreme Value (GEV) distribution was used to fit distribution for precipitation data obtained from the Korea Meteorological Administration (KMA). The resolutions of precipitation data was 12.5 km in space and 3-hour in time. As the results of bias correction over the past 30 years (1976~2005), the annual precipitation was increased 16.3 % overall. And the results for 90 years (divided into 2011~2040, 2041~2070, 2071~2100) were that the future annual precipitation were increased 8.8 %, 9.6 %, 11.3 % respectively. It also had stronger correction effects on high value than low value. It was concluded that a quantile mapping appeared a good method of correcting extreme value.

Optimization of Wavefront Coding Phase Mask Applied to 5X-40X Micro-Objectives Simultaneously

  • Liu, Jiang;Miao, Erlong;Sui, Yongxin;Yang, Jianghuai
    • Journal of the Optical Society of Korea
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    • 제19권5호
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    • pp.487-493
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    • 2015
  • A wavefront coding (WFC) technique provides an extension of the depth of field for a microscopy imaging system with slight loss of image spatial resolution. Through the analysis of the relationship between the incidence angle of light at the phase mask and the system pupil function, a mixing symmetrical cubic phase mask (CPM) applied to 5X-40X micro-objectives is optimized simultaneously based on point-spread function (PSF) invariance and nonzero mean values of the modulation transfer function (MTF) near the spatial cut-off frequency. Optimization results of the CPM show that the depth of field of these micro-objectives is extended 3-10 times respectively while keeping their resolution. Further imaging simulations also prove its ability in enhancing the defocus imaging.

Appropriate identification of optimum number of hidden states for identification of extreme rainfall using Hidden Markov Model: Case study in Colombo, Sri Lanka

  • Chandrasekara, S.S.K.;Kwon, Hyun-Han
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 2019년도 학술발표회
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    • pp.390-390
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    • 2019
  • Application of Hidden Markov Model (HMM) to the hydrological time series would be an innovative way to identify extreme rainfall events in a series. Even though the optimum number of hidden states can be identify based on maximizing the log-likelihood or minimizing Bayesian information criterion. However, occasionally value for the log-likelihood keep increasing with the state which gives false identification of the optimum hidden state. Therefore, this study attempts to identify optimum number of hidden states for Colombo station, Sri Lanka as fundamental approach to identify frequency and percentage of extreme rainfall events for the station. Colombo station consisted of daily rainfall values between 1961 and 2015. The representative station is located at the wet zone of Sri Lanka where the major rainfall season falls on May to September. Therefore, HMM was ran for the season of May to September between 1961 and 2015. Results showed more or less similar log-likelihood which could be identified as maximum for states between 4 to 7. Therefore, measure of central tendency (i.e. mean, median, mode, standard deviation, variance and auto-correlation) for observed and simulated daily rainfall series was carried to each state to identify optimum state which could give statistically compatible results. Further, the method was applied for the second major rainfall season (i.e. October to February) for the same station as a comparison.

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원/달러 환율 투자 손실률에 대한 극단분위수 추정 (Extreme Quantile Estimation of Losses in KRW/USD Exchange Rate)

  • 윤석훈
    • Communications for Statistical Applications and Methods
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    • 제16권5호
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    • pp.803-812
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    • 2009
  • 금융자료에 극단값이론을 적용하는 것은 위험관리에서 중요한 최신 통계기법 중의 하나라고 할 수 있다. 극단값분석에서 전통적으로 사용해 오던 연간 최대값방법은 시계열자료의 연간 최대값들에 대하여 일반화 극단값분포를 적합시키는 것이고, 최근 대안으로 널리 사용되고 있는 분계점 방법은 시계열자료 중 충분히 큰 하나의 분계점을 넘어서는 초과값들에 대하여 일반화파레토분포를 적합시키는 것이다. 그러나, 보다 실질적인 방법은 분계점을 넘어서는 초과값들을 하나의 점과정으로 해석하는 것인데, 즉 초과값들의 초과시점과 초과여분을 점근적으로 비동질 포아송과정을 갖는 하나의 2차원 점과정으로 간주하는 것이다. 본 논문에서는 이러한 2차원 비동질 포아송과정 모형을 1982.1.4부터 2008.12.31까지 수집된 원/달러 환율 시계열자료로부터 계산된 일별 환율투자손실률, 즉 일별 로그 손실률에 적용한다. 여기서 주된 관심은 10년 혹은 50년에 한번 정도 발생하는 대형 손실률 수준과 같은 극단분위수를 어떻게 추정하느냐 하는 것이다.

Anomaly Detection in Sensor Data

  • Kim, Jong-Min;Baik, Jaiwook
    • 한국신뢰성학회지:신뢰성응용연구
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    • 제18권1호
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    • pp.20-32
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    • 2018
  • Purpose: The purpose of this study is to set up an anomaly detection criteria for sensor data coming from a motorcycle. Methods: Five sensor values for accelerator pedal, engine rpm, transmission rpm, gear and speed are obtained every 0.02 second from a motorcycle. Exploratory data analysis is used to find any pattern in the data. Traditional process control methods such as X control chart and time series models are fitted to find any anomaly behavior in the data. Finally unsupervised learning algorithm such as k-means clustering is used to find any anomaly spot in the sensor data. Results: According to exploratory data analysis, the distribution of accelerator pedal sensor values is very much skewed to the left. The motorcycle seemed to have been driven in a city at speed less than 45 kilometers per hour. Traditional process control charts such as X control chart fail due to severe autocorrelation in each sensor data. However, ARIMA model found three abnormal points where they are beyond 2 sigma limits in the control chart. We applied a copula based Markov chain to perform statistical process control for correlated observations. Copula based Markov model found anomaly behavior in the similar places as ARIMA model. In an unsupervised learning algorithm, large sensor values get subdivided into two, three, and four disjoint regions. So extreme sensor values are the ones that need to be tracked down for any sign of anomaly behavior in the sensor values. Conclusion: Exploratory data analysis is useful to find any pattern in the sensor data. Process control chart using ARIMA and Joe's copula based Markov model also give warnings near similar places in the data. Unsupervised learning algorithm shows us that the extreme sensor values are the ones that need to be tracked down for any sign of anomaly behavior.

섬유강화복합재의 Tribological 특성에 관한 연구 (Tribological Characteristics of Fiber-Reinforced Plastics(FRP))

  • 성인하;여인완;김대은
    • Tribology and Lubricants
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    • 제12권1호
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    • pp.6-14
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    • 1996
  • Experimental investigation on the tribological behavior of fiber-reinforced plastics(FRP) has been studied. It is shown that the frictional behavior of carbon FRP depends on the fiber-orientation while glass FRP does not. The friction coefficient values for carbon FRP were about 0.8, 0.3, and 0.2 for normal, 45$^{\circ}$ and 0$^{\circ}$ sliding directions respectively. Also, the applied load was found to affect the friction coefficient. In the case of this work, 50 gf resulted in the highest value while 200 gf resulted in the lowest value. The friction coefficients for higher loads fell in between the two extreme values.

COMPLEX MOMENTS AND THE DISTRIBUTION OF VALUES OF L(1, χu) IN EVEN CHARACTERISTIC

  • Sunghan Bae;Hwanyup Jung
    • 대한수학회보
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    • 제61권1호
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    • pp.65-81
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    • 2024
  • In this paper, we announce that the strategy of comparing the complex moments of L(1, χu) to that of a random Euler product L(1, 𝕏) is also valid in even characteristic case. We give an asymptotic formulas for the complex moments of L(1, χu) in a large uniform range. We also give Ω-results for the extreme values of L(1, χu).

1.5/2.0℃ 지구온난화 시나리오 기반의 동아시아 기후변화 분석 (Understanding Climate Change over East Asia under Stabilized 1.5 and 2.0℃ Global Warming Scenarios)

  • 심성보;권상훈;임윤진;염성수;변영화
    • 대기
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    • 제29권4호
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    • pp.391-401
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    • 2019
  • This study first investigates the changes of the mean and extreme temperatures and precipitation in East Asia (EA) under stabilized 1.5℃ and 2℃ warming conditions above preindustrial levels provided by HAPPI project. Here, five model with 925 members for 10-year historical period (2006~2015) and 1.5/2.0℃ future warming scenarios (2091~2100) have been used and monthly based data have been analyzed. The results show that the spatial distribution fields over EA and domain averaged variables in HAPPI 1.5/2.0℃ hindcast simulations are comparable to observations. It is found that the magnitude of mean temperature warming in EA and Korea is similar to the global mean, but for extreme temperatures local higher warming trend for minimum temperature is significant. In terms of precipitation, most subregion in EA will see more increased precipitation under 1.5/2.0℃ warming compared to the global mean. These attribute for probability density function of analyzed variables to get wider with increasing mean values in 1.5/2.0℃ warming conditions. As the result of vulnerability of 0.5℃ additional warming from 1.5 to 2.0℃, 0.5℃ additional warming contributes to the increases in extreme events and especially the impact over South Korea is slightly larger than EA. Therefore, limiting global warming by 0.5℃ can help avoid the increases in extreme temperature and precipitation events in terms of intensity and frequency.

관측 자료와 RCP8.5 시나리오를 이용한 우리나라 극한기온의 월별 변화 (Monthly Changes in Temperature Extremes over South Korea Based on Observations and RCP8.5 Scenario)

  • 김진욱;권원태;변영화
    • 한국기후변화학회지
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    • 제6권2호
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    • pp.61-72
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    • 2015
  • In this study, we have investigated monthly changes in temperature extremes in South Korea for the past (1921~2010) and the future (2011~2100). We used seven stations' (Gangneung, Seoul, Incheon, Daegu, Jeonju, Busan, Mokpo) data from KMA (Korea Meteorological Administration) for the past. For the future we used the closest grid point values to observations from the RCP8.5 scenario of 1 km resolution. The Expert Team on Climate Change Detection and Indices (ETCCDI)'s climate extreme indices were employed to quantify the characteristics of temperature extremes change. Temperature extreme indices in summer have increased while those in winter have decreased in the past. The extreme indices are expected to change more rapidly in the future than in the past. The number of frost days (FD) is projected to decrease in the future, and the occurrence period will be shortened by two months at the end of the $21^{st}$ century (2071~2100) compared to the present (1981~2010). The number of hot days (HD) is projected to increase in the future, and the occurrence period is projected to lengthen by two months at the end of the $21^{st}$ century compared to the present. The annual highest temperature and its fluctuation is expected to increase. Accordingly, the heat damage is also expected to increase. The result of this study can be used as an information on damage prevention measures due to temperature extreme events.

인공위성 고도계와 이어도 해양과학기지 관측 자료를 활용한 유의파고 극값 추정 기법 비교 (Comparison of Methods for Estimating Extreme Significant Wave Height Using Satellite Altimeter and Ieodo Ocean Research Station Data)

  • 우혜진;박경애;변도성;정광영;이은일
    • 한국지구과학회지
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    • 제42권5호
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    • pp.524-535
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    • 2021
  • 급격한 기후 변화와 해양 온난화에 의해 지난 수십 년 동안 파고의 변동성이 증가하였다. 상위 1% (또는 5%) 파고와 같은 극한 파고는 국지적인 해역 뿐만 아니라 전 지구 대양에서도 평균 파고에 비해 현저하게 증가하였다. 1991년부터 인공위성 고도계를 활용하여 유의파고를 지속적으로 관측하고 있으며 통계적 기법을 기반으로 100년 빈도 유의파고를 추정하기에 비교적 충분한 자료가 축적되었다. 이어도 해양과학기지에서 유의파고 극값을 추정하기 위하여 2005년부터 2016년까지 위성 고도계 자료를 활용하였다. 대표적인 극값 분석 방법인 Initial distribution Method (IDM)와 Peak over Threshold (PoT)를 위성 도고계 유의파고 관측 자료에 적용하고 이어도 해양과학기지에서 관측된 실측자료와 비교하였다. 이어도 해양과학기 관측 자료에 IDM과 PoT 기법을 적용하여 추정된 100년 빈도 유의파고는 각각 8.17 m와 14.11 m이며, 인공위성 고도계 관측 자료를 활용하였을 때는 각각 9.21 m와 16.49 m이었다. 관측 최대값과의 비교 분석에서 IDM을 활용한 분석은 유의파고 극값을 과소추정 하는 경향을 보였다. 이는 IDM 보다 PoT 기법이 유의파고의 극값을 적절하게 추정하고 있음을 의미한다. PoT 기법의 우수성은 높은 유의파고가 발생하는 태풍의 영향을 받는 이어도 해양과학기지 실측 자료를 활용한 결과에서도 증명되었다. 또한 PoT 기법으로 추정된 유의파고 극값의 안정성은 고도계 자료의 감소에 따라 저하될 수 있음을 확인하였다. 인공위성 고도계 자료를 활용하여 유의파고 극값 추정시 발생할 수 있는 한계점과 인공위성 자료를 검증할 수 있는 자료로써 이어도 해양과학기지 관측 자료의 중요성에 대하여 논의하였다.