• Journal of Korea Water Resources Association
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• v.42 no.10
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• pp.773-783
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• 2009

The effects of rainfall input uncertainty on predictions of stream flow are studied based extended GLUE (Generalized Likelihood Uncertainty Estimation) approach. The uncertainty in the rainfall data is implemented by systematic/non-systematic rainfall measurement analysis in Weida catchment, Germany. PDM (Probability Distribution Model) rainfall runoff model is selected for hydrological representation of the catchment. Using general correction procedure and DUE(Data Uncertainty Engine), feasible rainfall time series are generated. These series are applied to PDM in MC(Monte Carlo) and GLUE method; Posterior distributions of the model parameters are examined and behavioural model parameters are selected for simplified GLUE prediction of stream flow. All predictions are combined to develop ensemble prediction and 90 percentile of ensemble prediction, which are used to show the effects of uncertainty sources of input data and model parameters. The results show acceptable performances in all flow regime, except underestimation of the peak flows. These results are not definite proof of the effects of rainfall uncertainty on parameter estimation; however, extended GLUE approach in this study is a potential method which can include major uncertainty in the rainfall-runoff modelling.

• The Journal of the Korea Contents Association
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• v.8 no.3
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• pp.252-263
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• 2008

This study was conducted to derive the optimal regionalization of the precipitation data which can be classified on the basis of climatologically and geographically homogeneous regions all over the regions except Cheju and Ulreung islands in Korea. A total of 65 rain gauges were used to regional analysis of precipitation. Annual maximum series for the consecutive durations of 1, 3, 6, 12, 24, 36, 48 and 72hr were used for various statistical analyses. K-means clustering mettled is used to identify homogeneous regions all over the regions. Five homogeneous regions for the precipitation were classified by the K-means clustering. Using the L-moment ratios and Kolmogorov-Smirnov test, the underlying regional probability distribution was identified to be the generalized extreme value (GEV) distribution among applied distributions. The 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 regions and consecutive durations were derived by the regional frequency analysis.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.21 no.3
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• pp.254-265
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• 2009

The estimation of the extreme sea level is necessary in the design of offshore or coastal structures. In this paper, the storm surge data calculated numerically at 52 harbors around the Korean Peninsula are analyzed by using annual maximum series(AMS), peaks over threshold(POT) and empirical simulation technique(EST). The maximum likelihood method was used to estimate the parameters in both AMS and POT models. The Generalized Pareto distribution was used and Chi-square and Kolmogorov-Smirnov goodness-of-fit tests were performed with the acceptable significance level 5%. The extreme sea levels were also evaluated by EST including tide effect, showing similar results as given by Jeong et al.(2008).

• The Korean Journal of Applied Statistics
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• v.34 no.5
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• pp.697-710
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• 2021

Relative error prediction is preferred over ordinary prediction methods when relative/percentile errors are regarded as important, especially in econometrics, software engineering and government official statistics. The relative error prediction techniques have been developed in linear/nonlinear regression, nonparametric regression using kernel regression smoother, and stationary time series models. However, random effect models have not been used in relative error prediction. The purpose of this article is to extend relative error prediction to some of generalized linear mixed model (GLMM) with panel data, which is the random effect models based on gamma, lognormal, or inverse gaussian distribution. For better understanding, the real auto insurance data is used to predict the claim size, and the best predictor and the best relative error predictor are comparatively illustrated.

• Journal of Environmental Health Sciences
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• v.49 no.3
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• pp.149-158
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• 2023

Background: Injury is one of the major health problems in South Korea. Few studies have evaluated both intentional and unintentional injury when investigating the association between exposure to air pollutants and injury. Objectives: We aimed to explore the association between short-term exposure to ambient air pollution and years of life lost (YLLs) due to injury. Methods: Data on daily YLLs for 2002~2019 were obtained from the the Death Statistics Database of the Korean National Statistical Office. This study estimated short-term exposure to particulate matter with an aerodynamic diameter of <10 ㎛ (PM₁₀), particulate matter with an aerodynamic diameter of <2.5 ㎛ (PM_2.5), sulfur dioxide (SO₂), nitrogen dioxide (NO₂), carbon monoxide (CO), and ozone (O₃). This time series study was conducted using a generalized additive model (GAM) assuming a Gaussian distribution. We also evaluated a delayed effect of ambient air pollution by constructing a lag structure up to seven days. The best-fitting lag was selected based on smallest generalized cross validation (GCV) value. To explore effect modification by intentionality of injury (i.e., intentional injury [self-harm, assault] and unintentional injury), we conducted stratified subgroup analyses. Additionally, we stratified unintentional injury by mechanism (traffic accident, fall, etc.). Results: During the study period, the average daily YLLs due to injury was 307.5 years. In the intentional injury, YLLs due to self-harm and assault showed positive association with air pollutants. In the unintentional injury, YLLs due to fall, electric current, fire and poisoning showed positive association with air pollutants, whereas YLLs due to traffic accident, mechanical force and drowning/submersion showed negative associations with air pollutants. Conclusions: Injury is recognized as preventable, and effective strategies to create a safe society are important. Therefore, we need to establish strategies to prevent injury and consider air pollutants in this regard.

• Smart Structures and Systems
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• v.22 no.2
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• pp.239-247
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• 2018

A magnetic flux leakage (MFL) method was applied to detect and quantify defects in a steel bar. A multi-channel MFL sensor head was fabricated using Hall sensors and magnetization yokes with permanent magnets. The MFL sensor head scanned a damaged specimen with five levels of defects to measure the magnetic flux density. A series of signal processing procedures, including an enveloping process based on the Hilbert transform, was performed to clarify the flux leakage signal. The objective damage detection of the enveloped signals was then analyzed by comparing them to a threshold value. To quantitatively analyze the MFL signal according to the damage level, five kinds of damage indices based on the relationship between the enveloped MFL signal and the threshold value were applied. Using the proposed damage indices and the general damage index for the MFL method, the detected MFL signals were quantified and analyzed relative to the magnitude of the damage increase.

• The Journal of Asian Finance, Economics and Business
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• v.5 no.4
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• pp.21-34
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• 2018

The study tests the Fama and French three-factor model by using the newly created Islamic equity style indices. Based on a dataset from May 2006 to April 2011, the three-factor model is tested based on returns of Islamic unit trust funds using the Generalized Method of Moments (GMM) methodology. The sample period is also divided between periods before and after the Global Financial Crisis in August 2008 to test for robustness, and the Bai and Perron (2003) multiple structural break test was used to determine the structural break in the series. The analysis shows that the Fama and French model is valid for Islamic unit trust funds before and after the collapse of Lehman Brothers. The result further indicates the reversal of size effect. As for trading strategies, value funds outperform growth funds by annualized 3.13 percent for the full period. During pre-crisis period, value funds perform better than growth funds while in post-crisis, size factor yields better return than other strategies. As policy suggestion, fund managers need to be aware of the reversal of size effect, and they need to ensure a more transparent stock selection process so that investors can make an informed decision in their asset allocation.

• The Journal of Asian Finance, Economics and Business
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• v.7 no.8
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• pp.131-141
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• 2020

This study is designed to investigate the impact of China exchange rate policy on its trading partners by using a country multi-dataset GVAR model. Our model includes samples of 30 countries, six from high-income, six from middle-income and eighteen from low-income countries. This study used annual time series data over the period 1992 to 2017. We constructed currency misalignment index and it provided some interesting features about the currency undervaluation and overvaluation. The results of the currency misalignment shows that China's Renminbi is structurally more undervalued over the sample period as compared to other countries, and fluctuation in major currencies effects the global trade around the world. The overall empirical results of the GVAR model indicate that RMB undervaluation affects the trade pattern and macroeconomic performance of China's trading partners. Overall, China's exchange rate undervaluation has mixed effects on trading partner's GDP, exports and imports. The devaluation of China's RMB efficiently stimulated China's exports and reduced imports. While, in some countries, this effect is reverse, the RMB undervaluation increases the GDP of partner countries and also increases their exports to China. The results confirm the strong and leading role of the Chinese Renminbi in the global trade.

• The Journal of Asian Finance, Economics and Business
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• v.7 no.11
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• pp.117-126
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• 2020

This paper is aimed to explore the co-movement capital market in Southeast Asia and analysis the correlation of conventional and Islamic Index in the regional and global equity. This research become necessary to represent the risk on the capital market and measure market performance, as investor considers the volatility before investing. The time series daily data use from April 2012 to April 2020 both conventional and Islamic stock index in Malaysia and Indonesia. This paper examines the dynamics of conditional volatilities and correlations between those markets by using Multivariate Generalized Autoregressive Conditional Heteroscedasticity (MGARCH). Our result shows that conventional or composite index in Malaysia less volatile than Islamic, but on the other hand, both drive correlation movement. The other output captures that Islamic Index in Indonesian capital market more gradual volatilities than the Composite Index that tends to be low in risk so that investors intend to keep the shares. Generally, the result shows a correlation in each country for conventional and the Islamic index. However, Internationally Indonesia and Malaysia composite and Islamic is low correlated. Regionally Indonesia's indices movement looks to be more correlated and it's similar to Malaysian Capital Market counterparts. In the global market distress condition, the diversification portfolio between Indonesia and Malaysia does not give many benefits.

• Journal of The Korean Society of Agricultural Engineers
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• v.55 no.4
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• pp.73-82
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• 2013

The main objective of this study was to evaluate Representative Concentration Pathways (RCP) scenarios-based flood risk at a Si-Gun level. A bias correction using a quantile mapping method with the Generalized Extreme Value (GEV) distribution was performed to correct future precipitation data provided by the Korea Meteorological Administration (KMA). A series of proxy variables including CN80 (Number of days over 80 mm) and CX3h (Maximum precipitation during 3-hr) etc. were used to carry out flood risk assessment. Indicators were normalized by a Z-score method and weighted by factors estimated by principal component analysis (PCA). Flood risk evaluation was conducted for the four different time periods, i.e. 1990s, 2025s, 2055s, and 2085s, which correspond to 1976~2005, 2011~2040, 2041~2070, and 2071~2100. The average flood risk indices based on RCP4.5 scenario were 0.08, 0.16, 0.22, and 0.13 for the corresponding periods in the order of time, which increased steadily up to 2055s period and decreased. The average indices based on RCP8.5 scenario were 0.08, 0.23, 0.11, and 0.21, which decreased in the 2055s period and then increased again. Considering the average index during entire period of the future, RCP8.5 scenario resulted in greater risk than RCP4.5 scenario.