• Title/Summary/Keyword: historical simulation

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Adaptation Capability of Reservoirs Considering Climate Change in the Han River Basin, South Korea (기후변화를 고려한 한강유역 저수지의 적응능력 평가)

  • Chung, Gunhui;Jeon, Myeonho;Kim, Hungsoo;Kim, Tae-Woong
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.31 no.5B
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    • pp.439-447
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    • 2011
  • It is a main concern for sustainable development in water resources management to evaluate adaptation capability of water resources structures under the future climate conditions. This study introduced the Fuzzy Inference System (FIS) to represent the change of release and storage of reservoirs in the Han River basin corresponding to various inflows. Defining the adaptation capability of reservoirs as the change of maximum and/or minimum of storage corresponding to the change of inflow, the study showed that Gangdong Dam has the worst adaptation capability on the variation of inflow, while Soyanggang Dam has the best capability. This study also constructed an Adaptive Neuro-Fuzzy Inference System (ANFIS) for the more accurate and efficient simulation of the adaptation capability of the Soyanggang Dam. Nine Inflow scenarios were generated using historical data from frequency analysis and synthetic data from two general circulation models with different climate change scenarios. The ANFIS showed significantly different consequences of the release and reservoir storage upon inflow scenarios of Soyanggang Dam, whilst it provides stable reservoir operations despite the variability of rainfall pattern.

The Mean-VaR Framework and the Optimal Portfolio Choice (평균-VaR 기준과 최적 포트폴리오 선택)

  • Ku, Bon-Il;Eom, Young-Ho;Choo, Youn-Wook
    • The Korean Journal of Financial Management
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    • v.26 no.1
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    • pp.165-188
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    • 2009
  • This paper has suggested the methodology for the frontier portfolios and the optimal portfolio under the mean-VaR framework, not assuming the normal distribution and considering the investor's preferences for the higher moments of return distributions. It suggested the grid and rank approach which did not need an assumption about return distributions to find the frontier portfolios. And the optimal portfolio was selected using the utility function that considered the 3rd and the 4th moments. For the application of the methodology, weekly returns of the developed countries index, the emerging market index and the KOSPI index were used. After the frontier portfolios of the mean-variance framework and the mean-VaR framework were selected, the optimal portfolios of each framework were compared. This application compared not only the difference of the standard deviation but also the difference of the utility level and the certainty equivalent expressed by weekly expected returns. In order to verify statistical significances about the differences between the mean-VaR and the mean-variance, this paper presented the statistics which were obtained by the historical simulation method using the bootstrapping. The results showed that an investor under the mean-VaR framework had a tendency to select the optimal portfolio which has bigger standard deviation, comparing to an investor under the mean-variance framework. In addition, the more risk averse an investor is, the bigger utility level and certainty equivalent he achieves under the mean-VaR framework. However, the difference between the two frameworks were not significant in statistical as well as economic criterion.

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Analysis of Sea Surface Temperature Simulation in the Northwestern Pacific and the East Asian Marginal Seas using HadGEM2-AO (HadGEM2-AO를 이용한 북서태평양-동아시아 해역의 표층 수온 모의 특성 분석)

  • Kim, Haejin;Kim, Cheol-Ho;Shin, Hong-Ryeol
    • Ocean and Polar Research
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    • v.38 no.2
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    • pp.89-102
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    • 2016
  • In this study, we evaluated the model performance with respect to Sea Surface Temperature (SST) and Net Heat Flux (NHF) by considering the characteristics of seasonal temperature variation and contributing factors and by analyzing heat budget terms in the Northwestern Pacific and East Asian Marginal Seas ($110^{\circ}E-160^{\circ}E$, $15^{\circ}N-60^{\circ}N$) using the HadGEM2-AO historical run. Annual mean SST of the HadGEM2-AO is about $0.065^{\circ}C$ higher than observations (EN3_v2a) from 1950 to 2000. Since 1960, the model has simulated well the long-term variation of SST and the increasing rate of SST in the model ($0.014^{\circ}C/year$) is comparable with observations ($0.013^{\circ}C/year$). Heat loss from the ocean to the atmosphere was simulated slightly higher in the HadGEM2-AO than that in the reanalysis data on the East Asian Marginal Seas and the Kuroshio region. We investigated the causes of temperature variation by calculating the heat budget equation in the two representative regions. In the central part of the Kuroshio axis ($125^{\circ}E-130^{\circ}E$, $25^{\circ}N-30^{\circ}N$: Region A), both heat loss in the upper mixed layer by surface heat flux and vertical heat advection mainly cause the decrease of heat storage in autumn and winter. Release of latent heat flux through the heat convergence brought about by the Kuroshio contributes to the large surface net heat flux. Positive heat storage rate is mainly determined by horizontal heat advection from March to April and surface net heat flux from May to July. In the central part of the subtropical gyre ($155^{\circ}E-160^{\circ}E$, $22^{\circ}N-27^{\circ}N$: Region B), unlike Region A, vertical heat advection predominantly causes the decrease of heat storage in autumn and winter. In spring and summer, surface heat flux contributes to the increase of heat storage in Region B and the period is two times longer than the period for Region A. In this season, shoaling of the mixed layer depth plays an important role in the increase of SST.

Establishment of Inundation Probability DB for Forecasting the Farmland Inundation Risk Using Weather Forecast Data (기상예보 기반 농촌유역 침수 위험도 예보를 위한 침수 확률 DB 구축)

  • Kim, Si-Nae;Jun, Sang-Min;Lee, Hyun-Ji;Hwang, Soon-Ho;Choi, Soon-Kun;Kang, Moon-Seong
    • Journal of The Korean Society of Agricultural Engineers
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    • v.62 no.4
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    • pp.33-43
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    • 2020
  • In order to reduce damage from farmland inundation caused by recent climate change, it is necessary to predict the risk of farmland inundation accurately. Inundation modeling should be performed by considering multiple time distributions of possible rainfalls, as digital forecasts of Korea Meteorological Administration is provided on a six-hour basis. As building multiple inputs and creating inundation models take a lot of time, it is necessary to shorten the forecast time by building a data base (DB) of farmland inundation probability. Therefore, the objective of this study is to establish a DB of farmland inundation probability in accordance with forecasted rainfalls. In this study, historical data of the digital forecasts was collected and used for time division. Inundation modeling was performed 100 times for each rainfall event. Time disaggregation of forecasted rainfall was performed by applying the Multiplicative Random Cascade (MRC) model, which uses consistency of fractal characteristics to six-hour rainfall data. To analyze the inundation of farmland, the river level was simulated using the Hydrologic Engineering Center - River Analysis System (HEC-RAS). The level of farmland was calculated by applying a simulation technique based on the water balance equation. The inundation probability was calculated by extracting the number of inundation occurrences out of the total number of simulations, and the results were stored in the DB of farmland inundation probability. The results of this study can be used to quickly predict the risk of farmland inundation, and to prepare measures to reduce damage from inundation.

Distributed GIS-Based Watershed Rainfall-Runoff Model Development and Its Calibration using Weather Radar (기상레이더와 지형정보시스템을 이용한 분포형 강우-유출 유역모형의 개발과 검정)

  • Skahill, Brian E.;Choi, Woo-Hee;Kim, Min-Hwan;Kim, Sung-Kyun;Johnson, Lynn E.
    • Journal of Korea Water Resources Association
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    • v.36 no.2
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    • pp.285-300
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    • 2003
  • An event-based, kinematic, infiltration-excess, and distributed rainfall-runoff model using weather radar and Geographic Information System(GIS) was developed to acknowledge and account lot the spatial variability and uncertainty of several parameters relevant to storm surface runoff and surface flow The developed model is compatible with raster GIS and spatially and temporally varied rainfall data. To calibrate the model, Monte Carlo simulation and a likelihood measure are utilized; allowing for a range of possible system responses from the calibrated model. Using rain gauge adjusted radar-rainfall estimates, the developed model was applied and evaluated to a limited number of historical events for the Ralston Creek and Goldsmith Gulch basins within the Denver Urban Drainage and Flood Control District (UDFCD) that contain mixed land use classifications. While based on a limited number of Monte Carlo simulations and considered flood events, Nash and Sutcliffe efficiency score ranges of -0.19∼0.95 / -0.75∼0.81 were obtained from the calibrated models for the Ralston Creek and Goldsmith Gulch basins, based on a comparison of observed and simulated hydrographs. For the Ralston Creek and Goldsmith Gulch basins, Nash and Sutcliffe efficiency scores of 0.88/0.10, 0.14/0.71, and 0.99/0.95 for runoff volume, peak discharge, and time to peak, respectively, were obtained from the model.

Value of Ensemble Streamflow Forecasts for Reservoir Operations during the Drawdown Period (이수기 저수지 운영을 위한 앙상블 유량예측의 효용성)

  • Eum, Hyung-Il;Ko, Ick-Hwan;Kim, Young-Oh
    • Journal of Korea Water Resources Association
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    • v.39 no.3 s.164
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    • pp.187-198
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    • 2006
  • Korea Water Resources Corporation(KOWACO) has developed the Integrated Real-time Water Management System(IRWMS) that calculates monthly optimal ending target storages by using Sampling Stochastic Dynamic Programming(SSDP) with Ensemble Streamflow Prediction(ESP) running on the $1^{st}$ day of each month. This system, however, has a shortcoming: it cannot reflect the hydrolmeteorologic variations in the middle of the month. To overcome this drawback, in this study updated ESP forecasts three times each month by using the observed precipitation series from the $1^{st}$ day of the month to the forecast day and the historical precipitation ensemble for the remaining days. The improved accuracy and its effect on the reservoir operations were quantified as a result. SSDP/ESP21 that reflects within-a-month hydrolmeteorologic states saves $1\;X\;10^6\;m^3$ in water shortage on average than SSDP/ESP01. In addition, the simulation result demonstrated that the effect of ESP accuracy on the reduction of water shortage became more important when the total runoff was low during the drawdown period.

Cinematic Circulation of Meta-verse and Meta-physics (메타버스와 메타피직스의 영화적 순환)

  • Shim, Kwang-hyun
    • Trans-
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    • v.12
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    • pp.81-106
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    • 2022
  • The possibility of metaverse system to be a catalyst for hyper-connected society will be dependent on the speed of connected technological development and its social utilization in the same manner as AI technology. Putting these technical realization processes in brackets, this paper focus on some philosophical-political issues in connection with cognitive-ecological changes in the future cinema which will be influenced by the complexive techno-socio couples of accelerated development of metaverse system. Generally speaking, essence of metaverse system seems to be the degree of immersion by technical accuracy, but is not true. In perspective of cognitive-ecology, flow degree of a picture or photograph is relied not on 'accuracy of representation' but on its message's contextual link-up. In this aspect, real potentiality of metaverse system shall be understood in the context of cognitive-ecological changes of human brain's multi-intelligence networking abilities(intersection of augmentation-simulation and outside-inside) which will be activated in the new structure of natural-social-technological coupling of metaverse system. These cognitive-ecological potentialities have been partially actualized in the cinematic process of tripod mimesis for the longest time, [real contradiction/conflicts (Mimesis-1) -->fictional solutions of cinema (Mimesis-2) --> selective interpretation of spectator's wish fulfillment (Mimesis-3) --> real change (Mimesis-1')]. Therefore metaverse's real potentiality must be considered to be dependent on the possibility of deepening and extending of cinematic circulation between real seperation/problems and ideal connection/solutions. In this context, advanced metaverse system can be compared as a modern technical version of ideal circulation of physics and metaphysics

Assessing the Benefits of Incorporating Rainfall Forecasts into Monthly Flow Forecast System of Tampa Bay Water, Florida (하천 유량 예측 시스템 개선을 위한 강우 예측 자료의 적용성 평가: 플로리다 템파 지역 사례를 중심으로)

  • Hwang, Sye-Woon;Martinez, Chris;Asefa, Tirusew
    • Journal of The Korean Society of Agricultural Engineers
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    • v.54 no.4
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    • pp.127-135
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    • 2012
  • This paper introduced the flow forecast modeling system that a water management agency in west central Florida, Tampa Bay Water has been operated to forecast monthly rainfall and streamflow in the Tampa Bay region, Florida. We evaluated current 1-year monthly rainfall forecasts and flow forecasts and actual observations to investigate the benefits of incorporating rainfall forecasts into monthly flow forecast. Results for rainfall forecasts showed that the observed annual cycle of monthly rainfall was accurately reproduced by the $50^{th}$ percentile of forecasts. While observed monthly rainfall was within the $25^{th}$ and $75^{th}$ percentile of forecasts for most months, several outliers were found during the dry months especially in the dry year of 2007. The flow forecast results for the three streamflow stations (HRD, MB, and BS) indicated that while the 90 % confidence interval mostly covers the observed monthly streamflow, the $50^{th}$ percentile forecast generally overestimated observed streamflow. Especially for HRD station, observed streamflow was reproduced within $5^{th}$ and $25^{th}$ percentile of forecasts while monthly rainfall observations closely followed the $50^{th}$ percentile of rainfall forecasts. This was due to the historical variability at the station was significantly high and it resulted in a wide range of forecasts. Additionally, it was found that the forecasts for each station tend to converge after several months as the influence of the initial condition diminished. The forecast period to converge to simulation bounds was estimated by comparing the forecast results for 2006 and 2007. We found that initial conditions have influence on forecasts during the first 4-6 months, indicating that FMS forecasts should be updated at least every 4-6 months. That is, knowledge of initial condition (i.e., monthly flow observation in the last-recent month) provided no foreknowledge of the flows after 4-6 months of simulation. Based on the experimental flow forecasts using the observed rainfall data, we found that the 90 % confidence interval band for flow predictions was significantly reduced for all stations. This result evidently shows that accurate short-term rainfall forecasts could reduce the range of streamflow forecasts and improve forecast skill compared to employing the stochastic rainfall forecasts. We expect that the framework employed in this study using available observations could be used to investigate the applicability of existing hydrological and water management modeling system for use of stateof-the-art climate forecasts.

A Hybrid Forecasting Framework based on Case-based Reasoning and Artificial Neural Network (사례기반 추론기법과 인공신경망을 이용한 서비스 수요예측 프레임워크)

  • Hwang, Yousub
    • Journal of Intelligence and Information Systems
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    • v.18 no.4
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    • pp.43-57
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    • 2012
  • To enhance the competitive advantage in a constantly changing business environment, an enterprise management must make the right decision in many business activities based on both internal and external information. Thus, providing accurate information plays a prominent role in management's decision making. Intuitively, historical data can provide a feasible estimate through the forecasting models. Therefore, if the service department can estimate the service quantity for the next period, the service department can then effectively control the inventory of service related resources such as human, parts, and other facilities. In addition, the production department can make load map for improving its product quality. Therefore, obtaining an accurate service forecast most likely appears to be critical to manufacturing companies. Numerous investigations addressing this problem have generally employed statistical methods, such as regression or autoregressive and moving average simulation. However, these methods are only efficient for data with are seasonal or cyclical. If the data are influenced by the special characteristics of product, they are not feasible. In our research, we propose a forecasting framework that predicts service demand of manufacturing organization by combining Case-based reasoning (CBR) and leveraging an unsupervised artificial neural network based clustering analysis (i.e., Self-Organizing Maps; SOM). We believe that this is one of the first attempts at applying unsupervised artificial neural network-based machine-learning techniques in the service forecasting domain. Our proposed approach has several appealing features : (1) We applied CBR and SOM in a new forecasting domain such as service demand forecasting. (2) We proposed our combined approach between CBR and SOM in order to overcome limitations of traditional statistical forecasting methods and We have developed a service forecasting tool based on the proposed approach using an unsupervised artificial neural network and Case-based reasoning. In this research, we conducted an empirical study on a real digital TV manufacturer (i.e., Company A). In addition, we have empirically evaluated the proposed approach and tool using real sales and service related data from digital TV manufacturer. In our empirical experiments, we intend to explore the performance of our proposed service forecasting framework when compared to the performances predicted by other two service forecasting methods; one is traditional CBR based forecasting model and the other is the existing service forecasting model used by Company A. We ran each service forecasting 144 times; each time, input data were randomly sampled for each service forecasting framework. To evaluate accuracy of forecasting results, we used Mean Absolute Percentage Error (MAPE) as primary performance measure in our experiments. We conducted one-way ANOVA test with the 144 measurements of MAPE for three different service forecasting approaches. For example, the F-ratio of MAPE for three different service forecasting approaches is 67.25 and the p-value is 0.000. This means that the difference between the MAPE of the three different service forecasting approaches is significant at the level of 0.000. Since there is a significant difference among the different service forecasting approaches, we conducted Tukey's HSD post hoc test to determine exactly which means of MAPE are significantly different from which other ones. In terms of MAPE, Tukey's HSD post hoc test grouped the three different service forecasting approaches into three different subsets in the following order: our proposed approach > traditional CBR-based service forecasting approach > the existing forecasting approach used by Company A. Consequently, our empirical experiments show that our proposed approach outperformed the traditional CBR based forecasting model and the existing service forecasting model used by Company A. The rest of this paper is organized as follows. Section 2 provides some research background information such as summary of CBR and SOM. Section 3 presents a hybrid service forecasting framework based on Case-based Reasoning and Self-Organizing Maps, while the empirical evaluation results are summarized in Section 4. Conclusion and future research directions are finally discussed in Section 5.

Estimation of Forest Soil Carbon Stocks with Yasso using a Dendrochronological Approach (연륜연대학적 접근을 이용한 Yasso 모델의 산림토양탄소 저장량 추정)

  • Lee, Ah Reum;Noh, Nam Jin;Yoon, Tae Kyung;Lee, Sue Kyoung;Seo, Kyung Won;Lee, Woo-Kyun;Cho, Yongsung;Son, Yowhan
    • Journal of Korean Society of Forest Science
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    • v.98 no.6
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    • pp.791-798
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    • 2009
  • The role of forest and soil carbon under global climate change is getting important as a carbon sink and it is necessary to research on applicable forest models as well as in the field for a study of these dynamics. On this study, historical annual litter dataset as a major input data for the forest soil carbon model, Yasso was established using a dendrochronological reconstruction method, and the soil carbon dynamics of a Pinus densiflora forest in Gwangneung, Korea was simulated using Yasso. The amount of litter (needle, branch, stem and fine root) production, which was estimated using the dendrochronological method, has increased continuously from 1971 to 2006. Furthermore, there was no significant error between estimated and measured values of litter production (needle and branch) in 2006. The average of simulated soil carbon stock up to 30 cm depth was $46.30{\pm}4.28tCha^{-1}$, which accounted for 53% of carbon stock in trees of the forest, and had no significant difference and error with measured soil carbon stock. Under the climate change trend in Korea according to IPCC A1B scenario, it was estimated that the simulated soil carbon stock in the region would increase continuously from 1971 to 2041 and then decreased until 2100. Compared to the result of the scenario that there is no climate change, the soil carbon stock could be decreased up to 7.58% at 2100. It was inferred the dendrochronological reconstruction method and simulation of Yasso model are useful to estimate soil carbon dynamics of the natural P. densiflora forest. Follow-up researches, such as improvement of the dendrochronological method and Yasso model and their application and validation in various environment, are needed to produce more reliable results.