• Title/Summary/Keyword: mixed gumbel distribution

Search Result 13, Processing Time 0.022 seconds

A Bayesian Approach to Gumbel Mixture Distribution for the Estimation of Parameter and its use to the Rainfall Frequency Analysis (Bayesian 기법을 이용한 혼합 Gumbel 분포 매개변수 추정 및 강우빈도해석 기법 개발)

  • Choi, Hong-Geun;Uranchimeg, Sumiya;Kim, Yong-Tak;Kwon, Hyun-Han
    • KSCE Journal of Civil and Environmental Engineering Research
    • /
    • v.38 no.2
    • /
    • pp.249-259
    • /
    • 2018
  • More than half of annual rainfall occurs in summer season in Korea due to its climate condition and geographical location. A frequency analysis is mostly adopted for designing hydraulic structure under the such concentrated rainfall condition. Among the various distributions, univariate Gumbel distribution has been routinely used for rainfall frequency analysis in Korea. However, the distributional changes in extreme rainfall have been globally observed including Korea. More specifically, the univariate Gumbel distribution based rainfall frequency analysis is often fail to describe multimodal behaviors which are mainly influenced by distinct climate conditions during the wet season. In this context, we purposed a Gumbel mixture distribution based rainfall frequency analysis with a Bayesian framework, and further the results were compared to that of the univariate. It was found that the proposed model showed better performance in describing underlying distributions, leading to the lower Bayesian information criterion (BIC) values. The mixed Gumbel distribution was more robust for describing the upper tail of the distribution which playes a crucial role in estimating more reliable estimates of design rainfall uncertainty occurred by peak of upper tail than single Gumbel distribution. Therefore, it can be concluded that the mixed Gumbel distribution is more compatible for extreme frequency analysis rainfall data with two or more peaks on its distribution.

Evaluation of Flood Severity Using Bivariate Gumbel Mixed Model (이변량 Gumbel 혼합모형을 이용한 홍수심도 평가)

  • Lee, Jeong-Ho;Chung, Gun-Hui;Kim, Tae-Woong
    • Journal of Korea Water Resources Association
    • /
    • v.42 no.9
    • /
    • pp.725-736
    • /
    • 2009
  • A flood event can be defined by three characteristics; peak discharge, total flood volume, and flood duration, which are correlated each other. However, a conventional flood frequency analysis for the hydrological plan, design, and operation has focused on evaluating only the amount of peak discharge. The interpretation of this univariate flood frequency analysis has a limitation in describing the complex probability behavior of flood events. This study proposed a bivariate flood frequency analysis using a Gumbel mixed model for the flood evaluation. A time series of annual flood events was extracted from observations of inflow to the Soyang River Dam and the Daechung Dam, respectively. The joint probability distribution and return period were derived from the relationship between the amount of peak discharge and the total volume of flood runoff. The applicability of the Gumbel mixed model was tested by comparing the return periods acquired from the proposed bivariate analysis and the conventional univariate analysis.

Extreme Values of Mixed Erlang Random Variables (혼합 얼랑 확률변수의 극한치)

  • Kang, Sung-Yeol
    • Journal of the Korean Operations Research and Management Science Society
    • /
    • v.28 no.4
    • /
    • pp.145-153
    • /
    • 2003
  • In this Paper, we examine the limiting distributional behaviour of extreme values of mixed Erlang random variables. We show that, in the finite mixture of Erlang distributions, the component distribution with an asymptotically dominant tail has a critical effect on the asymptotic extreme behavior of the mixture distribution and it converges to the Gumbel extreme-value distribution. Normalizing constants are also established. We apply this result to characterize the asymptotic distribution of maxima of sojourn times in M/M/s queuing system. We also show that Erlang mixtures with continuous mixing may converge to the Gumbel or Type II extreme-value distribution depending on their mixing distributions, considering two special cases of uniform mixing and exponential mixing.

Clustering of extreme winds in the mixed climate of South Africa

  • Kruger, A.C.;Goliger, A.M.;Retief, J.V.;Sekele, S.S.
    • Wind and Structures
    • /
    • v.15 no.2
    • /
    • pp.87-109
    • /
    • 2012
  • A substantial part of South Africa is subject to more than one strong wind source. The effect of that on extreme winds is that higher quantiles are usually estimated with a mixed strong wind climate estimation method, compared to the traditional Gumbel approach based on a single population. The differences in the estimated quantiles between the two methods depend on the values of the Gumbel distribution parameters for the different strong wind mechanisms involved. Cluster analysis of the distribution parameters provides a characterization of the effect of the relative differences in their values, and therefore the dominance of the different strong wind mechanisms. For gusts, cold fronts tend to dominate over the coastal and high-lying areas, while other mechanisms, especially thunderstorms, are dominant over the lower-lying areas in the interior. For the hourly mean wind speeds cold fronts are dominant in the south-west, south and east of the country. On the West Coast the ridging of the Atlantic Ocean high-pressure system dominate in the south, while the presence of a deep trough or coastal low pressure system is the main strong wind mechanism in the north. In the central interior cold fronts tend to share their influence almost equally with other synoptic-scale mechanisms.

A Non-stationary frequency analysis for annual daily maximum rainfalls(ADMRs) using mixed Gumbel distribution of bayesian approach (Bayesian 기법의 혼합 Gumbel 분포를 활용한 연최대일강우량에 대한 비정상성 빈도해석)

  • Choi, Hong-Geun;Yoo, Min-Seok;Han, Young-Cheon;Kwon, Hyun-Han
    • Proceedings of the Korea Water Resources Association Conference
    • /
    • 2018.05a
    • /
    • pp.312-312
    • /
    • 2018
  • 우리나라의 기후 지형적 특성에 따라 연강수량의 50% 이상이 여름철에 내리며 이러한 짧은 기간에 집중적으로 내리는 강수패턴 조건하에서 수공구조물 설계시 대부분 극치빈도분석을 활용한다. 우리나라의 경우 단일 Gumbel 분포를 활용한 극치빈도분석을 많이 이용한다. 하지만, 최근 이상기후로 인하여 전세계적으로 강수패턴의 특징이 급격히 변하고 있으며, 우리나라의 강수패턴 또한 바뀌어가고 있다. 연강수량의 대부분은 태풍과 장마로 인한 강수량으로 이루어져 있고, 일반적으로 두 개의 모집단으로 이루어진 형태를 보인다. 앞선 연구에서 두 개 이상의 첨두를 가지는 형태의 연최대강수량 자료에 대해 8개의 지속시간별(1, 2, 3, 6, 9, 12, 18, 24hr)로 Bayesian 기법의 단일 Gumbel 분포형과 혼합 Gumbel분포형 기반의 극치빈도분석 결과를 비교하였고, 혼합 Gumbel 분포형이 이중첨두 부분의 거동을 효과적으로 모의하는 것을 확인하였다. 본 연구에서는 이상기후로 인한 강수량의 특징의 급격한 변화에 일정한 패턴이 있음을 가정하고 이중첨두의 연 최대일강수량 자료에 대해 혼합 Gumbel 분포형 기반 비정상성 빈도분석을 실시하였다. 정상성 빈도분석과의 비교를 위해 확률분포의 매개변수 산정시 우도함수를 Bayesian 기법을 통해 산정하여 각 분포형의 Bayesian information criterion(BIC) 값을 비교하였다. 비정상성일 경우의 BIC 값이 정상성일 경우 보다 작게 산정되었고, 강수패턴이 경향성을 가지는 것으로 판단할 수 있었다. 비정상성 혼합 Gumbel 분포형 모델은 최근 급격한 강수패턴의 변화에 대한 대응책으로서 활용성이 높을 것으로 기대된다.

  • PDF

Evaluation of Effects of Landfall Typhoon on Design Rainfall Using a Mixed Gumbel Distribution (혼합 Gumbel 분포를 이용한 태풍의 설계강우량에 미치는 영향 평가)

  • Yoon, Philyong;Kim, Tae-Woong;Yang, Jeong-Seok;Lee, Seung-Oh
    • 한국방재학회:학술대회논문집
    • /
    • 2011.02a
    • /
    • pp.45-45
    • /
    • 2011
  • 우리나라는 전체 강수량 중 절반 이상이 여름철에 집중되어 있으며, 그 중 전선형 강우와 같은 장마/집중호우와 저기압형 강우인 태풍이 동반하는 강우로 나뉠 수 있다. 태풍은 북태평양 부근에서 발생하며 중심 최대풍속이 17m/s 이상이며 폭풍우를 동반하는 열대성 저기압으로 정의된다. 태풍 관측 이래 우리나라에 영향을 준 태풍은 총 324개 이며, 연평균 3.1개가 영향을 미치고 있다. 태풍은 2010년 콤파스와 뎬무와 같이 많은 피해를 주기도 하지만 2009년과 같이 우리나라에 내습한 태풍이 없는 해도 있다. 이와 같이 태풍은 매 년 일정하게 내습을 하거나 영향을 미치지 않으며 무작위적으로 발생한다. 태풍의 발생확률은 설계강우량에 영향을 미치므로 이를 고려한 설계강우량 산정방법이 필요하며 태풍이 내습한 기간 중 가장 많은 강수량이 연최대치강우와 같아지는 횟수를 전체 자료기간으로 나눈 값을 발생확률로 설정하였다. 본 연구에서는 연최대치강우계열에서 태풍으로 인한 강우와 집중호우에 의한 강우로 분리하여 빈도해석을 실시하여 설계강우량을 산정하였다. 단일 모집단 분포를 이용하는 기존의 빈도해석 방법을 보완할 수 있는 혼합 분포함수를 이용하였다. 적용된 혼합 Gumbel 분포로 태풍 강우를 고려할 시 설계강우량의 변화율 살펴보았다. 대상 지점으로는 기상청에서 제공하고 1961년부터 강우량 자료가 존재하는 15개 지점을 대상으로 연구를 수행하였다. 그 결과 대구, 울산을 포함한 9개 지점에서 기존의 설계강우량에 비해 증가하였으며, 부산과 광주를 포함한 6개 지점에서 새롭게 추정된 설계강우량이 기존 값 보다 감소하는 결과를 얻을 수 있었다.

  • PDF

Estimating Quantiles of Extreme Rainfall Using a Mixed Gumbel Distribution Model (혼합 검벨분포모형을 이용한 확률강우량의 산정)

  • Yoon, Phil-Yong;Kim, Tae-Woong;Yang, Jeong-Seok;Lee, Seung-Oh
    • Journal of Korea Water Resources Association
    • /
    • v.45 no.3
    • /
    • pp.263-274
    • /
    • 2012
  • Recently, due to various climate variabilities, extreme rainfall events have been occurring all over the world. Extreme rainfall events in Korea mainly result from the summer typhoon storms and the localized convective storms. In order to estimate appropriate quantiles for extreme rainfall, this study considered the probability behavior of daily rainfall from the typhoons and the convective storms which compose the annual maximum rainfalls (AMRs). The conventional rainfall frequency analysis estimates rainfall quantiles based on the assumption that the AMRs are extracted from an identified single population, whereas this study employed a mixed distribution function to incorporate the different statistical characteristics of two types of rainfalls into the hydrologic frequency analysis. Selecting 15 rainfall gauge stations where contain comparatively large number of measurements of daily rainfall, for various return periods, quantiles of daily rainfalls were estimated and analyzed in this study. The results indicate that the mixed Gumbel distribution locally results in significant gains and losses in quantiles. This would provide useful information in designing flood protection systems.

Derived I-D-F Curve in Seoul Using Bivariate Precipitation Frequency Analysis (이변량 강우 빈도해석을 이용한 서울지역 I-D-F 곡선 유도)

  • Kwon, Young-Moon;Kim, Tae-Woong
    • KSCE Journal of Civil and Environmental Engineering Research
    • /
    • v.29 no.2B
    • /
    • pp.155-162
    • /
    • 2009
  • Univariate frequency analyses are widely used in practical hydrologic design. However, a storm event is usually characterized by amount, intensity, and duration of the storm. To fully understand these characteristics and to use them appropriately in hydrologic design, a multivariate statistical approach is necessary. This study applied a Gumbel mixed model to a bivariate storm frequency analysis using hourly rainfall data collected for 46 years at the Seoul rainfall gauge station in Korea. This study estimated bivariate return periods of a storm such as joint return periods and conditional return periods based on the estimation of joint cumulative distribution functions of storm characteristics. These information on statistical behaviors of a storm can be of great usefulness in the analysis and assessment of the risk associated with hydrologic design problems.

Evaluation of Flood Events Considering Correlation between Flood Event Attributes (홍수사상 요소의 상관성을 고려한 홍수사상의 평가)

  • Lee, Jeong Ho;Yoo, Ji Young;Kim, Tae-Woong
    • KSCE Journal of Civil and Environmental Engineering Research
    • /
    • v.30 no.3B
    • /
    • pp.257-267
    • /
    • 2010
  • A flood event can be characterized by three attributes such as peak discharge, total flood volume, and flood duration, which are correlated each other. However, the amount of peak discharge is only used to evaluate the flood events for the hydrological plan and design. The univariate analysis has a limitation in describing the complex probability behavior of flood events. Thus, the univariate analysis cannot derive satisfying results in flood frequency analysis. This study proposed bivariate flood frequency analysis methods for evaluating flood events considering correlations among attributes of flood events. Parametric distributions such as Gumbel mixed model and bivariate gamma distribution, and a non-parametric model using a bivariate kernel function were introduced in this study. A time series of annual flood events were extracted from observations of inflow to the Soyang River Dam and the Daechung Dam, respectively. The joint probability distributions and return periods were derived from the relationship between the amount of peak discharge and the total volume of flood runoff. Applicabilities of bivariate flood frequency analysis were examined by comparing the return period acquired from the proposed bivariate analyses and the conventional univariate analysis.

Extreme wind speeds from multiple wind hazards excluding tropical cyclones

  • Lombardo, Franklin T.
    • Wind and Structures
    • /
    • v.19 no.5
    • /
    • pp.467-480
    • /
    • 2014
  • The estimation of wind speed values used in codes and standards is an integral part of the wind load evaluation process. In a number of codes and standards, wind speeds outside of tropical cyclone prone regions are estimated using a single probability distribution developed from observed wind speed data, with no distinction made between the types of causal wind hazard (e.g., thunderstorm). Non-tropical cyclone wind hazards (i.e., thunderstorm, non-thunderstorm) have been shown to possess different probability distributions and estimation of non-tropical cyclone wind speeds based on a single probability distribution has been shown to underestimate wind speeds. Current treatment of non-tropical cyclone wind hazards in worldwide codes and standards is touched upon in this work. Meteorological data is available at a considerable number of United States (U.S.) stations that have information on wind speed as well as the type of causal wind hazard. In this paper, probability distributions are fit to distinct storm types (i.e., thunderstorm and non-thunderstorm) and the results of these distributions are compared to fitting a single probability distribution to all data regardless of storm type (i.e., co-mingled). Distributions fitted to data separated by storm type and co-mingled data will also be compared to a derived (i.e., "mixed") probability distribution considering multiple storm types independently. This paper will analyze two extreme value distributions (e.g., Gumbel, generalized Pareto). It is shown that mixed probability distribution, on average, is a more conservative measure for extreme wind speed estimation. Using a mixed distribution is especially conservative in situations where a given wind speed value for either storm type has a similar probability of occurrence, and/or when a less frequent storm type produces the highest overall wind speeds. U.S. areas prone to multiple non-tropical cyclone wind hazards are identified.