• Title/Summary/Keyword: nonparametric frequency analysis

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THE STUDY OF PARAMETRIC AND NONPARAMETRIC MIXTURE DENSITY ESTIMATOR FOR FLOOD FREQUENCY ANALYSIS

  • Moon, Young-Il
    • Water Engineering Research
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    • v.1 no.1
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    • pp.49-61
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    • 2000
  • Magnitude-frequency relationships are used in the design of dams, highway bridges, culverts, water supply systems, and flood control structures. In this paper, possible techniques for analyzing flood frequency at a site are presented. A currently used approach to flood frequency analysis is based on the concept of parametric statistical inference. In this analysis, the assumption is make that the distribution function describing flood data in known. However, such an assumption is not always justified. Even though many people have shown that the nonparametric method provides a better fit to the data than the parometric method and gives more reliable flood estimates. the noparpmetric method implies a small probability in extrapolation beyond the highest observed data in the sample. Therefore, a remedy is presented in this paper by introducing an estimator which mixes parametric and nonparametric density estimate.

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THE STUDY OF FLOOD FREQUENCY ESTIMATES USING CAUCHY VARIABLE KERNEL

  • Moon, Young-Il;Cha, Young-Il;Ashish Sharma
    • Water Engineering Research
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    • v.2 no.1
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    • pp.1-10
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    • 2001
  • The frequency analyses for the precipitation data in Korea were performed. We used daily maximum series, monthly maximum series, and annual series. For nonparametric frequency analyses, variable kernel estimators were used. Nonparametric methods do not require assumptions about the underlying populations from which the data are obtained. Therefore, they are better suited for multimodal distributions with the advantage of not requiring a distributional assumption. In order to compare their performance with parametric distributions, we considered several probability density functions. They are Gamma, Gumbel, Log-normal, Log-Pearson type III, Exponential, Generalized logistic, Generalized Pareto, and Wakeby distributions. The variable kernel estimates are comparable and are in the middle of the range of the parametric estimates. The variable kernel estimates show a very small probability in extrapolation beyond the largest observed data in the sample. However, the log-variable kernel estimates remedied these defects with the log-transformed data.

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A Study on the Regionalization of Point Rainfall by Statistical Methods (통계적 방법에 의한 지점강우의 권역화 연구)

  • Lee, Jung-Sik;Shin, Chang-Dong;Kim, Young-Wook
    • 한국방재학회:학술대회논문집
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    • 2007.02a
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    • pp.575-578
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    • 2007
  • The objective of this study is to analyze the regionalization of point rainfall by statistical methods for regional frequency analysis of the rainfall. The rainfall data used in this study are annual maximum rainfall at 57 stations during the period of more than 30 years for 12 durations(10min, 1, 2, 3, 4, 5, 6, 8, 10, 12, 18, 24hr) in Korea. The Mann-Whitney U test, Kruskal-Wallis one-way analysis of variance of nonparametric test the principal component and the cluster analysis have been performed to analyze the regionalization of rainfall. The results of this study are as follows; (1) The region which hydrological homogeneous is accepted does not exist for whole duration in Korea. (2) The result of nonpametric test shows that hydrological homogeneous regions of point rainfall are divided by 5 regions. (3) In case of cluster analysis hydrological homogeneous regions of point rainfall are divided by 6 regions and 4 other areas.

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Uncertainty Analysis for Parameter Estimation of Probability Distribution in Rainfall Frequency Analysis Using Bootstrap (강우빈도해석에서 Bootstrap을 이용한 확률분포의 매개변수 추정에 대한 불확실성 해석)

  • Seo, Young-Min;Park, Ki-Bum
    • Journal of Environmental Science International
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    • v.20 no.3
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    • pp.321-327
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    • 2011
  • Bootstrap methods is the computer-based resampling method that estimates the standard errors and confidence intervals of summary statistics using the plug-in principle for assessing the accuracy or uncertainty of statistical estimates, and the BCa method among the Bootstrap methods is known much superior to other Bootstrap methods in respect of the standards of statistical validation. Therefore this study suggests the method of the representation and treatment of uncertainty in flood risk assessment and water resources planning from the construction and application of rainfall frequency analysis model considersing the uncertainty based on the nonparametric BCa method among the Bootstrap methods for the assessement of the estimation of probability rainfall and the effect of uncertainty considering the uncertainty of the parameter estimation of probability in the rainfall frequency analysis that is the most fundamental in flood risk assessement and water resources planning.

A Study of the Urbanization Effect on the Precipitation Pattern in Urban Areas (도시화가 도시지역 강수변화에 미치는 영향 연구)

  • Oh, Tae-Suk;Ahn, Jae-Hyun;Moon, Young-Il;Kim, Jong-Suk
    • Journal of Korea Water Resources Association
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    • v.38 no.10 s.159
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    • pp.885-894
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    • 2005
  • Since the 1970s, rapid Industrialization has brought urbanization nationwide. In this paper, thirty one years data(1973-2003) ate used to evaluate variability of major cities. Before assessing the context between urbanization and variability of rainfall, the rural areas are selected to compare with urban ones. Thus, average, trends, variations, and nonparametric frequency analysis methods were employed for evaluating variation of annual precipitation, seasonal precipitation, 1 hour annual maximum design rainfall and 24 hour annual maximum design rainfall for both urban and rural areas. The result have shown that summer precipitation relatively increased In urban areas compared to that in rural areas.

A Development of Noparamtric Kernel Function Suitable for Extreme Value (극치값 추정에 적합한 비매개변수적 핵함수 개발)

  • Cha Young-Il;Kim Soon-Bum;Moon Young-Il
    • Journal of Korea Water Resources Association
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    • v.39 no.6 s.167
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    • pp.495-502
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    • 2006
  • The importance of the bandwidth selection has been more emphasized than the kernel function selection for nonparametric frequency analysis since the interpolation is more reliable than the extrapolation method. However, when the extrapolation method is being applied(i.e. recurrence interval more than the length of data or extreme probabilities such as $200{\sim}500$ years), the selection of the kernel function is as important as the selection of the bandwidth. So far, the existing kernel functions have difficulties for extreme value estimations because the values extrapolated by kernel functions are either too small or too big. This paper suggests a Modified Cauchy kernel function that is suitable for both interpolation and extrapolation as an improvement.

A frequency domain adaptive PID controller based on non-parametric plant model representation

  • Egashira, Toyokazu;Iwai, Zenta;Hino, Mitsushi;Takeyama, Yoshikazu;Ono, Taisuke
    • 제어로봇시스템학회:학술대회논문집
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    • 1996.10a
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    • pp.165-168
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    • 1996
  • In this paper, we propose a design method of PID adaptive controller based on frequency domain analysis. The method is based on the estimation of a nonparametric process model in the frequency domain and the determination of the PID controller parameters by achieving partial model matching so as to minimize a performance function concerning to relative model error between the loop transfer function of the control system and the desired system. In the design method the process is represented only by a discrete set of points on the Nyquist curve of the process. Therefore it is not necessary to estimate a full order parameterized process model.

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Vibration modelling and structural modification of combine harvester thresher using operational modal analysis and finite element method

  • Zare, Hamed Ghafarzadeh;Maleki, Ali;Rahaghi, Mohsen Irani;Lashgari, Majid
    • Structural Monitoring and Maintenance
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    • v.6 no.1
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    • pp.33-46
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    • 2019
  • In present study, Operational Modal Analysis (OMA) was employed to carry out the dynamic and vibration analysis of the threshing unit of the combine harvester thresher as a mechanical component. The main study is to find the causes of vibration and to decrease it to enhance the lifetime and efficiency of the threshing unit. By utilizing OMA, structural modal parameters such as mode shapes, natural frequencies, and damping ratio was calculated. The combine harvester was excited by engine to vibrate different parts and accelerometer sensor collected acceleration signals at different speeds, and OMA was utilized by nonparametric and frequency analysis methods to obtain modal parameters while vibrating in real working conditions. Afterwards, finite element model was designed from the thresher and updated using the data obtained from the modal analysis. Using the conducted analyses, it was specified that proximity of the thresher pass frequency to one of the natural frequencies (16.64 Hz) was the most important effect of vibration in the thresher. Modification process of the structure was carried out by increasing mass required for changing the natural frequency location of the first mode to 12.4 Hz in order to reduce resonance and vibration of the thresher.

Evaluation of Extreme Rainfall based on Typhoon using Nonparametric Monte Carlo Simulation and Locally Weighted Polynomial Regression (비매개변수적 모의발생기법과 지역가중다항식을 이용한 태풍의 극치강우량 평가)

  • Oh, Tae-Suk;Moon, Young-Il;Chun, Si-Young;Kwon, Hyun-Han
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.29 no.2B
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    • pp.193-205
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    • 2009
  • Typhoons occurred in the tropical Pacific region, these might be affected the Korea moving toward north. The strong winds and the heavy rains by the typhoons caused a natural disaster in Korea. In the research, the heavy rainfall events based on typhoons were evaluated quantitative through various statistical techniques. First, probability precipitation and typhoon probability precipitation were compared using frequency analysis. Second, EST probability precipitation was calculated by Empirical Simulation Techniques (EST). Third, NL probability precipitation was estimated by coupled Nonparametric monte carlo simulation and Locally weighted polynomial regression. At the analysis results, the typhoons can be effected Gangneung and Mokpo stations more than other stations. Conversely, the typhoons can be effected Seoul and Inchen stations less than other stations. Also, EST and NL probability precipitation were estimated by the long-term simulation using observed data. Consequently, major hydrologic structures and regions where received the big typhoons impact should be review necessary. Also, EST and NL techniques can be used for climate change by the global warming. Because, these techniques used the relationship between the heavy rainfall events and the typhoons characteristics.

A pooled Bayes test of independence using restricted pooling model for contingency tables from small areas

  • Jo, Aejeong;Kim, Dal Ho
    • Communications for Statistical Applications and Methods
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    • v.29 no.5
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    • pp.547-559
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    • 2022
  • For a chi-squared test, which is a statistical method used to test the independence of a contingency table of two factors, the expected frequency of each cell must be greater than 5. The percentage of cells with an expected frequency below 5 must be less than 20% of all cells. However, there are many cases in which the regional expected frequency is below 5 in general small area studies. Even in large-scale surveys, it is difficult to forecast the expected frequency to be greater than 5 when there is small area estimation with subgroup analysis. Another statistical method to test independence is to use the Bayes factor, but since there is a high ratio of data dependency due to the nature of the Bayesian approach, the low expected frequency tends to decrease the precision of the test results. To overcome these limitations, we will borrow information from areas with similar characteristics and pool the data statistically to propose a pooled Bayes test of independence in target areas. Jo et al. (2021) suggested hierarchical Bayesian pooling models for small area estimation of categorical data, and we will introduce the pooled Bayes factors calculated by expanding their restricted pooling model. We applied the pooled Bayes factors using bone mineral density and body mass index data from the Third National Health and Nutrition Examination Survey conducted in the United States and compared them with chi-squared tests often used in tests of independence.