• 제목/요약/키워드: 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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    • 제1권1호
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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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    • 제2권1호
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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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통계적 방법에 의한 지점강우의 권역화 연구 (A Study on the Regionalization of Point Rainfall by Statistical Methods)

  • 이정식;신창동;김영욱
    • 한국방재학회:학술대회논문집
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    • 한국방재학회 2007년도 정기총회 및 학술발표대회
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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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강우빈도해석에서 Bootstrap을 이용한 확률분포의 매개변수 추정에 대한 불확실성 해석 (Uncertainty Analysis for Parameter Estimation of Probability Distribution in Rainfall Frequency Analysis Using Bootstrap)

  • 서영민;박기범
    • 한국환경과학회지
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    • 제20권3호
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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.

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

  • 오태석;안재현;문영일;김종석
    • 한국수자원학회논문집
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    • 제38권10호
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    • pp.885-894
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    • 2005
  • 1970년대 이후, 우리나라는 산업화에 따른 급격한 도시화가 이루어졌다. 본 논문에서는 우리나라의 대표적인 도시인 서울특별시 및 6대 광역시의 1973년부터 2003년까지의 31개년의 강수랑 자료를 이용하여 강수량의 변화에 대하여 분석하였다. 이와 함께 도시화에 따른 강수량의 변동성을 평가하기 위해서 비도시 지역을 선정하였으며 도시 지역의 강수량 변화와 비교하였다. 도시 지역과 비도시 지역의 연강수량, 계절별 강수량, 지속 시간 1시간 및 24시간연최대 강수량에 대해 임의기간에 따른 평균 분석, 경향성 분석, 변동성 분석, 비매개변수적 빈도 해석을 수행한 결과, 도시화 지역에서 비도시화 지역보다 강우 증가율이 더 컸으며, 특히 여름 강수량의 증가량이 두드러졌다.

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

  • 차영일;김순범;문영일
    • 한국수자원학회논문집
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    • 제39권6호
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    • pp.495-502
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    • 2006
  • 비매개변수적 빈도해석을 위해 제시되는 핵밀도함수 방법에서 내삽법은 외삽법보다 더 신뢰적이기 때문에 내삽법과 관련된 광역폭의 선택이 외삽 문제와 연관되는 핵함수의 선택보다 중요하다. 그러나, 재현기간이 자료구간보다 커지거나 또는 $200{\sim}500$년 빈도 발생과 같은 확률 값에 대한 추정을 하는 경우는 자료의 외삽이 중요한 문제이며 따라서 이에 따른 핵함수의 선택도 중요시된다. 핵함수에 따라서는 외삽에 대해 상대적으로 작거나 큰 값이 제시 될 수 있으므로 극치값 추정에는 어려운 점이 있다. 따라서 본 논문에서는 일반적으로 내삽 및 외삽에도 적합한 핵함수로 Modified Cauchy 핵함수를 제시하였다.

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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    • 제어로봇시스템학회 1996년도 Proceedings of the Korea Automatic Control Conference, 11th (KACC); Pohang, Korea; 24-26 Oct. 1996
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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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    • 제6권1호
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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.

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

  • 오태석;문영일;전시영;권현한
    • 대한토목학회논문집
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    • 제29권2B호
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    • pp.193-205
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    • 2009
  • 태풍은 열대태평양 지역에서 발생하여 북상하면서 우리나라에 영향을 끼치게 되며, 태풍이 우리나라를 지나면서 강풍과 호우를 통하여 자연재해를 유발시키게 된다. 따라서 본 연구에서는 태풍으로 인해 발생하는 호우 사상을 여러 통계적 기법을 통해 정량적으로 평가하였다. 첫 번째로 빈도해석을 통해 확률강우량과 태풍 확률강우량을 산정하여 비교하였다. 두 번째로 미공병단에서 개발한 EST 기법을 통해 태풍의 극치강우량을 평가하여 EST 확률강우량을 산정하였다. 마지막으로 비매개변수적 모의발생기법과 지역가중다항식을 결합하여 태풍에 의한 NL 확률강우량을 추정하였다. 분석결과에서 대상지점 중에서 강릉과 목포는 태풍의 영향을 다른 지점에 비해 많이 받으며, 서울과 인천은 태풍에 의한 호우의 영향이 미비한 것으로 나타났다. 또한, EST 확률강우량과 NL 확률강우량은 관측 자료를 이용하여 장기간의 모의를 통하여 quantile을 산정하므로 주요 수공구조물과 태풍의 영향이 큰 지역에서는 이를 검토할 필요성이 있으며, 태풍특성인자의 모의를 통하여 강우량을 평가하므로 지구온난화 등에 따른 기후변화의 영향에 대한 연구에 활용 할 수 있다.

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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    • 제29권5호
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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.