• Title/Summary/Keyword: 변수추정법

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A Study on the Assessment of Right-tail Prediction Ability of Extreme Distributions using Simulation Experiment (모의 실험을 이용한 Right-tail quantiles의 극치 분포형 비교 평가에 관한 연구)

  • Jung, Jinseok;Kim, Taereem;Song, Hyun-Keun;Heo, Jun-Haeng
    • Proceedings of the Korea Water Resources Association Conference
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    • 2016.05a
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    • pp.158-158
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    • 2016
  • 본 연구에서는 극치 분포의 오른쪽 꼬리 부분 예측 시 안정적인 확률수문량 산정하는 확률분포형과 매개변수 추정 방법을 평가하기 위해 Monte Carlo 모의를 수행하였다. 수문자료의 빈도해석에 적합한 것으로 알려진 generalized extreme value (GEV), Gumbel (GUM), generalized logistic (GLO), gamma3 (GAM3), normal (NOR), log-normal3 (LN3) 총 6개의 확률분포형을 바탕으로 오른쪽 꼬리 부분의 확률수문량 추정 성능을 모의 실험을 통해 평가하고자 한다. 30년 이상 자료를 보유한 기상청 지점의 지속기간별 연최대값 자료를 분석한 결과를 바탕으로 모분포를 GEV분포로 선정하였으며 평균이 1.0, 표준편차 0.5, 왜곡도 계수는 0.5, 1.0, 2.0, 3.0, 4.0이 되도록 가정하였다. 또한 자료 길이에 따른 성능 평가를 위해 표본 크기 20, 50, 100, 150, 200개에 대해 분석을 수행하였다. 위와 같은 가정으로 총 25종류(왜곡도계수 5개 ${\times}$ 표본 크기 5개)의 발생된 모분포에 6가지의 확률분포형과 3가지의 매개변수 추정방법(모멘트법, 최우도법, 확률가중모멘트법)을 조합한 18가지의 모델을 비교 분석해보았다. 평가방법으로는 평균 제곱근 오차(Root Mean Square Error, RMSE), 편의(bias), 평균 상대오차(Mean Relative Difference, MRD), 평균 절대 상대오차(Mean Absolute Relative Difference, MARD)를 사용하여 적용 모델의 성능을 비교 분석하였다.

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Runoff Analysis Using the Discrete, Linear, Input-Output Model (선형 이산화 입력-출력 모형에 의한 유출해석)

  • Kwak, Ki Seok;Kang, In Shik;Jeong, Yeon Tae;Kang, Ju Bok
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.14 no.4
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    • pp.859-866
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    • 1994
  • It is difficult to make an exact estimate of the peak discharge or the runoff depth of flood and establish the proper measure for the flood protection since the water stage or discharge has been nearly measured at most medium or small river basins. The objective of this study is to estimate parameters of the discrete, linear, input-output model for medium or small river basin. The On-Cheon River basin in Pusan was selected for the study area. The runoff data used in the study has been observed since June 1993, and the effective rainfall was determined using the storage function method. The parameter sets of the discrete, linear, input-output model were estimated using the least squares method and the correlation function method, respectively. The calculated hydrographs by the discrete, linear, input-output model regenerated the observed outflow hydrographs well, and also the simulated flood hydrograph was comparable to the observed one. Therefore, it is believed that the discrete, linear, input-output model is simpler than other runoff analysis methods, and can be applied to a medium or small river basin.

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Parameter Estimation and Reliability Analysis Using Bayesian Approach for Bolted Joint and O-ring Seal of Solid Rocket Motor (고체 로켓 모터의 체결 볼트와 오링에 대한 베이지안 접근법 기반 모수 추정과 신뢰성 해석)

  • Gang, Jin Hyuk;Choi, Joo Ho
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.41 no.11
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    • pp.1055-1064
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    • 2017
  • Since a device such as a rocket motor requires very high reliability, a reasonable reliability design process is essential. However, Korea has implemented a design method for applying a safety factor to each component. In classic reliability analysis, input variables such as mean and standard deviation, used in the limit state function, are treated as deterministic values. Because the mean and standard deviation are determined by a small amount of data, this approach could lead to inaccurate results. In this study, reliability analysis is performed for bolted joints and o-ring seals, and the Bayesian approach is used to statistically estimate the input variables. The estimated variables and failure probability, calculated by the reliability analysis, are derived in the form of probability distributions.

Valuing Recreational Benefits of Dam Lakes Using a Choice Experiment Approah (선택실험법을 이용한 댐호수의 특성별 휴양가치 분석)

  • Kwon, Oh Sang
    • Environmental and Resource Economics Review
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    • v.15 no.3
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    • pp.555-574
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    • 2006
  • This study conducts a choice experiment to estimate the recreational values of major dam reservoirs in Korea. A discrete-choice econometric model is estimated with the data of experimented choices. Not only the recreation value of each dam lake but also the values of the characteristics of the lakes are estimated. It is shown that the value function of the amount of reserved water is not monotonically increasing. Water quality is the most important characteristic that affects the recreation value. Various other characteristics of the dams such as the availability of education facility, restaurants, hotels and parking lots also generate substantial amounts of recreational benefits.

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A Study on the Properties of Foamed Concrete with Plaster Using the Experimental Design (실험계획법을 이용한 석고 혼입 기포콘크리트의 특성에 관한 연구)

  • Lee, Sang-An;Kim, Wha-Jung;Yoon, Sang-Chun
    • Journal of the Korea institute for structural maintenance and inspection
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    • v.17 no.6
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    • pp.130-137
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    • 2013
  • This research was performed through the experimental design to get the statistical analysis on foamed concrete mixed plaster with hydrogen peroxide. In this experiment, we set the ratio of each material, which part of lightweight concrete, as experimental factors and evaluated on the mechanical properties by statistical analysis for response variables obtained from experiments. Experimental factors are plaster replacement, water binder ratio, and hydrogen peroxide ratio. Response variables are dry density, compressive strength, and flexural strength. Mixing design of the foamed concrete set up a total of 15 experimental points by Box-Behnken (BB) method of the response surface analysis. Thus, the results of a study were summarized as follows. Values of the probability in experimental factors (plaster replacement, water binder ratio and hydrogen peroxide ratio) on the response variables were estimated to be significant at the 95% of confidence limit. On response surface analysis for dry density of foamed concrete, water binder ratio and hydrogen peroxide ratio were estimated to be significant (${\alpha}$ = 0.05), and the relationship between the amount of void and the water content for dry density is inverse proportional. On response surface analysis for the compressive strength of foamed concrete, water binder ratio, hydrogen peroxide ratio and (hydrogen peroxide ratio)$^2$ was estimated to be significant (${\alpha}$ = 0.05). On response surface analysis for the flexural strength of foamed concrete, water binder ratio, hydrogen peroxide ratio was estimated to be significant (${\alpha}$ = 0.05). Through multi response surface analysis, we found the optimal area that meets performance goals.

Automatic Parameter Estimation of Hydrogeologic Field Test around Underground Storage Caverns by using Nonlinear Regression Model (비선형 회귀모형을 이용한 지하저장공동 주변 현장수리지질시험 매개변수의 자동 추정)

  • Chung, Il-Moon;Cho, Won-Cheol;Kim, Nam-Won
    • The Journal of Engineering Geology
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    • v.18 no.4
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    • pp.359-369
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    • 2008
  • For the design and effective management of underground storage caverns, preliminary investigation on the hydrogeologic parameters around caverns and analysis on the groundwater flow must be carried out. The data collection is very imporatnat task for the hydrogeologic design so various hydraulic tests have been performed. When analyzing the injection/fall off test data, existing graphical method to estimate the parameters in Theis' equation is widely used. However this method has some sources of error when estimating parameters by means of human faults. Therefore the method of estimating parameters by means of statistical methods such as regression type is evaluated as a useful tool. In this study, nonlinear regression analysis for the Theis' equation is suggested and applied to the estimation of parameters for the real field interference data around underground storage caverns. Damping parameter which reduce the iteration numbers and inhance the convergence is also introduced.

Estimation of scan parameters for identification of the circular scanning radars (원형스캔 레이더 식별을 위한 스캔변수 추정기법)

  • Ryoo, Young-Jin;Ha, Hyoun-Joo;Kim, Whan-Woo
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.43 no.6 s.312
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    • pp.105-112
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    • 2006
  • To improve the performance of identification for radars in an ES(Electronic warfare Support) system, it is necessary to estimate scan characteristics as well as the basic identification parameters such as frequency, pulse repetition interval and pulse width of radars. This paper presents the method of estimating the scan period and the scan beam width of circular scanning radars. The proposed method estimates the scan period using the quality of the autocorrelation of a periodic signal. And, it estimates the scan beam width using the linear interpolation and the proposed method of estimating the scan period. Simulation results are presented to show the performance of the proposed method.

A study on a tendency of parameters for nonstationary distribution using ensemble empirical mode decomposition method (앙상블 경험적 모드분해법을 활용한 비정상성 확률분포형의 매개변수 추세 분석에 관한 연구)

  • Kim, Hanbeen;Kim, Taereem;Shin, Hongjoon;Heo, Jun-Haeng
    • Journal of Korea Water Resources Association
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    • v.50 no.4
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    • pp.253-261
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    • 2017
  • A lot of nonstationary frequency analyses have been studied in recent years as the nonstationarity occurs in hydrologic time series data. In nonstationary frequency analysis, various forms of probability distributions have been proposed to consider the time-dependent statistical characteristics of nonstationary data, and various methods for parameter estimation also have been studied. In this study, we aim to introduce a parameter estimation method for nonstationary Gumbel distribution using ensemble empirical mode decomposition (EEMD); and to compare the results with the method of maximum likelihood. Annual maximum rainfall data with a trend observed by Korea Meteorological Administration (KMA) was applied. As a result, both EEMD and the method of maximum likelihood selected an appropriate nonstationary Gumbel distribution for linear trend data, while the EEMD selected more appropriate nonstationary Gumbel distribution than the method of maximum likelihood for quadratic trend data.

Measuring Willingness to Pay for PM10 Risk Reductions: Evidence from Averting Expenditures for Anti-PM10 Masks and Air Purifiers (미세먼지 건강위험 감소에 대한 지불의사 측정: 마스크 착용과 공기청정기 사용에 따른 회피비용을 중심으로)

  • Eom, Young Sook;Kim, Jin Ok;Ahn, So Eun
    • Environmental and Resource Economics Review
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    • v.28 no.3
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    • pp.355-383
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    • 2019
  • This study is to investigate whether averting costs for wearing $anti-PM_{10}$ masks and using air purifiers at home to reduce exposure from $PM_{10}$ are influenced by subjective risk perceptions and/or objective $PM_{10}$ concentration levels, whose estimates will be used to measure the willingness to pay for $PM_{10}$ risk reduction. An empirical analysis was conducted on a sample of 1,224 respondents who participated in the web-based survey in the late October of 2017. As we reflect the potential endogeniety bias in the estimation of averting cost functions of using air purifiers, the coefficients of risk perception were differed by 6~7 times. Respondents. subjective risk perceptions were influenced by individuals' knowledge, attitudes and demographic variables, as well as the levels of $PM_{10}$ concentrations in their residential region. The marginal willingness to pay for risk reductions at the mean levels of their risk perceptions were measured at 1,000 won per month from wearing $anti-PM_{10}$ masks and 6,000 won for using air purifiers respectively.

Spatial Estimation of Point Observed Environmental Variables: A Case Study for Producing Rainfall Acidity Map (점관측 환경 인자의 공간 추정 - 남한 지역의 강우 산도 분포도 작성)

  • 이규성
    • Korean Journal of Remote Sensing
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    • v.11 no.3
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    • pp.33-47
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    • 1995
  • The representation of point-observed environmental variables in Geographic Information Systems(GIS) has often been inadequate to meet the need of regional-scale ecological and environmental applications. To create a map of continuous surface that would represent more reliable spatial variations for these applications, I present three spatial estimation methods. Using a secondary variable of the proximity to coast line together with rainfall acidity data collected at the 63 acid rain monitoring stations in Korea, average rainfall acidity map was cteated using co-kriging. For comparison, two other commonly used interpolation methods (inverse distance weighting and kriging) were also applied to rainfall acidity data without reference to the secondary variable. These estimation methods were evaluated by both visual assessments of the output maps and the quantitative comparison of error measures that were obtained from cross validation. The co-kriging method produced a rainfall acidity map that showed noticeable improvement in repoducing the inherent spatial pattern as well as provided lower statistical error as compared to the methods using only the primary variable.