• Journal of Korea Water Resources Association
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• v.47 no.12
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• pp.1199-1212
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• 2014

This study proposes an evaluation method of water supply capacity of a dam, which uses the concept of return period by conducting bivariate frequency analysis of dam storage capacity. The proposed method was applied to the Daecheong Dam for the evaluation. Additionally, the return periods of Daecheong Dam were estimated for the representative drought events in Korea, whose results were also reviewed. Summarizing the results is as follows. First, this study evaluated several climatological factors related to the water supply capacity of dams in Korea to conduct the bivariate frequency analysis and selected the storage on May and the storage difference between June and October as variables for analysis. Second, as an evaluation result of the water supply capacity of the Daecheong Dam, it was found that the Daecheong Dam secures the water supply capacity under 20 years of return period. Finally, it was also confirmed that the proposed method in this study is valid to analyze and estimate the return period of representative drought events occurred in the Korean peninsula.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.30 no.6B
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• pp.599-606
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• 2010

Due to the short period of precipitation data in Korea, the uncertainty of drought analysis is inevitable from a point frequency analysis. So it is desired to introduce a regional drought frequency analysis. This study first extracted drought characteristics from 3-month and 12-month moving average rainfalls which represent short and long-term droughts, respectively. Then, the homogeneous regions were distinguished by performing a principal component analysis and cluster analysis. The Korean peninsula was classified into five regions based on drought characteristics. Finally, this study applied the bivariate frequency analysis using a kernel density function to quantify the regionalized drought characteristics. Based on the bivariate drought frequency curves, the drought severities of five regions were evaluated for durations of 2, 5, 10, and 20 months, and return periods of 5, 10, 20, 50, and 100 years. As a result, the largest severity of drought was occurred in the Lower Geum River basin, in the Youngsan River basin, and over in the southern coast of Korea.

• Tunnel and Underground Space
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• v.12 no.1
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• pp.19-30
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• 2002

Rock joint orientation is one of important geometric attributes that have an influence on the stability of rock structures such as rock slopes and tunnels. Especially, statistical models of the geometric attributes of rock joints can provide a probabilistic approach of rock engineering problems. The result from probabilistic modeling relies on the choice of statistical model. Therefore, it is critical to define a representative statistical model for joint orientation data as well as joint size and intensity and build up a series of modeling procedure including analytical validation. In this paper, we have examined a theoretical methodology for the statistical estimate and hypothesis analysis based upon Fisher distribution and bivariate normal distribution. In addition, we have proposed the algorithms of random number generator which is applied to the simulation of rock joint networks and risk analysis.

• Korea journal of population studies
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• v.26 no.2
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• pp.91-110
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• 2003

This study analyzed data from 1997 Korea's Behavioral Risk Factor Surveillance System Survey collected through telephone questionings based on the multi-stage stratified random sampling. We categorized respondents into those who had ever drunk an alcoholic beverage in the last month and those who didn't and, referring to the World Health Organization's guideline, the former group were further categorized into low risk drinking group and high risk drinking group. Employing bivariate probit regression analyses with censoring on independent variables such as preferred type of alcoholic beverage, the number of types of beverages consumed, age, marital status, education, occupation, residential area, current smoking, body mass index and stress suggested (1) that those who prefer soju are more likely to involve high risk drinking than those who and prefer the other alcoholic beverages (2) that those who are relatively older, who live without a partner, who have jobs, who. are vulnerable to stress, or who enjoy more than one type of beverage are more likely to be exposed to high risk drinking than the others.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.37 no.1
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• pp.231-238
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• 2017

Water supply safety index plays an important role on assessing the water supply capacity of hydrologic system. Due to the absence of consistent guidance, however, practical problems have been brought up on data period used for dam design and performance evaluation. Therefore, this study employed bivariate drought frequency analysis which is able to consider drought severity and duration simultaneously, in order to evaluate water supply capacity of multi-purpose dams. Drought characteristics were analyzed based on the probabilistic approach, and water supply capacity of five multi-purpose dams in Korea (Soyang River, Chungju, Andong, Daecheong, Seomjin River) were evaluated under the specific drought conditions. As a result, it would be possible to have stable water supply with their own inflow during summer and fall, whereas water shortage would occur even under the 1-year return period drought event during spring and winter due to low rainfall.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.38 no.3
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• pp.387-393
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• 2018

Considering the effect of climate change, a quantitative analysis of extreme drought is needed to reduce the damage from extreme droughts. Therefore, in this study, a quantitative risk analysis of extreme drought was conducted. The threshold level method was applied to define a drought event using Cheugugi rainfall data in past, gauged rainfall data in present, and climate change scenario rainfall data in future. A bivariate drought frequency analysis was performed using the copula function to simultaneously consider two major drought characteristics such as duration and severity. Based on the bivariate drought frequency curves, the risks for the past, present and future were calculated and the risks for future extreme drought were analyzed comparing with the past and present. As a result, the mean drought duration of the future was shorter than that of past and present, however, the mean drought severity was much larger. Therefore short term and severe droughts were expected to occur in the future. In addition, the analysis of the maximum drought risk indicated that the future maximum drought risk was 1.39~1.94 times and 1.33~1.81 times higher than the past and present. Finally, the risk of extreme drought over past and present maximum drought in the future was very high, ranging from 0.989 to 1.0, and the occurrence probability of extreme drought was high in the future.

• The Korean Journal of Applied Statistics
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• v.27 no.7
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• pp.1219-1228
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• 2014

Constant conditional correlation (CCC) is frequently employed for parsimony in the field of multivariate GARCH time series. An extended-CCC (ECCC) model is further developed in order to allow interactions between multivariate volatilities. The paper introduces both CCC model and ECCC model to the domestic financial time series. The CCC and ECCC models are fitted and then compared with each other through various multivatiate time series.

• The Korean Journal of Applied Statistics
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• v.29 no.7
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• pp.1421-1428
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• 2016

This paper concerns the freshness of rice depending on packing materials using MANOVA. Freshness of rice is measured in terms of moisture content and rice flavor. Ordinary paper and charcoal-coated paper are compared as packing materials. Storing places are considered as a block. The bivariate observations of moisture content and the rice flavor are compared using MANOVA for a completely randomized block design. It is observed that there is a significant difference between ordinary paper and charcoal-coated paper. Therefore we apply ANOVA for moisture content and rice flavor, respectively. Significant differences are observed for the moisture content but not for the rice flavor.

• The Korean Journal of Applied Statistics
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• v.29 no.2
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• pp.355-368
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• 2016

Outliers and influential data points distort many data analysis measures. Jang and Anderson-Cook (2014) proposed a graphical method called a rework plot for exploratory analysis purpose so that there could be a possible visualization of the trace of the impact of the possible outlying and/or influential data points on the univariate/bivariate data analysis and regression. They developed 3-D plot as well as pairwise plot for the appropriate measures of interest. This paper further extends their approach to identify its strength. We can use rework plots as a graphical exploratory data analysis tool to evaluate the impact of outliers in skewness and kurtosis of univariate data.

• The Korean Journal of Financial Management
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• v.21 no.2
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• pp.183-209
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• 2004

This paper uses both the bivariate GARCH type BEKK error correction model and Bivariate-AR(1)-Markov-Switching-VECM model to estimate the volatility, time-varying correlation and hedge ratio for the KTB spot and futures indexes, sampled daily over 1/4/2000-10/30/2003. This study suggests that the volatility regime has more significant influence on KTB markets than incline/decline regime does. The results support the importance of the bivariate model in stead of univariate model between KTB spot and futures markets, which may consider not only individual variance process but also covariance process at the same time.