• Title/Summary/Keyword: 최우도법

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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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Analysis of drainage structure for river basin on the basis of power law distribution (멱함수 법칙분포를 기반으로 한 유역의 배수구조에 대한 해석)

  • Kim, Joo-Cheol;Kang, Heeseung;Jung, Kwansue
    • Journal of Korea Water Resources Association
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    • v.49 no.6
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    • pp.495-507
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    • 2016
  • This study aims at hydrologically demonstrating the universality of power law distribution by analyzing runoff aggregation structures of river basins. Power law distribution is fitted to cumulative drainage area of basins of interest by maximum likelihood, which results in the power law exponents. And then those exponents are assessed in terms of the shape of catchment plan-form. As a main result all of the basins in this study have similar distributions of catchment area. The exponents from this study tend to be higher than the ones from previous researches reflecting self-similar property of the catchment plan-forms of interest. Further study is required about the universality of power law distribution by means of the more realistic flow routing scheme within the framework of DEM.

A Study on the Accuracy of the Maximum Likelihood Estimator of the Generalized Logistic Distribution According to Information Matrix (Information Matrix에 따른 Generalized Logistic 분포의 최우도 추정량 정확도에 관한 연구)

  • Shin, Hong-Joon;Jung, Young-Hun;Heo, Jun-Haeng
    • Journal of Korea Water Resources Association
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    • v.42 no.4
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    • pp.331-341
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    • 2009
  • In this study, we compared the observed information matrix with the Fisher information matrix to estimate the uncertainty of maximum likelihood estimators of the generalized logistic (GL) distribution. The previous literatures recommended the use of the observed information matrix because this is convenient since this matrix is determined as the part of the parameter estimation procedure and there is little difference in accuracy between the observed information matrix and the Fisher information matrix for large sample size. The observed information matrix has been applied for the generalized logistic distribution based on the previous study without verification. For this purpose, a simulation experiment was performed to verify which matrix gave the better accuracy for the GL model. The simulation results showed that the variance-covariance of the ML parameters for the GL distribution came up with similar results to those of previous literature, but it is preferable to use of the Fisher information matrix to estimate the uncertainty of quantile of ML estimators.

Characteristics on the Extreme Value Distributions of Deepwater Design ave Heights off the Korean Coast (한국 연안 심해 설계파고의 극치분포 특성)

  • Shin Taek Jeong;Jeong Dae Kim;Cho Hong Yeon
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.16 no.3
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    • pp.130-141
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    • 2004
  • For a coastal or harbor structure design, one of the most important environmental factors is the appropriate design wave condition. Especially, the information of deepwater wave height distribution is essential for reliability design. In this paper, a set of deep water wave data obtained from KORDI(2003) were analyzed for extreme wave heights. These wave data at 67 stations off the Korean coast from 1979 to 1998 were arranged in the 16 directions. The probability distributions considered in this research were the Weibull, the Gumbel, the Log-pearson Type-III, and Lognormal distribution. For each of these distributions, three parameter estimation methods, i.e. the method of moments, maximum likelihood and probability weighted moments, were applied. Chi-square and Kolmogorov-Smirnov goodness-of-fit tests were performed, and the assumed distribution was accepted at the confidence level 95%. Gumbel distribution which best fits to the 67 station was selected as the most probable parent distribution, and optimally estimated parameters and 50 year design wave heights were presented.

Seismic Fragility of Underground Utility Tunnels (지하 공동구 시설물의 지진취약도 분석)

  • Lee, Deuk-Bok;Lee, Chang-Soo;Shin, Dea-Sub
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.29 no.5
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    • pp.413-419
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    • 2016
  • Damage of infrastructures by an earthquake causes the secondary damage through the world at large more than the damage of the structures themselves. Amomg them, underground utility tunnel structures comes under the special life line: communication, gas, electricity and etc. and it has a need to evaluate its fragility to an earthquake exactly. Therefore, the destruction ability according to peak ground acceleration of earthquakes for the underground utility tunnels is evaluated in this paper. As an input ground motion for evaluating seismic fragilities, real earthquakes and artificial seismic waves which could be generated in the Korean peninsula are used. And as a seismic analysis method, response displacement method and time history analyzing method are used. An limit state which determines whether destruction is based on the bending moment and shear deformation. A method used to deduct seismic fragility curve is method of maximum likelihood and the distribution function is assumed to the log normal distribution. It could evaluate the damage of underground utility tunnels to an earthquake and could be applied as basic data for seismic design of underground utility tunnel structures.

Comparative Analysis of Parameter Estimation Methods in Estimation of Spatial Distribution of Probability Rainfall (확률강우량의 공간분포추정에 있어서 매개변수 추정기법의 비교분석)

  • Seo, Young-Min;Yeo, Woon-Ki;Jee, Hong-Kee
    • Proceedings of the Korea Water Resources Association Conference
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    • 2011.05a
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    • pp.413-413
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    • 2011
  • 강우의 공간분포에 대한 신뢰성 있는 추정은 수자원 해석 및 설계에 있어서 필수적인 요소이다. 강우장의 공간변동성에 대한 고해상도 추정은 홍수, 특히 돌발홍수의 원인이 되는 국지성 호우의 확인 및 분석에 있어서 중요하다. 또한 강우의 공간 변동성에 대한 고려는 면적평균강우량 추정의 정확도를 향상시키는데 있어서 중요하며, 강우-유출모델의 모의결과에 대한 신뢰도를 향상시키는데 큰 영향을 미친다. 최근 공간자료에 대한 공간분포예측에 있어서 공간상관성을 고려할 수 있는 공간통계학적 기법의 적용이 증가하고 있으며, 이러한 공간통계학적 기법의 적용에 있어서 신뢰성 있는 모델 매개변수의 추정 및 불확실성 평가는 공간분포 예측결과에 대한 신뢰성을 향상시키는데 중요한 역할을 한다. 외국의 경우 공간분포예측 및 모의, 매개변수의 불확실성 평가 등과 관련하여 활발한 연구가 이루어지고 있는 반면 국내 수자원 분야에서는 아직까지 활발한 연구가 이루어지고 있지 않은 실정이다. 따라서 본 연구에서는 계층구조로 구성된 가우시안 공간선형혼합모델을 적용하여 확률강우량의 공간분포를 추정함에 있어서 모델 매개변수에 대한 추정기법을 비교하였으며, 매개변수 추정기법으로서 경험베리오그램에 대한 곡선적합기법인 보통최소제곱법 및 가중최소제곱법, 우도함수를 기반으로 하는 최우도법 및 REML과 같은 기존의 매개변수 추정기법들과 최근 공간통계학 분야에서 적용이 증가하고 있는 Bayesian 기법을 비교하였다. 이로부터 매개변수 추정기법 간의 매개변수 추정치에 대한 정량적 비교결과를 제시하였으며, Bayesian 기법의 적용을 통해 매개변수에 대한 불확실성 추정결과를 제시하였다. 이러한 결과들은 확률강우량의 공간분포 추정에 있어서 공간예측모델의 매개변수 추정 및 예측에 대한 신뢰성을 향상시킬 수 있는 기초자료로 활용될 수 있을 것이다.

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Low Flow Frequency Analysis of Steamflows Simulated from the Stochastically Generated Daily Rainfal Series (일 강우량의 모의 발생을 통한 갈수유량 계열의 산정 및 빈도분석)

  • Kim, Byeong-Sik;Gang, Gyeong-Seok;Seo, Byeong-Ha
    • Journal of Korea Water Resources Association
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    • v.32 no.3
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    • pp.265-279
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    • 1999
  • In this study, one of the techniques on the extension of low flow series has been developed, in which the daily streamflows were simulated by the Tank model with the input of extended daily rainfall series which were stochastically generated by the Markov chain model. The annual lowest flow serried for each of the given durations were formulated form the simulated daily streamflow sequences. The frequency of the estimated annual lowest flow series was analyzed. The distribution types to be used for the frequency analysis were two-parameter and three-parameter log-normal distribution, two-parameter and three-parameter Gamma distribution, three-parameter log-Gamma distribution, Gumbel distribution, and Weibull distribution, of which parameters were estimated by the moment method and the maximum likelihood method. The goodness-of-fit test for probability distribution is evaluated by the Kolmogorov-Sminrov test. The fitted distribution function for each duration series is applied to frequency analysis for developing duration-low flow-frequency curves at Yongdam Dam station. It was shown that the purposed technique in this study is available to generate the daily streamflow series with fair accuracy and useful to determine the probabilistic low flow in the watersheds having the poor historic records of low flow series.

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Reliability Evaluation of Parameter Estimation Methods of Probability Density Function for Estimating Probability Rainfalls (확률강우량 추정을 위한 확률분포함수의 매개변수 추정법에 대한 신뢰성 평가)

  • Han, Jeong-Woo;Kwon, Hyun-Han;Kim, Tae-Woong
    • Journal of the Korean Society of Hazard Mitigation
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    • v.9 no.6
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    • pp.143-151
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    • 2009
  • Extreme hydrologic events cause serious disaster, such as flood and drought. Many researchers have an effort to estimate design rainfalls or discharges. This study evaluated parameter estimation methods to estimate probability rainfalls with low uncertainty which will be used in design rainfalls. This study collected rainfall data from Incheon, Gangnueng, Gwangju, Busan, and Chupungryong gage station, and generated synthetic rainfall data using ARMA model. This study employed the maximum likelihood method and the Bayesian inference method for estimating parameters of the Gumbel and GEV distribution. Using a bootstrap resampling method, this study estimated the confidence intervals of estimated probability rainfalls. Based on the comparison of the confidence intervals, this study recommended a proper parameter estimation method for estimating probability rainfalls which have a low uncertainty.

Extreme Sea Level Analysis in Coastal Waters around Korean Peninsula Using Empirical Simulation Technique (경험모의기법을 이용한 한반도 주변 해역에서의 극치해면 분석)

  • Suh, Kyung-Duck;Yang, Young-Chul;Jun, Ki-Chun;Lee, Dong-Young
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.21 no.3
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    • pp.254-265
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    • 2009
  • The estimation of the extreme sea level is necessary in the design of offshore or coastal structures. In this paper, the storm surge data calculated numerically at 52 harbors around the Korean Peninsula are analyzed by using annual maximum series(AMS), peaks over threshold(POT) and empirical simulation technique(EST). The maximum likelihood method was used to estimate the parameters in both AMS and POT models. The Generalized Pareto distribution was used and Chi-square and Kolmogorov-Smirnov goodness-of-fit tests were performed with the acceptable significance level 5%. The extreme sea levels were also evaluated by EST including tide effect, showing similar results as given by Jeong et al.(2008).

Seismic Fragility Analysis of a RC Bridge Including Earthquake Intensity Range (지진강도 범위를 고려한 철근콘크리트 교량의 지진취약도 해석)

  • Lee, Do Hyung;Jeong, Hyeon Do;Kim, Byeong Hwa
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.38 no.5
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    • pp.635-643
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    • 2018
  • In the present study, influence of earthquake intensity range on seismic fragility analysis of a RC bridge has been evaluated. For this purpose, a RC bridge damaged by a past earthquake has been selected, and analytical model of the bridge has been developed for nonlinear dynamic time-history analysis. A total of 25 recorded earthquake motions have been employed for the nonlinear analysis from which maximum lateral drift ratio of piers are obtained. Then, seismic fragility analysis has been conducted for the bridge using the nonlinear analysis results. Probability of exceeding damage has been computed in terms of using the maximum likelihood estimation, and effect of earthquake intensity range of the motions on seismic fragility curves has been assessed analytically. Analytical predictions indicate that the earthquake intensity range is of utmost significance for rationale seismic fragility analysis reflecting a physical damage state of a bridge and seismic performance evaluation of such bridge.