• Title/Summary/Keyword: 최우추정방법

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Analysis of runoff aggregation structure and energy expenditure pattern for Choyang creek basin on the basis of power law distribution (멱함수 법칙분포를 기반으로 한 조양하 유역의 유출응집구조와 에너지소비 양상에 대한 해석)

  • Kim, Joo-Cheol;Cui, Feng Xue;Jung, Kwan Sue
    • Journal of Korea Water Resources Association
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    • v.50 no.11
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    • pp.725-734
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    • 2017
  • The main purpose of this study is to analyze runoff aggregation structure and energy expenditure pattern of Choyang creek basin within the framework of power law distribution. To this end geomorphologic factors of every point in the basin of interest, which define tractive force and stream power as well as drainage area, are extracted based on GIS, and their complementary cumulative distributions are graphically analyzed through fitting them to power law distribution. The results indicate that three distinct behavioral regimes are observed from the complementary cumulative distributions of three geomorphogic factors. Based on the parameter estimation of power law distribution by maximum likelihood drainage area and stream power can be judged as scale invariance factor without finite scale while tractive force as scale dependence factor with finite scale. Furthermore, it is judged that tractive force would not follow power law distribution because it shows limited complex system behaviors only within the small extent of scale. The exponent of power law distribution for drainage area obtained in this study by maximum likelihood is larger than the previous researches due to the difference of parameter estimation methodologies. And the exponent for stream power is smaller than the previous researches due to the scaling property of channel slope for the basin of interest.

Separation Effect of Rainfall Data Based on Parameter Estimation Methods (매개변수 추정방법에 따른 강우자료의 분리효과)

  • 김경덕;배덕효
    • Water for future
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    • v.29 no.1
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    • pp.129-139
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    • 1996
  • It is very important to select appropriate distributions for hydrological data in planning and designing hydraulic structures. Also, it is necessary to check whether the selected distribution reproduces the statistical characteristics of the real data. In this study, the parameters of the two- and three-parameter gamma, two- and three-parameter lognormal, Gumbel, two- and three-parameter log-Gumbel, GEV, log-Pearsonn type III, two- and three-parameter Weibull, four- and five-parameter Wakeby distributions were estimated for the rainfall data of 22 sites in Korea with 7 different durations based on the methods of moments, probability weighted moments, and maximum likelihood. And the validity conditions were checked for the estimated parameters. The separation effect for each distribution was examined throught 10,000 simulations using the estimated parameters. As results, the separation effect was the smallest: log-Pearson type III for moment method, log-Pearson type III and GEV for probability weighted moment method, and GEV for maximum likelihood method. However, it is large for the two-parameter distributions.

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Detecting Influential Observations in Multivariate Statistical Analysis of Incomplete Data by PCA (주성분분석에 의한 결손 자료의 영향값 검출에 대한 연구)

  • 김현정;문승호;신재경
    • The Korean Journal of Applied Statistics
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    • v.13 no.2
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    • pp.383-392
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    • 2000
  • Since late 1970, methods of influence or sensitivity analysis for detecting influential observations have been studied not only in regression and related methods but also in various multivariate methods. If results of multivariate analyses sometimes depend heavily on a small number of observations, we should be very careful to draw a conclusion. Similar phenomena may also occur in the case of incomplete data. In this research we try to study such influential observations in multivariate statistical analysis of incomplete data. Case of principal component analysis is studied with a numerical example.

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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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A Study on Attribute Analysis of Software Development Cost Model about Life Distribution Considering Shape Parameter of Weibull Distribution (수명분포가 와이블 분포의 형상모수를 고려한 소프트웨어 개발 비용모형에 관한 속성분석 연구)

  • Kim, Hee-Cheul
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.11 no.6
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    • pp.645-650
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    • 2018
  • Software stability is the possibility of operating without any malfunction in the operating environment over time. In a finite failure NHPP for software failure analysis, the failure occurrence rate may be constant, monotonically increasing, or monotonically decreasing. In this study, based on the NHPP model and based on the software failure time data, we compared and analyzed the attributes of the software development cost model using the exponential distribution Rayleigh distribution and inverse exponential distribution considering the shape parameter of the Weibull distribution as the life distribution. The results of this study show that the Rayleigh model is the fastest release time and has the economic cost compared to the inverse-exponential model and the Goel-Okumoto model. Using the results of this study, it can be expected that software developers and operators will be able to predict the optimal release time and economic development cost.

Derivation of Rainfall Intensity-Duration-Frequency Equation Based on the Approproate Probability Distribution (지속기간별 강우자료의 적정분포형 선정을 통한 확률강우강도식의 유도)

  • Heo, Jun-Haeng;Kim, Gyeong-Deok;Han, Jeong-Hun
    • Journal of Korea Water Resources Association
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    • v.32 no.3
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    • pp.247-254
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    • 1999
  • The frequency analyses of annual maximum rainfall data for 22 rainfall gauging stations is Korea were performed. The method of moments (MOM), maximum likelihood (ML), and probability weighted moments (PWM) were used in parameter estimation. The GEV distribution was selected as an appropriate model for annual maximum rainfall data based on parameter validity condition, graphical analysis, separation effect, and goodness of fit tests. For the selected GEV model, spatial analysis was performed and rainfall intensity-duration-frequency equation was derived by using linearization technique. The derived rainfall intensity-duration-frequency equation can be used for estimating rainfall quantiles of the selected stations with convenience and reliability in practice.

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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).

The Comparative Study for NHPP Software Reliability Model based on the Property of Learning Effect of Log Linear Shaped Hazard Function (대수 선형 위험함수 학습효과에 근거한 NHPP 신뢰성장 소프트웨어 모형에 관한 비교 연구)

  • Kim, Hee-Cheul;Shin, Hyun-Cheul
    • Convergence Security Journal
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    • v.12 no.3
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    • pp.19-26
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    • 2012
  • In this study, software products developed in the course of testing, software managers in the process of testing software and tools for effective learning effects perspective has been studied using the NHPP software. The log type hazard function applied to distribution was based on finite failure NHPP. Software error detection techniques known in advance, but influencing factors for considering the errors found automatically and learning factors, by prior experience, to find precisely the error factor setting up the testing manager are presented comparing the problem. As a result, the learning factor is greater than autonomous errors-detected factor that is generally efficient model could be confirmed. This paper, a failure data analysis of applying using time between failures and parameter estimation using maximum likelihood estimation method, after the efficiency of the data through trend analysis model selection were efficient using the mean square error and $R^2$(coefficient of determination).

Estimation of Residual Useful Life and Tracking of Real-time Damage Paths of Rubble-Mound Breakwaters Using Stochastic Wiener Process (추계학적 위너 확률과정을 이용한 경사제의 실시간 피해경로 추적과 잔류수명 추정)

  • Lee, Cheol-Eung
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.32 no.3
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    • pp.147-160
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    • 2020
  • A stochastic probabilistic model for harbor structures such as rubble-mound breakwater has been formulated by using the generalized Wiener process considering the nonlinearity of damage drift and its nonlinear uncertainty, by which the damage path with real-time can be tracked, the residual useful lifetime at some age can also be analyzed properly. The formulated stochastic model can easily calculate the probability of failure with the passage of time through the probability density function of cumulative damage. In particular, the probability density functions of residual useful lifetime of the existing harbor structures can be derived, which can take into account the current age, its present damage state and the future damage process to be occurred. By using the maximum likelihood method and the least square method together, the involved parameters in the stochastic model can be estimated. In the calibration of the stochastic model presented in this paper, the present results are very well similar with the results of MCS about tracking of the damage paths as well as evaluating of the density functions of the cumulative damage and the residual useful lifetime. MTTF and MRL are also evaluated exactly. Meanwhile, the stochastic probabilistic model has been applied to the rubble-mound breakwater. The related parameters can be estimated by using the experimental data of the cumulative damages of armor units measured as a function of time. The theoretical results about the probability density function of cumulative damage and the probability of failure are very well agreed with MCS results such that the density functions of the cumulative damage tend to move to rightward and the amounts of its uncertainty are increased as the elapsed time goes on. Thus, the probabilities of failure with the elapsed time are also increased sharply. Finally, the behaviors of residual useful lifetime have been investigated with the elapsed age. It is concluded for rubble-mound breakwaters that the probability density functions of residual useful lifetime tends to have a longer tail in the right side rather than the left side because of the gradual increases of cumulative damage of armor units. Therefore, its MRLs are sharply decreased after some age. In this paper, the special attentions are paid to the relationship of MTTF and MRL and the elapsed age of the existing structure. In spite of that the sum of the elapsed age and MRL must be equal to MTTF deterministically, the large difference has been shown as the elapsed age is increased which is due to the uncertainty of cumulative damage to be occurred in the future.

Building Extraction and Digital Surface Models Generation from Stereo pairs of Aerial Images (입체 항공사진영상을 이용한 DSM생성 및 건물경계추출)

  • 유환희;김성우;성민규
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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    • v.16 no.2
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    • pp.177-185
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    • 1998
  • There is an increasing request for 3D data and outlines on building for urban planning and design. This paper describes an approach to extract building using Digital Surface Models(DSM) and stereo pairs of aerial images. DSM contain informations not only about the topographic surface like Digital Elevation Models(DEM), but also about buildings and other objects higher than the surrounding topographic surface, e.g. tees. We therefore describe our approach consisting of two step procedures. The first step of the approach is to generate DSM by stereo matching using Maximum Likelihood Estimation and Dynamic Programming. The proposed stereo matching is using the cost function for finding the disparity between the left and right image, and the Dynamic Programming for solving the stereo matching problem. The second step is to detect building outlines using the DSM and the edge informations extracted from a digital aerial image by Sobel Operator. The overlay analysis of the DSM and the edge information by Sobel Operator was efficient to detect building outlines.

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