• Nuclear Engineering and Technology
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• 제53권2호
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• pp.357-367
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• 2021

In general, common cause failures (CCFs) have been modeled with the assumption that components within the same group are symmetric. This assumption reduces the number of parameters required for the CCF probability estimation and allows us to use a parametric model, such as the alpha factor model. Although there are various asymmetric conditions in nuclear power plants (NPPs) to be addressed, the traditional CCF models are limited to symmetric conditions. Therefore, this paper proposes the copulabased CCF model to deal with asymmetric as well as symmetric CCFs. Once a joint distribution between the components is constructed using copulas, the proposed model is able to provide the probability of common cause basic events (CCBEs) by formulating a system of equations without symmetry assumptions. In addition, Bayesian inferences for the parameters of the marginal and copula distributions are introduced and Markov Chain Monte Carlo (MCMC) algorithms are employed to sample from the posterior distribution. Three example cases using simulated data, including asymmetry conditions in total failure probabilities and/or dependencies, are illustrated. Consequently, the copula-based CCF model provides appropriate estimates of CCFs for asymmetric conditions. This paper also discusses the limitations and notes on the proposed method.

• Wind and Structures
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• 제31권2호
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• pp.103-142
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• 2020

One of the next frontiers in structural wind engineering is the design of tall buildings using performance-based approaches. Currently, tall buildings are being designed using provisions in the building codes and standards to meet an acceptable level of public safety and serviceability. However, recent studies in wind and earthquake engineering have highlighted the conceptual and practical limitations of the code-oriented design methods. Performance-based wind design (PBWD) is the logical extension of the current wind design approaches to overcome these limitations. Towards the development of PBWD, in this paper, we systematically review the advances made in this field, highlight the research gaps, and provide a basis for future research. Initially, the anatomy of the Wind Loading Chain is presented, in which emphasis was given to the early works of Alan G. Davenport. Next, the current state of practice to design tall buildings for wind load is presented, and its limitations are highlighted. Following this, we critically review the state of development of PBWD. Our review on PBWD covers the existing design frameworks and studies conducted on the nonlinear response of structures under wind loads. Thereafter, to provide a basis for future research, the nonlinear response of simple yielding systems under long-duration turbulent wind loads is studied in two phases. The first phase investigates the issue of damage accumulation in conventional structural systems characterized by elastic-plastic, bilinear, pinching, degrading, and deteriorating hysteretic models. The second phase introduces methods to develop new performance objectives for PBWD based on joint peak and residual deformation demands. In this context, the utility of multi-variate demand modeling using copulas and kernel density estimation techniques is presented. This paper also presents joined fragility curves based on the results of incremental dynamic analysis. Subsequently, the efficiency of tuned mass dampers and self-centering systems in controlling the accumulation of damage in wind-excited structural systems are investigated. The role and the need for explicit modeling of uncertainties in PBWD are also discussed with a case study example. Lastly, two unified PBWD frameworks are proposed by adapting and revisiting the Wind Loading Chain. This paper concludes with a summary and a proposal for future research.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2010년도 학술발표회
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• pp.571-575
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• 2010

Drought is a natural hazard with different properties that are usually dependent to each other. Therefore, a multivariate model is often used for drought frequency analysis. The Copula based bivariate drought severity and duration frequency analysis is applied in the current study in order to show the effect of tail behavior of drought severity and duration on the selection of a copula function for drought bivariate frequency analysis. Four copula functions, namely Clayton, Gumbel, Frank and Gaussian, were fitted to drought data of four stations in Iran and Canada in different climate regions. The drought data are calculated based on standardized precipitation index time series. The performance of different copula functions is evaluated by estimating drought bivariate return periods in two cases, [$D{\geq}d$ and $S{\geq}s$] and [$D{\geq}d$ or $S{\geq}s$]. The bivariate return period analysis indicates the behavior of the tail of the copula functions on the selection of the best bivariate model for drought analysis.

• The Journal of Asian Finance, Economics and Business
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• 제8권4호
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• pp.55-67
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• 2021

This study aims to measure the lower tail dependence as risk contagion from the U.S. economy to 18 developing countries affecting FDI inflows using time-series data from 2005 to 2019. Firstly, we utilize four dynamic copula models, namely, Student-t, Clayton, rotated survival Gumbel, and rotated survival Joe, to measure the tail dependence structure between the U.S. and each developing country's real GDP growth. Secondly, we use the regression model to explore the contagion effects on FDI inflows. The results show that there is evidence of the tail dependence between the U.S and developing economies, indicating the presence of the contagion effects. Primarily, we observe that the degree of contagion effects of the global financial crisis varies across countries; a strong impact is observed in Chinese, South African, Russian, Colombian, and Mexican economic growth. Furthermore, we found significant contagion risk affecting FDI inflows positively in China, Indonesia, Columbia, Morocco, and negatively in the Philippines, Bulgaria, and South Africa. This study demonstrates the usefulness of the copulas model in terms of examining contagion. Our findings shed light on the influence of sound policies and regulations to cope with both positive and negative consequences of the contagion on the capital movement.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2020년도 학술발표회
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• pp.135-135
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• 2020

우리나라의 기후 자료는 일반적으로 기상청에서 발표하는 종관기상관측(ASOS)과 방재기상관측(AWS), 그리고 북한이 세계기상기구(WMO, World Meteorogical Organization)의 기상통신망(GTS)을 통해 보낸 북한기상관측(NKO)을 사용 할 수 있다. 그러나 이 중 40년 이상의 완전한 관측 자료를 얻을 수 있는 건 ASOS가 유일하지만 공간적인 표현에 한계를 갖고 있다. AWS는 관측소가 많다는 장점이 있지만 관측 기간이 길지 않고 이용 가능한 기간에도 관측이 연속적이지 못한 경우가 많다. NKO는 비록 27개의 관측소가 있지만 많은 데이터가 누락되어 일별 기후자료의 사용에 한계를 갖고 있다. 이러한 미관측 기간이나 관측 자료의 누락은 연속적인 시계열 자료분석을 기반으로 하는 수자원 모델링에 있어서 문제를 야기한다. 본 연구는 1973년부터 2019년까지 47년의 신뢰도 높은 한반도 일일 기후 자료를 구축하기 위해 다양한 방법론을 비교하였다. 추정에 사용한 방법은 총 7개로 EM algorithm for probabilistic principal components (PPCA-EM), Inverse distance weight method (IDWM), Nearest neighbor method (NNM), Multivariate normal copulas (Copula), Elastic net model (Elastic), Ordinary kriging (OK), Regularized principal components with EM algorithm (RPCA-EM)를 살펴보았다. 다양한 형태의 결측치를 가정하여 그 결과값을 비교하였고 이는 Root mean squared error(RMSE), Kling-Gupta efficiency(KGE), Nash-Sutcliffe efficiency(NSE)를 통해 평가하였다. 최종 선택된 방법론을 통하여 한반도 전역을 그리드 기반의 강수 및 최저온도/최고온도의 일별자료로 생성하였다.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2022년도 학술발표회
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• pp.305-305
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• 2022

A better approach for assessing meteorological drought occurrences is increasingly important in mitigating and adapting to the impacts of climate change, as well as strategies for developing early warning systems. The present study defines meteorological droughts as a period with an abnormal precipitation deficit based on monthly precipitation data of 18 gauging stations for the Han River watershed in the past (1974-2015). This study utilizes a Bayesian parameter estimation approach to analyze the effects of climate change on future drought (2025-2065) in the Han River Basin using the Coupled Model Intercomparison Project Phase 6 (CMIP6) with four bias-corrected general circulation models (GCMs) under the Shared Socioeconomic Pathway (SSP)2-4.5 scenario. Given that drought is defined by several dependent variables, the evaluation of this phenomenon should be based on multivariate analysis. Two main characteristics of drought (severity and duration) were extracted from precipitation anomalies in the past and near-future periods using the copula function. Three parameters of the Archimedean family copulas, Frank, Clayton, and Gumbel copula, were selected to fit with drought severity and duration. The results reveal that the lower parts and middle of the Han River basin have faced severe drought conditions in the near future. Also, the bivariate analysis using copula showed that, according to both indicators, the study area would experience droughts with greater severity and duration in the future as compared with the historical period.

• 대한토목학회논문집
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• 제44권2호
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• pp.161-172
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• 2024

일반적으로 수문기상변량의 상관관계를 파악하기 위해서는 Copula 기법을 활용하여 의존관계를 규명하고 있으나, 단순히 Copula 기법을 다변량으로 확장하는 것은 분석결과가 유연하지 않으며 Copula 기법에 대한 수학적인 가정을 확인하여 만족 여부를 판단해야 하는 등 복잡해지는 단점이 있다. 또한, 기존의 이변량 Copula 기법을 활용하여 기후변화모델의 지속시간에 따른 설계강우량을 추정하는 과정은 주로 일별 자료만을 활용하여 분석하므로 24시간 최대강우량에 대한 정보와의 의존관계를 규명하여 추정하는 방법을 채택하고 있다. 그러나, 24시간 최대강우량만을 활용하여 다른 지속시간에 대한 설계강우량을 산정하는 것은 다른 지속시간에 대한 의존관계 정보는 제공되지 않아 지속시간에 따른 강우 강도가 역전되는 현상이 야기되는 원인이다. 따라서, 본 연구에서는 변수간의 쌍구조 관계를 연결하는 Vine Copula 기법을 활용하여 다른 지속 시간에 대한 정보를 반영하여 미래 강우강도의 변화를 전망하고자 한다.