• Journal of IKEEE
• /
• v.15 no.1
• /
• pp.43-48
• /
• 2011

Decision problem called an optimal release policies, after testing a software system in development phase and transfer it to the user, is studied. The infinite failure non-homogeneous Poisson process models presented and propose an optimal release policies of the life distribution applied extreme distribution which used to find the minimum (or the maximum) of a number of samples of various distributions. In this paper, discuss optimal software release policies which minimize a total average software cost of development and maintenance under the constraint of satisfying a software reliability requirement. In a numerical example, extreme value distribution as another alternative of existing the Poisson execution time model and the log power model can be verified using inter-failure time data.

• Communications for Statistical Applications and Methods
• /
• v.3 no.2
• /
• pp.249-273
• /
• 1996

This paper reviews and develops several statistical models for extreme values, based on threshold methodology. Extreme values of a time series are modeled in terms of tails which are defined as truncated forms of original variables, and Markov property is imposed on the tails. Tails of the generalized extreme value distribution and a multivariate extreme value distributively, of the tails of the series. These models are then applied to real ozone data series collected in the Chicago area. A major concern is given to detecting any possible trend in the extreme values.

• Wind and Structures
• /
• v.26 no.3
• /
• pp.129-146
• /
• 2018

Extreme wind speed analysis has been carried out conventionally by assuming the extreme series data is stationary. However, time-varying trends of the extreme wind speed series could be detected at many surface meteorological stations in China. Two main reasons, exposure change and climate change, were provided to explain the temporal trends of daily maximum wind speed and annual maximum wind speed series data, recorded at Hangzhou (China) meteorological station. After making a correction on wind speed series for time varying exposure, it is necessary to perform non-stationary statistical modeling on the corrected extreme wind speed data series in addition to the classical extreme value analysis. The generalized extreme value (GEV) distribution with time-dependent location and scale parameters was selected as a non-stationary model to describe the corrected extreme wind speed series. The obtained non-stationary extreme value models were then used to estimate the non-stationary extreme wind speed quantiles with various mean recurrence intervals (MRIs) considering changing climate, and compared to the corresponding stationary ones with various MRIs for the Hangzhou area in China. The results indicate that the non-stationary property or dependence of extreme wind speed data should be carefully evaluated and reflected in the determination of design wind speeds.

• Journal of The Korean Society of Agricultural Engineers
• /
• v.54 no.6
• /
• pp.45-52
• /
• 2012

Along with global warming, ever intensifying weather events have increased damages to agricultural farms and facilities. The objective of this study was to investigate the spatial distribution and regional characteristics of agricultural damages by extreme weather events. Agricultural disaster statistics provided by the National Emergency Management Agency were summed over for a 13-year period from 1998 to 2010 and used for the spatial analysis. Two indices of damage area ration and property damage per unit area were introduced to quantify regional agricultural damages. As the results, farm inundation accounted for the largest area primarily damaged by typhoons with heavy rainfalls. Most property damages to farm lands originated from farm erosion in the alpine regions by localized guerrilla rains. The two major causes of damages to greenhouse and livestock facilities were typhoon with strong wind and winter blizzards. Gangwon was the province of the largest property loss mostly from farm land erosion losses, followed by Gyeongnam, Jeonnam, and Chungnam where losses to greenhouse and livestock facilities were relatively greater. Property loss per unit area was also the greatest for the Gangwon province (4.91 M\/ha), followed by Gyongnam and Chungnam of 2.20 and 1.50 M\/ha, respectively. Unit loss for greenhouse and livestock facilities was 13.3 M\/ha, approximately 13 times greater than that for farm land (1.06 M\/ha). The study findings indicated the importance of reducing highland farm erosion and reinforcing farming facilities structures for agricultural disaster management.

• Communications for Statistical Applications and Methods
• /
• v.31 no.4
• /
• pp.459-466
• /
• 2024

Multivariate regular variation is a popular framework of multivariate extreme value analysis. However, a suitable parametric model needs to be introduced for efficient estimation of its spectral measure. In such a view, elliptical distributions have been employed for deriving such models. On the other hand, the second order behavior of multivariate regular variation has to be specified for investigating the property of the estimator. This paper derives such a behavior by imposing a widely adopted second order regular variation condition on the representation of elliptical distributions. As result, the second order variation for the convergence to spectral measure is characterized by a signed measure with a regular varying index. Moreover, it leads to the asymptotic bias of the estimator. For demonstration, multivariate t-distribution is considered.

• Journal of the Korea Safety Management & Science
• /
• v.13 no.1
• /
• pp.195-202
• /
• 2011

The study interprets each of three classification models based on Bath-Tub Failure Rate (BTFR), Extreme Value Distribution (EVD) and Conjugate Bayesian Distribution (CBD). The classification model based on BTFR is analyzed by three failure patterns of decreasing, constant, or increasing which utilize systematic management strategies for reliability of time. Distribution model based on BTFR is identified using individual factors for each of three corresponding cases. First, in case of using shape parameter, the distribution based on BTFR is analyzed with a factor of component or part number. In case of using scale parameter, the distribution model based on BTFR is analyzed with a factor of time precision. Meanwhile, in case of using location parameter, the distribution model based on BTFR is analyzed with a factor of guarantee time. The classification model based on EVD is assorted into long-tailed distribution, medium-tailed distribution, and short-tailed distribution by the length of right-tail in distribution, and depended on asymptotic reliability property which signifies skewness and kurtosis of distribution curve. Furthermore, the classification model based on CBD is relied upon conjugate distribution relations between prior function, likelihood function and posterior function for dimension reduction and easy tractability under the occasion of Bayesian posterior updating.

• Journal of the Korean Data and Information Science Society
• /
• v.28 no.6
• /
• pp.1415-1425
• /
• 2017

Typhoons are accompanied by strong wind and heavy rains. It causes casualties and property damage on the Korean peninsula every year. The effect of typhoon to daily precipitation should be quantified to prevent the damage of typhoon. Daily precipitation, maximum wind speed and, mean wind speed data was collected from 60 weather stations between 1976 and 2016. The parameters of the generalized extreme value distribution were estimated through the maximum likelihood estimation and the L-moment estimation. The impact of a typhoon can be obtained through a comparison of return levels between the whole data and typhoon excluded data. We conclude that the eastern and southern coastline are exposed to the risk of heavy rainfall which is caused by typhoon.

• Proceedings of the Korean Institute of Building Construction Conference
• /
• 2015.05a
• /
• pp.257-258
• /
• 2015

The amount of damages caused by natural hazards is consistently growing due to the unusual weather and extreme events. At the same time, property damage by natural hazards is rapidly increasing as well. Hence, we need systematic anti-disaster activities and consulting that can react to such a situation. To address these needs, we investigated and analyzed insured claim payouts from natural hazards by administrative area, and calculate the risk index utilizing GIS. According to the index, this map is identifying the areas of greatest natural hazard risk. The ranking of natural disaster vulnerability based on the risk index, and risk grades were divided into five based on the ranking. This map integrates the natural hazard losses to assist in comprehensive and effective loss prevention activities using analysis of regional loss claims from natural hazards. Moreover, this map can be as utilized as loss mitigation and prevention activities to verify the distribution of exposure and hazards.

• Wind and Structures
• /
• v.38 no.3
• /
• pp.215-229
• /
• 2024

Guyed mast structures exhibit characteristics such as high flexibility, low mass, small damping ratio, and large aspect ratio, leading to a complex wind-induced vibration response mechanism. This study analyzed the time- and frequency-domain characteristics of the wind-induced response of a guyed mast structure using measured acceleration response data obtained from the Shenzhen Meteorological Gradient Tower (SZMGT). Firstly, 734 sets of 1-hour acceleration samples measured from 0:00 October 1, 2021, to 0:00 November 1, 2021, were selected to study the vibration shapes of the mast and the characteristics of the generalized extreme value (GEV) distribution. Secondly, six sets of typical samples with different vibration intensities were further selected to explore the Gaussian property and modal parameter characteristics of the mast. Finally, the modal parameters of the SZMGT are identified and the identification results are verified by finite element analysis. The findings revealed that the guyed mast vibration shape exhibits remarkable diversity, which increases nonlinearly along the height in most cases and reaches a maximum at the top of the tower. Moreover, the GEV distribution characteristics of the 734 sets of samples are closer to the Weibull distribution. The probability distribution of the structural wind vibration response under strong wind is in good agreement with the Gaussian distribution. The structural response of the mast under wind loading exhibits multiple modes. As the structural response escalates, the first three orders of modal energy in the tower display a gradual increase in proportion.

• The Korean Journal of Applied Statistics
• /
• v.24 no.5
• /
• pp.931-939
• /
• 2011

In practice, thresholds are determined by the two subjective assessment methods in a generalized pareto distribution of mean extreme function(MEF-graph) or Hill-graph. To remedy the problem of subjectiveness of these methods, we propose an alternative method to determine the threshold based on the robust statistics. We compared the MEF-graph, Hill-graph and our method through VaRs on the Korean stock market data from January 5, 1987 to August 3, 2009. As a result, the VaR based on the proposed method is not much different from the existing methods, and the standard deviation of VaR for our method was the smallest. The results show that our method can be a promising alternative to determine thresholds of the generalized pareto distributions.