• Earthquakes and Structures
• /
• 제14권5호
• /
• pp.477-492
• /
• 2018

Recently, the adaptive nonlinear static analysis method has been widely used in the field of performance based earthquake engineering. However, the proposed methods are almost deterministic and cannot directly consider the seismic record uncertainties. In the current study an innovative Stochastic Adaptive Pushover Analysis, called "SAPA", based on equivalent hysteresis system responses is developed to consider the earthquake record to record uncertainties. The methodology offers a direct stochastic analysis which estimates the seismic demands of the structure in a probabilistic manner. In this procedure by using a stochastic linearization technique in each step, the equivalent hysteresis system is analyzed and the probabilistic characteristics of the result are obtained by which the lateral force pattern is extracted and the actual structure is pushed. To compare the results, three different types of analysis have been considered; conventional pushover methods, incremental dynamic analysis, IDA, and the SAPA method. The result shows an admirable accuracy in predicting the structure responses.

• 응용통계연구
• /
• 제25권5호
• /
• pp.757-773
• /
• 2012

Traditional value at risk(S-VaR) has a difficulity in predicting the future risk of financial asset prices since S-VaR is a backward looking measure based on the historical data of the underlying asset prices. In order to resolve the deficiency of S-VaR, an economic value at risk(E-VaR) using the risk neutral probability distributions is suggested since E-VaR is a forward looking measure based on the option price data. In this study E-VaR is estimated by assuming the generalized gamma distribution(GGD) as risk neutral density function which is implied in the option. The estimated E-VaR with GGD was compared with E-VaR estimates under the Black-Scholes model, two-lognormal mixture distribution, generalized extreme value distribution and S-VaR estimates under the normal distribution and GARCH(1, 1) model, respectively. The option market data of the KOSPI 200 index are used in order to compare the performances of the above VaR estimates. The results of the empirical analysis show that GGD seems to have a tendency to estimate VaR conservatively; however, GGD is superior to other models in the overall sense.

• 한국정밀공학회지
• /
• 제13권4호
• /
• pp.136-142
• /
• 1996

Automatic monitoring of cutting process is one of the most important technology in machining. AE sensing technology has been applied to monitoring process and proved to be effective in detecting tool abnor- malities such as tool wear and fracture. In this experimental study. AE signals were detected from the tool holder for continuous and interrupted cutting, which obtained from changing workpice material configuration, under control of constant cutting speed from CNC lathe. From statistical and frequency analysis, the AE signals were analyzed to obtaining the characteristics of continuous and interrupted cutting conditions and tool failure. The Kurtosis values decreased but RMS voltages increased as the cutting speed increased, in both continuous and interrupted cutting. RMS voltage is suddenly increased but Kurtosis value is suddenly decreased when tool failure condition. Power spectrum density of AE signals when tool failure reaches extreme value around 0.065 cycles/ .mu. m.

• 한국수자원학회:학술대회논문집
• /
• 한국수자원학회 2010년도 학술발표회
• /
• pp.1580-1584
• /
• 2010

지역기후모델 RegCM3 이용하여 역학적 상세화 이중둥지격자체계를 구축하고 관측, ECHO-G/S의 20C3M 및 SRES A2 시나리오를 이용하여 동아시아(60km 분해능)와 한반도(20km 분해능)에 대한 현재 및 미래(1971-2100, 130년)의 기후변화 시나리오 자료를 생산하였다. 미래 동아시아와 한반도지역은 기온상승에 의해 대기 중 수증기 함유량 증가와 여름 몬순의 강화로 전 계절에 걸쳐 강수량이 증가하고 토양수분, 증발산도 증가할 것으로 전망되었다. 상세화된 일(daily)강수량 자료를 일반극치(general extreme value, GEV)분석을 활용하여 20세기 동안 한반도의 일최대강수량의 공간 분포를 분석하고 미래 강수의 일최대강수량 변화를 전망하였다. 20세기 (1971-2000)에는 남해안과 경기 내륙지방에서 일최대강수량의 빈도와 평균값이 나타났다. 21세기에는 일최대강수량의 평균은 현재보다 약 10 $mmday^{-1}$, 20년 빈도 강수량은 60 $mmday^{-1}$ 정도 증가할 것이고, 남해안과 서해안과 충청내륙일부지방, $39^{\circ}N$ 이북에서 뚜렷이 나타날 것으로 전망되었다.

• International Journal of Computer Science & Network Security
• /
• 제21권5호
• /
• pp.23-30
• /
• 2021

In recent years, hazardous flash flooding has caused deaths and damage to infrastructure in Saudi Arabia. In this paper, our aim is to assess patterns and trends in climate means and extremes affecting flash flood hazards and water resources in Saudi Arabia for the purpose to improve risk assessment for forecast capacity. We would like to examine temperature, precipitation climatology and trend magnitudes at surface stations in Saudi Arabia. Based on the assessment climate patterns maps and trends are accurately used to identify synoptic situations and tele-connections associated with flash flood risk. We also study local and regional changes in hydro-meteorological extremes over recent decades through new applications of statistical methods to weather station data and remote sensing based precipitation products; and develop remote sensing based high-resolution precipitation products that can aid to develop flash flood guidance system for the flood-prone areas. A dataset of extreme events has been developed using the multi-decadal station data, the statistical analysis has been performed to identify tele-connection indices, pressure and sea surface temperature patterns most predictive to heavy rainfall. It has been combined with time trends in extreme value occurrence to improve the potential for predicting and rapidly detecting storms. A methodology and algorithms has been developed for providing a well-calibrated precipitation product that can be used in the early warning systems for elevated risk of floods.

• 한국농공학회논문집
• /
• 제46권5호
• /
• pp.27-39
• /
• 2004

In the first part of this study, five homogeneous regions in view of topographical and geographically homogeneous aspects except Jeju and Ulreung islands in Korea were accomplished by K-means clustering method. A total of 57 rain gauges were used for the regional frequency analysis with minimum rainfall series for the consecutive durations. Generalized Extreme Value distribution was confirmed as an optimal one among applied distributions. Drought rainfalls following the return periods were estimated by at-site and regional frequency analysis using L-moments method. It was confirmed that the design drought rainfalls estimated by the regional frequency analysis were shown to be more appropriate than those by the at-site frequency analysis. In the second part of this study, LH-moment ratio diagram and the Kolmogorov-Smirnov test on the Gumbel (GUM), Generalized Extreme Value (GEV), Generalized Logistic (GLO) and Generalized Pareto (GPA) distributions were accomplished to get optimal probability distribution. Design drought rainfalls were estimated by both at-site and regional frequency analysis using LH-moments and GEV distribution, which was confirmed as an optimal one among applied distributions. Design rainfalls were estimated by at-site and regional frequency analysis using LH-moments, the observed and simulated data resulted from Monte Carlotechniques. Design drought rainfalls derived by regional frequency analysis using L1, L2, L3 and L4-moments (LH-moments) method have shown higher reliability than those of at-site frequency analysis in view of RRMSE (Relative Root-Mean-Square Error), RBIAS (Relative Bias) and RR (Relative Reduction) for the estimated design drought rainfalls. Relative efficiency were calculated for the judgment of relative merits and demerits for the design drought rainfalls derived by regional frequency analysis using L-moments and L1, L2, L3 and L4-moments applied in the first report and second report of this study, respectively. Consequently, design drought rainfalls derived by regional frequency analysis using L-moments were shown as more reliable than those using LH-moments. Finally, design drought rainfalls for the classified five homogeneous regions following the various consecutive durations were derived by regional frequency analysis using L-moments, which was confirmed as a more reliable method through this study. Maps for the design drought rainfalls for the classified five homogeneous regions following the various consecutive durations were accomplished by the method of inverse distance weight and Arc-View, which is one of GIS techniques.

• 응용통계연구
• /
• 제28권1호
• /
• pp.23-31
• /
• 2015

통계적 분석을 할 때 결측치가 발생하는 것은 매우 통상적이다. 이러한 결측치를 대치하는 방법은 여러가지가 있으며, 기존에 사용되는 단일대치법으로 k-nearest neighbor(KNN) 방법이 있다. 하지만 KNN 방법은 k개의 최근접 이웃들 중 극단치나 이상치가 있을 때 편의를 일으킬 수 있다. 본 논문에서는 KNN 방법의 단점을 보완하여 가중 k-최근접이웃(Weighted k-Nearest Neighbors; WKNN) 대치법을 제안하였다. 또한 모의실험을 통해서 기존의 방법과 비교하였다.

• 한국수자원학회:학술대회논문집
• /
• 한국수자원학회 2012년도 학술발표회
• /
• pp.346-346
• /
• 2012

우리나라의 최근 10년간(1999~2008년) 1일 100mm 이상 집중호우의 발생빈도는 총 385회로, 70~80년대 222회에 비해 무려 1.7배나 증가하였으며 이상기후로 인한 국지성 폭우로 각종 피해가 커지고 있는 추세이다. 2011년의 경우에도 7월 서울 및 수도권 지역에 발생한 100년 빈도 설계 강우량을 초과하는 집중호우로 인해 서울의 도심지역 곳곳이 침수로 인해 많은 재산피해와 인명피해를 유발하였다. 이러한 원인으로서 기후변화와 변동이 기정사실로 인정되고 있으며 가까운 미래에도 기후변화로 인한 물 관련 재해의 정도는 점차 심해질 것으로 예상되고 있다. 그러나 대부분의 기후변화로 인한 집중호우 관련 연구들은 주로 서울, 부산 등 대도시 및 중부 내륙지방과 남부 지방을 중심으로 이루 졌으며 실제로 과거에 이상기후로 인한 집중호우로 큰 피해를 입은 강릉을 중심으로 한 영동지방에 대한 연구는 미비한 실정이다. 예를 들어, 2002년 8월 31일 하루 동안 강릉에 870.5mm의 비가 내렸으며 이는 국내 기상 관측 사상 최고 기록이었다. 2006년 7월 14~24일 평창 지역에 쏟아진 집중호우 역시 대단했다. 이 기간 봉평의 누적 강우량은 694mm에 이르렀다. 실제 2000년대 들어 이상강우현상은 영서와 영동의 태백산맥의 관문인 대관령 양쪽 지역에서 자주 나타나고 있다. 이에 본 연구에서는 영동지방의 과거 강우량자료를 대상으로 극한치 이론을 이용한 분석을 통해 극한강우특성 변화를 분석하고 비정상성 빈도해석을 통해 기후변화 및 변동이 미치는 영향을 분석하였다.

• 한국수자원학회:학술대회논문집
• /
• 한국수자원학회 2023년도 학술발표회
• /
• pp.158-158
• /
• 2023

Characterizing the performance of precipitation (hereafter PRE) products in estimating the uncertainties in daily PRE in the era of global warming is of great value to the ecosystem's sustainability and human survival. This study intercompares the performance of different PRE products (gauge-based, satellite and reanalysis) sourced from the Frequent Rainfall Observations on GridS (FROGS) database over diverse climate zones in Africa and identifies regions where they depict minimal uncertainties in order to build optimal maps as a guide for different climate users. This is achieved by utilizing various techniques, including the triple collection (TC) approach, to assess the capabilities and limitations of different PRE products over nine climatic zones over the continent. For daily scale analysis, the uncertainties in light PRE (0.1 5mm/day) are prevalent over most regions in Africa during the study duration (2001-2016). Estimating the occurrence of extreme PRE events based on daily PRE 90th percentile suggests that extreme PRE is mainly detected over central Africa (CAF) region and some coastal regions of west Africa (WAF) where the majority of uncorrected satellite products show good agreement. The detection of PRE days and non-PRE days based on categorical statistics suggests that a perfect POD/FAR score is unattainable irrespective of the product type. Daily PRE uncertainties determined based on quantitative metrics show that consistent, satisfactory performance is demonstrated by the IMERG products (uncorrected), ARCv2, CHIRPSv2, 3B42v7.0 and PERSIANN_CDRv1r1 (corrected), and GPCC, CPC_v1.0, and REGEN_ALL (gauge) during the study period. The optimal maps that show the classification of products in regions where they depict reliable performance can be recommended for various usage for different stakeholders.

• 한국수자원학회:학술대회논문집
• /
• 한국수자원학회 2011년도 학술발표회
• /
• pp.16-16
• /
• 2011

Statistics of extreme rainfall play a vital role in engineering practice from the perspective of mitigation and protection of infrastructure and human life from flooding. While flood frequency assessments, based on river flood flow data are preferred, the analysis of rainfall data is often more convenient due to the finer spatial nature of rainfall recording networks, often with longer records, and potentially more easily transferable from site to site. The rainfall frequency analysis as a design tool has developed over the years in New Zealand from Seelye's daily rainfall frequency maps in 1947 to Thompson's web based tool in 2010. This paper will present a history of the development of New Zealand rainfall frequency analysis methods, and the details of the latest method, so that comparisons may in future be made with the development of Korean methods. One of the main findings in the development of methods was new knowledge on the distribution of New Zealand rainfall extremes. The High Intensity Rainfall Design System (HIRDS.V3) method (Thompson, 2011) is based upon a regional rainfall frequency analysis with the following assumptions: $\bullet$ An "index flood" rainfall regional frequency method, using the median annual maximum rainfall as the indexing variable. $\bullet$ A regional dimensionless growth curve based on the Generalised Extreme Value (GEV), and using goodness of fit test for the GEV, Gumbel (EV1), and Generalised Logistic (GLO) distributions. $\bullet$ Mapping of median annual maximum rainfall and parameters of the regional growth curves, using thin-plate smoothing splines, a $2km\times2km$ grid, L moments statistics, 10 durations from 10 minutes to 72 hours, and a maximum Average Recurrence Interval of 100 years.