• Title/Summary/Keyword: Extreme Value analysis

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On the second order property of elliptical multivariate regular variation

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

Flood Frequency Analysis Considering Probability Distribution and Return Period under Non-stationary Condition (비정상성 확률분포 및 재현기간을 고려한 홍수빈도분석)

  • Kim, Sang Ug;Lee, Yeong Seob
    • Journal of Korea Water Resources Association
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    • v.48 no.7
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    • pp.567-579
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    • 2015
  • This study performed the non-stationary flood frequency analysis considering time-varying parameters of a probability density function. Also, return period and risk under non-stationary condition were estimated. A stationary model and three non-stationary models using Generalized Extreme Value(GEV) were developed. The only location parameter was assumed as time-varying parameter in the first model. In second model, the only scale parameter was assumed as time-varying parameter. Finally, the both parameters were assumed as time varying parameter in the last model. Relative likelihood ratio test and Akaike information criterion were used to select appropriate model. The suggested procedure in this study was applied to eight multipurpose dams in South Korea. Using relative likelihood ratio test and Akaike information criterion it is shown that the inflow into the Hapcheon dam and the Seomjingang dam were suitable for non-stationary GEV model but the other six dams were suitable for stationary GEV model. Also, it is shown that the estimated return period under non-stationary condition was shorter than those estimated under stationary condition.

Analysis on Characteristics of Variation in Flood Flow by Changing Order of Probability Weighted Moments (확률가중모멘트의 차수 변화에 따른 홍수량 변동 특성 분석)

  • Maeng, Seung-Jin;Hwang, Ju-Ha
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.10 no.5
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    • pp.1009-1019
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    • 2009
  • In this research, various characteristics of South Korea's design flood have been examined by deriving appropriate design flood, using data obtained from careful observation of actual floods occurring in selected main watersheds of the nation. 19 watersheds were selected for research in Korea. The various characteristics of annual rainfall were analyzed by using a moving average method. The frequency analysis was decided to be performed on the annual maximum flood of succeeding one year as a reference year. For the 19 watersheds, tests of basic statistics, independent, homogeneity, and outlier were calculated per period of annual maximum flood series. By performing a test using the LH-moment ratio diagram and the Kolmogorov-Smirnov (K-S) test, among applied distributions of Gumbel (GUM), Generalized Extreme Value (GEV), Generalized Logistic (GLO) and Generalized Pareto (GPA) distribution was found to be adequate compared with other probability distributions. Parameters of GEV distribution were estimated by L, L1, L2, L3 and L4-moment method based on the change in the order of probability weighted moments. Design floods per watershed and the periods of annual maximum flood series were derived by GEV distribution. According to the result of the analysis performed by using variation rate used in this research, it has been concluded that the time for changing the design conditions to ensure the proper hydraulic structure that considers recent climate changes of the nation brought about by global warming should be around the year 2002.

Shallow-water Design Waves at Gangreung Beach through the Analysis of Long-term Measured Wave Data and Numerical Simulation Using Deepwater Wave Conditions (장기 파랑관측자료 분석 및 천해파 수치실험에 의한 강릉 해역의 천해설계파)

  • Jeong, Weon Mu;Jun, Ki Cheon;Kim, Gunwoo;Oh, Sang-Ho;Ryu, Kyong-Ho
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.24 no.5
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    • pp.343-351
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    • 2012
  • In this study, shallow-water design waves are calculated for the return period of 10, 20, 30, and 50 years, based on the extreme value analysis of the wave measurement data at Gangneung beach. These values are compared with the results of SWAN simulation with the boundary condition of the deep-water design waves of the corresponding return periods at the Gangneung sea area provided by the Fisheries Agency (FA, 1988) and Korea Ocean Research & Development Institute (KORDI, 2005). It is found that the shallow-water wave heights at Gangneung beach calculated by the deep-water design waves were significantly less than the observation data. As the return period becomes higher, the significant wave heights obtained by the extreme value analysis becomes higher than those computed by SWAN with the deep-water design waves of the corresponding return periods. KORDI computed the hindcast wave data from January 2004 to August 2008 by WAM with a finer-grid mesh system than those of previous studies. Comparisons of the wave hindcast results with the wave observation show that the reproducibility of the winter-season storm wave was considerably improved compared to the hindcast data from 1979 to 2003. Hereafter, it is necessary to carry out hindcast wave data for the years before 2004 using WAM with the finer-grid mesh system and to supplement the deep-water design wave.

The Aesthetic Values of Formalism Art to Wear (형식주의 예술의상의 미적 가치)

  • 서승미;양숙희
    • The Research Journal of the Costume Culture
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    • v.11 no.1
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    • pp.118-134
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    • 2003
  • The first purpose of this study is to take a better look it the background of Formalism art in the cultural society and to examine the aesthetic value of the formative arts of formalism architecture that are ail basically founded upon the study of Formalism. Secondly, it analyzes the aesthetic value of Formalism Art to Wear, Which can be explained as a mixture of art and fashion, by investigate to the features of art history. The results are as follows; First, Formalism Art to Wear of Simultaneity does not represent continuance but simultaneous. In other words. inside the same time and place of dimension, events art visualized without transformation. Secondly, formalism Art to Wear of Geometrical Aesthetics deals with a purely genuine atmosphere that pursues absolute perfection, composed abstract of geometrical shapes. Thirdly, Fomarlism Art to Wear of Deformation breaks analysis from balance and symmetry showing extreme transformation nil new vitality. Fourthly, Formalism Art to Wear of Space Extension experiments with post-corporeality. Post-corporeality centers the human body extension that is open to various boundaries of implosion and electronic technologies, providing us with a new Cyborg of the digital body.

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Evaluation of Flood Control Capacity for Seongju Dam against Extreme Floods (이상강우에 대비한 성주댐의 홍수조절 능력 분석)

  • 권순국;한건연;서승덕;최혁준
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.45 no.6
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    • pp.109-118
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    • 2003
  • As a fundamental research to establish a safety operation plan for irrigation dams, this study presents hydrologic analysis conducted in Sungju Dam watershed based on various rainfall data. Especially those reservoirs without flood control feature are widely exposed to the risk of flooding, a safe and optimized operation program need to be improved against arbitrary flooding. In this study, reservoir routing program was developed and simulated for reservoir runoff estimation using WMS hydrology model. The model simulated the variations of reservoir elevation under the condition of open or closed emergency gate. In case of closed emergency gate, water surface elevation was given as 193.15 m, and this value exceeds the dam crest height by 1.65 m. When the emergency gate is open, the increment of water surface elevation is given as 192.01 m, and this value exceeds dam crest height by 0.57 m. As an alternative plan, dam height increase can be considered for flood control under the PMP (Probable Maximum Precipitation) condition. Since the dam size is relatively small compare to the watershed area, sound protection can be expected from the latter option rather than emergency gate installation.

Life Prediction and Fatigue Strength Evaluation for Surface Corrosion Materials (인공부식재의 피로강도평가와 통계학적 수명예측에 관한 연구)

  • 권재도;진영준;장순식
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.16 no.8
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    • pp.1503-1512
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    • 1992
  • The strength evaluation and life prediction on the corrosion part of structure is one of the most important subjects, as a viewpoint of reducing economic loss by regular inspection, maintenance, repair and replace. For this purpose, it has been difficult to obtain the available data on growth of pit depth or growth rate of each pit which depends on time. In this paper, the life prediction and strength evaluation method was suggested for the structure with irregular stress concentration part by surface corrosion. The statistical distribution pattern of corrosion depth and the degree of fatigue strength decline were confirmed according to corrosion period by artificial corrosion of SS41 steel. The life prediction and the fatigue strength evaluation of materials with consideration of the corrosion period on the extreme value statistic analysis by the data of maximum depth of corrosion and on random variable was studied.

Assessment of Environmental Flow Impacts for the Gosam Reservoir According to Climate Change (기후변화에 따른 고삼저수지의 환경유량 영향평가)

  • Yoon, Tae Hyung;Kang, Ho Young;Kim, Jong Suk;Moon, Young Il
    • Journal of The Korean Society of Agricultural Engineers
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    • v.58 no.6
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    • pp.93-100
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    • 2016
  • This study conducted a quantitative assessment on the environmental flows associated with climate change in the Gosam Reservoir, Korea. The application of RCP 8.5 climate change scenario has found that the peak value of High Flow Pulses has increased by 36.0 % on average compared to historical data (2001 ~ 2010), which is likely to cause disadvantage on flood control and management but the increase in peak value is expected to make a positive impact on resolving the issue of green algal blooms, promoting vegetation in surrounding areas and encouraging spawning and providing habitats for native species by releasing a larger amount of landslides as well as organic matters than the past. However, the decreasing pattern of the peak value of High Flow Pulses is quite apparent with the trend of delay on the occurrence time of peak value, necessitating a long-term impact analysis. The peak value of Large Floods shows a clear sign of decrease against climate change scenario, which is expected to lead to changes in fish species caused by degraded quality of water and decreasing habitats. A quicker occurrence of Small Floods is also expected to make an impact on the growth cycle of aquatic plants, and the reduction in occurrence frequency of Extreme Low Flows is to contribute to increasing the population of and raising the survival rate of native fish, greatly improving the aquatic ecosystem. The results of this study are expected to be useful to establish the water environment and ecological system in adapting or responding to climate change.

A Study on the Prediction of Cabbage Price Using Ensemble Voting Techniques (앙상블 Voting 기법을 활용한 배추 가격 예측에 관한 연구)

  • Lee, Chang-Min;Song, Sung-Kwang;Chung, Sung-Wook
    • Journal of Convergence for Information Technology
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    • v.12 no.3
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    • pp.1-10
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    • 2022
  • Vegetables such as cabbage are greatly affected by natural disasters, so price fluctuations increase due to disasters such as heavy rain and disease, which affects the farm economy. Various efforts have been made to predict the price of agricultural products to solve this problem, but it is difficult to predict extreme price prediction fluctuations. In this study, cabbage prices were analyzed using the ensemble Voting technique, a method of determining the final prediction results through various classifiers by combining a single classifier. In addition, the results were compared with LSTM, a time series analysis method, and XGBoost and RandomForest, a boosting technique. Daily data was used for price data, and weather information and price index that affect cabbage prices were used. As a result of the study, the RMSE value showing the difference between the actual value and the predicted value is about 236. It is expected that this study can be used to select other time series analysis research models such as predicting agricultural product prices

Estimation of Future Design Flood Under Non-Stationarity for Wonpyeongcheon Watershed (비정상성을 고려한 원평천 유역의 미래 설계홍수량 산정)

  • Ryu, Jeong Hoon;Kang, Moon Seong;Park, Jihoon;Jun, Sang Min;Song, Jung Hun;Kim, Kyeung;Lee, Kyeong-Do
    • Journal of The Korean Society of Agricultural Engineers
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    • v.57 no.5
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    • pp.139-152
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    • 2015
  • Along with climate change, it is reported that the scale and frequency of extreme climate events show unstable tendency of increase. Thus, to comprehend the change characteristics of precipitation data, it is needed to consider non-stationary. The main objectives of this study were to estimate future design floods for Wonpyeongcheon watershed based on RCP (Representative Concentration Pathways) scenario. Wonpyeongcheon located in the Keum River watershed was selected as the study area. Historical precipitation data of the past 35 years (1976~2010) were collected from the Jeonju meteorological station. Future precipitation data based on RCP4.5 were also obtained for the period of 2011~2100. Systematic bias between observed and simulated data were corrected using the quantile mapping (QM) method. The parameters for the bias-correction were estimated by non-parametric method. A non-stationary frequency analysis was conducted with moving average method which derives change characteristics of generalized extreme value (GEV) distribution parameters. Design floods for different durations and frequencies were estimated using rational formula. As the result, the GEV parameters (location and scale) showed an upward tendency indicating the increase of quantity and fluctuation of an extreme precipitation in the future. The probable rainfall and design flood based on non-stationarity showed higher values than those of stationarity assumption by 1.2%~54.9% and 3.6%~54.9%, respectively, thus empathizing the necessity of non-stationary frequency analysis. The study findings are expected to be used as a basis to analyze the impacts of climate change and to reconsider the future design criteria of Wonpyeongcheon watershed.