• Title/Summary/Keyword: Extreme Value analysis

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Analysis of extreme wind speed and precipitation using copula (코플라함수를 이용한 극단치 강풍과 강수 분석)

  • Kwon, Taeyong;Yoon, Sanghoo
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.4
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    • pp.797-810
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    • 2017
  • The Korean peninsula is exposed to typhoons every year. Typhoons cause huge socioeconomic damage because tropical cyclones tend to occur with strong winds and heavy precipitation. In order to understand the complex dependence structure between strong winds and heavy precipitation, the copula links a set of univariate distributions to a multivariate distribution and has been actively studied in the field of hydrology. In this study, we carried out analysis using data of wind speed and precipitation collected from the weather stations in Busan and Jeju. Log-Normal, Gamma, and Weibull distributions were considered to explain marginal distributions of the copula. Kolmogorov-Smirnov, Cramer-von-Mises, and Anderson-Darling test statistics were employed for testing the goodness-of-fit of marginal distribution. Observed pseudo data were calculated through inverse transformation method for establishing the copula. Elliptical, archimedean, and extreme copula were considered to explain the dependence structure between strong winds and heavy precipitation. In selecting the best copula, we employed the Cramer-von-Mises test and cross-validation. In Busan, precipitation according to average wind speed followed t copula and precipitation just as maximum wind speed adopted Clayton copula. In Jeju, precipitation according to maximum wind speed complied Normal copula and average wind speed as stated in precipitation followed Frank copula and maximum wind speed according to precipitation observed Husler-Reiss copula.

Partial Confinement Utilization for Rectangular Concrete Columns Subjected to Biaxial Bending and Axial Compression

  • Abd El Fattah, Ahmed M.;Rasheed, Hayder A.;Al-Rahmani, Ahmed H.
    • International Journal of Concrete Structures and Materials
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    • v.11 no.1
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    • pp.135-149
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    • 2017
  • The prediction of the actual ultimate capacity of confined concrete columns requires partial confinement utilization under eccentric loading. This is attributed to the reduction in compression zone compared to columns under pure axial compression. Modern codes and standards are introducing the need to perform extreme event analysis under static loads. There has been a number of studies that focused on the analysis and testing of concentric columns. On the other hand, the augmentation of compressive strength due to partial confinement has not been treated before. The higher eccentricity causes smaller confined concrete region in compression yielding smaller increase in strength of concrete. Accordingly, the ultimate eccentric confined strength is gradually reduced from the fully confined value $f_{cc}$ (at zero eccentricity) to the unconfined value $f^{\prime}_c$ (at infinite eccentricity) as a function of the ratio of compression area to total area of each eccentricity. This approach is used to implement an adaptive Mander model for analyzing eccentrically loaded columns. Generalization of the 3D moment of area approach is implemented based on proportional loading, fiber model and the secant stiffness approach, in an incremental-iterative numerical procedure to achieve the equilibrium path of $P-{\varepsilon}$ and $M-{\varphi}$ response up to failure. This numerical analysis is adapted to assess the confining effect in rectangular columns confined with conventional lateral steel. This analysis is validated against experimental data found in the literature showing good correlation to the partial confinement model while rendering the full confinement treatment unsafe.

Wind Induced Risk Analysis of Highway Facilities (고속도로 시설물의 풍하중 위험도 해석)

  • Kim, Dong Hyawn;Lee, Il Keun;Jo, Byung Wan
    • Journal of Korean Society of Steel Construction
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    • v.21 no.6
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    • pp.553-561
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    • 2009
  • Risk analysis of highway sign supporting structures and sound barriers was done. Stochastic wind load was modeled by using extreme value distribution from site measurement and the variability of structural parameters was considered. Limit state functions were defined to assess structural stability by wind and risk of highway facilities was analyzed by combining wind hazard. According to the numerical analysis results, sound barrier post shows significantly higher risk than highway sign supporting structures. This is caused by the fact that the design codes of the structures are different. To distribute wind induced risk in highway structures, unification and improvement of design codes are required based on risk assessment.

Uncertainty assessment of point and regional frequency analysis using Bayesian method (베이지안기법을 이용한 지점 및 지역빈도해석의 불확실성 평가)

  • Lee, Jeonghoon;Lee, Okjeong;Kim, Sangdan
    • Proceedings of the Korea Water Resources Association Conference
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    • 2021.06a
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    • pp.406-406
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    • 2021
  • 극한강우사상의 분석은 다양한 극치 분포로 구성된 극치이론을 통해 가능하다. 일반적으로 단일 지점의 극한사상의 분석을 위한 지점빈도해석 (Point Frequency Analysis, PFA)이 다양한 재현기간에 해당하는 강우량을 추정하는데 널리 사용되어왔다. 하지만 수문기후학적 극치기록은 시간적 그리고 공간적으로 제한적이다. 따라서 모의 불확실성을 줄이고 신뢰성 높은 결과를 도출하기 위해 서로 유사한 분포를 가질 수 있는 인근 지점의 활용하는 지역빈도해석 (Regional Frequency Analysis, RFA) 방법이 개발되어 적용되고 있다. 본 연구에서는 부산, 울산, 경남지역의 기상청 종관기상관측시스템(Automated Synoptic Observing System, ASOS) 울산, 부산, 통영, 진주, 거창, 합천, 밀양, 산청, 거제, 남해지점 일강수량을 자료를 기반으로 Metropolis-Hasting 알고리즘을 사용하여 일반극치분포(Generalized Extreme Value, GEV)의 매개변수를 추정하고 PFA 및 RFA의 불확실성을 평가하고자 한다. 이러한 연구는 공간적 구성 요소(예, 지리적 좌표, 고도)를 고려하지 못하며 추가변수 (예, 공변량)를 분석에 결합할 수 없는 등의 RFA의 한계를 극복하고, 명시적으로 불확실성을 추정하여 결과의 신뢰성을 확보 할 수 있는 계층적 베이지안 모델의 개발에 도움이 되리라 기대된다.

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Application of artificial neural network model in regional frequency analysis: Comparison between quantile regression and parameter regression techniques.

  • Lee, Joohyung;Kim, Hanbeen;Kim, Taereem;Heo, Jun-Haeng
    • Proceedings of the Korea Water Resources Association Conference
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    • 2020.06a
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    • pp.170-170
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    • 2020
  • Due to the development of technologies, complex computation of huge data set is possible with a prevalent personal computer. Therefore, machine learning methods have been widely applied in the hydrologic field such as regression-based regional frequency analysis (RFA). The main purpose of this study is to compare two frameworks of RFA based on the artificial neural network (ANN) models: quantile regression technique (QRT-ANN) and parameter regression technique (PRT-ANN). As an output layer of the ANN model, the QRT-ANN predicts quantiles for various return periods whereas the PRT-ANN provides prediction of three parameters for the generalized extreme value distribution. Rainfall gauging sites where record length is more than 20 years were selected and their annual maximum rainfalls and various hydro-meteorological variables were used as an input layer of the ANN model. While employing the ANN model, 70% and 30% of gauging sites were used as training set and testing set, respectively. For each technique, ANN model structure such as number of hidden layers and nodes was determined by a leave-one-out validation with calculating root mean square error (RMSE). To assess the performances of two frameworks, RMSEs of quantile predicted by the QRT-ANN are compared to those of the PRT-ANN.

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Comparative analysis of simulated runoff extreme values of SWAT and LSTM (SWAT 및 LSTM의 모의 유출량 극값 비교분석)

  • Chae, Seung Taek;Song, Young Hoon;Kim, Jin Hyuck;Chung, Eun-Sung
    • Proceedings of the Korea Water Resources Association Conference
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    • 2022.05a
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    • pp.365-365
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    • 2022
  • 강우에 따른 유역 내 유출량은 수문순환에서 중요한 요소 중 하나이며, 과거부터 강우-유출 모델링을 위한 여러 물리적 수문모형들이 개발되어왔다. 또한 최근 딥러닝 기술을 기반으로한 강우-유출 모델링 접근 방식이 유효함을 입증하는 여러 연구가 수행됨에 따라 딥러닝을 기반으로한 유출량 모의 연구도 활발히 진행되고 있다. 따라서 본 연구에서는 물리적 수문모형인 SWAT(Soil Water Assessment Tool)과 딥러닝 기법 중 하나인 LSTM(Long Short-Term Memory)을 사용하여 연구대상지 유출량을 모의했으며, 두 모형에 의해 모의 된 유출량의 극값을 비교 분석했다. 연구대상지로는 영산강 유역을 선정했으며, 영산강 유역의 과거 기간의 기후 변수 모의를 위해 CMIP(Coupled Model Intercomparison Project)6 GCM(General Circulation Model)을 사용했다. GCM을 사용하여 모의 된 기후 변수들은 영산강 유역 내 기상관측소의 과거 기간 관측 값을 기반으로 분위사상법을 사용하여 편이보정 됐다. GCM에 의해 모의 된 기후 변수 및 SWAT, LSTM에 의해 모의 된 유출량은 각각 영산강 유역 내 기상관측소 및 수위관측소의 관측 값을 기반으로 재현성을 평가했다. SWAT 및 LSTM을 사용하여 모의 된 유출량의 극값은 GEV(General Extreme Value) 분포를 사용하여 추정하였다. 결과적으로 GCM의 기후 변수 모의 성능은 과거 기간 관측 값과 비교했을 때 편이보정 후에서 상당히 향상되었다. 유출량 모의 결과의 경우 과거 기간 유출량의 관측 값과 비교했을 때 LSTM의 모의 유출량이 SWAT보다 과거 기간 유출량을 보다 근접하게 모의했으며, 극값 모의 성능의 경우 또한 LSTM이 SWAT보다 높은 성능을 보였다.

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An Analysis on Consumer Preference for Attributes of Agricultural Box Scheme (농산물 꾸러미 속성별 소비자선호 분석)

  • Park, Jae-Dong;Kim, Tae-Kyun;Jang, Woo-Whan;Lim, Cheong-Ryong
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.20 no.1
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    • pp.329-338
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    • 2019
  • In this study, we analyze consumer preferences based on the agricultural box scheme attributes, and make a suggestion for business revival. We estimate the marginal willingness to pay (MWTP) for box scheme attributes using a choice experiment. Attributes include the bundle method, the delivery method, and price. To select an efficient model for statistical analysis, we evaluate the conditional logit model, heteroscedastic extreme value model(HEV model), multinomial probit model, and mixed logit model under different assumptions. The results of these four models show that the bundle method, the delivery method, and price are statistically significant in explaining the probability of participation in a box scheme. The results of likelihood ratio tests show that the heteroscedastic extreme value model is the most appropriate for our survey data. The results also indicate that MWTP for a change from fixed type to selection type is KRW 7,096.6. MWTP for a change from parcel service to direct delivery and cold-chain delivery are KRW 3,497.5 and KRW 7,532.7, respectively. The results of this study may contribute to the government's local food policies.

Determination of Proper Probability Distribution for Groundwater Monitoring Stations in Jeju Island (제주도 지하수위 관측지점별 적정 확률분포형의 결정)

  • Chung, Il-Moon;Nam, Woosung;Kim, Min Gyu;Choi, Gian;Kim, Gee-Pyo;Park, Yun-Seok
    • Journal of Soil and Groundwater Environment
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    • v.23 no.1
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    • pp.41-53
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    • 2018
  • Comprehensive statistical analysis for the 127 groundwater monitoring stations in Jeju Island during 2005~2015 was carried out for the re-establishment of management groundwater level. Three probability distribution functions such as normal distibution, GEV (General Extreme Value) distribution, and Gumbel distribution were applied and the maximum likelihood method was used for parameter estimation of each distribution. AIC (Akaike information criterion) was calculated based on the estimated parameters to determine the proper probability distribution for all 127 stations. The results showed that normal distribution and Gumble distribution were found in 11 stations. Whereas GEV distribution were found in 105 stations, which covered most of groundwater monitoring stations. Therefore, confidence levels should be established in accord with the proper probability distribution when groundwater level management is determined.

Estimation of Reservoir Inflow Using Frequency Analysis (빈도분석에 의한 저수지 유입량 산정)

  • Maeng, Seung-Jin;Hwang, Ju-Ha;Shi, Qiang
    • Journal of The Korean Society of Agricultural Engineers
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    • v.51 no.3
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    • pp.53-62
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    • 2009
  • This study was carried out to select optimal probability distribution based on design accumulated monthly mean inflow from the viewpoint of drought by Gamma (GAM), Generalized extreme value (GEV), Generalized logistic (GLO), Generalized normal (GNO), Generalized pareto (GPA), Gumbel (GUM), Normal (NOR), Pearson type 3 (PT3), Wakeby (WAK) and Kappa (KAP) distributions for the observed accumulative monthly mean inflow of Chungjudam. L-moment ratio was calculated using observed accumulative monthly mean inflow. Parameters of 10 probability distributions were estimated by the method of L-moments with the observed accumulated monthly mean inflow. Design accumulated monthly mean inflows obtained by the method of L-moments using different methods for plotting positions formulas in the 10 probability distributions were compared by relative mean error (RME) and relative absolute error (RAE) respectively. It has shown that the design accumulative monthly mean inflow derived by the method of L-moments using Weibull plotting position formula in WAK and KAP distributions were much closer to those of the observed accumulative monthly mean inflow in comparison with those obtained by the method of L-moment with the different formulas for plotting positions in other distributions from the viewpoint of RME and RAE.

Laser based impedance measurement for pipe corrosion and bolt-loosening detection

  • Yang, Jinyeol;Liu, Peipei;Yang, Suyoung;Lee, Hyeonseok;Sohn, Hoon
    • Smart Structures and Systems
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    • v.15 no.1
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    • pp.41-55
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    • 2015
  • This study proposes a laser based impedance measurement system and impedance based pipe corrosion and bolt-loosening monitoring techniques under temperature variations. For impedance measurement, the laser based impedance measurement system is optimized and adopted in this paper. First, a modulated laser beam is radiated to a photodiode, converting the laser beam into an electric signal. Then, the electric signal is applied to a MFC transducer attached on a target structure for ultrasonic excitation. The corresponding impedance signals are measured, re-converted into a laser beam, and radiated back to the other photodiode located in a data interrogator. The transmitted impedance signals are treated with an outlier analysis using generalized extreme value (GEV) statistics to reliably signal off structural damage. Validation of the proposed technique is carried out to detect corrosion and bolt-loosening in lab-scale carbon steel elbow pipes under varying temperatures. It has been demonstrated that the proposed technique has a potential to be used for structural health monitoring (SHM) of pipe structures.