• 제목/요약/키워드: Extreme Value analysis

검색결과 261건 처리시간 0.022초

Springing을 고려한 TLP의 장력 예측 기법 연구 (Study on Prediction Method for Spring-Induced Tension Responses of TLP)

  • 김태영;김용환
    • 한국해양공학회지
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    • 제28권5호
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    • pp.396-403
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    • 2014
  • This paper considered the prediction of the tension force in the design of a TLP tendon, particularly focusing on the springing problem. Springing is an important parameter that exerts a large tension in special cases. It is a nonlinear phenomenon and requires the 2nd-order wave loads to solve. In this paper, a new prediction method for springing and the resultant extreme tension on the tendon of a TLP is introduced. Using the 2nd-order response function computed using the commercial program WADAM, the probability density function of the 2nd-order tension is obtained from an eigenvalue analysis using a quadratic transfer function and sea spectra. A new method is then suggested to predict the extreme tension loads with respect to the number of occurrences. It is shown that the PDF suggested in this study properly predicts the extreme tension in comparison with the time histories of the 2nd-order tension. The expected tension force is larger than that from a linear analysis in the same time windows. This supports the use of the present method to predict the tension due to springing.

인공위성 고도계와 이어도 해양과학기지 관측 자료를 활용한 유의파고 극값 추정 기법 비교 (Comparison of Methods for Estimating Extreme Significant Wave Height Using Satellite Altimeter and Ieodo Ocean Research Station Data)

  • 우혜진;박경애;변도성;정광영;이은일
    • 한국지구과학회지
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    • 제42권5호
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    • pp.524-535
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    • 2021
  • 급격한 기후 변화와 해양 온난화에 의해 지난 수십 년 동안 파고의 변동성이 증가하였다. 상위 1% (또는 5%) 파고와 같은 극한 파고는 국지적인 해역 뿐만 아니라 전 지구 대양에서도 평균 파고에 비해 현저하게 증가하였다. 1991년부터 인공위성 고도계를 활용하여 유의파고를 지속적으로 관측하고 있으며 통계적 기법을 기반으로 100년 빈도 유의파고를 추정하기에 비교적 충분한 자료가 축적되었다. 이어도 해양과학기지에서 유의파고 극값을 추정하기 위하여 2005년부터 2016년까지 위성 고도계 자료를 활용하였다. 대표적인 극값 분석 방법인 Initial distribution Method (IDM)와 Peak over Threshold (PoT)를 위성 도고계 유의파고 관측 자료에 적용하고 이어도 해양과학기지에서 관측된 실측자료와 비교하였다. 이어도 해양과학기 관측 자료에 IDM과 PoT 기법을 적용하여 추정된 100년 빈도 유의파고는 각각 8.17 m와 14.11 m이며, 인공위성 고도계 관측 자료를 활용하였을 때는 각각 9.21 m와 16.49 m이었다. 관측 최대값과의 비교 분석에서 IDM을 활용한 분석은 유의파고 극값을 과소추정 하는 경향을 보였다. 이는 IDM 보다 PoT 기법이 유의파고의 극값을 적절하게 추정하고 있음을 의미한다. PoT 기법의 우수성은 높은 유의파고가 발생하는 태풍의 영향을 받는 이어도 해양과학기지 실측 자료를 활용한 결과에서도 증명되었다. 또한 PoT 기법으로 추정된 유의파고 극값의 안정성은 고도계 자료의 감소에 따라 저하될 수 있음을 확인하였다. 인공위성 고도계 자료를 활용하여 유의파고 극값 추정시 발생할 수 있는 한계점과 인공위성 자료를 검증할 수 있는 자료로써 이어도 해양과학기지 관측 자료의 중요성에 대하여 논의하였다.

조선시대 역사지진자료를 이용한 경주와 포항의 최근 지진규모 예측 (Prediction of recent earthquake magnitudes of Gyeongju and Pohang using historical earthquake data of the Chosun Dynasty)

  • 김준철;권숙희;장대흥;이근우;김영석;하일도
    • 응용통계연구
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    • 제35권1호
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    • pp.119-129
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    • 2022
  • 본 논문에서는 최근 경주와 포항에서 심각한 피해를 주며 발생한 지진의 규모를 과거자료에 근거한 통계적 분석방법을 통해 예측하고자 한다. 이를 위해, 조선시대 역사지진 자료중에서 연단위 밀집도가 상대적으로 높은 1392~1771년의 5년 블록 최대 규모 자료를 이용하였다. 이 자료를 기반으로 일반화 극단값(generalized extreme value) 확률분포에 기초한 극단값 이론을 이용하여 조선시대 재현기간별 지진 규모 예측 및 분석을 제시하고자 한다. 일반화 극단값 분포의 모수추정을 위해 최대가능도추정법(maximum likelihood estimation, MLE)과 L-적률추정법(L-moments estimation, LME)을 사용한다. 특히 본 논문에서는 일반화 극단값 분포가 이러한 역사지진 자료에 대한 적절한 분석 모형이 될 수 있음을 적합도 검정(goodness-of-fit test)을 통해 보인다.

지역화빈도분석에 의한 설계강우량 추정 - L-모맨트법을 중심으로 - (Estimation of Design Rainfall by the Regional Frequency Analysis - On the method of L-moments -)

  • 이순혁;박종화;류경식;지호근;전택기;신용희
    • 한국농공학회:학술대회논문집
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    • 한국농공학회 2001년도 학술발표회 발표논문집
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    • pp.319-323
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    • 2001
  • This study was conducted to derive the regional design rainfall by the regional frequency analysis based on the regionalization of the precipitation. Using the L-moment ratios and Kolmogorov-Smirnov test, the underlying regional probability distribution was identified to be the Generalized extreme value distribution among apt]lied distributions. regional and at-site parameters of the Generalized extreme value distribution were estimated by the method of L-moment. The regional and at-site analysis for the design rainfall were tested by Monte Carlo simulation. Relative root-mean-square error(RRMSE), relative bias(RBIAS) and relative reduction(RR) in RRMSE were computed and compared with those resulting from at-site Monte Carlo simulation. All show that the regional analysis procedure can substantially reduce the RRMSE, RBIAS and RR in RRMSE in the prediction of design rainfall. Consequently, optimal design rainfalls following the regions and consecutive durations were derived by the regional frequency analysis.

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고차확률가중모멘트법에 의한 지역화빈도분석과 GIS기법에 의한 설계강우량 추정(II) - L-모멘트법을 중심으로 - (Estimation of Design Rainfall by the Regional Frequency Analysis using Higher Probability Weighted Moments and GIS Techniques(l ) - On the method of L-moments-)

  • 이순혁;박종화;류경식
    • 한국농공학회지
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    • 제43권5호
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    • pp.70-82
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    • 2001
  • This study was conducted to derive the regional design rainfall by the regional frequency analysis based on the regionalization of the precipitation suggested by the first report of this project. Using the L-moment ratios and Kolmogorov-Smirnov test, the underlying regional probability distribution was identified to be the Generalized extreme value distribution among applied distributions. Regional and at-site parameters of the generalized extreme value distribution were estimated by the linear combination of the probability weighted moments, L-moment. The regional and at-site analysis for the design rainfall were tested by Monte Carlo simulation. Relative root-mean-square error(RRMSE), relative bias(RBIAS) and relative reduction(RR) in RRMSE were computed and compared with those resulting from at-site Monte Carlo simulation. All show that the regional analysis procedure can substantially reduce the RRMSE, RBIAS and RR in RRMSE in the prediction of design rainfall. Consequently, optimal design rainfalls following the legions and consecutive durations were derived by the regional frequency analysis.

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Temperature effect analysis of a long-span cable-stayed bridge based on extreme strain estimation

  • Yang, Xia;Zhang, Jing;Ren, Wei-Xin
    • Smart Structures and Systems
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    • 제20권1호
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    • pp.11-22
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    • 2017
  • The long-term effect of ambient temperature on bridge strain is an important and challenging problem. To investigate this issue, one year data of strain and ambient temperature of a long-span cable-stayed bridge is studied in this paper. The measured strain-time history is decomposed into two parts to obtain the strains due to vehicle load and temperature alone. A linear regression model between the temperature and the strain due to temperature is established. It is shown that for every $1^{\circ}C$ increase in temperature, the stress is increased by 0.148 MPa. Furthmore, the extreme value distributions of the strains due to vehicle load, temperature and the combination effect of them during the remaining service period are estimated by the average conditional exceedance rate approach. This approach avoids the problem of declustering of data to ensure independence. The estimated results demonstrate that the 95% quantile of the extreme strain distribution due to temperature is up to $1.488{\times}10^{-4}$ which is 2.38 times larger than that due to vehicle load. The study also indicates that the estimated extreme strain can reflect the long-term effect of temperature on bridge strain state, which has reference significance for the reliability estimation and safety assessment.

포트폴리오 VaR 측정을 위한 EVT-GARCH-코퓰러 모형의 성과분석 (Performance analysis of EVT-GARCH-Copula models for estimating portfolio Value at Risk)

  • 이상훈;여성칠
    • 응용통계연구
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    • 제29권4호
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    • pp.753-771
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    • 2016
  • 금융기관의 위험관리를 위한 중요한 도구로서 현재 VaR가 널리 사용되고 있다. 본 논문에서는 코퓰러 함수들을 이용하여 극단치이론과 GARCH 모형을 결합한 일변량분포로부터 구축한 다변량분포들을 바탕으로 코스피, 다우존스, 상하이 그리고 니케이 지수들로 구성된 포트폴리오의 VaR 추정과 그 성과에 관해 논의하였다. 사후검증 결과 전체적으로 볼 때 가우시안, t, 클레이톤, 프랭크 코퓰러를 사용한 t-분포의 오차항을 가진 변동성 모형들이 포트폴리오 VaR의 측정에 적합한 모형들로 나타났으며, 특히 프랭크 코퓰러의 경우에 가장 우수한 성과를 나타내었다.

평판디스플레이 세정 용 Quartz 메가소닉 시스템 (Quartz Megasonic System for Cleaning Flat Panel Display)

  • 김현세;이양래;임의수
    • 한국정밀공학회지
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    • 제31권12호
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    • pp.1107-1113
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    • 2014
  • In this article, the megasonic cleaning system for cleaning micro/nano particles from flat panel display (FPD) surfaces was developed. A piezoelectric actuator and a waveguide were designed by finite element method (FEM) analysis. The calculated peak frequency value of the quartz waveguide was 1002 kHz, which agreed well with the measured value of 1003 kHz. The average acoustic pressure of the megasonic cleaning system was 43.1 kPa, which is three times greater than that of the conventional type of 13.9 kPa. Particle removal efficiency (PRE) tests were performed, and the cleaning efficiency of the developed system was proven to be 99%. The power consumption of the developed system was 64% lower than that of the commercial system. These results show that the developed megasonic cleaning system can be an effective solution in particle removing from FPD substrate with higher energy efficiency and lower chemical and ultra pure water (UPW) consumption.

대표농도경로 (RCP)에 따른 21세기 말 우리나라 극한강수 전망 (Projection of Extreme Precipitation at the end of 21st Century over South Korea based on Representative Concentration Pathways (RCP))

  • 성장현;강현석;박수희;조천호;배덕효;김영오
    • 대기
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    • 제22권2호
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    • pp.221-231
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    • 2012
  • Representative Concentration Pathways (RCP) are the latest emission scenarios recommended to use for the fifth assessment report of Intergovernmental Panel on Climate Change. This study investigates the projection of extreme precipitation in South Korea during the forthcoming 21st Century using the generalized extreme value (GEV) analysis based on two different RCP conditions i.e., RCP 4.5 and 8.5. Maximum daily precipitation required for GEV analysis for RCP 4.5 and 8.5 are obtained from a high-resolution regional climate model forced by the corresponding global climate projections, which are produced within the CMIP5 framework. We found overall increase in frequency of extreme precipitation over South Korea in association with climate change. Particularly, daily extreme precipitation that has been occurred every 20 years in current climate (1980~2005) is likely to happen about every 4.3 and 3.4 years by the end of 21st Century (2070~2099) under the RCP 4.5 and 8.5 conditions, respectively.

Goodness-of-fit tests for the inverse Weibull or extreme value distribution based on multiply type-II censored samples

  • Kang, Suk-Bok;Han, Jun-Tae;Seo, Yeon-Ju;Jeong, Jina
    • Journal of the Korean Data and Information Science Society
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    • 제25권4호
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    • pp.903-914
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    • 2014
  • The inverse Weibull distribution has been proposed as a model in the analysis of life testing data. Also, inverse Weibull distribution has been recently derived as a suitable model to describe degradation phenomena of mechanical components such as the dynamic components (pistons, crankshaft, etc.) of diesel engines. In this paper, we derive the approximate maximum likelihood estimators of the scale parameter and the shape parameter in the inverse Weibull distribution under multiply type-II censoring. We also develop four modified empirical distribution function (EDF) type tests for the inverse Weibull or extreme value distribution based on multiply type-II censored samples. We also propose modified normalized sample Lorenz curve plot and new test statistic.