• 제목/요약/키워드: Extreme distribution

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NHPP 극값 분포 소프트웨어 신뢰모형에 대한 학습효과 기법 비교 연구 (The Camparative study of NHPP Extreme Value Distribution Software Reliability Model from the Perspective of Learning Effects)

  • 김희철
    • 디지털산업정보학회논문지
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    • 제7권2호
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    • pp.1-8
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    • 2011
  • In this study, software products developed in the course of testing, software managers in the process of testing software test and test tools for effective learning effects perspective has been studied using the NHPP software. The finite failure non-homogeneous Poisson process models presented and the life distribution applied extreme distribution which used to find the minimum (or the maximum) of a number of samples of various distributions. Software error detection techniques known in advance, but influencing factors for considering the errors found automatically and learning factors, by prior experience, to find precisely the error factor setting up the testing manager are presented comparing the problem. As a result, the learning factor is greater than automatic error that is generally efficient model could be confirmed. This paper, a numerical example of applying using time between failures and parameter estimation using maximum likelihood estimation method, after the efficiency of the data through trend analysis model selection were efficient using the mean square error.

극단치 분포의 모수 추정방법 비교 연구(회귀 분석법을 기준으로) (Comparison Study of Parameter Estimation Methods for Some Extreme Value Distributions (Focused on the Regression Method))

  • 우지용;김명석
    • Communications for Statistical Applications and Methods
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    • 제16권3호
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    • pp.463-477
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    • 2009
  • 극단치 분포의 모수 추정방법으로 최우추정법, 확률가중적률법, 회귀분석법은 기존 연구에서 활발하게 적용되어져 왔다. 그러나 이들 세 가지 추정방법 가운데, 회귀분석법의 우수성은 엄격하게 평가되어진 적이 없다. 본 논문에서는 몬테칼로 시뮬레이션을 통하여 Generalized Extreme Value(GEV) 분포와 Generalized Pareto(GP) 분포의 모수 추정에 회귀분석법 및 다른 추정방법을 적용하여 비교 연구한다. 시뮬레이션 결과, 표본의 크기가 작은 경우 회귀분석 법은 GEV 분포의 위치모수 추정시 편의 측면과 효율성 측면에서 다른 방법보다 우수한 경향을 나타내었다. GP 분포의 규모모수 추정시에는 표본의 크기 가 작을 경우 회귀분석법이 다른 방법보다 작은 편의를 나타내었다. 회귀분석법은 표본의 크기 가 작거나 적당히 큰 경우에도 GEV 분포나 GP 분포의 형태모수 추정시에 형태모수의 값이 -0.4일 경우, 다른 방법보다 우수한 경향을 나타내었다.

Estimating Suitable Probability Distribution Function for Multimodal Traffic Distribution Function

  • Yoo, Sang-Lok;Jeong, Jae-Yong;Yim, Jeong-Bin
    • 해양환경안전학회지
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    • 제21권3호
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    • pp.253-258
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    • 2015
  • The purpose of this study is to find suitable probability distribution function of complex distribution data like multimodal. Normal distribution is broadly used to assume probability distribution function. However, complex distribution data like multimodal are very hard to be estimated by using normal distribution function only, and there might be errors when other distribution functions including normal distribution function are used. In this study, we experimented to find fit probability distribution function in multimodal area, by using AIS(Automatic Identification System) observation data gathered in Mokpo port for a year of 2013. By using chi-squared statistic, gaussian mixture model(GMM) is the fittest model rather than other distribution functions, such as extreme value, generalized extreme value, logistic, and normal distribution. GMM was found to the fit model regard to multimodal data of maritime traffic flow distribution. Probability density function for collision probability and traffic flow distribution will be calculated much precisely in the future.

비정상성 Bayesian Beta 분포를 이용한 시 단위 극치자료 추정기법 개발 (An Hourly Extreme Data Estimation Method Developed Using Nonstationary Bayesian Beta Distribution)

  • 김용탁;김진영;이재철;권현한
    • 한국물환경학회지
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    • 제33권3호
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    • pp.256-272
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    • 2017
  • Extreme rainfall has become more frequent over the Korean peninsula in recent years, causing serious damages. In a changing climate, traditional approaches based on historical records of rainfall and on the stationary assumption can be inadequate and lead to overestimate (or underestimate) the design rainfalls. A main objective of this study is to develop a stochastic disaggregation method of seasonal rainfall to hourly extreme rainfall, and offer a way to derive the nonstationary IDF curves. In this study, we propose a novel approach based on a Four-Parameter Beta (4P-beta) distribution to estimate the nonstationary IDF curves conditioned on the observed (or simulated) seasonal rainfall, which becomes the time-varying upper bound of the 4P beta distribution. Moreover, this study employed a Bayesian framework that provides a better way to take into account the uncertainty in the model parameters. The proposed model showed a comparable design rainfall to that of GEV distribution under the stationary assumption. As a nonstationary rainfall frequency model, the proposed model can effectively translate the seasonal variation into the sub-daily extreme rainfall.

시설용량을 초과하는 폐수량의 유입확률 분석을 위한 극치분포모델의 적용에 관한 연구 (A study on the application of the extreme value distribution model for analysis of probability of exceeding the facility capacity)

  • 최성현;유순유;박태욱;박규홍
    • 상하수도학회지
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    • 제30권4호
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    • pp.369-379
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    • 2016
  • It was confirmed that the extreme value distribution model applies to probability of exceeding more than once a day monthly the facility capacities using data of daily maximum inflow rate for 7 wastewater treatment plant. The result of applying the extreme value model, A, D, E wastewater treatment plant has a problem compared to B, C, F, G wastewater treatment plant. but all the wastewater treatment plant has a problem except C, F wastewater treatment plant based 80% of facility capacity. In conclusion, if you make a standard in statistical aspects probability exceeding more than once a day monthly can be 'exceed day is less than a few times annually' or 'probability of exceeding more than once a day monthly is less than what percent'.

Application of Hidden Markov Chain Model to identify temporal distribution of sub-daily rainfall in South Korea

  • Chandrasekara, S.S.K;Kim, Yong-Tak;Kwon, Hyun-Han
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 2018년도 학술발표회
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    • pp.499-499
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    • 2018
  • Hydro-meteorological extremes are trivial in these days. Therefore, it is important to identify extreme hydrological events in advance to mitigate the damage due to the extreme events. In this context, exploring temporal distribution of sub-daily extreme rainfall at multiple rain gauges would informative to identify different states to describe severity of the disaster. This study proposehidden Markov chain model (HMM) based rainfall analysis tool to understand the temporal sub-daily rainfall patterns over South Korea. Hourly and daily rainfall data between 1961 and 2017 for 92 stations were used for the study. HMM was applied to daily rainfall series to identify an observed hidden state associated with rainfall frequency and intensity, and further utilized the estimated hidden states to derive a temporal distribution of daily extreme rainfall. Transition between states over time was clearly identified, because HMM obviously identifies the temporal dependence in the daily rainfall states. The proposed HMM was very useful tool to derive the temporal attributes of the daily rainfall in South Korea. Further, daily rainfall series were disaggregated into sub-daily rainfall sequences based on the temporal distribution of hourly rainfall data.

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한국 연안의 극히 파랑환경과 Freak Wave의 특성에 관한 연구 (Extreme and Freak Wave Characteristics in the Coastal Writers of Korean Peninsula)

  • 류청로;윤홍주
    • 한국환경과학회지
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    • 제2권3호
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    • pp.235-243
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    • 1993
  • Extreme environments and freak wave characteristics in the coastal waters of Korean Peninsula are analyzed using the observed wave data. Freak wave has been intensely emphasized as an important environmental force parameter in several recent research works. However, the mechanism and occurrence probability of freak wave are not clarified. The aims of this study we: to summarize the distribution of extreme environment for wind waves, and to find occurrence probability of freak wave in the coastal waters of Korean Peninsula. These extreme sea conditions are discussed by applying extreme value analysis method, and the statistic characteristics are summarized which can be used to the design and analysis of coastal structures. The mechanism and the occurrence probability of freak wave are also discussed in detail using wave parameters in considered with wave deformation in the coastal waters. Key Words : extreme wave, freak wave, extreme analysis, design wave, probability density.

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Multi-dimensional extreme aerodynamic load calculation in super-large cooling towers under typical four-tower arrangements

  • Ke, Shitang;Wang, Hao;Ge, Yaojun
    • Wind and Structures
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    • 제25권2호
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    • pp.101-129
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    • 2017
  • Local transient extreme wind loads caused by group tower-related interference are among the major reasons that lead to wind-induced damage of super-large cooling towers. Four-tower arrangements are the most commonly seen patterns for super-large cooling towers. We considered five typical four-tower arrangements in engineering practice, namely, single row, rectangular, rhombic, L-shaped, and oblique L-shaped. Wind tunnel tests for rigid body were performed to determine the influence of different arrangements on static and dynamic wind loads and extreme interference effect. The most unfavorable working conditions (i.e., the largest overall wind loads) were determined based on the overall aerodynamic coefficient under different four-tower arrangements. Then we calculated the one-, two- and three-dimensional aerodynamic loads under different four-tower arrangements. Statistical analyses were performed on the wind pressure signals in the amplitude and time domains under the most unfavorable working conditions. On this basis, the non-Gaussian distribution characteristics of aerodynamic loads on the surface of the cooling towers under different four-tower arrangements were analyzed. We applied the Sadek-Simiu procedure to the calculation of two- and three-dimensional aerodynamic loads in the cooling towers under the four-tower arrangements, and the extreme wind load distribution patterns under the most unfavorable working conditions in each arrangement were compared. Finally, we proposed a uniform equation for fitting the extreme wind loads under the four-tower arrangements; the accuracy and reliability of the equation were verified. Our research findings will contribute to the optimization of the four-tower arrangements and the determination of extreme wind loads of super-large cooling towers.

기후변화에 따른 하수관거시설의 계획우수량 산정을 위한 일반극치분포 분석 (Analysis of Generalized Extreme Value Distribution to Estimate Storm Sewer Capacity Under Climate Change)

  • 이학표;류재나;유순유;박규홍
    • 상하수도학회지
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    • 제26권2호
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    • pp.321-329
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    • 2012
  • In this study, statistical analysis under both stationary and non-stationary climate was conducted for rainfall data measured in Seoul. Generalised Extreme Value (GEV) distribution and Gumbel distribution were used for the analysis. Rainfall changes under the non-stationary climate were estimated by applying time variable (t) to location parameter (${\xi}$). Rainfall depths calculated in non-stationary climate increased by 1.1 to 6.2mm and 1.0 to 4.6mm for the GEV distribution and gumbel distribution respectively from those stationary forms. Changes in annual maximum rainfall were estimated with rate of change in the location parameter (${\xi}1{\cdot}t$), and temporal changes of return period were predicted. This was also available for re-evaluating the current sewer design return period. Design criteria of sewer system was newly suggested considering life expectance of the system as well as temporal changes in the return period.