• Title/Summary/Keyword: GEV Distribution

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Reliability Evaluation of Parameter Estimation Methods of Probability Density Function for Estimating Probability Rainfalls (확률강우량 추정을 위한 확률분포함수의 매개변수 추정법에 대한 신뢰성 평가)

  • Han, Jeong-Woo;Kwon, Hyun-Han;Kim, Tae-Woong
    • Journal of the Korean Society of Hazard Mitigation
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    • v.9 no.6
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    • pp.143-151
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    • 2009
  • Extreme hydrologic events cause serious disaster, such as flood and drought. Many researchers have an effort to estimate design rainfalls or discharges. This study evaluated parameter estimation methods to estimate probability rainfalls with low uncertainty which will be used in design rainfalls. This study collected rainfall data from Incheon, Gangnueng, Gwangju, Busan, and Chupungryong gage station, and generated synthetic rainfall data using ARMA model. This study employed the maximum likelihood method and the Bayesian inference method for estimating parameters of the Gumbel and GEV distribution. Using a bootstrap resampling method, this study estimated the confidence intervals of estimated probability rainfalls. Based on the comparison of the confidence intervals, this study recommended a proper parameter estimation method for estimating probability rainfalls which have a low uncertainty.

The history of high intensity rainfall estimation methods in New Zealand and the latest High Intensity Rainfall Design System (HIRDS.V3)

  • Horrell, Graeme;Pearson, Charles
    • Proceedings of the Korea Water Resources Association Conference
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    • 2011.05a
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    • pp.16-16
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    • 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.

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

  • Lee, Sang-Ho;Kim, Sang Ug;Lee, Yeong Seob;Kim, Hyeong Bae
    • Proceedings of the Korea Water Resources Association Conference
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    • 2015.05a
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    • pp.610-610
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    • 2015
  • 수공구조물의 설계에서는 홍수빈도분석을 통해 산정된 특정 재현기간에서의 확률수문량이 설계기준으로 사용된다. 그러나 최근 기후변화로 인해 이상기후 현상이 심해짐에 따라 수문기상자료의 정상성을 가정하는 기존의 홍수빈도분석은 변화되는 수문현상을 적절히 표현하지 못하는 경우가 많다. 본 연구에서는 확률분포의 모수가 시간에 따라 변화하는 비정상성 빈도분석기법을 적용하였으며 확률분포의 모수들을 최우추정법으로 추정하였다. 또한, 분위수 추정과정에서도 비정상성을 고려하여 정상성 가정에서 산정된 재현기간 및 위험도와 비교분석하였다. 확률분포는 GEV 분포를 사용하여 정상성 및 비정상성 모형 4개를 구축하였다. 특히, 비정상성 모형은 위치모수만 선형 경향성을 가지는 경우, 규모모수만 선형경향성을 가지는 경우, 위치 및 규모모수가 선형경향성을 가지는 경우의 3가지로 구분하여 적용하였다. 구축된 4개의 모형 중 적합모형을 선정하기 위해 우도비 검정과 Akaike 정보기준을 사용하였으며 적합모형선정 절차를 체계적으로 구축하고 적용하여 적합모형을 선정하였다. 본 연구에서 구축된 비정상성 홍수빈도분석 기법은 우리나라의 8개 다목적댐 (충주댐, 소양강댐, 안동댐, 임하댐, 합천댐, 대청댐, 섬진강댐, 주암댐)으로부터 취득된 과거 관측 댐 유입량을 대상으로 하여 적용되었다. 우도비 검정과 Akaike 정보기준을 이용한 적합 모형 선정 결과 합천댐과 섬진강댐이 비정상성 GEV 모형에 적합한 것으로 분석되었고, 나머지 지점의 다목적댐들은 정상성 모형에 적합한 것으로 분석되었다. 합천댐과 섬진강댐의 경우 비정상성 가정에서 산정된 재현기간이 정상성 가정에서 산정된 재현기간보다 매우 작게 산정되었으며 확률수문량과 위험도는 크게 산정되었다. 적합모형으로 정상성 모형이 선정된 6개의 다목적댐 중 소양강댐은 Mann-Kendall 비모수 경향성 검정 결과 유의하지는 않지만 비교적 큰 선형경향성을 가지고 있었다. 비록 비정상성 모형이 적합모형으로 선정되지는 않았지만 소양강댐에 비정상성 모형을 가정하여 재현기간과 확률수문량, 위험도를 분석한 결과 정상성 모형 가정에서 산정한 결과와 상당한 차이가 있었다. 이와 같은 결과는 수문자료의 정상성과 비정상성을 고려한 홍수빈도분석이 향후 수공구조물의 설계에 있어서 신뢰성 있는 확률수문량을 결정하는데 도움이 될 것으로 판단된다.

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Geographical Impact on the Annual Maximum Rainfall in Korean Peninsula and Determination of the Optimal Probability Density Function (우리나라 연최대강우량의 지형학적 특성 및 이에 근거한 최적확률밀도함수의 산정)

  • Nam, Yoon Su;Kim, Dongkyun
    • Journal of Wetlands Research
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    • v.17 no.3
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    • pp.251-263
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    • 2015
  • This study suggested a novel approach of estimating the optimal probability density function (OPDF) of the annual maximum rainfall time series (AMRT) combining the L-moment ratio diagram and the geographical information system. This study also reported several interesting geographical characteristics of the AMRT in Korea. To achieve this purpose, this study determined the OPDF of the AMRT with the duration of 1-, 3-, 6-, 12-, and 24-hours using the method of L-moment ratio diagram for each of the 67 rain gages in Korea. Then, a map with the Thiessen polygons of the 67 rain gages colored differently according the different type of the OPDF, was produced to analyze the spatial trend of the OPDF. In addition, this study produced the color maps which show the fitness of a given probability density function to represent the AMRT. The study found that (1) both L-skewness and L-kurtosis of the AMRT have clear geographical trends, which means that the extreme rainfall events are highly influenced by geography; (2) the impact of the altitude on these two rainfall statistics is greater for the mountaneous region than for the non-mountaneous region. In the mountaneous region, the areas with higher altitude are more likely to experience the less-frequent and strong rainfall events than the areas with lower altitude; (3) The most representative OPDFs of Korea except for the Southern edge are Generalized Extreme Value distribution and the Generalized Logistic distribution. The AMRT of southern edge of Korea was best represented by the Generalized Pareto distribution.

신체반응을 이용한 인적오류 평가모델 구축 방안

  • Kim, Dae-Sik;Im, Jeong-Bin
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
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    • 2015.07a
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    • pp.239-241
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    • 2015
  • 인적오류는 해양사고의 주요한 원인을 차지하고 있으나 그동안 이에 대한 연구가 미흡한 실정이다. 본 연구에서는 해양사고의 인적요소 중 혼잡해역이나 협수로 등에서 타 선박에 대한 다양한 조우 상황별 항해사가 받는 스트레스 값을 실험하였다. 또한 GEV distribution을 적용하여 인적오류 평가모델을 개발하고자 하였고 선박 실험을 통하여 도출된 데이터를 통하여 분포함수와 스트레스 수치 사이의 오차를 계산하고 평가하였다. 향후 본 모델의 개발을 통하여 선박 운항자의 스트레스 정도를 예측 할 수 있고 이에 따른 사고 예방 조치 및 적절한 교육훈련 실시 등 다양한 인적 오류 저감을 위한 대책마련에 도움이 되고자 하는 목적이다.

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Estimation of Design Rainfall derived by At-site and Regional Frequency Analysis (지점 및 지역빈도분석에 의한 설계강우량의 추정)

  • Ryoo, Kyong Sik;Lee, Soon Hyuk;Maeng, Sung Jin
    • Proceedings of the Korea Water Resources Association Conference
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    • 2004.05b
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    • pp.318-322
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    • 2004
  • This study was conducted to derive the regional design rainfall by the regional frequency analysis based on the regionalization of the precipitation. For the estimation of the regional design rain(all, classification of the climatologically and geographically homogeneous regions should be preceded preferentially The optimal regionalization of the precipitation data were classified by the above mentioned conditions for all over the regions except Jeju and Ulleung islands in Korea. Relative root mean square error(RRMSE), relative bias(RBIAS) and relative reduction(RR) in RRMSE for the design rainfall were computed and compared between the regional and at-site frequency analysis. Consequently, optimal design rainfalls following the classified regions and consecutive durations were derived by the regional frequency analysis using GEV distribution which was identified to be more optimal one than the other applied distributions.

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Nonstationary Frequency Analysis of Hydrologic Extreme Variables Considering of Seasonality and Trend (계절성과 경향성을 고려한 극치수문자료의 비정상성 빈도해석)

  • Lee, Jeong-Ju;Kwon, Hyun-Han;Moon, Young-Il
    • Proceedings of the Korea Water Resources Association Conference
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    • 2010.05a
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    • pp.581-585
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    • 2010
  • This study introduced a Bayesian based frequency analysis in which the statistical trend seasonal analysis for hydrologic extreme series is incorporated. The proposed model employed Gumbel and GEV extreme distribution to characterize extreme events and a fully coupled bayesian frequency model was finally utilized to estimate design rainfalls in Seoul. Posterior distributions of the model parameters in both trend and seasonal analysis were updated through Markov Chain Monte Carlo Simulation mainly utilizing Gibbs sampler. This study proposed a way to make use of nonstationary frequency model for dynamic risk analysis, and showed an increase of hydrologic risk with time varying probability density functions. In addition, full annual cycle of the design rainfall through seasonal model could be applied to annual control such as dam operation, flood control, irrigation water management, and so on. The proposed study showed advantage in assessing statistical significance of parameters associated with trend analysis through statistical inference utilizing derived posterior distributions.

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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.

Estimation of storm events frequency analysis using copula function (Copula 함수를 이용한 호우사상의 빈도해석 산정)

  • An, Heejin;Lee, Moonyoung;Kim, Si Yeon;Jeon, Seol;Ahn, Youngmin;Jung, Donghwa;Park, Daeryong
    • Proceedings of the Korea Water Resources Association Conference
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    • 2022.05a
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    • pp.200-200
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    • 2022
  • 본 연구에서는 총 강우량과 강우강도을 고려한 이변수 분석으로 연최대 호우사상을 선별하고, 두 변수를 Copula 함수로 결합하여 최적의 모델조합을 찾는 확률호우사상 산정 방법론을 제시하였다. 국내 69개 관측소의 2020년까지의 관측 자료를 대상으로 1mm 이하의 강우는 제거한 뒤, IETD(Inter-Event Time Definition) 12시간을 기준으로 강우자료를 독립적인 호우사상으로 분리하였다. 호우사상의 여러 특성 중 양의 상관관계를 갖는 총 강우량과 강우강도를 변수로 선택해 이변수 지수분포에 대입하였고, 각 지점의 연최대 호우사상 시계열을 생성하였다. 2변수 지수분포의 매개변수는 전체 기간과 연도별로 나누어 추정해 본 결과 연도별 변동성이 큰 것을 확인해 연도별 추정 방식을 선택하였다. 연최대 강우사상 시계열의 총 강우량과 강우강도는 극한 강우에 적용하는 확률분포형 중 Lognarmal, Gamma, Gumbel, GEV(Generalized Extreme Value), GPD(Generalized Pareto Distribution) 5가지를 사용하여 각각 CDF(Cumulative distribution Function) 값을 추정하였다. 계산된 CDF 값은 3가지 Copula 모형으로 결합해 joint CDF 값을 산출하였다. 총 75개의 모델조합 중 최적 모델을 찾기 위해 CVM(Cramer-von-Mises) 적합도 검정을 시행하였다. CVM의 통계량 Sn 값이 가장 작은 모델조합을 해당 지점의 최적 모델조합으로 선정하였다.

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Estimation of Storage Capacity for Sustainable Rainwater Harvesting System with Probability Distribution (확률분포를 이용한 지속가능한 빗물이용시설의 저류용량 산정)

  • Kang, Won Gu;Chung, Eun-Sung;Lee, Kil Seong;Oh, Jin-Ho
    • Journal of Korean Society on Water Environment
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    • v.26 no.5
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    • pp.740-746
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    • 2010
  • Rainwater has been used in many countries as a way of minimizing water availability problems. Rainwater harvesting system (RHS) has been successfully implemented as alternative water supply sources even in Korea. Although RHS is an effective alternative to water supply, its efficiency is often heavily influenced by temporal distribution of rainfall. Since natural precipitation is a random process and has probabilistic characteristics, it will be more appropriate to describe these probabilistic features of rainfall and its relationship with design storage capacity as well as supply deficit of RHS. This study presents the methodology to establish the relationships between storage capacities and deficit rates using probability distributions. In this study, the real three-story building was considered and nine scenaries were developed because the daily water usage pattern of the study one was not identified. GEV, Gumbel and the generalized logistic distribution ware selected according to the results of Kolmogorov-Smirnov test and Chi-Squared test. As a result, a set of curves describing the relationships under different exceedance probabilities were generated as references to RHS storage design. In case of the study building, the deficit rate becomes larger as return period increases and will not increase any more if the storage capacity becomes the appropriate quantity. The uncertainties between design storage and the deficit can be more understood through this study on the probabilistic relationships between storage capacities and deficit rates.