• Journal of Korea Water Resources Association
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• v.45 no.8
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• pp.827-837
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• 2012

The estimation of the rainfall quantile is of great importance in designing hydrologic structures. Conventionally, the rainfall quantile is estimated by univariate frequency analysis with an appropriate probability distribution. There is a limitation in which duration of rainfall is restrictive. To overcome this limitation, bivariate frequency analysis by using 3 copula models is performed in this study. Annual maximum rainfall events in 5 stations are used for frequency analysis and rainfall depth and duration are used as random variables. Gumbel (GUM), generalized logistic (GLO) distributions are applied for rainfall depth and generalized extreme value (GEV), GUM, GLO distributions are applied for rainfall duration. Copula models used in this study are Frank, Joe, and Gumbel-Hougaard models. Maximum pseudo-likelihood estimation method is used to estimate the parameter of copula, and the method of probability weighted moments is used to estimate the parameters of marginal distributions. Rainfall quantile from this procedure is compared with various marginal distributions and copula models. As a result, in change of marginal distribution, distribution of duration does not significantly affect on rainfall quantile. There are slight differences depending on the distribution of rainfall depth. In the case which the marginal distribution of rainfall depth is GUM, there is more significantly increasing along the return period than GLO. Comparing with rainfall quantiles from each copula model, Joe and Gumbel-Hougaard models show similar trend while Frank model shows rapidly increasing trend with increment of return period.

• Journal of the Korean Operations Research and Management Science Society
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• v.29 no.1
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• pp.101-112
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• 2004

Customer satisfaction level is usually measured in terms of price, qualify, customization, after-sale-service, product variety etc. Each firm sets up a distinctive production/marketing strategy to gain competitive advantage by Prioritizing the customer satisfaction measures. The market differentiation strategy directly results in supply chain performance such as lead time, inventory, customer fill rate and market share. Product proliferation desirable in customization sense often conflicts the economies of scale effect in production side. This paper focuses the relationship between product variety and market share. Specifically, we investigate how introduction of new product affects the current market share, i.e., formation of customer preference and provide some insight into the optimal range of product variety.

• Proceedings of the Korea Water Resources Association Conference
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• 2015.05a
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• pp.183-183
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• 2015

수공구조물 설계 시 중요한 요소 중 하나인 확률강우량은 일반적으로 고정지속기간별 강우량에 대하여 일변량 빈도해석을 수행하고 가장 적절한 분포형을 선택하는 지점빈도해석의 과정을 거친다. 그러나 일변량 빈도해석을 수행하기 위해서는 지속시간을 고정하고 강우량의 변화로만 해석해야 단점이 있으며 이를 보완하기 위해 본 연구에서는 다변량 확률모형인 copula 모형을 이용하여 이변량 빈도해석을 수행하였다. 확률변수로는 강우량과 지속기간(hr)을 사용하였고, 주변분포형으로 강수량 - Gumbel (GUM), generalized logistic (GLO) 분포형, 지속기간(hr) - generalized extreme value (GEV), GUM, GLO 분포형을 사용하였으며, copula 모형은 Gumbel-Hougaard 모형을 이용하였다. 주변분포형의 매개변수는 일반적으로 가장 많이 사용하는 확률가중모멘트법을 이용하여 추정하였으며, copula 모형의 매개변수는 maximum pseudolikelihood(MPL) 방법을 사용하였다. 이를 통해 얻어진 이변량 빈도해석의 확률강우량 결과와 기존 지점빈도해석의 결과를 비교하였다.

• Wind and Structures
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• v.34 no.6
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• pp.469-482
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• 2022

The generalized extreme value distribution (GEVD) is frequently used to fit the block maximum of environmental parameters such as the annual maximum wind speed. There are several methods for estimating the parameters of the GEV distribution, including the least-squares method (LSM). However, the application of the LSM with the expected order statistics has not been reported. This study fills this gap by proposing a fitting method based on the expected order statistics. The study also proposes a plotting position to approximate the expected order statistics; the proposed plotting position depends on the distribution shape parameter. The use of this approximation for distribution fitting is carried out. Simulation analysis results indicate that the developed fitting procedure based on the expected order statistics or its approximation for GEVD is effective for estimating the distribution parameters and quantiles. The values of the probability plotting correlation coefficient that may be used to test the distributional hypothesis are calculated and presented. The developed fitting method is applied to extreme thunderstorm and non-thunderstorm winds for several major cities in Canada. Also, the implication of using the GEVD and Gumbel distribution to model the extreme wind speed on the structural reliability is presented and elaborated.

• Proceedings of the Korea Water Resources Association Conference
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• 2021.06a
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• pp.368-368
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• 2021

기후 변화로 인한 극한사상의 크기와 빈도 변화를 예측하는 것은 수공 인프라 설계에 있어 주된 관심사 중 하나이다. 보통 극한사상에 대한 강도, 빈도, 지속시간에 대한 정보가 필요하며, 이는 일반적으로 IDF(Intensity-Duration-Frequency) 곡선으로부터 추출된다. 최근 CMIP(Coupled Model Intercomparison Project) 6단계에서 새로운 이산화탄소 배출 시나리오와 업데이트된 기후모델을 이용하여 미래의 기후에 대한 예측 시계열을 발표했으므로, 미래 기후 변화 시나리오를 기반으로 IDF 곡선을 새로 추정하고 미래 기간의 변화를 평가할 필요가 있다. 본 연구에서는 한국의 40개 지역에 대해 일단위 자료를 시단위로 축소(downscaling)한 후, 확률론적 일기생성기(stochastic weather generator)를 이용하여 30년 시단위 시계열을 100개의 앙상블로 생성하였다. 생성된 시계열로부터 연최대강수량 시계열을 재구성하여 GEV 분포와 gumbel 분포에 적용하였다. 적합도 검정(Anderson-Darling(AD) 검정 및 Kolmogorov-Smirnov(KS) 검정)을 수행하였으며, 과거 자료를 기반으로 생성된 IDF 곡선과 비교 검증하였다. CMIP5의 기후변화 자료를 사용한 결과와 CMIP6 기후변화의 결과를 비교하였으며, 본 연구의 주요 결과는 다음과 같다. (1) 향후 강우 강도는 증가할 것이며 강우 강도의 증가는 말기에 현저하게 관찰될 것이다. (2) 시간별 강우 강도의 미래 변화가 일단위 강우 강도보다 더 크다. (3) 강우 강도의 불확실성을 정량화하기 위해 앙상블을 사용해야 한다. (4) 강우 강도의 미래 변화에 대한 공간적인 경향이 확인된다. 시단위 시계열 앙상블을 생성하여 추정된 IDF 곡선에 대한 정보는 기후 변화의 영향을 평가하고 적절한 적응 및 대응 전략을 개발하는 데 도움이 될 것이다.

• Journal of Korea Water Resources Association
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• v.49 no.8
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• pp.645-656
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• 2016

The study performed a regional flood frequency analysis and proposed a regression equation to estimate design floods corresponding to return periods for ungauged basins in Geum-river basin. Five preliminary tests were employed to investigate hydrological independence and homogeneity of streamflow data, i.e. the lag-one autocorrelation test, time homogeneity test, Grubbs-Beck outlier test, discordancy measure test ($D_i$), and regional homogeneity measure (H). The test results showed that streamflow data were time-independent, discordant and homogeneous within the basin. Using five probability distributions (generalized extreme value (GEV), three-parameter log-normal (LN-III), Pearson type 3 (P-III), generalized logistic (GLO), generalized Pareto (GPA)), comparative regional flood frequency analyses were carried out for the region. Based on the L-moment ratio diagram, average weighted distance (AWD) and goodness-of-fit statistics ($Z^{DIST}$), the GLO distribution was selected as the best fit model for Geum-river basin. Using the GLO, a regression equation was developed for estimating regional design floods, and validated by comparing the estimated and observed streamflows at the Ganggyeong station.

• Journal of Korea Water Resources Association
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• v.46 no.1
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• pp.13-24
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• 2013

The main objective of this study was to develop a new regional frequency analysis model based on hierarchical Bayesian model that allows us to better estimate and quantify model parameters as well as their associated uncertainties. A Monte-carlo experiment procedure has been set up to verify the proposed regional frequency analysis. It was found that the proposed hierarchical Bayesian model based regional frequency analysis outperformed the existing L-moment based regional frequency analysis in terms of reducing biases associated with the model parameters. Especially, the bias is remarkably decreased with increasing return period. The proposed model was applied to six weather stations in Jeollabuk-do, and compared with the existing L-moment approach. This study also provided shrinkage process of the model parameters that is a typical behavior in hierarchical Bayes models. The results of case study show that the proposed model has the potential to obtain reliable estimates of the parameters and quantitatively provide their uncertainties.

• Journal of Korean Society for Quality Management
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• v.47 no.1
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• pp.47-57
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• 2019

Purpose: This paper aims to investigate the concentration of fine particulate matter (PM2.5) in the Seoul area by predicting unhealthy days due to PM2.5 and comparing the regional differences. Methods: The extreme value theory is adopted to model and compare the PM2.5 concentration in each region, and each best model is selected through the goodness of fitness test. The maximum likelihood estimation technique is applied to estimate the parameters of each distribution, and the fitness of each model is measured by the mean absolute deviation. The selected model is used to estimate the number of unhealthy days (above $75{\mu}g/m^3$ PM2.5 concentrations) in each region, with which the actual number of unhealthy days are compared. In addition, the level of PM2.5 concentration in each region is analyzed by calculating the return levels for periods of 6 months, 1 year, 3 years, and 5 years. Results: The Mapo (MP) area revealed the most unhealthy days, followed by Gwanak (GW) and Yangcheon (YC). On the contrary, the number of unhealthy days was low in Seodaemun (SDM), Songpa (SP) and Gangbuk (GB) areas. The return level of PM2.5 was high in Gangnam (GN), Dongjak (DJ) and YC. It will be necessary to prepare for PM2.5 than other regions. On the contrary, Gangbuk (GB), Nowon (NW) and Seodaemun (SDM) showed relatively low return levels for PM2.5. However, in most of the regions of Seoul, PM25 is generated at a very poor level ($75{\mu}g/m^3$) every 6months period, and more than $100{\mu}g/m^3$ PM2.5 occur every 3 years period. Most areas in Seoul require more systematic management of PM2.5. Conclusion: In this paper, accurate prediction and analysis of high concentration of PM2.5 were attempted. The results of this research could provide the basis for the Seoul Metropolitan Government to establish policies for reducing PM2.5 and measuring its effects.

• Wind and Structures
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• v.26 no.3
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• pp.129-146
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• 2018

Extreme wind speed analysis has been carried out conventionally by assuming the extreme series data is stationary. However, time-varying trends of the extreme wind speed series could be detected at many surface meteorological stations in China. Two main reasons, exposure change and climate change, were provided to explain the temporal trends of daily maximum wind speed and annual maximum wind speed series data, recorded at Hangzhou (China) meteorological station. After making a correction on wind speed series for time varying exposure, it is necessary to perform non-stationary statistical modeling on the corrected extreme wind speed data series in addition to the classical extreme value analysis. The generalized extreme value (GEV) distribution with time-dependent location and scale parameters was selected as a non-stationary model to describe the corrected extreme wind speed series. The obtained non-stationary extreme value models were then used to estimate the non-stationary extreme wind speed quantiles with various mean recurrence intervals (MRIs) considering changing climate, and compared to the corresponding stationary ones with various MRIs for the Hangzhou area in China. The results indicate that the non-stationary property or dependence of extreme wind speed data should be carefully evaluated and reflected in the determination of design wind speeds.

• Proceedings of the Korea Water Resources Association Conference
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• 2019.05a
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• pp.17-17
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• 2019

IPCC (Intergovernmental Panel on Climate Change) 기후변화 전망보고서에 따르면 RCP 4.5 시나리오 기준, 21세기 전 지구 평균기온은 $2.5^{\circ}C$ 상승(한반도 $+3.0^{\circ}C$)하며, 전 지구 평균강수량은 4.1% 증가(한반도 +16.0%)할 것이라 전망하고 있다(기상청, 2012). 최근 기후변화와 기상이변에 따른 도심지 폭우특성이 변화하고 있음을 많은 연구결과에서 말해주고 있으며, 그 발생 빈도와 강도가 점차 증가하고 있는 추세이다. 특히, 서울시의 경우 인구와 재산이 밀집해 있어 폭우 발생에 의한 시민의 인명과 재산 피해 우려가 크다. 따라서 본 연구에서는 서울시를 대상으로 근미래(~2050년) 기후변화 하에서의 재현기간에 따른 확률강우량 변화 특성을 분석하여 비교 평가한 후 설계 강우량 산정에 활용하고자 하였다. 관측자료 기반 강수량의 변동 특성 분석과 Non-stationary GEV방법을 이용한 비정상성 빈도해석을 수행하였으며, 근미래 폭우특성 변화분석을 위하여 CMIP5 (Coupled Model Intercomparison Project 5)에 참여한 GCMs(General Circulation Models)을 활용한 강우빈도해석을 수행하였다. Mann-Kendall Test와 Quantile Regression을 통한 서울지점 여름철 강수량(June to September)과 기준강수량 초과 강수(30, 50, 80, 100mm/hr), 연간 10th 최대 강수량(Annual Top 10th Precipitation) 등을 분석한 결과 최근 증가 경향이 뚜렷하게 나타났으며, 비정상성 빈도해석에 의한 확률강우량 분석의 가능성과 신뢰성을 확인하였다. 또한 19-GCMs을 통하여 모의된 일(Daily) 단위 강수량자료를 비모수통계적 상세화(Nonparametric Temporal Downscaling) 기법을 적용하여 시간(Hourly) 강우로 다운스케일링하였으며, 서울시 미래 확률강우량에 대한 IDF 곡선(Intensity-Duration-Frequency Curve)을 작성하여 비교?분석한 결과 지속시간 1시간 강우에 대하여 재현기간 30년, 100년 조건에서 확률강우량이 약 4%~11% 수준에서 증가하고 있음을 확인하였다. 본 연구의 결과는 도심지 수공구조물의 설계빈도 영향을 진단하고, 근미래 발생가능한 확률강우량 변화에 따른 시간당 목표 강우량설정의 방법론을 제시하였다는데 의의가 있으며, 서울시의 방재성능목표 설정과 침수취약지역 해소를 위한 기후변화에 따른 수공구조물 설계 시 활용이 가능할 것으로 기대된다.