• Title/Summary/Keyword: Generalized Extreme Value (GEV) Distribution

Search Result 74, Processing Time 0.023 seconds

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

  • Kim, Sang Ug;Lee, Yeong Seob
    • Journal of Korea Water Resources Association
    • /
    • v.48 no.7
    • /
    • pp.567-579
    • /
    • 2015
  • This study performed the non-stationary flood frequency analysis considering time-varying parameters of a probability density function. Also, return period and risk under non-stationary condition were estimated. A stationary model and three non-stationary models using Generalized Extreme Value(GEV) were developed. The only location parameter was assumed as time-varying parameter in the first model. In second model, the only scale parameter was assumed as time-varying parameter. Finally, the both parameters were assumed as time varying parameter in the last model. Relative likelihood ratio test and Akaike information criterion were used to select appropriate model. The suggested procedure in this study was applied to eight multipurpose dams in South Korea. Using relative likelihood ratio test and Akaike information criterion it is shown that the inflow into the Hapcheon dam and the Seomjingang dam were suitable for non-stationary GEV model but the other six dams were suitable for stationary GEV model. Also, it is shown that the estimated return period under non-stationary condition was shorter than those estimated under stationary condition.

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

  • 이순혁;박종화;류경식
    • Magazine of the Korean Society of Agricultural Engineers
    • /
    • v.43 no.5
    • /
    • pp.70-82
    • /
    • 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.

  • PDF

Probabilistic analysis of gust factors and turbulence intensities of measured tropical cyclones

  • Tianyou Tao;Zao Jin;Hao Wang
    • Wind and Structures
    • /
    • v.38 no.4
    • /
    • pp.309-323
    • /
    • 2024
  • The gust factor and turbulence intensity are two crucial parameters that characterize the properties of turbulence. In tropical cyclones (TCs), these parameters exhibit significant variability, yet there is a lack of established formulas to account for their probabilistic characteristics with consideration of their inherent connection. On this condition, a probabilistic analysis of gust factors and turbulence intensities of TCs is conducted based on fourteen sets of wind data collected at the Sutong Cable-stayed Bridge site. Initially, the turbulence intensities and gust factors of recorded data are computed, followed by an analysis of their probability densities across different ranges categorized by mean wind speed. The Gaussian, lognormal, and generalized extreme value (GEV) distributions are employed to fit the measured probability densities, with subsequent evaluation of their effectiveness. The Gumbel distribution, which is a specific instance of the GEV distribution, has been identified as an optimal choice for probabilistic characterizations of turbulence intensity and gust factor in TCs. The corresponding empirical models are then established through curve fitting. By utilizing the Gumbel distribution as a template, the nexus between the probability density functions of turbulence intensity and gust factor is built, leading to the development of a generalized probabilistic model that statistically describe turbulence intensity and gust factor in TCs. Finally, these empirical models are validated using measured data and compared with suggestions recommended by specifications.

A study on the optimal equation of the continuous wave spectrum

  • Cho, Hong-Yeon;Kweon, Hyuck-Min;Jeong, Weon-Mu;Kim, Sang-Ik
    • International Journal of Naval Architecture and Ocean Engineering
    • /
    • v.7 no.6
    • /
    • pp.1056-1063
    • /
    • 2015
  • Waves can be expressed in terms of a spectrum; that is, the energy density distribution of a representative wave can be determined using statistical analysis. The JONSWAP, PM and BM spectra have been widely used for the specific target wave data set during storms. In this case, the extracted wave data are usually discontinuous and independent and cover a very short period of the total data-recording period. Previous studies on the continuous wave spectrum have focused on wave deformation in shallow water conditions and cannot be generalized for deep water conditions. In this study, the Generalized Extreme Value (GEV) function is proposed as a more-optimal function for the fitting of the continuous wave spectral shape based on long-term monitored point wave data in deep waters. The GEV function was found to be able to accurately reproduce the wave spectral shape, except for discontinuous waves of greater than 4 m in height.

The estimation of CO concentration in Daegu-Gyeongbuk area using GEV distribution (GEV 분포를 이용한 대구·경북 지역 일산화탄소 농도 추정)

  • Ryu, Soorack;Eom, Eunjin;Kwon, Taeyong;Yoon, Sanghoo
    • Journal of the Korean Data and Information Science Society
    • /
    • v.27 no.4
    • /
    • pp.1001-1012
    • /
    • 2016
  • It is well known that air pollutants exert a bad influence on human health. According to the United Nations Environment Program, 4.3 million people die from carbon monoxide and particulate matter annually from all over the world. Carbon monoxide is a toxic gas that is the most dangerous of the gas consisting of carbon and oxygen. In this paper, we used 1 hour, 6 hours, 12 hours, and 24 hours average carbon monoxide concentration data collected between 2004 and 2013 in Daegu Gyeongbuk area. Parameters of the generalized extreme value distribution were estimated by maximum likelihood estimation and L-moments estimation. An evalution of goodness of fitness also was performed. Since the number of samples were small, L-moment estimation turned out to be suitable for parameter estimation. We also calculated 5 year, 10 year, 20 year, and 40 year return level.

Estimation of Drought Rainfall by Regional Frequency Analysis Using L and LH-Moments (II) - On the method of LH-moments - (L 및 LH-모멘트법과 지역빈도분석에 의한 가뭄우량의 추정 (II)- LH-모멘트법을 중심으로 -)

  • Lee, Soon-Hyuk;Yoon , Seong-Soo;Maeng , Sung-Jin;Ryoo , Kyong-Sik;Joo , Ho-Kil;Park , Jin-Seon
    • Journal of The Korean Society of Agricultural Engineers
    • /
    • v.46 no.5
    • /
    • pp.27-39
    • /
    • 2004
  • In the first part of this study, five homogeneous regions in view of topographical and geographically homogeneous aspects except Jeju and Ulreung islands in Korea were accomplished by K-means clustering method. A total of 57 rain gauges were used for the regional frequency analysis with minimum rainfall series for the consecutive durations. Generalized Extreme Value distribution was confirmed as an optimal one among applied distributions. Drought rainfalls following the return periods were estimated by at-site and regional frequency analysis using L-moments method. It was confirmed that the design drought rainfalls estimated by the regional frequency analysis were shown to be more appropriate than those by the at-site frequency analysis. In the second part of this study, LH-moment ratio diagram and the Kolmogorov-Smirnov test on the Gumbel (GUM), Generalized Extreme Value (GEV), Generalized Logistic (GLO) and Generalized Pareto (GPA) distributions were accomplished to get optimal probability distribution. Design drought rainfalls were estimated by both at-site and regional frequency analysis using LH-moments and GEV distribution, which was confirmed as an optimal one among applied distributions. Design rainfalls were estimated by at-site and regional frequency analysis using LH-moments, the observed and simulated data resulted from Monte Carlotechniques. Design drought rainfalls derived by regional frequency analysis using L1, L2, L3 and L4-moments (LH-moments) method have shown higher reliability than those of at-site frequency analysis in view of RRMSE (Relative Root-Mean-Square Error), RBIAS (Relative Bias) and RR (Relative Reduction) for the estimated design drought rainfalls. Relative efficiency were calculated for the judgment of relative merits and demerits for the design drought rainfalls derived by regional frequency analysis using L-moments and L1, L2, L3 and L4-moments applied in the first report and second report of this study, respectively. Consequently, design drought rainfalls derived by regional frequency analysis using L-moments were shown as more reliable than those using LH-moments. Finally, design drought rainfalls for the classified five homogeneous regions following the various consecutive durations were derived by regional frequency analysis using L-moments, which was confirmed as a more reliable method through this study. Maps for the design drought rainfalls for the classified five homogeneous regions following the various consecutive durations were accomplished by the method of inverse distance weight and Arc-View, which is one of GIS techniques.

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
    • /
    • v.17 no.3
    • /
    • pp.251-263
    • /
    • 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.

Non-stationary statistical modeling of extreme wind speed series with exposure correction

  • Huang, Mingfeng;Li, Qiang;Xu, Haiwei;Lou, Wenjuan;Lin, Ning
    • Wind and Structures
    • /
    • v.26 no.3
    • /
    • pp.129-146
    • /
    • 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.

Estimation of Design Flood by the Determination of Best Fitting Order of LH-Moments(II) (LH-모멘트의 적정 차수 결정에 의한 설계홍수량 추정(II))

  • 맹승진;이순혁
    • Magazine of the Korean Society of Agricultural Engineers
    • /
    • v.45 no.1
    • /
    • pp.33-44
    • /
    • 2003
  • This study was conducted to estimate the design flood by the determination of best fitting order for LH-moments of the annual maximum series at fifteen watersheds. Using the LH-moment ratios and Kolmogorov-Smirnov test, the optimal regional probability distribution was identified to be the Generalized Extreme Value (GEV) in the first report of this project. Parameters of GEV distribution and flood flows of return period n years were derived by the methods of L, L1, L2, L3 and L4-moments. Frequency analysis of flood flow data generated by Monte Carlo simulation was performed by the methods of L, L1, L2, L3 and L4-moments using GEV distribution. Relative Root Mean Square Error. (RRMSE), Relative Bias (RBIAS) and Relative Efficiency (RE.) using methods of L, Ll , L2, L3 and L4-moments for GEV distribution were computed and compared with those resulting from Monte Carlo simulation. At almost all of the watersheds, the more the order of LH-moments and the return periods increased, the more RE became, while the less RRMSE and RBIAS became. The Absolute Relative Reduction (ARR) for the design flood was computed. The more the order of LH-moments increased, the less ARR of all applied watershed became It was confirmed that confidence efficiency of estimated design flood was increased as the order of LH-moments increased. Consequently, design floods for the appled watersheds were derived by the methods of L3 and L4-moments among LH-moments in view of high confidence efficiency.

Regional Frequency Analysis for Rainfall using L-Moment (L-모멘트법에 의한 강우의 지역빈도분석)

  • Koh, Deuk-Koo;Choo, Tai-Ho;Maeng, Seung-Jin;Trivedi, Chanda
    • The Journal of the Korea Contents Association
    • /
    • v.8 no.3
    • /
    • pp.252-263
    • /
    • 2008
  • This study was conducted to derive the optimal regionalization of the precipitation data which can be classified on the basis of climatologically and geographically homogeneous regions all over the regions except Cheju and Ulreung islands in Korea. A total of 65 rain gauges were used to regional analysis of precipitation. Annual maximum series for the consecutive durations of 1, 3, 6, 12, 24, 36, 48 and 72hr were used for various statistical analyses. K-means clustering mettled is used to identify homogeneous regions all over the regions. Five homogeneous regions for the precipitation were classified by the K-means clustering. Using the L-moment ratios and Kolmogorov-Smirnov test, the underlying regional probability distribution was identified to be the generalized extreme value (GEV) distribution among applied distributions. The 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 regions and consecutive durations were derived by the regional frequency analysis.