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

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Derivation of Drought Severity-Duration-Frequency Curves Using Drought Frequency Analysis (가뭄빈도해석을 통한 가뭄심도-지속시간-생기빈도 곡선의 유도)

  • Lee, Joo-Heon;Kim, Chang-Joo
    • Journal of Korea Water Resources Association
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    • v.44 no.11
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    • pp.889-902
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    • 2011
  • In this study, frequency analysis using drought index had implemented for the derivation of drought severity-duration-frequency (SDF) curves to enable quantitative evaluations of past historical droughts having been occurred in Korean Peninsular. Seoul, Daejeon, Daegu, Gwangju, and Busan weather stations were selected and precipitation data during 1974~2010 (37 years) was used for the calculation of Standardized Precipitation Index (SPI) and frequency analysis. Based on the results of goodness of fit test on the probability distribution, Generalized Extreme Value (GEV) was selected as most suitable probability distribution for the drought frequency analysis using SPI. This study can suggest return periods for historical major drought events by using newrly derived SDF curves for each stations. In case of 1994~1995 droughts which had focused on southern part of Korea. SDF curves of Gwangju weather station showed 50~100 years of return period and Busan station showed 100~200 years of return period. Besides, in case of 1988~1989 droughts, SDF of Seoul weather station were appeared as having return periods of 300 years.

Comparative Analysis of Regional and At-site Analysis for the Design Rainfall by Gamma and Non-Gamma Family (I) (Gamma 및 비Gamma군 분포모형에 의한 강우의 지점 및 지역빈도 비교분석 (I))

  • Ryoo, Kyong-Sik;Lee, Soon-Hyuk
    • Journal of The Korean Society of Agricultural Engineers
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    • v.46 no.4
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    • pp.25-36
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    • 2004
  • This study was conducted to derive the design rainfall by the consecutive duration using the at-site frequency analysis. Using the errors, K-S tests and LH-moment ratios, Log Pearson type 3 (LP3) and Generalized Extreme Value (GEV) distributions of Gamma and Non-Gamma Family, respectively were identified as the optimal probability distributions among applied distributions. Parameters of GEV and LP3 distributions were estimated by the method of L and LH-moments and the Indirect method of moments respectively. Design rainfalls following the consecutive duration were derived by at-site frequency analysis using the observed and simulated data resulted from Monte Carlo techniques. Relative root-mean-square error (RRMSE) and relative efficiency (RE) in RRMSE for the design rainfall derived by at-site analysis in the observed and simulated data were computed and compared. It has shown that at-site frequency analysis by GEV distribution using L-moments is confirmed as more reliable than that of GEV and LP3 distributions using LH-moments and Indirect method of moments in view of relative efficiency.

A Study on Estimation of Design Rainfall and Uncertainty Analysis Based on Bayesian GEV Distribution (Bayesian GEV분포를 이용한 확률강우량 추정 및 불확실성 평가)

  • Kwon, Hyun-Han;Kim, Jin-Young
    • Proceedings of the Korea Water Resources Association Conference
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    • 2012.05a
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    • pp.366-366
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    • 2012
  • 확률강우량은 하천설계, 수자원설계 및 계획을 위한 기초자료로 활용되며 최근 이상기후 및 기후변화로 인한 극치강우의 빈도 및 양적 증가로 인한 확률강우량 산정의 불확실성 분석에 대한 관심이 크게 증가하고 있다. 수문빈도 해석에 있어서 대부분 지역이 50년 이하의 수문자료가 이용되고 있으며 수문설계에서 요구되는 50년 이상의 확률강수량 추정시에는 상당한 불확실성을 내포하고 있다. 이러한 점에서 본 연구에서는 자료연수에 따른 Sampling Error와 분포형의 매개변수의 불확실성을 고려한 해석모형을 구축하고자 한다. 빈도해석에서 매개변수를 추정하기 위해서는 일반적으로 모멘트법, 최우도법, 확률가중모멘트법이 이용되고 있으나 사용되는 분포형에 따라서 통계학적으로 불확실성 구간을 정량화하는 과정이 난해할 뿐만 아니라 극치 수문자료가 Thick-Tailed분포의 특성을 가짐에도 불구하고 신뢰구간 산정시 정규분포로 가정하는 등 기존 해석 방법에는 많은 문제점을 내포하고 있다. 본 연구에서는 이러한 매개변수의 불확실성 평가에 있어서 우수한 해석능력을 발휘하는 Bayesian기법을 도입하여 분포형의 매개변수를 추정하고 매개변수 추정과 관련된 불확실성을 평가하고자 한다. 이와 별개로 자료연한에 따른 Sampling Error를 추정하기 위해서 Bootstrapping 기반의 해석모형을 구축하고자 하며 최종적으로 빈도해석시에 나타나는 불확실성을 종합적으로 검토하였다. 빈도해석을 위한 확률분포형으로 GEV(generalized extreme value)분포를 이용하였으며 Gibbs 샘플러를 활용한 Bayesian Markov Chain Monte Carlo 모의를 기본 해석모형으로 활용하였다.

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Construction of Bivariate Probability Distribution with Nonstationary GEV/Gumbel Marginal Distributions for Rainfall Data (비정상성 GEV/Gumbel 주변분포를 이용한 강우자료 이변량 확률분포형 구축)

  • Joo, Kyungwon;Choi, Soyung;Kim, Hanbeen;Heo, Jun-Haeng
    • Proceedings of the Korea Water Resources Association Conference
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    • 2016.05a
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    • pp.41-41
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    • 2016
  • 최근 다변량 확률모형을 이용한 빈도해석이 수문자료 등에 적용되면서 다양하게 연구되고 있으며 다변량 확률모형 중 copula 모형은 주변분포형에 대한 제약이 없어 여러 분야에 걸쳐 활발히 연구되고 있다. 강우자료는 기존 일변량 빈도해석을 수행하기 위하여 사용하던 block maxima 방법 대신 최소무강우시간(inter event time)을 통하여 강우사상을 추출하여 표본으로 사용한다. 또한 기후변화로 인한 강우량의 변화등에 대응하기 위하여 비정상성 Generalized Extreme Value(GEV)와 Gumbel 등의 확률분포형에 대한 연구도 많은 부분 이루어져 있다. 본 연구에서는, Archimedean copula 모형을 이용하여 이변량 확률모형을 구축하면서 여기에 사용되는 주변분포형에 정상성/비정상성 분포형을 적용하였다. 모형의 매개변수는 inference function for margin 방법을 이용하였으며 주변분포형으로는 정상성/비정상성 GEV, Gumbel 모형을 적용하였다. 결과로 정상성/비정상성 경향을 나타내는 지점을 구분하고 각 지점에 대한 정상성/비정상성 주변분포형을 적용한 이변량 확률분포형을 구하였다.

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Parameter Estimation and Analysis of Extreme Highest Tide Level in Marginal Seas around Korea (한국 연안 최극 고조위의 매개변수 추정 및 분석)

  • Jeong, Shin-Taek;Kim, Jeong-Dae;Ko, Dong-Hui;Yoon, Gil-Lim
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.20 no.5
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    • pp.482-490
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    • 2008
  • For a coastal or harbor structure design, one of the most important environmental factors is the appropriate extreme highest tide level condition. Especially, the information of extreme highest tide level distribution is essential for reliability design. In this paper, 23 set of extreme highest tide level data obtained from National Oceanographic Research Institute(NORI) were analyzed for extreme highest tide levels. The probability distributions considered in this research were Generalized Extreme Value(GEV), Gumbel, and Weibull distribution. For each of these distributions, three parameter estimation methods, i.e. the method of moments, maximum likelihood and probability weighted moments, were applied. Chi-square and Kolmogorov-Smirnov goodness-offit tests were performed, and the assumed distribution was accepted at the confidence level 95%. Gumbel distribution which best fits to the 22 tidal station was selected as the most probable parent distribution, and optimally estimated parameters and extreme highest tide level with various return periods were presented. The extreme values of Incheon, Cheju, Yeosu, Pusan, and Mukho, which estimated by Shim et al.(1992) are lower than that of this result.

Using Various Order Probability Weighted Moments for the Parameter Estimation of Appropriate Distribution Functions (여러 차수의 확률 가중 모멘트를 이용한 적정 분포함수의 매개변수 추정)

  • Lee, Kil Seong;Kim, Ji Young
    • Proceedings of the Korea Water Resources Association Conference
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    • 2004.05b
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    • pp.635-639
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    • 2004
  • 댐과 같은 구조물의 설계시 큰 강우량에 내한 분포함수의 적합성을 놀일 필요가 있다. 이에 대해 Wang (1997a and b)은 큰 설계량에 내한 적합성을 놀이기 위해 LH 모멘트와 고차 PWM(higher Probability Weighted Moments)방법을 제안하였다. 따라서 본 연구에서는 우리나라의 자 지역별로 대표적인 4개 지점의 일 강우량 자료를 사용하여 제안된 고차 PWM 방법의 적용성을 살펴보았다. 그 과정으로 가장 낮은 차수인 일반적인 PWM 방법과 더 높은 차수의 PWM 방법을 이용하여, GEV(Generalized Extreme Value) 분포와 Gumbel 분포에 대한 매개변수를 추정한 후 이 추정치를 확률지에 실측치와 함께 도시하여 결과를 비교하였다. 그리고 PPCC(Probability Plot Correlation Coefficient) 적합도 검정결과를 통해 추정된 매개변수의 적합성을 확인하였다.

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Estimation of Design Rainfall by the Regional Frequency Analysis using Higher Probability Weighted Moments and GIS Techniques (III) - On the Method of LH-moments and GIS Techniques - (고차확률가중모멘트법에 의한 지역화빈도분석과 GIS기법에 의한 설계강우량 추정 (III) - LH-모멘트법과 GIS 기법을 중심으로 -)

  • 이순혁;박종화;류경식;지호근;신용희
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.44 no.5
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    • pp.41-53
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    • 2002
  • 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. According to the regions and consecutive durations, optimal design rainfalls were derived by the regional frequency analysis for L-moment in the second report of this project. Using the LH-moment ratios and Kolmogorov-Smirnov test, the optimal regional probability distribution was identified to be the Generalized extreme value (GEV) distribution among applied distributions. regional and at-site parameters of the GEV distribution were estimated by the linear combination of the higher probability weighted moments, LH-moment. Design rainfall using LH-moments following the consecutive duration were derived by the regional and at-site analysis using the observed and simulated data resulted from Monte Carlo techniques. Relative root-mean-square error (RRMSE), relative bias (RBIAS) and relative reduction (RR) in RRMSE for the design rainfall were computed and compared in the regional and at-site frequency analysis. Consequently, it was shown that the regional analysis can substantially more reduce the RRMSE, RBIAS and RR in RRMSE than at-site analysis in the prediction of design rainfall. Relative efficiency (RE) for an optimal order of L-moments was also computed by the methods of L, L1, L2, L3 and L4-moments for GEV distribution. It was found that the method of L-moments is more effective than the others for getting optimal design rainfall according to the regions and consecutive durations in the regional frequency analysis. Diagrams for the design rainfall derived by the regional frequency analysis using L-moments were drawn according to the regions and consecutive durations by GIS techniques.

Bivariate Frequency Analysis of Rainfall using Copula Model (Copula 모형을 이용한 이변량 강우빈도해석)

  • Joo, Kyung-Won;Shin, Ju-Young;Heo, Jun-Haeng
    • 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.

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.

Intelligent bolt-jointed system integrating piezoelectric sensors with shape memory alloys

  • Park, Jong Keun;Park, Seunghee
    • Smart Structures and Systems
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    • v.17 no.1
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    • pp.135-147
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    • 2016
  • This paper describes a smart structural system, which uses smart materials for real-time monitoring and active control of bolted-joints in steel structures. The goal of this research is to reduce the possibility of failure and the cost of maintenance of steel structures such as bridges, electricity pylons, steel lattice towers and so on. The concept of the smart structural system combines impedance based health monitoring techniques with a shape memory alloy (SMA) washer to restore the tension of the loosened bolt. The impedance-based structural health monitoring (SHM) techniques were used to detect loosened bolts in bolted-joints. By comparing electrical impedance signatures measured from a potentially damage structure with baseline data obtained from the pristine structure, the bolt loosening damage could be detected. An outlier analysis, using generalized extreme value (GEV) distribution, providing optimal decision boundaries, has been carried out for more systematic damage detection. Once the loosening damage was detected in the bolted joint, the external heater, which was bonded to the SMA washer, actuated the washer. Then, the heated SMA washer expanded axially and adjusted the bolt tension to restore the lost torque. Additionally, temperature variation due to the heater was compensated by applying the effective frequency shift (EFS) algorithm to improve the performance of the diagnostic results. An experimental study was conducted by integrating the piezoelectric material based structural health monitoring and the SMA-based active control function on a bolted joint, after which the performance of the smart 'self-monitoring and self-healing bolted joint system' was demonstrated.