• KSCE Journal of Civil and Environmental Engineering Research
• /
• v.38 no.2
• /
• pp.249-259
• /
• 2018

More than half of annual rainfall occurs in summer season in Korea due to its climate condition and geographical location. A frequency analysis is mostly adopted for designing hydraulic structure under the such concentrated rainfall condition. Among the various distributions, univariate Gumbel distribution has been routinely used for rainfall frequency analysis in Korea. However, the distributional changes in extreme rainfall have been globally observed including Korea. More specifically, the univariate Gumbel distribution based rainfall frequency analysis is often fail to describe multimodal behaviors which are mainly influenced by distinct climate conditions during the wet season. In this context, we purposed a Gumbel mixture distribution based rainfall frequency analysis with a Bayesian framework, and further the results were compared to that of the univariate. It was found that the proposed model showed better performance in describing underlying distributions, leading to the lower Bayesian information criterion (BIC) values. The mixed Gumbel distribution was more robust for describing the upper tail of the distribution which playes a crucial role in estimating more reliable estimates of design rainfall uncertainty occurred by peak of upper tail than single Gumbel distribution. Therefore, it can be concluded that the mixed Gumbel distribution is more compatible for extreme frequency analysis rainfall data with two or more peaks on its distribution.

• Proceedings of the Computational Structural Engineering Institute Conference
• /
• 2010.04a
• /
• pp.429-431
• /
• 2010

태풍 및 지형에 대한 컴퓨터 시뮬레이션과 기상관측자료에 대한 분석을 통해 장대교량의 가설위치에서 발생할 수 있는 풍환경을 분석하고 설계풍속을 산정하였다. 설계풍속의 산정은 내풍 설계를 위한 하중을 결정하는 과정으로 내풍설계의 기본이 되는 부분이다. 풍환경 분석 과정은 Monte Carlos(이하 MC) 태풍 시뮬레이션 분석, Gumbel 극치분석, CFD 지형효과 분석으로 구성된다. MC 태풍시뮬레이션 분석을 통해 태풍시기(6~10월)의 재현주기별 강풍발생빈도를 도출하였다. Gumbel 극치분석을 통해 인근의 기상관측자료로부터 전년도에 대한 재현주기별 강풍발생빈도를 도출하였다. CFD 지형효과 분석을 통해 분석대상지역의 주변지형으로 인한 풍속증감효과를 분석하였다. 각 결과를 종합하여 보수적인 재현주기별 설계풍속을 산정하였다.

• Journal of Korean Society of Coastal and Ocean Engineers
• /
• v.16 no.3
• /
• pp.130-141
• /
• 2004

For a coastal or harbor structure design, one of the most important environmental factors is the appropriate design wave condition. Especially, the information of deepwater wave height distribution is essential for reliability design. In this paper, a set of deep water wave data obtained from KORDI(2003) were analyzed for extreme wave heights. These wave data at 67 stations off the Korean coast from 1979 to 1998 were arranged in the 16 directions. The probability distributions considered in this research were the Weibull, the Gumbel, the Log-pearson Type-III, and Lognormal 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-of-fit tests were performed, and the assumed distribution was accepted at the confidence level 95%. Gumbel distribution which best fits to the 67 station was selected as the most probable parent distribution, and optimally estimated parameters and 50 year design wave heights were presented.

• Proceedings of the Korea Water Resources Association Conference
• /
• 2018.05a
• /
• pp.312-312
• /
• 2018

우리나라의 기후 지형적 특성에 따라 연강수량의 50% 이상이 여름철에 내리며 이러한 짧은 기간에 집중적으로 내리는 강수패턴 조건하에서 수공구조물 설계시 대부분 극치빈도분석을 활용한다. 우리나라의 경우 단일 Gumbel 분포를 활용한 극치빈도분석을 많이 이용한다. 하지만, 최근 이상기후로 인하여 전세계적으로 강수패턴의 특징이 급격히 변하고 있으며, 우리나라의 강수패턴 또한 바뀌어가고 있다. 연강수량의 대부분은 태풍과 장마로 인한 강수량으로 이루어져 있고, 일반적으로 두 개의 모집단으로 이루어진 형태를 보인다. 앞선 연구에서 두 개 이상의 첨두를 가지는 형태의 연최대강수량 자료에 대해 8개의 지속시간별(1, 2, 3, 6, 9, 12, 18, 24hr)로 Bayesian 기법의 단일 Gumbel 분포형과 혼합 Gumbel분포형 기반의 극치빈도분석 결과를 비교하였고, 혼합 Gumbel 분포형이 이중첨두 부분의 거동을 효과적으로 모의하는 것을 확인하였다. 본 연구에서는 이상기후로 인한 강수량의 특징의 급격한 변화에 일정한 패턴이 있음을 가정하고 이중첨두의 연 최대일강수량 자료에 대해 혼합 Gumbel 분포형 기반 비정상성 빈도분석을 실시하였다. 정상성 빈도분석과의 비교를 위해 확률분포의 매개변수 산정시 우도함수를 Bayesian 기법을 통해 산정하여 각 분포형의 Bayesian information criterion(BIC) 값을 비교하였다. 비정상성일 경우의 BIC 값이 정상성일 경우 보다 작게 산정되었고, 강수패턴이 경향성을 가지는 것으로 판단할 수 있었다. 비정상성 혼합 Gumbel 분포형 모델은 최근 급격한 강수패턴의 변화에 대한 대응책으로서 활용성이 높을 것으로 기대된다.

• Proceedings of the Korean Institute of Navigation and Port Research Conference
• /
• v.29 no.1
• /
• pp.245-251
• /
• 2005

When we design coastal and harbol facilities deepwater design wave and wind speed are the important design parameters. Especially, the analysis of these informations is a vital step for the point of disaster prevention. In this study, we made and an extreme value analysis using a series of deep water significant wave data arranged in the 16 direction and supplied by KORDI real-time wave information system ,and the wind data gained from Wan-Do whether Station 1978-2003. The probability distributions considered in this characteristic analysis were the Weibull, the Gumbel, the Log-Pearson Type III, the Normal, the Lognormal, and the Gamma distribution. The parameter for each distribution was estimated by three methods, i.e. the method of moments, the maximum likelihood, and the method of probability weight moments. Furthermore, probability distributions for the extreme data had been selected by using Chi-square and Kolmogorov-Smirnov test within significant level of 5%, i,e. 95% reliance level. From this study we found that Gumbel distribution is the most proper model for the deep water design wave height off the southwest coast of Korea. However the result shows that the proper distribution made for the selected site is varied in each extreme data set.

• Journal of Korean Society of Coastal and Ocean Engineers
• /
• v.20 no.5
• /
• pp.482-490
• /
• 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.

• KSCE Journal of Civil and Environmental Engineering Research
• /
• v.30 no.4B
• /
• pp.389-397
• /
• 2010

This study introduced a Bayesian based frequency analysis in which the statistical trend analysis for hydrologic extreme series is incorporated. The proposed model employed Gumbel 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 Gumbel distribution and trend 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. The proposed study showed advantage in assessing statistical significance of parameters associated with trend analysis through statistical inference utilizing derived posterior distributions.

• Journal of Korea Water Resources Association
• /
• v.43 no.4
• /
• pp.337-351
• /
• 2010

There is a growing dissatisfaction with use of conventional statistical methods for the prediction of extreme events. Conventional methodology for modeling extreme event consists of adopting an asymptotic model to describe stochastic variation. However asymptotically motivated models remain the centerpiece of our modeling strategy, since without such an asymptotic basis, models have no rational for extrapolation beyond the level of observed data. Also, this asymptotic models ignored or overestimate the uncertainty and finally decrease the reliability of uncertainty. Therefore this article provide the research example of the extreme rainfall event and the methodology to reduce the uncertainty. In this study, the Bayesian MCMC (Bayesian Markov Chain Monte Carlo) and the MLE (Maximum Likelihood Estimation) methods using a quadratic approximation are applied to perform the at-site rainfall frequency analysis. Especially, the GEV distribution and Gumbel distribution which frequently used distribution in the fields of rainfall frequency distribution are used and compared. Also, the results of two distribution are analyzed and compared in the aspect of uncertainty.

• Journal of Korean Society of Water and Wastewater
• /
• v.26 no.2
• /
• pp.321-329
• /
• 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.

• Proceedings of the Korea Water Resources Association Conference
• /
• 2017.05a
• /
• pp.399-400
• /
• 2017

홍수나 가뭄 등 극치 현상의 통계분석 및 빈도해석에 있어 극치분포형이 널리 사용되고 있으며, 이러한 극치분포형의 특성을 이해하기 위해서는 분포형의 오른쪽 꼬리(right tail) 부분 특성을 자세히 분석할 필요가 있다. 이에 따라 본 연구에서는 Monte Carlo 모의를 통하여 다양한 극치분포형의 오른쪽 꼬리 부분의 통계적 특성 및 그 예측 능력을 연구하였다. 극치분포형으로는 우리나라 확률수문량 산정에 널리 활용되고 있는 generalized extreme value (GEV), Gumbel, generalized logistic 분포를 사용하였으며, 매개변수 산정 방법으로는 확률가중모멘트법을 사용하였다. 모의실험의 모분포로는 수문빈도해석에서 많이 사용되는 GEV 분포를 사용하였고, 30년 이상 자료를 보유한 기상청 지점 자료의 왜곡도를 조사하여 모의실험에 사용되는 모집단의 왜곡도로 가정하여 표본 자료를 발생시켰다. 예측 능력의 평가는 재현기간 10~1000년의 확률수문량을 왜곡도계수를 고려한 GEV 도시위치공식을 이용하여 GEV 확률지에 도시하고, 평균제곱근오차(root mean square error), 편의(bias), 평균상대오차(mean relative difference), 평균절대상대오차(mean absolute relative difference)를 이용하여 최적 분포형을 선정함으로써 이루어진다. 또한 예측 능력 평가결과의 타당성 확인을 위해 극치분포형의 적합정도를 잘 나타낸다고 알려진 modified Anderson-Darling 방법의 검정결과와 비교하여 적절성을 확인하였다.