• Wind and Structures
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• v.19 no.2
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• pp.169-184
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• 2014

This paper presents a method of estimation of extreme wind. Assuming the extreme wind follows the Gumbel distribution, it is modeled through fitting an exponential function to the numbers of storms over different thresholds. The comparison between the estimated results with the Improved Method of Independent Storms (IMIS) shows that the proposed method gives reliable estimation of extreme wind. The proposed method also shows its advantage on the insensitiveness of estimated results to the precision of the data. The volume of extreme storms used in the estimation leads to more than 5% differences in the estimated wind speed with 50-year return period. The annual rate of independent storms is not a significant factor to the estimation.

• Water for future
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• v.5 no.2
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• pp.30-43
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• 1972

The paper describes on the hydrologic analysis of point rainfall data of the three major areas, such as in Seoul, Pusan and Taegu. Scheme of the paper is analyzed five research cases. Contents of the analysis are carried out five kinds of transformed variables for determination of rainfall distribution types and two kinds of reliability tests on unusual(extraordinary) values each rainfall durations:short durations, long durations, long durations, monthly and yearly. Rainfall depth probability had been computed methods of hydrologic amounts analysis namely logarithmic transformations or Gumbel-Chow method and so on, but in this paper it is calculated log xi, n-square root transformations by using normal distribution function and normalization of rainfall distributions is examined graphical tests and $X^2-test$(chi-square test). Furthermore, rainfall depth probability is calculated taking into account the safty factors of project life of hydraulic structures. We think it is advanced contents that considering priceless experiences, the life of structures, conditions and more problems of planning engineers and designers, proposed rainfall amounts(proposed values) are presented charts or figures.

• Water Engineering Research
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• v.2 no.1
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• pp.1-10
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• 2001

The frequency analyses for the precipitation data in Korea were performed. We used daily maximum series, monthly maximum series, and annual series. For nonparametric frequency analyses, variable kernel estimators were used. Nonparametric methods do not require assumptions about the underlying populations from which the data are obtained. Therefore, they are better suited for multimodal distributions with the advantage of not requiring a distributional assumption. In order to compare their performance with parametric distributions, we considered several probability density functions. They are Gamma, Gumbel, Log-normal, Log-Pearson type III, Exponential, Generalized logistic, Generalized Pareto, and Wakeby distributions. The variable kernel estimates are comparable and are in the middle of the range of the parametric estimates. The variable kernel estimates show a very small probability in extrapolation beyond the largest observed data in the sample. However, the log-variable kernel estimates remedied these defects with the log-transformed data.

• Management Science and Financial Engineering
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• v.20 no.2
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• pp.27-31
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• 2014

This paper studies the assortment optimization problem in online retailing by using a multinomial logit model in order to take consumer choice behavior into account. We focus on two unique features of online purchase behavior: first, there exists increased amount of uncertainty (e.g., size and color of merchandize) in online shopping as customers cannot experience merchandize directly. This uncertainty is captured by the scale parameter of a Gumbel distribution; second, online shopping entails unique shopping-related disutility (e.g., waiting time for delivery and security concerns) compared to offline shopping. This disutility is controlled by the changes in the observed part of utility function in our model. The impact of changes in uncertainty and disutility on the expected profit does not exhibit obvious structure: the expected profit may increase or decrease depending on the assortment. However, by analyzing the structure of the optimal assortment based on convexity property of the profit function, we show that the cardinality of the optimal assortment decreases and the maximum expected profit increases as uncertainty or disutility decreases. Therefore, our study suggests that it is important for managers of online retailing to reduce uncertainty and disutility involved in online purchase process.

• Journal of Korean Society of Water and Wastewater
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• v.22 no.6
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• pp.609-617
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• 2008

Water pipes are supposed to deliver the predetermined demand safely to a certain point in water distribution system. However, pipe burst or crack can be happened due to so many reasons such as the water hammer, natural pipe ageing, external impact force, soil condition, and various environments of pipe installation. In the present study, the reliability model which can calculate the probability of pipe breakage was developed regarding unsteady effect such as water hammer. For the reliability model, reliability function was formulated by Barlow formula. AFDA method was applied to calculate the probability of pipe breakage. It was found that the statistical distribution for internal pressure among the random variables of reliability function has a good agreement with the Gumbel distribution after unsteady analysis was performed. Using the present model, the probability of pipe breakage was quantitatively calculated according to random variables such as the pipe diameter, thickness, allowable stress, and internal pressure. Furthermore, it was found that unsteady effect significantly increases the probability of pipe breakage. If this reliability model is used for the design of water distribution system, safe and economical design can be accomplished. And it also can be effectively used for the management and maintenance of water distribution system.

• Wind and Structures
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• v.25 no.3
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• pp.261-282
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• 2017

The probabilistic information of directional extreme wind speeds is important for precisely estimating the design wind loads on structures. A new joint probability distribution model of directional extreme wind speeds is established based on observed wind-speed data using multivariate extreme value theory with the t-Copula function in the present study. At first, the theoretical deficiencies of the Gaussian-Copula and Gumbel-Copula models proposed by previous researchers for the joint probability distribution of directional extreme wind speeds are analysed. Then, the t-Copula model is adopted to solve this deficiency. Next, these three types of Copula models are discussed and evaluated with Spearman's rho, the parametric bootstrap test and the selection criteria based on the empirical Copula. Finally, the extreme wind speeds for a given return period are predicted by the t-Copula model with observed wind-speed records from several areas and the influence of dependence among directional extreme wind speeds on the predicted results is discussed.

• 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.

• Proceedings of the Korea Water Resources Association Conference
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• 2023.05a
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• pp.160-160
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• 2023

Generally, Global Climate Models (GCM) cannot be used directly due to their inherent error arising from over or under-estimation of climate variables compared to the observed data. Several bias correction methods have been devised to solve this problem. Most of the traditional bias correction methods are one dimensional as they bias correct the climate variables separately. One such method is the Quantile Mapping method which builds a transfer function based on the statistical differences between the GCM and observed variables. Laux et al. introduced a copula-based method that bias corrects simulated climate data by employing not one but two different climate variables simultaneously and essentially extends the traditional one dimensional method into two dimensions. but it has some limitations. This study uses objective functions to address specifically, the limitations of Laux's methods on the Quantile Mapping method. The objective functions used were the observed rank correlation function, the observed moment function and the observed likelihood function. To illustrate the performance of this method, it is applied to ten GCMs for 20 stations in South Korea. The marginal distributions used were the Weibull, Gamma, Lognormal, Logistic and the Gumbel distributions. The tested copula family include most Archimedean copula families. Five performance metrics are used to evaluate the efficiency of this method, the Mean Square Error, Root Mean Square Error, Kolmogorov-Smirnov test, Percent Bias, Nash-Sutcliffe Efficiency and the Kullback Leibler Divergence. The results showed a significant improvement of Laux's method especially when maximizing the observed rank correlation function and when maximizing a combination of the observed rank correlation and observed moments functions for all GCMs in the validation period.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.29 no.5B
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• pp.441-452
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• 2009

This paper describes the evaluation technique for climate change effect on daily precipitation frequency using daily precipitation generator that can use outputs of the climate model offered by IPCC DDC. Seoul station of KMA was selected as a study site. This study developed daily precipitation generation model based on two-state markov chain model which have transition probability, scale parameter, and shape parameter of Gamma-2 distribution. Each parameters were estimated from regression analysis between mentioned parameters and monthly total precipitation. Then the regression equations were applied for computing 4 parameters equal to monthly total precipitation downscaled by K-NN to generate daily precipitation considering climate change. A2 scenario of the BCM2 model was projected based on 20c3m(20th Century climate) scenario and difference of daily rainfall frequency was added to the observed rainfall frequency. Gumbel distribution function was used as a probability density function and parameters were estimated using probability weighted moments method for frequency analysis. As a result, there is a small decrease in 2020s and rainfall frequencies of 2050s, 2080s are little bit increased.

• Wind and Structures
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• v.19 no.6
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• pp.623-647
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• 2014

In this paper, a probability distribution which is consistent with the observed phenomenon at the roof corner and, also on other portions of the roof, of a low-rise building is proposed. The model is consistent with the choice of probability density function suggested by the statistical thermodynamics of open systems and turbulence modelling in fluid mechanics. After presenting the justification based on physical phenomenon and based on statistical arguments, the fit of alpha-stable distribution for prediction of extreme negative wind pressure coefficients is explored. The predictions are compared with those actually observed during wind tunnel experiments (using wind tunnel experimental data obtained from the aerodynamic database of Tokyo Polytechnic University), and those predicted by using Gumbel minimum and Hermite polynomial model. The predictions are also compared with those estimated using a recently proposed non-parametric model in regions where stability criterion (in skewness-kurtosis space) is satisfied. From the comparisons, it is noted that the proposed model can be used to estimate the extreme peak negative wind pressure coefficients. The model has an advantage that it is consistent with the physical processes proposed in the literature for explaining large fluctuations at the roof corners.