• 상하수도학회지
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• 제30권4호
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• pp.369-379
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• 2016

It was confirmed that the extreme value distribution model applies to probability of exceeding more than once a day monthly the facility capacities using data of daily maximum inflow rate for 7 wastewater treatment plant. The result of applying the extreme value model, A, D, E wastewater treatment plant has a problem compared to B, C, F, G wastewater treatment plant. but all the wastewater treatment plant has a problem except C, F wastewater treatment plant based 80% of facility capacity. In conclusion, if you make a standard in statistical aspects probability exceeding more than once a day monthly can be 'exceed day is less than a few times annually' or 'probability of exceeding more than once a day monthly is less than what percent'.

• 상하수도학회지
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• 제24권5호
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• pp.509-517
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• 2010

Statistical distribution of annual maximum rainfall intensity of 18 cities in Korea was analyzed and applied to the reliability model which can calculate the probability of performance failure of storm sewer. After the analysis, it was found that distribution of annual maximum rainfall intensity of 18 cities in Korea is well matched with Gumbel distribution. Rational equation was used to estimate the load and Manning's equation was used to estimate the capacity in reliability function to calculate the probability of performance failure of storm sewer. Reliability analysis was performed by developed model applying to the real storm sewer. It was found that probability of performance failure is abruptly increased if the diameter is smaller than certain size. Therefore, cleaning the inside of storm sewer to maintain the original diameter can be one of the best ways to reduce the probability of performance failure. In the present study, probability of performance failure according to accumulation of debris in storm sewer was calculated. It was found that increasing the amount of debris seriously decrease the capacity of storm sewer and significantly increase the probability of performance failure.

• 한국해안·해양공학회논문집
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• 제26권1호
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• pp.16-24
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• 2014

극치해상 풍속 산정을 위해서는 장기 관측자료가 반드시 필요하다. 그러나, 해상에서의 장기 관측 자료를 확보하기란 거의 불가능하다. 따라서 해상 바람 조건을 분석하기 위해 태풍 모의 기법이 널리 이용되어 진다. 본 연구에서는 Holland(1980) model을 이용하여 1978년부터 2012년까지(35년간) 한반도 서해안 지역에 영향을 미친 총 74개 태풍에 대해서 태풍 모의를 하였다. 그 결과, BOLAVEN(1215)에 의한 HeMOSU-1의 100 m 고도 최대풍속은 49.02 m/s로서 35년간 가장 영향을 크게 미친 태풍으로 나타났다. 한편, 모의 결과는 서해안 지역에 설치 된 HeMOSU-1의 관측치(MUIFA, BOLAVEN, SANBA)와 비교하였다. 그리고 재현주기별 극치 풍속을 예측하기 위해 한반도 서해안 4개 지점(HeMOSU-1, 군산, 목포, 제주)의 35개 연 최대 풍속 자료에 Gumbel 분포형을 적용하였다. HeMOSU-1 지점의 해상 100 m 높이에서의 50년 빈도 설계풍속 값은 50 m/s, 100년 빈도 설계풍속 값은 54.92 m/s로 나타났으며, BOLAVEN 풍속이 50년 빈도 풍속에 해당되었다.

• 한국수자원학회논문집
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• 제51권5호
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• pp.395-404
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• 2018

본 연구에서는 미계측 도시유역의 수공구조물 설계기준의 불확실성을 검토하기 위해 과거관측자료(S0)를 기준으로 상세화 기법(downscaling) 및 편의보정(bias correlation)을 통해 생산된 RCP 4.5 기후시나리오 HadGEM3-RA (RCM)모델을 이용하여 S1 (2017~2046년), S2 (2047~2076년), S3 (2077~2100년) 기간의 확률강우량의 변화를 평가하고, 도시유출모형을 이용하여 최대첨두홍수량을 산정하고 기후변화 기간별 영향을 분석하였다. 이때 확률분포형은 Gumbel, 매개변수 추정은 최우도법(ML)을 사용하였다. 평가 결과 대부분의 도시배수시설물 설계빈도인 10년 빈도의 경우 3사분위값을 기준으로 50년 미래를 가정할 경우에는 약 10%, 70년 이상의 미래를 가정할 경우에는 약 20%의 확률 홍수량 증가가 예상되었다. 이러한 결과는 현재를 기준으로 설정된 설계홍수량으로 설치된 도시배수시설물이 미래에는 설계기준에 미달하는 시설물이 될 수 있다는 것을 의미하며, 기후변화에 대응 위해서 설계기준에 시설물의 내구연한을 고려한 미래 기후상태를 반영해야할 것으로 판단된다.

• 대한기계학회논문집A
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• 제27권7호
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• pp.1138-1145
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• 2003

In this paper, a study on the dynamic behavior and lubrication characteristics of a reciprocating compression mechanism used in small refrigeration compressor is performed. In the problem formulation of the compressor dynamics, the viscous frictional force between piston and cylinder wall is considered in order to determine the coupled dynamic behaviors of piston and crankshaft. The solutions of the equations of motion of the reciprocating mechanism along with the time dependent Reynolds equations for the lubricating film between piston and cylinder wall and oil films of the journal bearings are obtained simultaneously. The hydrodynamic forces of journal bearings are calculated using finite bearing model and Gumbel boundary condition. And, a Newton-Raphson procedure was employed in solving the nonlinear equations of piston and crankshaft. The results explored the effects of design parameters on the stability and lubrication characteristics of the compression mechanism.

• Communications for Statistical Applications and Methods
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• 제17권4호
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• pp.493-505
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• 2010

Developing a test for independence of random variables X and Y against the alternative has an important role in statistical inference. Kochar and Gupta (1987) proposed a class of tests in view of Block and Basu (1974) model and compared the powers for sample sizes n = 8, 12. In this paper, we evaluate Kochar and Gupta (1987) class of tests for testing independence against quadrant dependence in absolutely continuous bivariate Farlie-Gambel-Morgenstern distribution, via a simulation study for sample sizes n = 6, 8, 10, 12, 16 and 20. Furthermore, we compare the power of the tests with that proposed by G$\ddot{u}$uven and Kotz (2008) based on the asymptotic distribution of the test statistics.

• Management Science and Financial Engineering
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• 제20권2호
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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.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2010년도 학술발표회
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• pp.571-575
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• 2010

Drought is a natural hazard with different properties that are usually dependent to each other. Therefore, a multivariate model is often used for drought frequency analysis. The Copula based bivariate drought severity and duration frequency analysis is applied in the current study in order to show the effect of tail behavior of drought severity and duration on the selection of a copula function for drought bivariate frequency analysis. Four copula functions, namely Clayton, Gumbel, Frank and Gaussian, were fitted to drought data of four stations in Iran and Canada in different climate regions. The drought data are calculated based on standardized precipitation index time series. The performance of different copula functions is evaluated by estimating drought bivariate return periods in two cases, [$D{\geq}d$ and $S{\geq}s$] and [$D{\geq}d$ or $S{\geq}s$]. The bivariate return period analysis indicates the behavior of the tail of the copula functions on the selection of the best bivariate model for drought analysis.

• The Journal of Asian Finance, Economics and Business
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• 제8권4호
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• pp.55-67
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• 2021

This study aims to measure the lower tail dependence as risk contagion from the U.S. economy to 18 developing countries affecting FDI inflows using time-series data from 2005 to 2019. Firstly, we utilize four dynamic copula models, namely, Student-t, Clayton, rotated survival Gumbel, and rotated survival Joe, to measure the tail dependence structure between the U.S. and each developing country's real GDP growth. Secondly, we use the regression model to explore the contagion effects on FDI inflows. The results show that there is evidence of the tail dependence between the U.S and developing economies, indicating the presence of the contagion effects. Primarily, we observe that the degree of contagion effects of the global financial crisis varies across countries; a strong impact is observed in Chinese, South African, Russian, Colombian, and Mexican economic growth. Furthermore, we found significant contagion risk affecting FDI inflows positively in China, Indonesia, Columbia, Morocco, and negatively in the Philippines, Bulgaria, and South Africa. This study demonstrates the usefulness of the copulas model in terms of examining contagion. Our findings shed light on the influence of sound policies and regulations to cope with both positive and negative consequences of the contagion on the capital movement.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2012년도 학술발표회
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• pp.461-461
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• 2012

본 연구는 서울 지점의 목표연도(2040, 2070, 2100년)별 재현기간에 따른 확률강수량을 산정하기 위해 지속시간 24시간에 대한 연 최대 강수량 자료를 구축하여 비정상성 빈도해석을 수행하였다. 연 최대강수량 자료를 이용해 초기 20년을 기준으로 1년씩 추가한 연 최대 강수량 누적 자료를 구축한 후, 누적 기간별 자료의 평균, 위치매개변수, 축척매개변수를 산정하였다. Gumbel 분포를 이용해 비정상성 빈도해석을 실시하였으며, 각 매개변수의 경우 확률가중모멘트법을 이용해 산정하였다. 산정된 누적평균 강수량과 연도와의 선형회귀분석을 실시한 방법뿐만 아니라 서울 지점이 속한 한강유역의 전 지점들을 이용한 유역의 누적평균 강수량 자료에 대하여 연도와의 Logsitic 회귀분석 및 Power Model을 이용해 서울 지점의 목표연도별 누적평균 강수량을 산정하였고 이를 통해 목표연도별 위치매개변수 및 축척매개변수를 구해 목표연도별 재현기간에 따른 확률강수량을 산정하였다. 선형회귀분석을 이용한 비정상성 빈도해석의 경우, 목표연도가 증가함에 따라 선형적인 증가에 의해 매우 높은 누적평균 강수량이 나타나 확률강수량의 경우에도 정상성임을 가정한 확률강수량에 비해 매우 높게 나타나 타당한 확률강수량이라 함에 한계가 있음을 보였다. 유역의 평균거동과 Logistic 회귀분석을 실시하여 확률강수량을 산정하였을 때에는, 선형 회귀분석에 비해 정상성임을 가정한 확률강수량보다 크게 증가하지 않고 비교적 안정적인 증가가 나타났다. 하지만 Logistic 회귀분석을 이용한 누적평균 강수량 산정에 있어서 목표연도 2040년에 도달하기 전에 미리 수렴하는 형태를 보여 모든 목표연도의 확률강수량이 동일한 값을 가지는 한계가 나타났다. 한강 유역의 평균거동과 Power Model을 이용한 비정상성 빈도해석의 경우, 선형회귀분석 및 Logistic 회귀분석을 통한 비정상성 빈도해석에서 나타난 문제점을 보완할 수 있는 확률강수량이 나타남을 보였다.