• Title/Summary/Keyword: Nonstationarity

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The performance evaluation of nonstationary index flood models (비정상성 홍수지수모형의 성능 평가)

  • Nam, Woosung;Kim, Sooyoung;Kim, Taereem;Heo, Jun-Haeng
    • Proceedings of the Korea Water Resources Association Conference
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    • 2015.05a
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    • pp.26-26
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    • 2015
  • 기후변화나 인위적인 요인 등에 의해 수문 자료에 비정상성(nonstationarity)이 나타나면서 정상성 가정 하에서 수행되는 빈도해석으로는 정확한 확률수문량 산정이 어려운 실정이다. 최근 이를 보완하기 위한 비정상성 빈도해석에 대한 연구가 진행되고 있고, 이와 더불어 비정상성 지역빈도 해석에 대한 관심도 높아지고 있다. 비정상성 지역빈도해석은 대개 홍수지수법(index flood method)을 기반으로 진행되고 있는데, 홍수지수와 성장곡선(growth curve)에 시간에 따른 변화를 고려하느냐의 여부에 따라 다양한 형태의 홍수지수모형이 적용되고 있다. 본 연구는 다양한 형태의 홍수지수모형의 성능을 평가하여 비정상성 자료에 적합한 형태를 선정하는 것을 목적으로 한다. 이를 위해 위치 매개변수가 시간에 따라 변화하는 비정상성 GEV 분포(GEV100)를 모분포로 하는 지점들로 지역들을 구성하고, Monte Carlo 모의를 통해 발생시킨 자료에 여러 형태의 홍수지수모형을 적용하여 각 모형의 성능을 평가하였다. 모의실험 결과 홍수 지수는 시간에 따른 변화가 없고, 성장곡선은 시간에 따라 변화하는 형태인 홍수지수모형이 다른 형태의 모형에 비해 대체로 더 정확한 확률수문량을 산정할 수 있는 것으로 나타났다. 또한 우리나라 기상청 관할 강우 관측 지점들 중 GEV100 분포가 적합한 것으로 선정된 지점들을 하나의 지역으로 구성하여 모의실험에서 적용한 것과 동일한, 여러 형태의 홍수지수모형을 적용한 결과 모의실험 결과와 일치하게 성장곡선에만 비정상성 고려된 홍수지수모형이 상대적으로 정확한 확률강우량을 산정하는 것으로 나타났다. 따라서 GEV100 모형 기반의 비정상성 지역빈도해석을 수행하기 위해서는 성장곡선만 시간에 따라 변화하는 홍수지수모형이 적합할 것으로 판단된다.

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A Development of Nonstationary Frequency Analysis Model using a Bayesian Multiple Non-crossing Quantile Regression Approach (베이지안 다중 비교차 분위회귀 분석 기법을 이용한 비정상성 빈도해석 모형 개발)

  • Uranchimeg, Sumiya;Kim, Yong-Tak;Kwon, Young-Jun;Kwon, Hyun-Han
    • Journal of Coastal Disaster Prevention
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    • v.4 no.3
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    • pp.119-131
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    • 2017
  • Global warming under the influence of climate change and its direct impact on glacial and sea level are known issue. However, there is a lack of research on an indirect impact of climate change such as coastal structure design which is mainly based on a frequency analysis of water level under the stationary assumption, meaning that maximum sea level will not vary significantly over time. In general, stationary assumption does not hold and may not be valid under a changing climate. Therefore, this study aims to develop a novel approach to explore possible distributional changes in annual maximum sea levels (AMSLs) and provide the estimate of design water level for coastal structures using a multiple non-crossing quantile regression based nonstationary frequency analysis within a Bayesian framework. In this study, 20 tide gauge stations, where more than 30 years of hourly records are available, are considered. First, the possible distributional changes in the AMSLs are explored, focusing on the change in the scale and location parameter of the probability distributions. The most of the AMSLs are found to be upward-convergent/divergent pattern in the distribution, and the significance test on distributional changes is then performed. In this study, we confirm that a stationary assumption under the current climate characteristic may lead to underestimation of the design sea level, which results in increase in the failure risk in coastal structures. A detailed discussion on the role of the distribution changes for design water level is provided.

ON THE COARSE-GRAINNING OF HYDROLOGIC PROCESSES WITH INCREASING SCALES

  • M. Levent Kavvas
    • Proceedings of the Korea Water Resources Association Conference
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    • 1998.05b
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    • pp.3-3
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    • 1998
  • In this pressentation it is argued that the heterogeneity of a hydrologic attribute which may seem to be nonstationary at one scale, may become stationary at a larger scale. The fundamental reason for transformation from nonstationarity to stationarity whith the increase in scale is the phenomenon of coarse-graining of the hydrologic processes with increasing scale. Due to the phenomenon of aliasing, a particular scale hydrologic process heterogeneity which is observed as a nonstationary process at that scale, may be observed as a stationary process at a higher(larger) scale whose size is bigger than the stationary extent of the lower scale heterogeneity. As one goes through a hierarchical sequence of larger and larger scales for observations, one would eliminate nonstationarities which emerge at some lower scales at the expense of losing information on the high frequency fluctuations of the lower scale heterogeneities which will no longer be observed at the larger sampling scales. We call this phenimenon as the "coarse-graining in hydrologic observations". In this presentation, it is also argued that by the coarse-graining of hydrologic processes due to the averaging and aliasing operations at increasing scales, the conservation laws corresponging to these scales may still be quite parsimonious, and need not be more complicated as the scales get larger. It is shown that shen a higher(larger) scale process is formed by averaging a lower(smaller) scale process in time or space, the high frequency components of the lower scale process will be eliminated by the averaging operation. Thereby, the resuliiting average hydrologic dynamics, free from the effects of the high frequency components of the lower scale process, can still be quite simple in form. This is demonstrated by means of some recent upscaling work on the solute teansport conservation equation for hetergeneous aquifers. By means of this solute transport example, it is also shown that for the ensemble average form of a hydrologic conservation equation to be equivalent to its volume-average form at any scale, the parameter functions of that conservation equation at the immediately lower scale must be ergodic.

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Processing and Quality Control of Flux Data at Gwangneung Forest (광릉 산림의 플럭스 자료 처리와 품질 관리)

  • Lim, Hee-Jeong;Lee, Young-Hee
    • Korean Journal of Agricultural and Forest Meteorology
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    • v.10 no.3
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    • pp.82-93
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    • 2008
  • In order to ensure a standardized data analysis of the eddy covariance measurements, Hong and Kim's quality control program has been updated and used to process eddy covariance data measured at two levels on the main flux tower at Gwangneung site from January to May in 2005. The updated program was allowed to remove outliers automatically for $CO_2$ and latent heat fluxes. The flag system consists of four quality groups(G, D, B and M). During the study period, the missing data were about 25% of the total records. About 60% of the good quality data were obtained after the quality control. The number of record in G group was larger at 40m than at 20m. It is due that the level of 20m was within the roughness sublayer where the presence of the canopy influences directly on the character of the turbulence. About 60% of the bad data were due to low wind speed. Energy balance closure at this site was about 40% during the study period. Large imbalance is attributed partly to the combined effects of the neglected heat storage terms, inaccuracy of ground heat flux and advection due to local wind system near the surface. The analysis of wind direction indicates that the frequent occurrence of positive momentum flux was closely associated with mountain valley wind system at this site. The negative $CO_2$ flux at night was examined in terms of averaging time. The results show that when averaging time is larger than 10min, the magnitude of calculated $CO_2$ fluxes increases rapidly, suggesting that the 30min $CO_2$ flux is influenced severely by the mesoscale motion or nonstationarity. A proper choice of averaging time needs to be considered to get accurate turbulent fluxes during nighttime.

A study on a tendency of parameters for nonstationary distribution using ensemble empirical mode decomposition method (앙상블 경험적 모드분해법을 활용한 비정상성 확률분포형의 매개변수 추세 분석에 관한 연구)

  • Kim, Hanbeen;Kim, Taereem;Shin, Hongjoon;Heo, Jun-Haeng
    • Journal of Korea Water Resources Association
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    • v.50 no.4
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    • pp.253-261
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    • 2017
  • A lot of nonstationary frequency analyses have been studied in recent years as the nonstationarity occurs in hydrologic time series data. In nonstationary frequency analysis, various forms of probability distributions have been proposed to consider the time-dependent statistical characteristics of nonstationary data, and various methods for parameter estimation also have been studied. In this study, we aim to introduce a parameter estimation method for nonstationary Gumbel distribution using ensemble empirical mode decomposition (EEMD); and to compare the results with the method of maximum likelihood. Annual maximum rainfall data with a trend observed by Korea Meteorological Administration (KMA) was applied. As a result, both EEMD and the method of maximum likelihood selected an appropriate nonstationary Gumbel distribution for linear trend data, while the EEMD selected more appropriate nonstationary Gumbel distribution than the method of maximum likelihood for quadratic trend data.

Intercomparison of Change Point Analysis Methods for Identification of Inhomogeneity in Rainfall Series and Applications (강우자료의 비동질성 규명을 위한 변동점 분석기법의 상호비교 및 적용)

  • Lee, Sangho;Kim, Sang Ug;Lee, Yeong Seob;Sung, Jang Hyun
    • Journal of Korea Water Resources Association
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    • v.47 no.8
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    • pp.671-684
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    • 2014
  • Change point analysis is a efficient tool to understand the fundamental information in hydro-meteorological data such as rainfall, discharge, temperature etc. Especially, this fundamental information to change points to future rainfall data identified by reasonable detection skills can affect the prediction of flood and drought occurrence because well detected change points provide a key to resolve the non-stationary or inhomogeneous problem by climate change. Therefore, in this study, the comparative study to assess the performance of the 3 change point detection skills, cumulative sum (CUSUM) method, Bayesian change point (BCP) method, and segmentation by dynamic programming (DP) was performed. After assessment of the performance of the proposed detection skills using the 3 types of the synthetic series, the 2 reasonable detection skills were applied to the observed and future rainfall data at the 5 rainfall gauges in South Korea. Finally, it was suggested that BCP (with 0.9 posterior probability) could be best detection skill and DP could be reasonably recommended through the comparative study. Also it was suggested that BCP (with 0.9 posterior probability) and DP detection skills to find some change points could be reasonable at the North-eastern part in South Korea. In future, the results in this study can be efficiently used to resolve the non-stationary problems in hydrological modeling considering inhomogeneity or nonstationarity.

An Adaptive Data Compression Algorithm for Video Data (사진데이타를 위한 한 Adaptive Data Compression 방법)

  • 김재균
    • Journal of the Korean Institute of Telematics and Electronics
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    • v.12 no.2
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    • pp.1-10
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    • 1975
  • This paper presents an adaptive data compression algorithm for video data. The coling complexity due to the high correlation in the given data sequence is alleviated by coding the difference data, sequence rather than the data sequence itself. The adaptation to the nonstationary statistics of the data is confined within a code set, which consists of two constant length cades and six modified Shannon.Fano codes. lt is assumed that the probability distributions of tile difference data sequence and of the data entropy are Laplacian and Gaussion, respectively. The adaptive coding performance is compared for two code selection criteria: entropy and $P_r$[difference value=0]=$P_0$. It is shown that data compression ratio 2 : 1 is achievable with the adaptive coding. The gain by the adaptive coding over the fixed coding is shown to be about 10% in compression ratio and 15% in code efficiency. In addition, $P_0$ is found to he not only a convenient criterion for code selection, but also such efficient a parameter as to perform almost like entropy.

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An Error Correction Model for Long Term Forecast of System Marginal Price (전력 계통한계가격 장기예측을 위한 오차수정모형)

  • Shin, Sukha;Yoo, Hanwook
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.22 no.6
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    • pp.453-459
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    • 2021
  • The system marginal price of electricity is the amount paid to all the generating units, which is an important decision-making factor for the construction and maintenance of an electrical power unit. In this paper, we suggest a long-term forecasting model for calculating the system marginal price based on prices of natural gas and oil. As most variables used in the analysis are nonstationary time series, the long run relationship among the variables should be examined by cointegration tests. The forecasting model is similar to an error correction model which consists of a long run cointegrating equation and another equation for short run dynamics. To mitigate the robustness issue arising from the relatively small data sample, this study employs various testing and estimating methods. Compared to previous studies, this paper considers multiple fuel prices in the forecasting model of system marginal price, and provides greater emphasis on the robustness of analysis. As none of the cointegrating relations associated with system marginal price, natural gas price and oil price are excluded, three error correction models are estimated. Considering the root mean squared error and mean absolute error, the model based on the cointegrating relation between system marginal price and natural gas price performs best in the out-of-sample forecast.