• 한국해안해양공학회:학술대회논문집
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• 한국해안해양공학회 1996년도 정기학술강연회 발표논문 초록집
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• pp.42-44
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• 1996

Recently due to repeatedly occurrence of flood, a lot of Chinese cities accept new design criteria for their protective project Most of them calculated by a certain type of probability distribution. In order to meet the demand of development economy the return period of design criteria is changed more longer and longer even 1000years, but the data which the calculation dependent on is only about 30-40 years. (omitted)

• Communications for Statistical Applications and Methods
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• 제31권1호
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• pp.65-85
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• 2024

The tail probability of a function of a multivariate random variable is not easy to estimate by the crude Monte Carlo simulation. When the occurrence of the function value over a threshold is rare, the accurate estimation of the corresponding probability requires a huge number of samples. When the explicit form of the cumulative distribution function of each component of the variable is known, the inverse transform likelihood ratio method is directly applicable scheme to estimate the tail probability efficiently. The method is a type of the importance sampling and its efficiency depends on the selection of the importance sampling distribution. When the cumulative distribution of the multivariate random variable is represented by a copula and its marginal distributions, we develop an iterative algorithm to find the optimal importance sampling distribution, and show the convergence of the algorithm. The performance of the proposed scheme is compared with the crude Monte Carlo simulation numerically.

• Wind and Structures
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• 제19권5호
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• pp.467-480
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• 2014

The estimation of wind speed values used in codes and standards is an integral part of the wind load evaluation process. In a number of codes and standards, wind speeds outside of tropical cyclone prone regions are estimated using a single probability distribution developed from observed wind speed data, with no distinction made between the types of causal wind hazard (e.g., thunderstorm). Non-tropical cyclone wind hazards (i.e., thunderstorm, non-thunderstorm) have been shown to possess different probability distributions and estimation of non-tropical cyclone wind speeds based on a single probability distribution has been shown to underestimate wind speeds. Current treatment of non-tropical cyclone wind hazards in worldwide codes and standards is touched upon in this work. Meteorological data is available at a considerable number of United States (U.S.) stations that have information on wind speed as well as the type of causal wind hazard. In this paper, probability distributions are fit to distinct storm types (i.e., thunderstorm and non-thunderstorm) and the results of these distributions are compared to fitting a single probability distribution to all data regardless of storm type (i.e., co-mingled). Distributions fitted to data separated by storm type and co-mingled data will also be compared to a derived (i.e., "mixed") probability distribution considering multiple storm types independently. This paper will analyze two extreme value distributions (e.g., Gumbel, generalized Pareto). It is shown that mixed probability distribution, on average, is a more conservative measure for extreme wind speed estimation. Using a mixed distribution is especially conservative in situations where a given wind speed value for either storm type has a similar probability of occurrence, and/or when a less frequent storm type produces the highest overall wind speeds. U.S. areas prone to multiple non-tropical cyclone wind hazards are identified.

• 한국해안·해양공학회논문집
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• 제24권5호
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• pp.305-318
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• 2012

직립 케이슨 방파제에 대한 기존의 성능설계법은 임의의 시간 동안의 평균활동량을 산정하지만 허용활동량을 최초로 초과하는 사건의 발생확률(최초통과확률)은 계산하지 못한다. 설계자는 구조물이 최초로 피해를 입을 확률에 대한 정보를 구조물의 설계 단계뿐 아니라 관리 및 운영에서도 필요로 한다. 따라서 본 연구에서는 케이슨 활동의 최초통과확률을 산정하기 위해 확률과정에 기반한 시간의존 신뢰성 설계법을 개발하였다. 방파제의 활동을 일으키는 폭풍파는 발생 시간과 강도의 임의성의 특징이 있기 때문에 Poisson spike process를 사용하여 케이슨 활동을 정식화할 수 있다. 여기서 방파제의 활동을 일으키는 폭풍파의 발생률은 활동량분포함수와 폭풍파의 평균발생률로 표현된다. 성능설계법으로 모의된 이들은 설계변수들의 다변량 회귀함수로 나타내진다. 결과적으로 활동량분포함수와 폭풍파의 평균발생률은 유의파고, 케이슨 폭, 수심의 함수로 표현되어 케이슨 활동에 대한 최초통과확률을 손쉽게 산정할 수 있다.

• 전자공학회논문지B
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• 제28B권9호
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• pp.692-703
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• 1991

A Korean word is composed of syllables. A Korean syllable is regarded as a random variable according to its probabilistic property in occurrence. A Korean syllable is divided into 'choseong', 'jungseong', and 'jongseong' which are regarded as random variables. We can consider teh conditional probatility of syllable as an index which represents the occurrence correlation between syllables in Korean words. Since the number of syllables is enormous, we use the conditional probability of a' choseong', a 'jungseong', and a 'jongseong' between syllables as an index which represents the occurrence correlation between syllables in Korean words. The length distribution of Korean woeds is computed according to frequency and to kind. Form the cumulative frequency of a Korean syllable computed from multi-syllable Korean woeds, all probabilities and conditiona probabilities are computed for the three random variables. The conditional probabilities of 'choseong'- 'choseong', 'jungseong'- 'jungseong', 'jongseong'-'jongseong', 'jongseong'-'choseong' between adjacent syllables in multi-syllable Korean woeds are computed.

• 한국해양공학회지
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• 제15권3호
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• pp.20-27
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• 2001

After using the filtering method, wave parameters are calculated by the spectral analysis and wave by wave analysis. Extreme environments and higher wave characteristics int he Chujeon Sea are analyzed using the observed wave data. Higher wave has been intensely emphasized as an important environmental force parameter in several recent research works. The aims of this study are to summarize the distribution of extreme environment for wind waves, and to find occurrence probability of higher wave in Chujeon Sea. Ocean wave statistics varying with sea state are found to respond linearly to the spectral peakedness parameter Qp, mean run-length and Ursell number. Although the spreading of the field results is large, it may be concluded that the tendency of wave group formation depends on the spectral peakedness parameter Qp. Extreme wave is estimated to apply various model distribution functions by using the monthly maximum significant wave parameters which can be used to the design and analysis of coastal structures.

• 한국수자원학회논문집
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• 제33권5호
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• pp.519-526
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• 2000

본 연구는 서울지점의 연강수량 기록 중 1900년을 전후한 장기 건조기와 같이 연속적으로 발생하는 과우해에 대해 주목하고, 이와같이ㅣ 연속된 과유해의 재현 가능성을 살펴보는 것을 목적으로 한다. 과우해의 기준으로는 과우해의 발생에 독립성이 보장되도록 포아송 분포를 따르는 수준으로 결정하였으며, 평균-0.5표준편차의 절단수준에서는 대략 99%의 유의수준에서, 평균-0.75표준편차 및 그 이하의 절단수준에 대해서는 95%의 유의수준에서 포아송 분포를 만족시키는 것으로 나타났다. 이러한 절단수준에 대해 1900년 전후로 나타나는 장기 건조기는 단지 4년 연속의 과우해 등으로 분리되게 된다. 이와 같이 결정된 절단수준에 대해 연속된 과우해의 발생확률은 포아송 과정을 적용하여 추정하였으며, 그 결과 평균-0.75표준편차 및 그 이하의 절단수준에 대해서는 관측치와 계산치가 유사하게 나타남을 파악할 수 있었다. 특히, 아주 낮은 절단수준인 평균-1.0표준편차의 경우 연속된 과우해의 발생확률은 1900년을 전후로 한 장기건조기의 전반부 (조선시대 측우기 기록)보다 후반부 (근대관측기록)에 작게 나타나고 있어 장기 건조기의 발생 가능성은 근대에 들어 줄어들고 있음도 파악할 수 있었다.

• 한국정보통신학회논문지
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• 제20권4호
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• pp.833-839
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• 2016

본 논문에서는 효율적인 접합 영상 검출을 위한 마르코프 천이 및 동시발생 확률에 대한 선택적 특징 추출 방법을 제안한다. 제안하는 방법에서는 이산 코사인 변환 영역에서 블록간 계수의 차이를 이용하여 특징들을 구성하고, 특징들의 각 위치에서 원 영상과 접합영상의 특징 분포의 상이성을 확인하기 위해 Kullback-Leibler 수렴값을 구한다. 이를 바탕으로, 마르코프 확률 특징과 동시발생 확률 특징 가운데 해당 위치에서 가장 큰 차이값을 갖는 특징을 선택하여 최종 특징으로 선택하고, SVM 분류기를 이용하여 학습 및 테스트한 후 그 유효성을 판별한다. 실험 결과를 바탕으로 제안하는 방법이 기존의 방법보다 제한된 특징수로 높은 영상접합 조작 결과를 보임을 확인하였다.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2012년도 학술발표회
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• pp.258-258
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• 2012

In frequency analyses of hydrological data, it is necessary for the interested variables to be homogenous and independent. However, recent evidences have shown that the occurrence of extreme hydro-meteorological events is influenced by large-scale climate variability, and the assumption of homogeneity does not generally hold anymore. Therefore, in order to associate the non-homogenous characteristics of hydro-meteorological variables, we propose the parameter estimation method of probability models using meta-heuristic algorithms, specifically harmony search. All the weather stations in South Korea were employed to demonstrate the performance of the proposed approaches. The results showed that the proposed parameter estimation method using harmony search is a comparativealternative for the probability distribution of the non-homogenous hydro-meteorological variables data.

• 한국해양공학회:학술대회논문집
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• 한국해양공학회 2006년 창립20주년기념 정기학술대회 및 국제워크샵
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• pp.127-134
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• 2006

Based on a weakly non-Gaussian theory the occurrence probability of freak waves is formulated in terms of the number of waves in a time series and the surface elevation kurtosis. Finite kurtosis gives rise to a significant enhancement of freak wave generation in comparison with the linear narrow banded wave theory. For fixed number of waves, the estimated amplification ratio of freak wave occurrence due to the deviation from the Gaussian theory is 50% - 300%. The results of the theory are compared with laboratory and field data.