• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2004년도 학술발표회
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• pp.595-598
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• 2004

This research seeks to derive the design rainfalls through the L-moment with the test of homogeneity, independence and outlier of data on annual maximum daily rainfall at 38 rainfall stations in Korea. To select the appropriate distribution of annual maximum daily rainfall data by the rainfall stations, Generalized Extreme Value (GEV), Generalized Logistic (GLO), Generalized Pareto (GPA), Generalized Normal (GNO) and Pearson Type 3 (PT3) probability distributions were applied and their aptness were judged using an L-moment ratio diagram and the Kolmogorov-Smirnov (K-S) test. Parameters of appropriate distributions were estimated from the observed and simulated annual maximum daily rainfall using Monte Carlo techniques. Design rainfalls were finally derived by GEV distribution, which was proved to be more appropriate than the other distributions.

• Ocean Systems Engineering
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• 제4권4호
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• pp.293-308
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• 2014

Unlike the traditional displacement type vessels, the high speed planing crafts are supported by the lift forces which are highly non-linear. This non-linear phenomenon causes their motions in an irregular seaway to be non-Gaussian. In general, it may not be possible to express the probability distribution of such processes by an analytical formula. Also the process might not be stationary or ergodic in which case the statistical behavior of the motion to be constantly changing with time. Therefore the extreme values of such a process can no longer be calculated using the analytical formulae applicable to Gaussian processes. Since closed form analytical solutions do not exist, recourse is taken to fitting a distribution to the data and estimating the statistical properties of the process from this fitted probability distribution. The peaks over threshold analysis and fitting of the Generalized Pareto Distribution are explored in this paper as an alternative to Weibull, Generalized Gamma and Rayleigh distributions in predicting the short term extreme value of a random process.

• 디지털산업정보학회논문지
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• 제7권2호
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• pp.1-8
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• 2011

In this study, software products developed in the course of testing, software managers in the process of testing software test and test tools for effective learning effects perspective has been studied using the NHPP software. The finite failure non-homogeneous Poisson process models presented and the life distribution applied extreme distribution which used to find the minimum (or the maximum) of a number of samples of various distributions. Software error detection techniques known in advance, but influencing factors for considering the errors found automatically and learning factors, by prior experience, to find precisely the error factor setting up the testing manager are presented comparing the problem. As a result, the learning factor is greater than automatic error that is generally efficient model could be confirmed. This paper, a numerical example of applying using time between failures and parameter estimation using maximum likelihood estimation method, after the efficiency of the data through trend analysis model selection were efficient using the mean square error.

• 응용통계연구
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• 제9권1호
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• pp.165-177
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• 1996

제한된 t 분포로부터의 난수 생성은 특히 베이지안 분석에서 제한이 있는 모수의 사후밀도함수를 추정하기 위하여 몬테카를로 적분을 하는 경우 등에 필요하다. 그런데 제한영역이 t분포의 극단 꼬리부분으로 주어졌을 때 기존의 난수생성기법의 적용은 매우 비효율적이 될 수 있다. 본 논문에서는 난수생성 알고리즘을 제시하과 기존의 기법들과 시뮬레이션을 통하여 효율을 비교하였다.

• 한국지역지리학회지
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• 제21권2호
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• pp.394-410
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• 2015

본 연구에서는 우리나라의 극한고온, 극한저온, 극한강수의 발생 빈도 및 규모를 지역별로 분석하고 이에 대한 기후지역을 구분하였다. 열대일수는 해안보다 내륙에서 많았고, 서리일수는 고도와 위도의 특성이 잘 나타났다. 호우 일수는 남해안과 제주도에서 많았고, 경상북도 일대에서 적게 나타났다. 이후 주성분 분석과 군집분석을 통해 연구기간의 전 후반기 시기별 변화와 최근 30년 평균(1981~2010년)에 대한 극한기후지수에 대한 기후지역을 구분하였다. 열대일수의 경우 남북 방향으로 구분된 특징을 보였으며, 서리일수는 동해안 및 서해안, 제주도가 하나의 지역으로 구분되었고 호우일수는 경기도 및 강원도 이남 지역에서 동서 방향으로 구분된 특징을 보였다. 본 연구를 통하여 다양한 분야에서 기후변화 적응 및 완화에 대한 대응체계 마련에 도움이 될 것으로 기대된다.

• 전기전자학회논문지
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• 제15권1호
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• pp.43-48
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• 2011

본 연구에서는 소프트웨어 제품을 개발하여 테스팅을 거친 후 사용자에게 인도하는 시기를 결정하는 방출문제에 대하여 연구되었다. 무한고장수를 가진 비동질적인 포아송 과정에 기초하고 수명분포는 최소 및 최대값을 적합 시키는데 효율성을 가진 극값 분포를 이용한 최적 방출시기에 관한 문제를 제시하여 소프트웨어 요구 신뢰도를 만족시키고 소프트웨어 개발 및 유지 총비용을 최소화 시키는 최적 소프트웨어 방출 정책에 대하여 논의 되었다. 본 논문의 수치적인 예에서는 고장 간격 시간 자료를 적용하여 기존의 로그 포아송 실행시간 모형과 로그 파우어 모형의 대안으로서 극값 분포모형이 또 하나의 대안이 될 수 있음을 입증하였다.

• Wind and Structures
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• 제37권2호
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• pp.153-161
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• 2023

Wind speed data from Nepal and adjoining countries have been analyzed to estimate an extreme wind speed climatology for the region. Previously wind speed information for Nepal was adopted from the Indian National Standard and applied to two orographically different regions: above and below 3000 m elevation respectively. Comparisons of the results of this analysis are made with relevant codes and standards. The study confirms that the assigned basic wind speed of 47 m/s for the plains and hills of Nepal (below 3000 m) is appropriate, however, data to substantiate a basic wind speed of 55 m/s above 3000 m is unavailable. Using a composite analysis of 15 geographically similar stations, the study also generated 435 years of annual maxima wind data and fitted them to Type I and Type III extreme value distributions. The results suggest that Type III distribution may better represent the data. The findings are also consistent with predictions made by Holmes and Weller (2002) and to a certain extent those of Sarkar et al. (2014), but lower than the analysis undertaken by Lakshmanan et al. (2009) for northern India. The study also highlights that the use of a load factor of 1.5 on wind load implies lower strength design MRI's of around 260 years compared to the 700 years of ASCE 7-22.

• 한국소음진동공학회:학술대회논문집
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• 한국소음진동공학회 2014년도 추계학술대회 논문집
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• pp.467-471
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• 2014

The natural frequencies of a mechanical system are determined by the system parameters such as masses and stiffness of the system. Since material irregularities and manufacturing tolerances always exist in most of practical engineering situations, the system parameters always have uncertainties. As the uncertainties of the parameters increase, the uncertainties of the system natural frequencies also increases. Then, the reliability of the system deteriorates. So, the uncertainty of the system natural frequencies should be analyzed accurately and considered in the design of the system. In order to analyze the uncertainty of the system natural frequencies employing most of existing uncertainty analysis methods, the probability distributions of the uncertain system parameters should be identified. In most practical situations, however, identification of the probability distributions is almost impossible because of limited time and cost. For that case, the reliability should be estimated based on finite samples of the system parameters. In this paper, sample based reliability estimation method employing extreme value theory was proposed. Using the proposed estimation method, sample based reliability design of the system natural frequencies was conducted.

• 응용통계연구
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• 제29권4호
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• pp.753-771
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• 2016

금융기관의 위험관리를 위한 중요한 도구로서 현재 VaR가 널리 사용되고 있다. 본 논문에서는 코퓰러 함수들을 이용하여 극단치이론과 GARCH 모형을 결합한 일변량분포로부터 구축한 다변량분포들을 바탕으로 코스피, 다우존스, 상하이 그리고 니케이 지수들로 구성된 포트폴리오의 VaR 추정과 그 성과에 관해 논의하였다. 사후검증 결과 전체적으로 볼 때 가우시안, t, 클레이톤, 프랭크 코퓰러를 사용한 t-분포의 오차항을 가진 변동성 모형들이 포트폴리오 VaR의 측정에 적합한 모형들로 나타났으며, 특히 프랭크 코퓰러의 경우에 가장 우수한 성과를 나타내었다.

• 한국농공학회지
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• 제41권4호
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• pp.25-29
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• 1999

This study was conducted to derive optimal design floods by Gerneralized Extreme Value(GEV) and Weibull-3 distributions for the annual maximum series at ten watersheds along Han,Nagdong, Geum, Yeongsan and Seomjin reiver systems. Adequency for the analysis of flood data used in this study was established by the tests of Independence. Homogeneity , detection of Outlines, L-moments. Design flood sobtaine dby /methods of Moments and L-Moments using different methods for plotting positions in BEV and Weibull-3 distributions were compared by the Relative Mean Errors(RME) and Root MEan Square Errors(RMSE). The result wa found that design floods derived by the L-moments using the other formulas for plotting positions from the viewpoint of Relative Mean Errors and Root Mean Square Errors.