• 한국수자원학회논문집
• /
• 제45권8호
• /
• pp.827-837
• /
• 2012

확률강우량은 수공구조물의 설계에 있어 중요한 역할을 하며 이러한 확률강우량의 산정은 일반적으로 일변량 빈도해석을 수행하고 최적의 확률분포형을 찾아냄으로써 계산된다. 하지만 일변량 빈도해석은 수행 시 지속기간이 제한적이라는 단점이 있으며 이를 보완하기 위해 본 연구에서는 이변량 빈도해석을 수행하였다. 다변량 모형인 copula 모형 중3가지의 분포형을 이용하여 5개 지점의 연최대강우사상에 대해 이 변량 빈도해석을 수행하였으며 확률변수로 강우량과 지속기간을 사용하였다. 주변분포형은 강우량에는 Gumbel (GUM), generalized logistic (GLO) 분포형, 지속기간에는 generalized extreme value (GEV), GUM, GLO 분포형이사용됐으며 copula 모형은Frank, Joe, Gumbel-Hougaard 모형을 이용하였다. 주변분포형의 매개변수는 확률가중모멘트법을 이용하여 추정하였으며, copula 모형의 매개변수는 준모수방법인 의사최우도법을 사용하여 구하였다. 이를 통해 얻어진 확률강우량을 주변분포형과 copula 모형을바꾸어가며 비교하였다. 그 결과, 주변분포형의 종류에 따른 변화에서는 지속기간의 분포형에는 크게 영향을 받지 않는 것으로 나타났다. 강우량의 분포형에 따라서는 조금씩 차이가 났으며 강우량의 분포형이 GUM일 경우, GLO일 때에 비해 재현기간이 증가할수록 확률강우량이 증가하는 경향이 두드러졌다. Copula 모형별로 비교해보았을 때, Joe, Gumbel-Hougaard 모형은 비슷한 경향을 나타내었으며 Frank 모형은 재현기간의 증가에 따른 확률강우량의 증가가 강하게 나타냈다.

• 한국방재학회 논문집
• /
• 제9권6호
• /
• pp.99-109
• /
• 2009

본 연구에서는 강원도내 정확한 극치강수분포를 파악하여 최근 증가하고 있는 재해를 예방하고자 지역빈도해석 방법을 이용하여 산정한 확률강수량과 공간분석을 통하여 강원도의 강수분포를 분석하였다. 강수자료는 강원도내 기상청 관할의 66개 관측소의 자료를 사용하였다. 지역빈도해석결과 GLO 분포형이 강원도에 가장 적합한 분포형으로 나타났다. 강수분포를 지속기간별로 분석한 결과 지속기간이 증가할수록 설악동, 대관령 및 청일 일원에서 높은 확률강수량을 나타내었으며, 지속기간에 따라서 강수의 공간분포가 확연히 변화됨을 확인하였다. 또한 재현기간별로 분석한 결과 재현기간이 길어질수록 지역별 강수 특성이 강하게 나타났다. 강원도 강수분포를 공간분석한 결과 영동지방에서는 일관적으로 높은 강수량이 발생하였으나 영서지방에서는 지속기간 및 재현기간에 따라 다양한 분포를 나타내었다. 따라서 지역별 강수량의 보다 정확한 예측을 위해서는 지역빈도해석 이외에 다양한 지리 및 기상조건을 고려할 수 있는 모형에 대한 연구가 필요할 것으로 판단된다.

• The Journal of Asian Finance, Economics and Business
• /
• 제7권9호
• /
• pp.39-49
• /
• 2020

This study empirically examines herd behavior for fast moving consumer goods (FMCG) sector stocks under varied market return conditions and the period during the global financial crisis and its aftermath. We examine the sample of stocks trading on the Nifty FMCG Index of the Indian equity market from January 2008 up to December 2018 using the dispersion measure of cross sectional absolute deviation and examine its relationship with the market return to explore herd phenomenon. Quantile regression estimate is used and the results of the study validate rational asset pricing models as the sector does not display herding. In contrast, anti-herd behavior at lower and median quantile values is observed. A possible reason can be the non-cyclical nature of the industry where investors rely more on the fundamentals rather than crowd chasing. We also findthe absence of herd phenomenon during the market asymmetries of bull and bear phases, extreme movements, the period of the global financial crisis, and afterward. We further examine herding under the impact of the information technology (IT) industry and conclude that significant return movements in IT sector impact dispersions in the FMCG industry. Also, there is a co-varying risk between the two sectors confirming the spillover in an integrated market.

• 한국농공학회논문집
• /
• 제55권4호
• /
• pp.73-82
• /
• 2013

The main objective of this study was to evaluate Representative Concentration Pathways (RCP) scenarios-based flood risk at a Si-Gun level. A bias correction using a quantile mapping method with the Generalized Extreme Value (GEV) distribution was performed to correct future precipitation data provided by the Korea Meteorological Administration (KMA). A series of proxy variables including CN80 (Number of days over 80 mm) and CX3h (Maximum precipitation during 3-hr) etc. were used to carry out flood risk assessment. Indicators were normalized by a Z-score method and weighted by factors estimated by principal component analysis (PCA). Flood risk evaluation was conducted for the four different time periods, i.e. 1990s, 2025s, 2055s, and 2085s, which correspond to 1976~2005, 2011~2040, 2041~2070, and 2071~2100. The average flood risk indices based on RCP4.5 scenario were 0.08, 0.16, 0.22, and 0.13 for the corresponding periods in the order of time, which increased steadily up to 2055s period and decreased. The average indices based on RCP8.5 scenario were 0.08, 0.23, 0.11, and 0.21, which decreased in the 2055s period and then increased again. Considering the average index during entire period of the future, RCP8.5 scenario resulted in greater risk than RCP4.5 scenario.

• 한국수자원학회:학술대회논문집
• /
• 한국수자원학회 2020년도 학술발표회
• /
• pp.170-170
• /
• 2020

Due to the development of technologies, complex computation of huge data set is possible with a prevalent personal computer. Therefore, machine learning methods have been widely applied in the hydrologic field such as regression-based regional frequency analysis (RFA). The main purpose of this study is to compare two frameworks of RFA based on the artificial neural network (ANN) models: quantile regression technique (QRT-ANN) and parameter regression technique (PRT-ANN). As an output layer of the ANN model, the QRT-ANN predicts quantiles for various return periods whereas the PRT-ANN provides prediction of three parameters for the generalized extreme value distribution. Rainfall gauging sites where record length is more than 20 years were selected and their annual maximum rainfalls and various hydro-meteorological variables were used as an input layer of the ANN model. While employing the ANN model, 70% and 30% of gauging sites were used as training set and testing set, respectively. For each technique, ANN model structure such as number of hidden layers and nodes was determined by a leave-one-out validation with calculating root mean square error (RMSE). To assess the performances of two frameworks, RMSEs of quantile predicted by the QRT-ANN are compared to those of the PRT-ANN.

• Smart Structures and Systems
• /
• 제20권1호
• /
• pp.11-22
• /
• 2017

The long-term effect of ambient temperature on bridge strain is an important and challenging problem. To investigate this issue, one year data of strain and ambient temperature of a long-span cable-stayed bridge is studied in this paper. The measured strain-time history is decomposed into two parts to obtain the strains due to vehicle load and temperature alone. A linear regression model between the temperature and the strain due to temperature is established. It is shown that for every $1^{\circ}C$ increase in temperature, the stress is increased by 0.148 MPa. Furthmore, the extreme value distributions of the strains due to vehicle load, temperature and the combination effect of them during the remaining service period are estimated by the average conditional exceedance rate approach. This approach avoids the problem of declustering of data to ensure independence. The estimated results demonstrate that the 95% quantile of the extreme strain distribution due to temperature is up to $1.488{\times}10^{-4}$ which is 2.38 times larger than that due to vehicle load. The study also indicates that the estimated extreme strain can reflect the long-term effect of temperature on bridge strain state, which has reference significance for the reliability estimation and safety assessment.

• 대한토목학회논문집
• /
• 제34권1호
• /
• pp.117-133
• /
• 2014

본 연구에서는 전국의 8개 주요 도시지점 강우관측 자료를 대상으로 다양한 분류 기준을 적용하여 Quantile Regression (QR)에 의한 기준강수량 초과 강우의 선형추세분석과 Mann-Kendall, Sen 검정을 실시하였다. 분석결과 봄철과 여름철 강수의 뚜렷한 증가경향이 있으며, 가을철과 겨울철 강수는 감소하는 경향이 있음을 확인하였고, 폭우 사상은 최근 30년 평균 3.1~15% 증가 하였다. 또한, 연도별 발생강우의 Ranking에 따른 Top $10^{th}$ 백분위 강수의 3IQR (inter quartile range)의 최근증가경향을 분석한 결과, 대부분 지점에서 강수의 증가경향을 확인하였으며, Quantile 90%의 평균 백분위 강수량은 43.5mm, 증가경향은 0.1412mm/yr, Quantile 99%의 평균 백분위 강수량은 68.0mm, 증가경향은 0.1314mm/yr로 분석되었다. 본 연구의 결과는 매년 발생한 연최대치계열에 대한 분석뿐만 아니라 기준값 이상의 수문 사상정보에 대한 반영과 최근 변화하는 기후의 증가경향을 반영한 수공구조물 설계의 기초자료로 활용이 가능할 것으로 사료된다.

• Asian Pacific Journal of Cancer Prevention
• /
• 제17권sup3호
• /
• pp.113-117
• /
• 2016

Quantile regression is an efficient method for predicting and estimating the relationship between explanatory variables and percentile points of the response distribution, particularly for extreme percentiles of the distribution. To study the relationship between urbanization and cancer morbidity, we here applied quantile regression. This cross-sectional study was conducted for 9 cancers in 345 cities in 2007 in Iran. Data were obtained from the Ministry of Health and Medical Education and the relationship between urbanization and cancer morbidity was investigated using quantile regression and least square regression. Fitting models were compared using AIC criteria. R (3.0.1) software and the Quantreg package were used for statistical analysis. With the quantile regression model all percentiles for breast, colorectal, prostate, lung and pancreas cancers demonstrated increasing incidence rate with urbanization. The maximum increase for breast cancer was in the 90th percentile (${\beta}$=0.13, p-value<0.001), for colorectal cancer was in the 75th percentile (${\beta}$=0.048, p-value<0.001), for prostate cancer the 95th percentile (${\beta}$=0.55, p-value<0.001), for lung cancer was in 95th percentile (${\beta}$=0.52, p-value=0.006), for pancreas cancer was in 10th percentile (${\beta}$=0.011, p-value<0.001). For gastric, esophageal and skin cancers, with increasing urbanization, the incidence rate was decreased. The maximum decrease for gastric cancer was in the 90th percentile(${\beta}$=0.003, p-value<0.001), for esophageal cancer the 95th (${\beta}$=0.04, p-value=0.4) and for skin cancer also the 95th (${\beta}$=0.145, p-value=0.071). The AIC showed that for upper percentiles, the fitting of quantile regression was better than least square regression. According to the results of this study, the significant impact of urbanization on cancer morbidity requirs more effort and planning by policymakers and administrators in order to reduce risk factors such as pollution in urban areas and ensure proper nutrition recommendations are made.

• Communications for Statistical Applications and Methods
• /
• 제31권1호
• /
• pp.37-53
• /
• 2024

In this study, flood records from 79 sites across Thailand were analyzed to estimate flood indices using the regional frequency analysis based on the L-moments method. Observation sites were grouped into homogeneous regions using k-means and Ward's clustering techniques. Among various distributions evaluated, the generalized extreme value distribution emerged as the most appropriate for certain regions. Regional growth curves were subsequently established for each delineated region. Furthermore, 20- and 100-year return values were derived to illustrate the recurrence intervals of maximum rainfall across Thailand. The predicted return values tend to increase at each site, which is associated with growth curves that could describe an increasing long-term predictive pattern. The findings of this study hold significant implications for water management strategies and the design of flood mitigation structures in the country.

• 한국수자원학회논문집
• /
• 제46권6호
• /
• pp.585-596
• /
• 2013

본 연구에서는 기후변화에 따른 수자원 영향평가를 위한 지역기후모형과 단계적 스케일링기법을 연계한 혼합상세화기법을 개발하고 그에 따른 적용성을 평가하고자 하였다. 단계적 스케일링기법은 강수량 구간을 총 3구간(극치호우사상, 무강수일수, 기타)으로 나누어 각 구간에 따라 각기 다른 방법을 적용하여 보정하는 기법으로, 극치호우사상은 회귀식을 이용한 보정기법, 무강수일수는 분위사상법, 나머지 부분은 평균 및 분산보정 기법을 적용하였다. 이 기법의 비교 평가를 위해 최근 혼합 상세화기법으로 가장 많이 적용되고 있는 선형보정기법, 분위사상법, 일기상발생기법을 활용하여 기상청 관할 기상관측소 61개 지점을 대상으로 적용성 평가를 수행하였다. 평가 결과, RCM에서 생산된 원자료 및 3가지 기존 기법(선형보정기법, 분위사상법, 일기상발생기법)으로 보정된 기후시나리오에 비해 본 연구에서 제안한 단계적 스케일링기법이 실제 기후특성을 잘 모의하는 것으로 나타나 적용성이 우수한 것으로 판단된다. 이러한 연구결과를 통해 단계적 스케일링기법은 RCM 사용이 증대될 기후변화 연구에 있어 그 활용성이 높을 것으로 기대된다.