• Title/Summary/Keyword: extreme value estimation

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A Study on Estimation of Design Rainfall and Uncertainty Analysis Based on Bayesian GEV Distribution (Bayesian GEV분포를 이용한 확률강우량 추정 및 불확실성 평가)

  • Kwon, Hyun-Han;Kim, Jin-Young
    • Proceedings of the Korea Water Resources Association Conference
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    • 2012.05a
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    • pp.366-366
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    • 2012
  • 확률강우량은 하천설계, 수자원설계 및 계획을 위한 기초자료로 활용되며 최근 이상기후 및 기후변화로 인한 극치강우의 빈도 및 양적 증가로 인한 확률강우량 산정의 불확실성 분석에 대한 관심이 크게 증가하고 있다. 수문빈도 해석에 있어서 대부분 지역이 50년 이하의 수문자료가 이용되고 있으며 수문설계에서 요구되는 50년 이상의 확률강수량 추정시에는 상당한 불확실성을 내포하고 있다. 이러한 점에서 본 연구에서는 자료연수에 따른 Sampling Error와 분포형의 매개변수의 불확실성을 고려한 해석모형을 구축하고자 한다. 빈도해석에서 매개변수를 추정하기 위해서는 일반적으로 모멘트법, 최우도법, 확률가중모멘트법이 이용되고 있으나 사용되는 분포형에 따라서 통계학적으로 불확실성 구간을 정량화하는 과정이 난해할 뿐만 아니라 극치 수문자료가 Thick-Tailed분포의 특성을 가짐에도 불구하고 신뢰구간 산정시 정규분포로 가정하는 등 기존 해석 방법에는 많은 문제점을 내포하고 있다. 본 연구에서는 이러한 매개변수의 불확실성 평가에 있어서 우수한 해석능력을 발휘하는 Bayesian기법을 도입하여 분포형의 매개변수를 추정하고 매개변수 추정과 관련된 불확실성을 평가하고자 한다. 이와 별개로 자료연한에 따른 Sampling Error를 추정하기 위해서 Bootstrapping 기반의 해석모형을 구축하고자 하며 최종적으로 빈도해석시에 나타나는 불확실성을 종합적으로 검토하였다. 빈도해석을 위한 확률분포형으로 GEV(generalized extreme value)분포를 이용하였으며 Gibbs 샘플러를 활용한 Bayesian Markov Chain Monte Carlo 모의를 기본 해석모형으로 활용하였다.

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Monte-Carlo Simulation for Parameter Estimation of Bivariate Probability Distribution for Hydrological Data (수문자료의 이변량 확률분포형 매개변수 추정 개선을 위한 Monte-Carlo 모의실험)

  • Joo, Kyungwon;Kim, Sunghun;Jung, Younghun;Heo, Jun-Haeng
    • Proceedings of the Korea Water Resources Association Conference
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    • 2019.05a
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    • pp.335-335
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    • 2019
  • 최근 수문자료에 대한 다변량 빈도해석 연구가 활발히 이루어지고 있다. 하나의 자료를 확률변수로 사용하는 단변량 빈도해석에 비해 여러 수문자료를 조합하여 동시에 추정할 수 있는 다변량 빈도해석은 수문자료의 상관성을 고려하면서 확률분포형을 추정할 수 있다는 장점이 있다. 이에 다변량 확률분포형을 이용한 빈도해석 과정 중 정확한 매개변수 추정을 위한 연구도 최근 여러방면으로 이루어지고 있다. 본 연구에서는 다변량 확률분포형의 매개변수 추정방법 중 기존에 주로 사용되고 있는 의사최우도법(MPL, Maximum Pseudo-Likelihood method)의 성능을 개선하기 위해 기존의 방법과 본 연구에서 제안하는 매개변수 추정방법의 Monte-Carlo 모의실험을 수행하였다. 일반적으로 수문자료는 양(+)의 왜곡도계수를 갖기 때문에 GEV(Geveralized Extreme Value) 분포형을 모분포로 하여 각 방법의 정확성을 검토하였다. 모의실험을 수행한 결과, 기존의사최우도법에서 Weibull 식을 이용하여 순위통계량을 계산하는 방법보다 본 연구에서 제안한 왜곡도를 고려하는 순위통계량을 사용하는 것이 더 정확한 매개변수 추정결과를 보여주는 것으로 나타났다.

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Estimation of storm events frequency analysis using copula function (Copula 함수를 이용한 호우사상의 빈도해석 산정)

  • An, Heejin;Lee, Moonyoung;Kim, Si Yeon;Jeon, Seol;Ahn, Youngmin;Jung, Donghwa;Park, Daeryong
    • Proceedings of the Korea Water Resources Association Conference
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    • 2022.05a
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    • pp.200-200
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    • 2022
  • 본 연구에서는 총 강우량과 강우강도을 고려한 이변수 분석으로 연최대 호우사상을 선별하고, 두 변수를 Copula 함수로 결합하여 최적의 모델조합을 찾는 확률호우사상 산정 방법론을 제시하였다. 국내 69개 관측소의 2020년까지의 관측 자료를 대상으로 1mm 이하의 강우는 제거한 뒤, IETD(Inter-Event Time Definition) 12시간을 기준으로 강우자료를 독립적인 호우사상으로 분리하였다. 호우사상의 여러 특성 중 양의 상관관계를 갖는 총 강우량과 강우강도를 변수로 선택해 이변수 지수분포에 대입하였고, 각 지점의 연최대 호우사상 시계열을 생성하였다. 2변수 지수분포의 매개변수는 전체 기간과 연도별로 나누어 추정해 본 결과 연도별 변동성이 큰 것을 확인해 연도별 추정 방식을 선택하였다. 연최대 강우사상 시계열의 총 강우량과 강우강도는 극한 강우에 적용하는 확률분포형 중 Lognarmal, Gamma, Gumbel, GEV(Generalized Extreme Value), GPD(Generalized Pareto Distribution) 5가지를 사용하여 각각 CDF(Cumulative distribution Function) 값을 추정하였다. 계산된 CDF 값은 3가지 Copula 모형으로 결합해 joint CDF 값을 산출하였다. 총 75개의 모델조합 중 최적 모델을 찾기 위해 CVM(Cramer-von-Mises) 적합도 검정을 시행하였다. CVM의 통계량 Sn 값이 가장 작은 모델조합을 해당 지점의 최적 모델조합으로 선정하였다.

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Estimation of R-value and Uniaxial Compressive Strength of Rocks around the King Sejong Station, Barton Peninsula, Antarctica from SilverSchmidt Q-value (실버슈미트 Q값으로부터 남극 바톤반도 세종과학기지 주변 암석의 R값 및 일축압축강도 추정)

  • Lim, Hyoun-Soo;Jang, Bo-An;Kim, Jung-Han;Kang, Seong-Seung
    • Tunnel and Underground Space
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    • v.25 no.2
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    • pp.199-209
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    • 2015
  • The rebound hardness test using the SilverSchmidt hammer was performed for diorite, granodiorite, and andesite exposed around the King Sejong Station, Barton peninsula. Then, the R-value and uniaxial compressive strength (UCS) of these rocks were estimated from the Q-values which were obtained from the SilverSchmidt hammer. The Q-value of diorite was distributed in the range from 67.0 to 89.5, granodiorite of the range from 57.5 to 89.0, and andesite of the range from 58.0 to 76.5. The average Q-values of diorite, granodiorite, and andesite were 76.0, 72.0, and 67.0, respectively. The converted UCS of diorite was distributed in the range from 118 to 195 MPa, granodiorite of the range from 91 to 193 MPa, and andesite of the range from 92 to 148 MPa. The average UCS of diorite, granodiorite, and andesite were 147, 136, and 117 MPa, respectively. The converted R-value of diorite was distributed in the range from 53.0 to 72.2, granodiorite of the range from 45.4 to 71.8, and andesite of the range from 45.8 to 60.9. The average Q-values of diorite, granodiorite, and andesite were 60.0, 58.0, and 53.0, respectively. The R-value was represented approximately 20% lower than the Q-value. In conclusion, it will be possibile that the R-value and UCS of rocks under the extreme area from the SilverSchmidt Q-value are evaluated.

Estimation of Future Design Flood Under Non-Stationarity for Wonpyeongcheon Watershed (비정상성을 고려한 원평천 유역의 미래 설계홍수량 산정)

  • Ryu, Jeong Hoon;Kang, Moon Seong;Park, Jihoon;Jun, Sang Min;Song, Jung Hun;Kim, Kyeung;Lee, Kyeong-Do
    • Journal of The Korean Society of Agricultural Engineers
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    • v.57 no.5
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    • pp.139-152
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    • 2015
  • Along with climate change, it is reported that the scale and frequency of extreme climate events show unstable tendency of increase. Thus, to comprehend the change characteristics of precipitation data, it is needed to consider non-stationary. The main objectives of this study were to estimate future design floods for Wonpyeongcheon watershed based on RCP (Representative Concentration Pathways) scenario. Wonpyeongcheon located in the Keum River watershed was selected as the study area. Historical precipitation data of the past 35 years (1976~2010) were collected from the Jeonju meteorological station. Future precipitation data based on RCP4.5 were also obtained for the period of 2011~2100. Systematic bias between observed and simulated data were corrected using the quantile mapping (QM) method. The parameters for the bias-correction were estimated by non-parametric method. A non-stationary frequency analysis was conducted with moving average method which derives change characteristics of generalized extreme value (GEV) distribution parameters. Design floods for different durations and frequencies were estimated using rational formula. As the result, the GEV parameters (location and scale) showed an upward tendency indicating the increase of quantity and fluctuation of an extreme precipitation in the future. The probable rainfall and design flood based on non-stationarity showed higher values than those of stationarity assumption by 1.2%~54.9% and 3.6%~54.9%, respectively, thus empathizing the necessity of non-stationary frequency analysis. The study findings are expected to be used as a basis to analyze the impacts of climate change and to reconsider the future design criteria of Wonpyeongcheon watershed.

Assessment and Improvement of Snow Load Codes and Standards in Korea (한국의 적설하중 기준에 대한 평가 및 개선방안)

  • Yu, Insang;Kim, Hayong;Necesito, Imee V.;Jeong, Sangman
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.34 no.5
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    • pp.1421-1433
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    • 2014
  • In this study, appropriate probability distribution and parameter estimation method were selected to perform snowfall frequency analysis. Generalized Extreme Value (GEV) and Probability Weighted Moment Method (PWMM) appeared to be the best fit for snowfall frequency analysis in Korea. Snowfall frequency analysis applying GEV and PWMM were performed for 69 stations in Korea. Peak snowfall corresponding to recurrence intervals were estimated based on frequency analysis while snow loads were calculated using the estimated peak snowfall and specific weight of snow. Design snow load map was developed using 100-year recurrence interval snow load of 69 stations through Kriging of ArcGIS. The 2009 Korean Building Code and Commentary for design snow load was assessed by comparing the design snow loads which calculated in this study. As reflected in the results, most regions are required to increase the design snow loads. Thus, design snow loads and the map were developed from based on the results. The developed design snow load map is expected to be useful in the design of building structures against heavy snow loading throughout Korea most especially in ungaged areas.

Estimation of Drought Rainfall by Regional Frequency Analysis Using L and LH-Moments (II) - On the method of LH-moments - (L 및 LH-모멘트법과 지역빈도분석에 의한 가뭄우량의 추정 (II)- LH-모멘트법을 중심으로 -)

  • Lee, Soon-Hyuk;Yoon , Seong-Soo;Maeng , Sung-Jin;Ryoo , Kyong-Sik;Joo , Ho-Kil;Park , Jin-Seon
    • Journal of The Korean Society of Agricultural Engineers
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    • v.46 no.5
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    • pp.27-39
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    • 2004
  • In the first part of this study, five homogeneous regions in view of topographical and geographically homogeneous aspects except Jeju and Ulreung islands in Korea were accomplished by K-means clustering method. A total of 57 rain gauges were used for the regional frequency analysis with minimum rainfall series for the consecutive durations. Generalized Extreme Value distribution was confirmed as an optimal one among applied distributions. Drought rainfalls following the return periods were estimated by at-site and regional frequency analysis using L-moments method. It was confirmed that the design drought rainfalls estimated by the regional frequency analysis were shown to be more appropriate than those by the at-site frequency analysis. In the second part of this study, LH-moment ratio diagram and the Kolmogorov-Smirnov test on the Gumbel (GUM), Generalized Extreme Value (GEV), Generalized Logistic (GLO) and Generalized Pareto (GPA) distributions were accomplished to get optimal probability distribution. Design drought rainfalls were estimated by both at-site and regional frequency analysis using LH-moments and GEV distribution, which was confirmed as an optimal one among applied distributions. Design rainfalls were estimated by at-site and regional frequency analysis using LH-moments, the observed and simulated data resulted from Monte Carlotechniques. Design drought rainfalls derived by regional frequency analysis using L1, L2, L3 and L4-moments (LH-moments) method have shown higher reliability than those of at-site frequency analysis in view of RRMSE (Relative Root-Mean-Square Error), RBIAS (Relative Bias) and RR (Relative Reduction) for the estimated design drought rainfalls. Relative efficiency were calculated for the judgment of relative merits and demerits for the design drought rainfalls derived by regional frequency analysis using L-moments and L1, L2, L3 and L4-moments applied in the first report and second report of this study, respectively. Consequently, design drought rainfalls derived by regional frequency analysis using L-moments were shown as more reliable than those using LH-moments. Finally, design drought rainfalls for the classified five homogeneous regions following the various consecutive durations were derived by regional frequency analysis using L-moments, which was confirmed as a more reliable method through this study. Maps for the design drought rainfalls for the classified five homogeneous regions following the various consecutive durations were accomplished by the method of inverse distance weight and Arc-View, which is one of GIS techniques.

Evaluating Economic Value of Heat Wave Watch/Warning Information in Seoul and Busan in 2016: Focused on a Cost of Heat Wave Action Plan and Sample of Patients (2016년 서울과 부산지역 폭염특보 정보의 경제적 가치 평가 -폭염대책 비용과 환자 자료를 중심으로-)

  • Kim, In-Gyum;Lee, Seung-Wook;Kim, Hye-min;Lee, Dae-Geun
    • The Journal of the Korea Contents Association
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    • v.20 no.5
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    • pp.525-535
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    • 2020
  • This study aims to evaluate the economic value of the heat wave watch/warning (HW/W) forecast provided by the KMA (Korea Meteorological Administration) for the public sector. Local govermenments of Korea currently use the HW/W forecasts as a major input variable to determine the preparative requisite level for reducing potential damage by extreme heat events. To assess the value of the HW/W, which is not a marketable commodity, a decision-making model taking into account the cost and loss was established. The 'cost' variable was defined as the heat wave countermeasures budget for Seoul and Busan in 2016, and the 'loss' variable was set as the amount of health insurance claims for those 65 and older obtained from the Health Insurance Review and Assessment Service. Using this model, the value of the HW/W in 2016 was calculated as KRW 4,133M and KRW1,090M for Seoul and Busan, respectively. In addition, if the KMA reduces the False Alarm of the HW/W by a single instance, the value will be increased by KRW 76.6M and KRW 16.8M for the two cities. The results of this study are useful in quantitatively estimation of the value of the HW/W forthe public sector.

Heat-Wave Data Analysis based on the Zero-Inflated Regression Models (영-과잉 회귀모형을 활용한 폭염자료분석)

  • Kim, Seong Tae;Park, Man Sik
    • Journal of the Korean Data Analysis Society
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    • v.20 no.6
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    • pp.2829-2840
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    • 2018
  • The random variable with an arbitrary value or more is called semi-continuous variable or zero-inflated one in case that its boundary value is more frequently observed than expected. This means the boundary value is likely to be practically observed more than it should be theoretically under certain probability distribution. When the distribution considered is continuous, the variable is defined as semi-continuous and when one of discrete distribution is assumed for the variable, we regard it as zero-inflated. In this study, we introduce the two-part model, which consists of one part for modelling the binary response and the other part for modelling the variable greater than the boundary value. Especially, the zero-inflated regression models are explained by using Poisson distribution and negative binomial distribution. In real data analysis, we employ the zero-inflated regression models to estimate the number of days under extreme heat-wave circumstances during the last 10 years in South Korea. Based on the estimation results, we create prediction maps for the estimated number of days under heat-wave advisory and heat-wave warning by using the universal kriging, which is one of the spatial prediction methods.

Estimation of Design Rainfall by the Regional Frequency Analysis using Higher Probability Weighted Moments and GIS Techniques (III) - On the Method of LH-moments and GIS Techniques - (고차확률가중모멘트법에 의한 지역화빈도분석과 GIS기법에 의한 설계강우량 추정 (III) - LH-모멘트법과 GIS 기법을 중심으로 -)

  • 이순혁;박종화;류경식;지호근;신용희
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.44 no.5
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    • pp.41-53
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    • 2002
  • This study was conducted to derive the regional design rainfall by the regional frequency analysis based on the regionalization of the precipitation suggested by the first report of this project. According to the regions and consecutive durations, optimal design rainfalls were derived by the regional frequency analysis for L-moment in the second report of this project. Using the LH-moment ratios and Kolmogorov-Smirnov test, the optimal regional probability distribution was identified to be the Generalized extreme value (GEV) distribution among applied distributions. regional and at-site parameters of the GEV distribution were estimated by the linear combination of the higher probability weighted moments, LH-moment. Design rainfall using LH-moments following the consecutive duration were derived by the regional and at-site analysis using the observed and simulated data resulted from Monte Carlo techniques. Relative root-mean-square error (RRMSE), relative bias (RBIAS) and relative reduction (RR) in RRMSE for the design rainfall were computed and compared in the regional and at-site frequency analysis. Consequently, it was shown that the regional analysis can substantially more reduce the RRMSE, RBIAS and RR in RRMSE than at-site analysis in the prediction of design rainfall. Relative efficiency (RE) for an optimal order of L-moments was also computed by the methods of L, L1, L2, L3 and L4-moments for GEV distribution. It was found that the method of L-moments is more effective than the others for getting optimal design rainfall according to the regions and consecutive durations in the regional frequency analysis. Diagrams for the design rainfall derived by the regional frequency analysis using L-moments were drawn according to the regions and consecutive durations by GIS techniques.