• 제목/요약/키워드: extreme value estimation

검색결과 122건 처리시간 0.027초

관개용 저수지의 한발지수산정 (Drought Index Calculation for Irrigation Reservoirs)

  • 김선주;이광야;신동원
    • 한국농공학회지
    • /
    • 제37권6호
    • /
    • pp.103-111
    • /
    • 1995
  • Drought index calculation based on the principal hydrological parameters, such as rainfall and reservoir storage, can estimate the duration and intensity of drought in irrigation reservoirs. It is difficult to build up a drought criteria since the conditions change variously by the reliability of rainfall. Because of the increasing water demands, it is urgent to prepare a generalized positive countermeasure to overcome drought. Water demands can at calculated but the estimation of drought characteristics, and the effective water management method can be established. The purpose of this study is to obtain a drought index and build up a data-base on the reservoir basins for establishing the fundamental hydrological data-base. This Index can observe the behavior of the WSI(Water Supply Index) and the component indices. The results summarized through this study are as follows. 1. WSI value of zero does not correspond to 100% in average due to the skewness in the probability distributions. 2. WSI is not a linear index; that is, given change in terms of water volume or percentage of average does not result in a proportional change on the WSI scale. 3. WSI is not always between the reservoir and the rainfall index in magnitude. This is only true if the component indices are of opposite sign. If they are of the same sign, the SWSI will often have a mangitude greater than either of the component indices. This is easily understood, because the concurrence of extreme values of the same sign for the two components is rarer than the occurrence of extreme values for either of the two components individually.

  • PDF

확률 분포형의 극치 수문량 예측 능력 평가에 관한 연구 (A Study on the Estimation of Extreme Quantile of Probability Distribution)

  • 정진석;신홍준;안현준;허준행
    • 한국수자원학회:학술대회논문집
    • /
    • 한국수자원학회 2017년도 학술발표회
    • /
    • pp.399-400
    • /
    • 2017
  • 홍수나 가뭄 등 극치 현상의 통계분석 및 빈도해석에 있어 극치분포형이 널리 사용되고 있으며, 이러한 극치분포형의 특성을 이해하기 위해서는 분포형의 오른쪽 꼬리(right tail) 부분 특성을 자세히 분석할 필요가 있다. 이에 따라 본 연구에서는 Monte Carlo 모의를 통하여 다양한 극치분포형의 오른쪽 꼬리 부분의 통계적 특성 및 그 예측 능력을 연구하였다. 극치분포형으로는 우리나라 확률수문량 산정에 널리 활용되고 있는 generalized extreme value (GEV), Gumbel, generalized logistic 분포를 사용하였으며, 매개변수 산정 방법으로는 확률가중모멘트법을 사용하였다. 모의실험의 모분포로는 수문빈도해석에서 많이 사용되는 GEV 분포를 사용하였고, 30년 이상 자료를 보유한 기상청 지점 자료의 왜곡도를 조사하여 모의실험에 사용되는 모집단의 왜곡도로 가정하여 표본 자료를 발생시켰다. 예측 능력의 평가는 재현기간 10~1000년의 확률수문량을 왜곡도계수를 고려한 GEV 도시위치공식을 이용하여 GEV 확률지에 도시하고, 평균제곱근오차(root mean square error), 편의(bias), 평균상대오차(mean relative difference), 평균절대상대오차(mean absolute relative difference)를 이용하여 최적 분포형을 선정함으로써 이루어진다. 또한 예측 능력 평가결과의 타당성 확인을 위해 극치분포형의 적합정도를 잘 나타낸다고 알려진 modified Anderson-Darling 방법의 검정결과와 비교하여 적절성을 확인하였다.

  • PDF

Computational method in database-assisted design for wind engineering with varying performance objectives

  • Merhi, Ali;Letchford, Chris W.
    • Wind and Structures
    • /
    • 제32권5호
    • /
    • pp.439-452
    • /
    • 2021
  • The concept of Performance objective assessment is extended to wind engineering. This approach applies using the Database-Assisted Design technique, relying on the aerodynamic database provided by the National Institute of Standards and Technology (NIST). A structural model of a low-rise building is analyzed to obtain influence coefficients for internal forces and displacements. Combining these coefficients with time histories of pressure coefficients on the envelope produces time histories of load effects on the structure, for example knee and ridge bending moments, and eave lateral drift. The peak values of such effects are represented by an extreme-value Type I Distribution, which allows the estimation of the gust wind speed leading to the mean hourly extreme loading that cause specific performance objective compromises. Firstly a fully correlated wind field over large tributary areas is assumed and then relaxed to utilize the denser pressure tap data available but with considerably more computational effort. The performance objectives are determined in accordance with the limit state load combinations given in the ASCE 7-16 provisions, particularly the Load and Resistance Factor Design (LRFD) method. The procedure is then repeated for several wind directions and different dominant opening scenarios to determine the cases that produce performance objective criteria. Comparisons with two approaches in ASCE 7 are made.

Study on Following of Parmeter ${\alpha}$ of 2-DOF PID Controller Using Fuzzy Algorithm

  • Lee, Sang-Min;Cho, Yong-Sung;Park, Jong-Oh;Choo, Yeon-Gyu;Lim, Young-Do
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 제어로봇시스템학회 2003년도 ICCAS
    • /
    • pp.307-311
    • /
    • 2003
  • 2-mass system is generally used as controller of the variable-speed to transfer electromotion power to mechanical load such as industrial robot, driving parts of electric vehicle, rolling machine system of steel plant and driving parts of elevator. In this case, PI controller is often used as a velocity controller because of simplicity of system. But PI control algorithm is not enough for obtaining the control characteristics required for this system. To solve this problem, 2-mass system based on the PID controller derives the optimum PID parameters by pole assignment and estimation of the ITAE performance index. In this case, the system have tenacious properties about disturbance, but it causes extreme overshoot and vibration because of rapidly output of controller in early transient response about desired value. And if speed control system is applied by 2-DOF parameter ${\alpha}$, a temporary value, we must induce most suitable parameter by complicate pole assignment and estimation of the ITAE performance index whenever ${\alpha}$ changes. In this paper, to solve this problem we suggest control algorithm to followed exactly value of ${\alpha}$ as 2-DOF parameter by using fuzzy algorithm . So, intelligence algorithm modeled by human knowledge, experience, teachability and judgment follow exact ${\alpha}$ value and it can compose the efficient 2-DOF PID controller to improve following performance, overshoot decrease.

  • PDF

방향성을 고려한 장기 파랑관측자료의 극치파랑조건 분석 (Analysis of Extreme Wave Conditions for Long-Term Wave Observation Data Considering Directionality)

  • 김건우
    • 해양환경안전학회지
    • /
    • 제28권5호
    • /
    • pp.700-711
    • /
    • 2022
  • 본 연구에서는 칠발도, 거문도, 동해에서 20년 이상 관측된 파랑자료를 16 방위별 극치확률분석을 통해 재현빈도별 심해설계파를 산정하였고, 이 값을 방향을 고려하지 않은 전방향파의 심해설계파와 비교하였다. Weibull 분포함수를 확률분포함수로 사용하였으며, 최소자승법을 사용해서 매개변수를 결정하였다. 추정된 분포함수는 Kolmogorov-Smirnov 방법을 사용하여 적합도를 검증하였다. 그 결과 방향별로 구한 심해설계파가 전방향파의 심해설계파보다 모든 방향에서 상대적으로 작은 것으로 나타났다. 파향별로 구한 50년 빈도 설계파고는 칠발도, 거문도, 동해에서 각각 7.46 m(NNE), 12.05 m(S), 9.69 m(SSW)가 최대값이지만, 전방향파로 구한 설계파고는 각각 7.91 m, 13.82 m, 10.38 m이었다. 이는 현재 해양 및 연안 구조물 설계에 사용하고 있는 16 방위별 심해설계파고가 과소산정되었을 가능성이 있음을 보여준다.

Performance Analysis of Economic VaR Estimation using Risk Neutral Probability Distributions

  • Heo, Se-Jeong;Yeo, Sung-Chil;Kang, Tae-Hun
    • 응용통계연구
    • /
    • 제25권5호
    • /
    • pp.757-773
    • /
    • 2012
  • Traditional value at risk(S-VaR) has a difficulity in predicting the future risk of financial asset prices since S-VaR is a backward looking measure based on the historical data of the underlying asset prices. In order to resolve the deficiency of S-VaR, an economic value at risk(E-VaR) using the risk neutral probability distributions is suggested since E-VaR is a forward looking measure based on the option price data. In this study E-VaR is estimated by assuming the generalized gamma distribution(GGD) as risk neutral density function which is implied in the option. The estimated E-VaR with GGD was compared with E-VaR estimates under the Black-Scholes model, two-lognormal mixture distribution, generalized extreme value distribution and S-VaR estimates under the normal distribution and GARCH(1, 1) model, respectively. The option market data of the KOSPI 200 index are used in order to compare the performances of the above VaR estimates. The results of the empirical analysis show that GGD seems to have a tendency to estimate VaR conservatively; however, GGD is superior to other models in the overall sense.

L 및 LH-모멘트법과 지역빈도분석에 의한 가뭄우량의 추정(I) - L-모멘트법을 중심으로 - (Estimation of Drought Rainfall by Regional Frequency Analysis using L and LH-Moments(I) - On the Method of L-Moments -)

  • 이순혁;윤성수;맹승진;류경식;주호길
    • 한국농공학회지
    • /
    • 제45권5호
    • /
    • pp.97-109
    • /
    • 2003
  • This study is mainly conducted to derive the design drought rainfall by the consecutive duration using probability weighted moments with rainfall in the regional drought frequency analysis. It is anticipated to suggest optimal design drought rainfall of hydraulic structures for the water requirement and drought frequency of occurrence for the safety of water utilization through this study. Preferentially, this study was conducted to derive the optimal regionalization of the precipitation data that can be classified by the climatologically and geographically homogeneous regions all over the regions except Cheju and Ulreung islands in Korea. Five homogeneous regions in view of topographical and climatological aspects were accomplished by K-means clustering method. Using the L-moment ratio diagram and Kolmogorov-Smirnov test, generalized extreme value distribution was confirmed as the best fitting one among applied distributions. At-site and regional parameters of the generalized extreme value distribution were estimated by the method of L-moments. Design drought rainfalls using L-moments following the consecutive duration were derived by the at-site and regional 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 drought rainfall derived by at-site and regional analysis in the observed an simulated data were computed and compared. In has shown that the regional frequency analysis procedure can substantially more reduce the RRMSE. RBIAS and RR in RRMSE than those of at-site analysis in the prediction of design drought rainfall. Consequently, optimal design drought rainfalls following the regions and consecutive durations were derived by the regional frequency analysis.

재포기 계수, 1차 생산율 및 호흡률을 이용한 하천의 용존산소 추정 (Estimation of Dissolved Oxygen in Streams using Reaeration, 1st Production and Respiration Rates)

  • 김경섭;황성규
    • 대한환경공학회지
    • /
    • 제31권6호
    • /
    • pp.428-433
    • /
    • 2009
  • 용존산소는 하천의 중요한 수질관리 항목중의 하나로 1세기 전부터 언급되어 왔으며, 농도가 낮을 경우 물고기 폐사를 유발하기도 한다. 환경과학자 및 공학자들은 하천의 용존산소 파악을 위한 결정론적 모델을 제안하였으며, 용존산소가 공간적으로 변하지 않을 경우 적용 가능한 델타 방법(Delta Method), 근사 델타 방법(Approximate Delta Method), 극한값 방법(Extreme Value Method) 및 최적화 방법(Optimization Method)등을 소개하였다. 이 방법들은 주로 용존산소와 관련 있는 매개변수 즉, 재포기 계수, 1차 생산율 및 호흡률 등을 산정하여, 이로부터 일주기 또는 년주기 용존산소를 파악한다. 본 논문에서는 용존산소 파악을 위한 각 방법을 간단히 소개하며, 안성천 유역의 금석천 및 안성천 본류, 두 지점에 적용하여 각 방법의 한계와 장 단점을 파악하였다. 이를 기초로 비용/효과적인 용존산소 파악 방법을 제안하였다.

Ensemble deep learning-based models to predict the resilient modulus of modified base materials subjected to wet-dry cycles

  • Mahzad Esmaeili-Falak;Reza Sarkhani Benemaran
    • Geomechanics and Engineering
    • /
    • 제32권6호
    • /
    • pp.583-600
    • /
    • 2023
  • The resilient modulus (MR) of various pavement materials plays a significant role in the pavement design by a mechanistic-empirical method. The MR determination is done by experimental tests that need time and money, along with special experimental tools. The present paper suggested a novel hybridized extreme gradient boosting (XGB) structure for forecasting the MR of modified base materials subject to wet-dry cycles. The models were created by various combinations of input variables called deep learning. Input variables consist of the number of W-D cycles (WDC), the ratio of free lime to SAF (CSAFR), the ratio of maximum dry density to the optimum moisture content (DMR), confining pressure (σ3), and deviatoric stress (σd). Two XGB structures were produced for the estimation aims, where determinative variables were optimized by particle swarm optimization (PSO) and black widow optimization algorithm (BWOA). According to the results' description and outputs of Taylor diagram, M1 model with the combination of WDC, CSAFR, DMR, σ3, and σd is recognized as the most suitable model, with R2 and RMSE values of BWOA-XGB for model M1 equal to 0.9991 and 55.19 MPa, respectively. Interestingly, the lowest value of RMSE for literature was at 116.94 MPa, while this study could gain the extremely lower RMSE owned by BWOA-XGB model at 55.198 MPa. At last, the explanations indicate the BWO algorithm's capability in determining the optimal value of XGB determinative parameters in MR prediction procedure.

단부 횡보강이 없는 세장한 전단벽의 내진성능 (Eartqyake-Resistance of SlenderShear Wall With no Boundary Confinement)

  • 박홍근;강수민;조봉호;홍성걸
    • 한국콘크리트학회:학술대회논문집
    • /
    • 한국콘크리트학회 2000년도 봄 학술발표회 논문집
    • /
    • pp.375-380
    • /
    • 2000
  • Experimental and numerical studies were done to investigate seismic performance of slender sheat wall with no boundary confinement. 1/3 scale-specimens that model the plastic region of long slender shear walls subjected to combined axial load and bending moment were rested to investigate strength, ductility, capacity of energy dissipation and strain distribution. The experimental results show that the slender walls fail due to early crushing in the compressive boundary, and then have very low ductility. The measured maximum compressive strain is 0.0021, which is much less then 0.004 being commonly used for estimation of ductility. The experimental results indicates that the maximum compressive strain is not a fixed value but is affected by moment gradient along the shear wall height and distance from neutral axis to the extreme compressive fiber.

  • PDF