• Journal of the Korean Statistical Society
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• 제12권2호
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• pp.95-99
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• 1983

Limiting law for maximum queue length in G/M/1 queue system is derived. Furthermore, a simple approach using mixing sequence is also discussed.

• 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.

• Wind and Structures
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• 제2권1호
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• pp.51-68
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• 1999

Applying and extending some preceding researches, this paper proposes a map of Italian extreme winds assigning the reference velocity, i.e., the wind velocity averaged over 10 minutes, at 10 m height, in a flat open terrain, with 50 years mean return period, depending on the site and the altitude. Furthermore, an objective criterion is formulated by which the actual values of the local wind velocity are given as a function of the reference velocity. The study has been carried out in view of the revision of the Italian Standards dealing with safety and loads and the introduction of the aeolic Italian map into Eurocode 1.

• Journal of Information Processing Systems
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• 제18권1호
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• pp.146-158
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• 2022

With the success of the digital economy and the rapid development of its technology, network security has received increasing attention. Intrusion detection technology has always been a focus and hotspot of research. A hybrid model that combines particle swarm optimization (PSO) and kernel extreme learning machine (KELM) is presented in this work. Continuous-valued PSO and binary PSO (BPSO) are adopted together to determine the parameter combination and the feature subset. A fitness function based on the detection rate and the number of selected features is proposed. The results show that the method can simultaneously determine the parameter values and select features. Furthermore, competitive or better accuracy can be obtained using approximately one quarter of the raw input features. Experiments proved that our method is slightly better than the genetic algorithm-based KELM model.

• 한국항해항만학회지
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• 제47권6호
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• pp.315-323
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• 2023

지난 10년간, 복원력 상실로 인한 어선의 해양 사고는 지속해 증가하고 있다. 특히, 소형선박 사고의 대부분은 갑작스러운 바람이 주요 원인으로 지목되었다. 바람에 의한 소형선박의 갑작스러운 사고를 예방하기 위해서는 체계적인 분석기법 개발이 필요한 실정이다. 본 연구는 확률론적 극값 추정법을 기반으로 선박의 운동성능에 바람이 미치는 영향을 평가하는 데 그 목적이 있다. 이를 위해 운동 해석, 극값 추출, 운동 특성 분석 등의 연구를 수행하였다. 운동 해석은 Sea State 5의 파랑에서 파도, 파도와 균일 바람, 파도와 NPD풍속 모델 바람이 작용하는 3가지 조건을 적용하였다. 극값 추출은 Hysteresis 필터링 및 Peak-Valley 필터링 기법을 적용하였다. 추출된 극값을 이용하여 적합도 시험(Goodness of Fit Test)을 4가지 분포함수에 대해 수행하여 극값을 가장 잘 표현하는 최적의 분포함수를 선정하였다. 어선의 운동 특성은 3가지 주기 운동에 대하여 (Heave, Roll, Pitch)에 평가 후, 결과를 비교하였다. 선박의 운동성능 해석은 상용 솔버인 ANSYS-AQWA를 이용하였다.

• Journal of applied mathematics & informatics
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• 제31권3_4호
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• pp.327-336
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• 2013

Generalized Pareto distributions play an important role in re-liability, extreme value theory, and other branches of applied probability and statistics. This family of distribution includes exponential distribution, Pareto distribution, and Power distribution. In this paper we establish some recurrences relations satisfied by the quotient moments of the upper record values from the generalized Pareto distribution. Further a char-acterization of this distribution based on recurrence relations of quotient moments of record values is presented.

• 한국해안·해양공학회논문집
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• 제28권5호
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• pp.292-302
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• 2016

본 연구에서는 동해안의 4개 정점(속초, 묵호, 후포, 진하)에서 13년간 관측된 파랑자료를 이용하여 극치확률분석을 통해 재현빈도별로 천해설계파를 산정하였고, 이 값을 한국해양연구원(2005)에 제시된 동해안 심해설계파를 이용하여 SWAN 수치모델링로 계산된 결과와 비교하였다. 그 결과 2005년 기존 심해설계파의 수치실험 결과는 관측파랑에 의한 극치분석 결과보다 상대적으로 작은 것으로 나타났으며, 특히 30년 빈도 이하에서 동해안에서의 기존 심해설계파고가 과소산정되었을 가능성이 있음을 시사한다.

• 한국해안·해양공학회논문집
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• 제20권5호
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• pp.482-490
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• 2008

연안 및 항만구조물의 설계에서 최극 고조위는 매우 중요한 환경인자이다. 특히, 최극 고조위의 분포정보는 최근 부각되고 있는 신뢰성 설계에 필수적인 요소이다. 본 연구에서는 국립해양조사원에서 제시한 한국연안 주요 23개 검조소의 최극조위자료를 이용하여 극치분포 분석을 수행하였다. 특성분석에 사용된 극치분포함수는 Generalized Extreme Value, Gumbel 그리고 Weibull 분포이며, 각 분포함수의 매개변수는 모멘트법, 최우도법 그리고 확률가중모멘트법 등 3가지방법으로 추정하였다. 또한, 극치분포함수의 적합성은 95% 신뢰도 수준으로 $X^2$ 및 K-S 검정을 실시하였다. 그 결과, 23개 검조소의 최극 고조위는 Gumbel 분포형이 가장 적합한 모형으로 파악되었으며, 최적 추정된 매개변수 및 재현기간별 최극 고조위 정보를 제시하였다. 심 등(1992)이 제시한 인천, 제주, 여수, 부산, 묵호에 대한 극치해면값은 본 논문에서 산정한 결과에 비하여 작게 나타났다.

• 대기
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• 제31권5호
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• pp.607-623
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• 2021

This study presents projections of future extreme climate over the Korean Peninsula (KP), using bias-corrected data from multiple regional climate model (RCM) simulations in CORDEX-EA Phase 2 project. In order to confirm difference according to degree of greenhouse gas (GHG) emission, high GHG path of SSP5-8.5 and low GHG path of SSP1-2.6 scenario are used. Under SSP5-8.5 scenario, mean temperature and precipitation over KP are projected to increase by 6.38℃ and 20.56%, respectively, in 2081~2100 years compared to 1995~2014 years. Projected changes in extreme climate suggest that intensity indices of extreme temperatures would increase by 6.41℃ to 8.18℃ and precipitation by 24.75% to 33.74%, being bigger increase than their mean values. Both of frequency indices of the extreme climate and consecutive indices of extreme precipitation are also projected to increase. But the projected changes in extreme indices vary regionally. Under SSP1-2.6 scenario, the extreme climate indices would increase less than SSP5-8.5 scenario. In other words, temperature (precipitation) intensity indices would increase 2.63℃ to 3.12℃ (14.09% to 16.07%). And there is expected to be relationship between mean precipitation and warming, which mean precipitation would increase as warming with bigger relationship in northern KP (4.08% ℃^-1) than southern KP (3.53% ℃^-1) under SSP5-8.5 scenario. The projected relationship, however, is not significant for extreme precipitation. It seems because of complex characteristics of extreme precipitation from summer monsoon and typhoon over KP.

• Asia-Pacific Journal of Atmospheric Sciences
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• 제54권4호
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• pp.599-610
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• 2018

The goal of this study was to statistically analyse the variability of global irradiance and ultraviolet erythemal (UVER) irradiance and their interrelationships with global and UVER irradiance, global clearness indices and ozone. A prediction of short-term UVER solar irradiance values was also obtained. Extreme values of UVER irradiance were included in the data set, as well as a time series of ultraviolet irradiance variability (UIV). The study period was from 2005 to 2014 and approximately 250,000 readings were taken at 5-min intervals. The effect of the clearness indices on global irradiance variability (GIV) and UIV was also recorded and bi-dimensional distributions were used to gather information on the two measured variables. With regard to daily GIV and UIV, it is also shown that for global clearness index ($k_t$) values lower than 0.6 both global and UVER irradiance had greater variability and that UIVon cloud-free days ($k_t$ higher than 0.65) exceeds GIV. To study the dependence between UIVand GIV the ${\chi}^2$ statistical method was used. It can be concluded that there is a 95% probability of a clear dependency between the variabilities. A connection between high $k_t$ (corresponding to cloudless days) and low variabilities was found in the analysis of bidimensional distributions. Extreme values of UVER irradiance were also analyzed and it was possible to calculate the probable future values of UVER irradiance by extrapolating the values of the adjustment curve obtained from the Gumbel distribution.