• Title/Summary/Keyword: probability distributions

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Variation of design flood according to the temporal resolution and periods of rainfall (강우의 시간해상도와 자료기간에 따른 설계홍수량의 변동성)

  • Kim, Min-Seok;Lee, Jung-Hwan;Moon, Young-Il
    • Journal of Korea Water Resources Association
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    • v.51 no.7
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    • pp.599-606
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    • 2018
  • Most hydrological analysis such as probability rainfall and rainfall time distributions have typically carried out based on hourly rainfall and rainfall - runoff analysis have carried out by applying different periods of rainfall time distribution and probability rainfall. In this study, to quantify the change of design flood due to the data type (hourly and minutely rainfall data) and the probability rainfall and application of different data period to the rainfall time distribution, probability rainfall is calculated by point frequency analysis according to data type and period and rainfall time distribution was calculated by Huff's quartile distributions. In addition, the change analysis of design flood was carried out by rainfall - runoff analysis applying different data periods of design rainfall time distribution. and probability rainfall. As a result, rainfall analysis using minute rainfall data was more accurate and effective than using hourly rainfall data. And the design flood calculated by applying different data period of rainfall time distribution and probability rainfall made a large difference than by applying different data type. It is expected that this will contribute to the hydrological analysis using minutely rainfall.

New composite distributions for insurance claim sizes (보험 청구액에 대한 새로운 복합분포)

  • Jung, Daehyeon;Lee, Jiyeon
    • The Korean Journal of Applied Statistics
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    • v.30 no.3
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    • pp.363-376
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    • 2017
  • The insurance market is saturated and its growth engine is exhausted; consequently, the insurance industry is now in a low growth period with insurance companies that face a fierce competitive environment. In such a situation, it will be an important issue to find the probability distributions that can explain the flow of insurance claims, which are the basis of the actuarial calculation of the insurance product. Insurance claims are generally known to be well fitted by lognormal distributions or Pareto distributions biased to the left with a thick tail. In recent years, skew normal distributions or skew t distributions have been considered reasonable distributions for describing insurance claims. Cooray and Ananda (2005) proposed a composite lognormal-Pareto distribution that has the advantages of both lognormal and Pareto distributions and they also showed the composite distribution has a higher fitness than single distributions. In this paper, we introduce new composite distributions based on skew normal distributions or skew t distributions and apply them to Danish fire insurance claim data and US indemnity loss data to compare their performance with the other composite distributions and single distributions.

Building a Korean-English Parallel Corpus by Measuring Sentence Similarities Using Sequential Matching of Language Resources and Topic Modeling (언어 자원과 토픽 모델의 순차 매칭을 이용한 유사 문장 계산 기반의 위키피디아 한국어-영어 병렬 말뭉치 구축)

  • Cheon, JuRyong;Ko, YoungJoong
    • Journal of KIISE
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    • v.42 no.7
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    • pp.901-909
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    • 2015
  • In this paper, to build a parallel corpus between Korean and English in Wikipedia. We proposed a method to find similar sentences based on language resources and topic modeling. We first applied language resources(Wiki-dictionary, numbers, and online dictionary in Daum) to match word sequentially. We construct the Wiki-dictionary using titles in Wikipedia. In order to take advantages of the Wikipedia, we used translation probability in the Wiki-dictionary for word matching. In addition, we improved the accuracy of sentence similarity measuring method by using word distribution based on topic modeling. In the experiment, a previous study showed 48.4% of F1-score with only language resources based on linear combination and 51.6% with the topic modeling considering entire word distributions additionally. However, our proposed methods with sequential matching added translation probability to language resources and achieved 9.9% (58.3%) better result than the previous study. When using the proposed sequential matching method of language resources and topic modeling after considering important word distributions, the proposed system achieved 7.5%(59.1%) better than the previous study.

Emergence and Structure of Complex Mutualistic Networks

  • Lee, KyoungEun;Jung, Nam;Lee, Hyun Min;Maeng, Seung Eun;Lee, Jae Woo
    • Proceedings of the National Institute of Ecology of the Republic of Korea
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    • v.3 no.3
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    • pp.149-153
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    • 2022
  • The degree distribution of the plant-pollinator network was identified by analyzing the data in the ecosystem and reproduced by a model of the growing bipartite mutualistic networks. The degree distribution of pollinator shows power law or stretched exponential distribution, while plant usually shows stretched exponential distribution. In the growth model, the plant and the pollinator are selected with probability Pp and PA=1-Pp, respectively. The number of incoming links for the plant and the pollinator is lp and lA, respectively. The probability that the link of the plant selects the pollinator of the existing network given as $A_{k_i}=k^{{\lambda}_A}_i/{\sum}_i\;k^{{\lambda}_A}_i$, and the probability that the pollinator selects the plant is $P_{k_i}=k^{{\lambda}_p}_i/{\sum}_i\;k^{{\lambda}_p}_i$. When the nonlinear growth index is 𝛌X=1 (X=A or P), the degree distribution follows a power law, and if 0≤𝛌X<1, the degree distribution follows a stretched exponential distribution. The cumulative degree distributions of plants and pollinators of 14 empirical plant-pollinators included in Interaction Web Database were calculated. A set of parameters (PA,PP,lA,lP) that reproduces these cumulative degree distributions and a growth index 𝛌X (X=A or P) were obtained. We found that animal takes very heterogenous connections, whereas plant takes a more flexible connection network.

A case study of gust factor characteristics for typhoon Morakat observed by distributed sites

  • Liu, Zihang;Fang, Genshen;Zhao, Lin;Cao, Shuyang;Ge, Yaojun
    • Wind and Structures
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    • v.35 no.1
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    • pp.21-34
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    • 2022
  • Gust factor is an important parameter for the conversion between peak gust wind and mean wind speed used for the structural design and wind-related hazard mitigation. The gust factor of typhoon wind is observed to show a significant dispersion and some differences with large-scale weather systems, e.g., monsoons and extratropical cyclones. In this study, insitu measurement data captured by 13 meteorological towers during a strong typhoon Morakot are collected to investigate the statistical characteristics, height and wind speed dependency of the gust factor. Onshore off-sea and off-land winds are comparatively studied, respectively to characterize the underlying terrain effects on the gust factor. The theoretical method of peak factor based on Gaussian assumption is then introduced to compare the gust factor profiles observed in this study and given in some building codes and standards. The results show that the probability distributions of gust factor for both off-sea winds and off-land winds can be well described using the generalized extreme value (GEV) distribution model. Compared with the off-land winds, the off-sea gust factors are relatively smaller, and the probability distribution is more leptokurtic with longer tails. With the increase of height, especially for off-sea winds, the probability distributions of gust factor are more peaked and right-tailed. The scatters of gust factor decrease with the mean wind speed and height. AS/NZ's suggestions are nearly parallel with the measured gust factor profiles below 80m, while the fitting curve of off-sea data below 120m is more similar to AIJ, ASCE and EU.

Analysis on the Occurrence Probability Distribution of Tidal Levels using Harmonic Constants (조화상수를 이용한 조위 발생확률분포 분석)

  • Jeong Shin Taek;Cho Hong Yeon;Kim Jeong Dae;Cho Byum Jun
    • Proceedings of the Korea Water Resources Association Conference
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    • 2005.05b
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    • pp.1053-1057
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    • 2005
  • The occurrence probability (OP) distributions of tide levels using harmonic constants of six tidal gauging stations in Korean coastal zone were estimated and analysed in detail. OP analysis using harmonic constants data of Incheon(Youldo), Mokpo, Yeosu, Pusan, Pohang and Sokcho was carried out and compared with the OP using hourly tidal elevation data which were served through the Internet Homepage by the National Ocean Research Institute. The tidal elevation data were divided by the AHHW (ALLW) value referenced to MSL in order to compare the OP patterns in a relative scale. The OP of the tidal elevation calculated using 38 harmonic tidal constituents relatively well agreed with those of hourly observed tidal elevation data. However, the OP results using four harmonic tidal constituents overestimate the occurrence probability at the peak points and underestimate at the tail-regions of the OP. Especially, the OP patterns of the Sokcho and Pohang tidal gauging stations on the East Sea show totally different patterns and the estimation method using four harmonic constants should be modified and application should be strictly limited on the East Sea areas. The OP patterns are considerably well generated in case of the OP generation using the additional two or three dominant tidal constituents,

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Probability Distribution of Rainfall Events Series with Annual Maximum Continuous Rainfall Depths (매년최대 연속강우량에 따른 강우사상 계열의 확률분포에 관한 연구)

  • 박상덕
    • Water for future
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    • v.28 no.2
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    • pp.145-154
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    • 1995
  • The various analyses of the historical rainfall data need to be utilized in a hydraulic engineering project. The probability distributions of the rainfall events according to annual maximum continuous rainfall depths are studied for the hydrologic frequency analysis. The bivariate normal distribution, the bivariate lognormal distribution, and the bivariate gamma distribution are applied to the rainfall events composed of rainfall depths and its durations at Kangnung, Seoul, Incheon, Chupungnyung, Teagu, Jeonju, Kwangju, and Busan. These rainfall events are fitted to the the bivariate normal distribution and the bivariate lognormal distribution, but not fitted to the bivariate gamma distribution. Frequency curves of probability rainfall events are suggested from the probability distribution selected by the goodness-of-fit test.

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Evaluation of Creep Crack Growth Failure Probability at Weld Interface Using Monte Carlo Simulation (몬테카를로 모사에 의한 용접 계면에서의 크리프 균열성장 파손 확률 평가)

  • Lee Jin-Sang;Yoon Kee-Bong
    • Journal of Welding and Joining
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    • v.23 no.6
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    • pp.61-66
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    • 2005
  • A probabilistic approach for evaluating failure risk is suggested in this paper. Probabilistic fracture analyses were performed for a pressurized pipe of a Cr-Mo steel reflecting variation of material properties at high temperature. A crack was assumed to be located along the weld fusion line. Probability density functions of major variables were determined by statistical analyses of material creep and creep crack growth data measured by the previous experimental studies by authors. Distributions of these variables were implemented in Monte Carlo simulation of this study. As a fracture parameter for characterizing growth of a fusion line crack between two materials with different creep properties, $C_t$ normalized with $C^*$ was employed. And the elapsed time was also normalized with tT, Resultingly, failure probability as a function of operating time was evaluated fur various cases. Conventional deterministic life assessment result was turned out to be conservative compared with that of probabilistic result. Sensitivity analysis for each input variable was conducted to understand the most influencing variable to the analysis results. Internal pressure, creep crack growth coefficient and creep coefficient were more sensitive to failure probability than other variables.

Quantile regression analysis: A novel approach to determine distributional changes in rainfall over Sri Lanka

  • S.S.K, Chandrasekara;Uranchimeg, Sumiya;Kwon, Hyun-Han
    • Proceedings of the Korea Water Resources Association Conference
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    • 2017.05a
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    • pp.228-232
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    • 2017
  • Extreme hydrological events can cause serious threats to the society. Hence, the selection of probability distributions for extreme rainfall is a fundamental issue. For this reason, this study was focused on understanding possible distributional changes in annual daily maximum rainfalls (AMRs) over time in Sri Lanka using quantile regression. A simplified nine-category distributional-change scheme based on comparing empirical probability density function of two years (i.e. the first year and the last year), was used to determine the distributional changes in AMRs. Daily rainfall series of 13 station over Sri Lanka were analyzed for the period of 1960-2015. 4 distributional change categories were identified for the AMRs. 5 stations showed an upward trend in all the quantiles (i.e. 9 quantiles: from 0.05 to 0.95 with an increment of 0.01 for the AMR) which could give high probability of extreme rainfall. On the other hand, 8 stations showed a downward trend in all the quantiles which could lead to high probability of the low rainfall. Further, we identified a considerable spatial diversity in distributional changes of AMRs over Sri Lanka.

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A Study on the Estimating Burst Pressure Distributions for Reliability Assessment of API 5L X65 Pipes (API 5L X65 배관의 신뢰도 평가를 위한 파열압력 분포 추정에 관한 연구)

  • Kim, Seong-Jun;Kim, Dohyun;Kim, Cheolman;Kim, Woosik
    • Journal of Korean Society for Quality Management
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    • v.48 no.4
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    • pp.597-608
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    • 2020
  • Purpose: The purpose of this paper is to present a probability distribution of the burst pressure of API 5L X65 pipes for the reliability assessment of corroded gas pipelines. Methods: Corrosion is a major cause of weakening the residual strength of the pipe. The mean residual strength on the corrosion defect can be obtained using the burst pressure code. However, in order to obtain the pipe reliability, a probability distribution of the burst pressure should be provided. This study is concerned with estimating the burst pressure distribution using Monte Carlo simulation. A response surface method is employed to represent the distribution parameter as a model of the corrosion defect size. Results: The experimental results suggest that the normal or Weibull distribution should be suitable as the probability distribution of the burst pressure. In particular, it was shown that the probability distribution parameters can be well predicted by using the depth and length of the corrosion defect. Conclusion: Given a corrosion defect on the pipe, its corresponding burst pressure distribution can be provided at instant. Subsequently, a reliability assessment of the pipe is conducted as well.