• Journal of applied mathematics & informatics
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• 제26권5_6호
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• pp.1169-1183
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• 2008

In this paper, a method to find the weighted possibilistic variance and moments about the mean value of fuzzy numbers via applying a difuzzification using minimizer of the weighted distance between two fuzzy numbers is introduced. In this way, we obtain the nearest weighted point with respect to a fuzzy number, this main result is a new and interesting alternative justification to define of weighted mean of a fuzzy number. Considering this point and the weighted distance quantity, we introduce the weighted possibilistic mean (WPM) value and the weighted possibilistic variance(WPV) of fuzzy numbers. This paper shows that WPM is the nearest weighted point to fuzzy number and the WPV of fuzzy number is preserved more properties of variance in probability theory so that it can simply introduce the possibilistic moments about the mean of fuzzy numbers without problem. The moments of fuzzy numbers play an important role to estimate of parameters, skewness, kurtosis in many of fuzzy times series models.

• Communications for Statistical Applications and Methods
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• 제14권3호
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• pp.561-576
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• 2007

Five plotting positions are applied to the computation of probability weighted moments (PWM) on the parameters of the generalized logistic distribution. Over a range of parameter values with some finite sample sizes, the effects of five plotting positions are investigated via Monte Carlo simulation studies. Our simulation results indicate that the Landwehr plotting position frequently tends to document smaller biases than others in the location and scale parameter estimations. On the other hand, the Weibull plotting position often tends to cause larger biases than others. The plotting position (i - 0.35)/n seems to report smaller root mean square errors (RMSE) than other plotting positions in the negative shape parameter estimation under small samples. In comparison to the maximum likelihood (ML) method under the small sample, the PWM do not seem to be better than the ML estimators in the location and scale parameter estimations documenting larger RMSE. However, the PWM outperform the ML estimators in the shape parameter estimation when its magnitude is near zero. Sensitivity of right tail quantile estimation regarding five plotting positions is also examined, but superiority or inferiority of any plotting position is not observed.

• 한국농공학회지
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• 제44권5호
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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.

• 대한토목학회논문집
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• 제13권4호
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• pp.151-161
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• 1993

본 연구에서는 기존의 대수(對數)형태인 대수(對數)-Gumbel 확률분포함수를 변환하여 새로운 형태의 대수(對數)-Gumbel 확률분포함수를 정립하였다. 이 분포함수를 이용하여 모멘트법, 최우도법, 확률가중모멘트법(Probability weighted moments)에 기초한 매개변수 추정과정을 유도하였으며, 또한 재현기간별 신뢰한계를 구하기 위하여 각각의 매개변수 추정법에 대한 점근분산식(漸近分散式)을 유도하였다. 아울러 유도된 식들을 실제 자료에 적용하였다.

• 한국농공학회지
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• 제43권5호
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• pp.70-82
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• 2001

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. Using the L-moment ratios and Kolmogorov-Smirnov test, the underlying regional probability distribution was identified to be the Generalized extreme value distribution among applied distributions. Regional and at-site parameters of the generalized extreme value distribution were estimated by the linear combination of the probability weighted moments, L-moment. The regional and at-site analysis for the design rainfall were tested by Monte Carlo simulation. Relative root-mean-square error(RRMSE), relative bias(RBIAS) and relative reduction(RR) in RRMSE were computed and compared with those resulting from at-site Monte Carlo simulation. All show that the regional analysis procedure can substantially reduce the RRMSE, RBIAS and RR in RRMSE in the prediction of design rainfall. Consequently, optimal design rainfalls following the legions and consecutive durations were derived by the regional frequency analysis.

• Communications for Statistical Applications and Methods
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• 제16권4호
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• pp.647-658
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• 2009

It is already known from the previous study that flood seems to have heavier tail. Therefore, to make prediction of future extreme label, some agreement of tail behavior of extreme data is highly required. The LH-moments estimation method, the generalized form of L-moments is an useful method of characterizing the upper part of the distribution. LH-moments are based on linear combination of higher order statistics. In this study, we have formulated LH-moments of five distributions useful in hydrology such as, two types of three parameter kappa distributions, beta-${\kappa}$ distribution, beta-p distribution and a generalized Gumbel distribution. Using LH-moments reduces the undue influences that small sample may have on the estimation of large return period events.

• Communications for Statistical Applications and Methods
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• 제16권3호
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• pp.463-477
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• 2009

극단치 분포의 모수 추정방법으로 최우추정법, 확률가중적률법, 회귀분석법은 기존 연구에서 활발하게 적용되어져 왔다. 그러나 이들 세 가지 추정방법 가운데, 회귀분석법의 우수성은 엄격하게 평가되어진 적이 없다. 본 논문에서는 몬테칼로 시뮬레이션을 통하여 Generalized Extreme Value(GEV) 분포와 Generalized Pareto(GP) 분포의 모수 추정에 회귀분석법 및 다른 추정방법을 적용하여 비교 연구한다. 시뮬레이션 결과, 표본의 크기가 작은 경우 회귀분석 법은 GEV 분포의 위치모수 추정시 편의 측면과 효율성 측면에서 다른 방법보다 우수한 경향을 나타내었다. GP 분포의 규모모수 추정시에는 표본의 크기 가 작을 경우 회귀분석법이 다른 방법보다 작은 편의를 나타내었다. 회귀분석법은 표본의 크기 가 작거나 적당히 큰 경우에도 GEV 분포나 GP 분포의 형태모수 추정시에 형태모수의 값이 -0.4일 경우, 다른 방법보다 우수한 경향을 나타내었다.

• 한국농공학회:학술대회논문집
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• 한국농공학회 2003년도 학술발표논문집
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• pp.451-454
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• 2003

This study was mainly conducted to derive the design drought rainfall by the consecutive duration using probability weighted moments with rainfall in the regional drought frequency analysis. Selecting the drought rainfall series by the consecutive durations of drought observed for the long period all over the regions in Korea, optimal regionalization of the drought rainfall was classified by the climatologically and geographically homogeneous regions. Using the L-moment ratio and Kolmogorov- Smimov test, resonable frequency distribution for the drought rainfall was selected by the regions and consecutive periods of drought. Design drought rainfalls by the regions and consecutive durations were derived and compared by at-site and regional drought frequency analysis using the method of L-moments.

• 한국농공학회:학술대회논문집
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• 한국농공학회 2002년도 학술발표회 발표논문집
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• pp.237-240
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• 2002

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. RRMSE, RBIAS and 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. 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.

• 한국방재학회 논문집
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• 제7권2호통권25호
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• pp.53-63
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• 2007

국내의 경우 매년 발생하는 홍수에 대해서는 많은 분석과 대비를 하고 있지만, 겨울철 폭설에 대한 연구는 미비한 실정이다. 본 연구에서는 기상청 산하 52개 관측지점의 30년 이상의 최심신적설량 자료를 수집하고 각 지점별 적설량의 최적분포형을 결정하여 확률적설량을 산정하였으며, 지역별 확률적설량의 분포를 파악하기 쉽게 재현기간별 확률적설량도를 작성 제시하였다. 지점별 최심신적설량의 적정분포형으로는 2모수 gamma분포가 우세하였고, 과거 주요폭설기록의 재현기간은 약 500년 내외를 보인 2005년, 재현기간 약 200년 정도를 보인 2004년의 확률적 규모를 볼 때 설하중에 대한 설계기준의 확립이 긴요하다. 우리나라의 확률적설량은 남부지방인 영 호남 지역 보다 중부지방으로 올라 갈수록 증가하고 있으며, 특히 태백산맥과 소백산맥을 경계로 서쪽과 동쪽의 편차가 뚜렷한 차이를 보이고 있다.