혼합분포형을 이용한 한국의 연최대 풍속 분석

신주영,안현준,정창삼,안정환 한국방재학회 2018 한국방재학회논문집 Vol.18 No.7

Recently, many studies on wind speed frequency analysis reported that mixture distribution is appropriate for the distribution of wind speed data. Since the annual maximum wind speed data are a subsample of wind speed data, the characteristics of the annual maximum wind speed data are highly likely related to those of wind speed data. Hence, in this study, the fit of mixture distribution for annual maximum wind speed data measured in Korea was assessed. A two-component Gumbel mixture distribution was employed, and an expectation-maximization algorithm was used as fitting method. The fit of the mixture distribution was compared with those of the Gumbel, Weibull, Generalized Extreme Value, and Kappa distributions, based on several goodness-of-fit measurements. The results show that the fit of the mixture distribution for the annual maximum wind speed in Korea was superior to the fits of other distributions. Additionally, the mixture distribution led to good fits also at those stations where it was not selected as the most appropriate distribution. 최근 풍속자료의 빈도해석 연구에서 풍속자료의 분포형으로 혼합확률분포이 적합하다는 결과가 보고되고 있다. 연 최대 풍속자료는 풍속자료 중에서 연 최대 값을 뽑아 낸 자료로, 풍속자료의 특성에 따라 연 최대 풍속자료의 특성이 결정될 가능성이 높다. 그래서, 본 연구에서는 국내 연 최대 풍속자료에 대한 혼합분포형의 적합성을 평가였다. 혼합분포형으로는 Gumbel 분포형을 두 개를 합성한 분포형을 사용하였고, 혼합분포형의 매개변수를 추정하기 위해서, expectation-maximization 알고리즘을 적용하였다. 추정된 혼합분포형은 다양한 적합도 평가 기준을 토대로 Gumbel, Weibul, Generalized Extreme Value, Kappa 분포형과 국내 풍속자료에 대한 적합도를 비교하였다. 평가결과, 혼합분포형이 극치 분석에 사용되는 분포형들보다 국내 연 최대 풍속자료에 적합한 것으로 나타났고, 혼합분포모형이 최적분포형으로 선정되지 않은 지점에서도 높은 적합도를 보이는 것으로 확인하였다.

3분기말까지 누적소폭이익 기업의 연차보고이익 분포의 특성 -이익유연화를 중심으로-

박종일,전규안 한국세무학회 2011 세무와 회계저널 Vol.12 No.1

Prior research examines whether firms manage earnings to meet or beat certain benchmarks (e.g., profitability, earnings increases, and analysts’ forecasts). Building on the results of Burgstahler and Dichev (1997) show that there is a large discontinuity, or kink, in the annual earnings distribution around zero. Degeorge et al. (1999) find similar evidence using quarterly earnings distributions. Also, prior research examines whether manage earnings the fourth quarter earnings to use the last chance to meet or beat certain benchmarks. Specifically, prior research examines whether firms that unmanaged earnings are small loss of the cumulative earnings distribution at the end of the first three quarters report small profits annual earnings to avoid negative earnings surprises by managing the fourth quarter earnings (Kerstein and Rai 2007 ; Park and Jeon 2010). Whereas, we investigates whether firms with small cumulative profits at the beginning of the fourth-quarter manage fourth quarter earnings to income smoothing. We argue that such firms are the most likely not to manage earnings upward or downward, still at the stay. One particular manifestation of earnings management is smoothing or managing reported earnings to achieve a certain earnings targets across accounting periods. Tucker and Zarowin (2006) report that the changes in the current stock prices of higher smoothing firms contain more information about these firms’ future earnings than do the changes in the current stock prices of lower smoothing firms. Taken collectively this study support the notion that income smoothing represents an efficient vehicle for managers to reveal private information. We then test whether firms shift abnormally within the fourth-quarter earnings distribution to achieve annual profits corresponding to the smallest profit level considered. Further, we extend the earnings distribution approach to identifying earnings management by examining changes to the earnings distribution, not just the earnings distribution itself, and also extends Kerstein and Rai (2007). Our logistic regression results provide strong evidence that firms with the smallest cumulative profits (small profits level at the end of the third-quarter, unmanaged earnings are small profits more than prior year earnings at the end of the third-quarter, and unmanaged earnings are small beating profits more than analyst’s forecasts at the september) also report the smallest annual profits at an abnormally high rate in order to income smoothing. That is, for the benefit of the firms contains more private information about their future earnings. Overall, our results show that compared to a control group (large cumulative profits or small cumulative losses at the first three quarter), a high proportion of firms with small cumulative profits at the beginning of the fourthquarter report small annual profits rather than large annual profits or small annual losses. Therefore, our study contributes to the earnings management literature. 본 연구는 분기별 이익과 연차이익 자료를 이용하여 분기별 이익에서 소폭이익(small profit)을 실현한 기업들이 최종 연차보고이익에서 이익을 유연화 하는가를 검증하였다. 과거의 관점과 달리 최근 연구들에서는 기업이 이익유연화(income smoothing)를 할수록 투자자들에게 미래 이익정보력을 향상시키며(Tucker and Zarowin 2006), 자본비용은 감소된다는 실증적 증거를 보고하였다(Li and Richie 2009). 또한 분기별 이익 자료를 이용한 선행연구들에서는 3분기말까지 소폭손실(small loss)을 기록할 경우 자본시장에서 나타날 수 있는 부정적인 어닝 서프라이즈(negative earnings surprises)를 회피하기 위하여 경영자는 마지막 기회(last chance)인 4분기에서 이익을 상향조정한다는 결과를 제시하였다(박종일과 전규안 2010 ; Kerstein and Rai 2007). 이러한 선행연구와 달리 본 연구는 3분기말까지 누적된 이익이 소폭이익을 이미 실현시킨 기업을 대상으로 이들 기업이 연차보고이익에서도 계속 소폭이익 상태를 유지하는지를 살펴봄으로써 이익유연화 현상을 검증한다는 점에서 차이가 있다. 이를 검증하기 위해 본 연구는 2000년부터 2008년까지 9년간 유가증권시장에 상장된 12월 결산법인 중에서 금융업을 제외한 이용가능한 표본을 대상으로 Kerstein and Rai(2007)의 방법을 원용하되, 이 연구의 범위를 확장시켜 분석하였다. 실증분석결과는 다음과 같다. 첫째, 3분기까지의 누적순이익이 소폭이익 구간에 있는 기업들은 그렇지 않은 기업들보다 통계적으로 유의하게 최종 연차보고이익 역시 소폭이익 수준을 계속 유지하는 것이 관찰되어 이들 기업은 이익유연화를 하는 것으로 나타났다. 둘째, 3분기까지의 관리전 예상 연차이익이 전기순이익에 비해 약간 초과한 소폭이익증가 기업들은 그렇지 않은 기업들보다 유의하게 연차보고이익에서도 소폭이익 수준을 계속 유지하는 이익유연화를 행하는 것으로 나타났다. 셋째, 3분기까지의 관리전 예상 연차이익이 9월말에 예측된 재무분석가의 연차 순이익보다 약간 초과된 소폭이익달성 기업들은 그렇지 않은 기업들보다 유의하게 연차보고이익도 소폭이익 수준을 계속 유지함으로써 이익유연화를 실현하는 것으로 나타났다. 이상의 결과들로 볼 때 3분기까지의 누적순이익이 소폭이익에 있거나, 관리전 이익이 전기순이익보다 약간 증가된 소폭이익증가 기업이거나, 그리고 관리전 이익이 재무분석가의 이익예측치를 약간 초과한 소폭이익달성 기업은 그렇지 않은 기업들과 비교해서 최종 연차보고이익을 각각 더 증가시키지 않거나(소폭이익 구간 이상의 기업과 비교해서), 더 감소시키지 않고(소폭손실 기업과 비교해서) 4분기 이익을 관리하여 소폭이익 상태를 그대로 유지시켜 보고함으로써 자본시장의 투자자들에게 자사의 미래이익에 관한 전망을 전달하기 위해 이익유연화를 실현한다는 발견이다. 본 연구는 이익유연화와 관련한 국내외 실증적 연구가 미미한 상황에서 이와 관련된 문헌들에 대하여 추가적이고 차별화된 증거를 제공한다는 점에서 의의가 있으며, 또한 이 분야의 선행연구인 Kerstein and Rai(2007)의 연구보다 확장된 경험적 증거를 제공한다는 점은 추가적인 공헌점이 있음을 시사한다.

고려 · 조선의 국제관계에서 역서가 가지는 의미와 그 변화

서은혜(Sur Eonheai) 역사비평사 2017 역사비평 Vol.- No.121

In Choseon dynasty, one of the most significant features of the compilation of calendar is that Choseon consciously compile exactly same calendar with China. The establishment of the regular distribution of calendar worked as the precondition of this feature During early Koryo dynasty, the distribution of calendar from china was uncommon, and was not strictly connected with installation. Under the Mongol Empire, the distribution of calendar came to be annual. Before 1281, Mongol distributed the calendar as a gift for foreign king. After Koryo gained a qualification as a bureaucrat of Mongol, the feature of distribution have been changed, During late Koryo and early choseon dynasties, Ming tried to distribute calendar annually. However, due to a continuous dispute, the distribution could not be carried out every year. In 1403, Ming institutionalized the distribution of calendar to Choseon. Thus Choseon could compile exactly same calendar with China.

확률가중모벤트의 차수 변화에 따른 홍수량 변동 특성 분석

맹승진(Maeng, Seung-Jin),황주하(Hwang, Ju-Ha) 한국산학기술학회 2009 한국산학기술학회논문지 Vol.10 No.5

본 연구에서는 우리나라 수위관측소들 중에서 관측 유량이 검증된 총 19개 유역을 선정하고 관측된 홍수량을 사용하여 적정 설계홍수량을 유도함으로써 우리나라의 설계홍수량 특성을 분석하였다. 대상유역별로 관측개시년도에서 부터 분석 시작년을 기준으로 1년씩 증가 시키는 점진적 구성 방식으로 연최대홍수량에 대한 빈도분석을 실시하기 위해, 연강우량 변동특성을 이동평균법에 의해 분석하였다. 19개 대상유역에 대한 연최대홍수량 계열 구성 기간별로 기본통계치를 산정하고 독립성, 동질성 및 Outlier 검정을 실시하였다. Gumbel, Generalized Extreme Value, Generalized Logistic 및 Generalized Pareto 분포의 적합도 검정을 LH-모멘트비도와 Kolmogorov-Smimov 검정에 의해 수행하였다. 적정 확률분포로 선정된 GEV 분포의 매개변수를 확률가중모멘트의 차수 변화에 의한 L, L1, L2, L3 및 L4-모멘트법에 의해 추정하고 대상유역 및 연최대홍수량 계열 구성 기간별 설계홍수량을 유도하였다. 본 연구에서 사용한 변동률 분석에 따라 최근 지구온난화에 따른 우리니라 기후 변화를 고려한 적절한 수리구조물의 설계 조건 변경시기는 2002년 전후로 하여야 할 것 이다. In this research, various characteristics of South Korea's design flood have been examined by deriving appropriate design flood , using data obtained from careful observation of actual floods occurring in selected main watersheds of the nation. 19 watersheds were selected for research in Korea. The various characteristics of annual rainfall were analyzed by using a moving average metbod. The frequency analysis was decided to be performed on the annual maximum flood of succeeding one year as a reference year. For the 19 watersheds, tests of basic statistics, independent, homogeneity, and outlier were calculated per period of annual maximum flood series. By performing a test using the LH-moment ratio diagram and the Kolmogorov-Smirnov (K-S) test, among applied distributions of Gumbel (GUM), Generalized Extreme Value (GEV), Generalized Logistic (GLO) and Generalized Pareto (GPA) distribution was found to be adequate compared with other probability distributions. Parameters of GEV distribution were estimated by L, L1, L2, L3 and L4-moment method based on the change in the order of probability weighted moments. Design floods per watershed and the periods of annual maximum flood series were derived by GEV distribution. According to the result of the analysis performed by using variation rate used in this research, it has been concluded that the time for changing the design conditions to ensure the proper hydraulic structure that considers recent climate changes of the nation brought about by global warming should be around the year 2002.

Wakeby 및 Kappa 분포의 L-모멘트법에 의한 홍수빈도분석

맹승진,이순혁,이현규,류경식,송기현,Maeng, Seung-Jin,Lee, Soon-Hyuk,Lee, Hyeon-Gyu,Ryu, Kyong-Sik,Song, Gi-Heon 한국농공학회 2006 한국농공학회논문집 Vol.48 No.5

The objective of this study is to induce the design floods by the methodology of L-moment including test of homogeneity, independence and outlier of the data of annual maximum flood flows for 12 water level gaging stations of South Korea. To select appropriate distribution of the data for annual maximum flood flows, the distributions of Wakeby and Kappa are applied and the appropriateness is judged by Kolmogorov-smirnov (K-S) test. The parameters of selected Wakeby and Kappa distributions are calculated by the method of L-moment and the design floods are induced. Through the comparative analysis using the relative root mean square errors (RRMSE) and relative absolute errors (RAE) of design floods, the result shows that the design floods by Wakeby distribution are closer to the observed data than those obtained by the Kappa distribution.

베타분포를 이용한 서울 지점 연 최대치 독립 호우사상의 대표 시간분포 특성 분석

전창현,유철상 한국수자원학회 2013 한국수자원학회논문집 Vol.46 No.4

본 연구에서는 1961~2010년 사이의 서울 지점 연 최대치 독립 호우사상들을 베타분포로 분석하여 서울지점의 대표 호우사상을 결정하였다. 구체적으로 살펴보면, 먼저, 첨두강우량을 기준으로 연최대치 호우사상들을 상위 50%와 하위 50%로 구분한다. 각각의 경우에 대해 첨두강우량의 평균을 지나는 베타분포를 유도한다. 마지막으로, 유도된 두 베타분포의 산술평균을 우량주상도로 나타내어 대표 호우사상을 결정한다. 이렇게 유도된 대표 호우사상은 실제 호우사상과 유사한 모양을 갖는 것으로 확인되었으며, 특히 Huff 분포에 비해 큰 첨두 강우량을 갖는 것으로 확인되었다. 여러 강우시간분포 모형들과 비교해 본 결과 Keifer & Chu 모형이 본 연구의 결과와 가장 유사한 것으로 나타났다. This study used the beta distribution to analyze the independent annual maximum rainfall events from 1961 to 2010 and decided the representative rainfall event for Seoul. In detail, the annual maximum rainfall events were divided into two groups, the upper 50% and the lower 50%. For each group, a beta distribution was derived to pass the mean location of the rainfall peaks. Finally, the representative rainfall event was decided as the rainfall histogram of the arithmetic average of the two beta distributions derived. The representative rainfall event derived has a realistic shape very similar to those observed annual maximum rainfall events, especially with the higher rainfall peak compared to that of the Huff distribution. Comparison with other rainfall distribution models shows that the temporal distribution of the representative rainfall event derived in this study is most similar to the Keifer & Chu model.

최근 우리나라 여름철 극한강수의 빈도와 규모 변화에 관한 연구

최영은,이한수,권재일 국토지리학회 2013 국토지리학회지 Vol.47 No.1

The purpose of this study is to examine the change on frequency-magnitude of summer extreme rainfall events and to evaluate the hydro-climatologic characteristics of those events using one- to five-day annual maximum and partial duration series and various statistical frequency distributions. The temporal changing analyses of one- to five-day annual maximum series showed increasing trends for the most of stations, and trends were more distinct for Gangnung, Pohang, Chupungnyeong and Seoul indicating that there was a significant change on the magnitude of extreme rainfall events. No single statistical distribution would appropriately provide a best fit over a wide range of recurrence intervals for all the stations, but generalized extreme value distribution (GEVD) showed the best fit for more stations than others. One- to five-day annual maximum series had a positive correlation with global annual and spring mean temperature, annual and winter arctic oscillation indices for the most of stations while they had a negative correlation with El nino indices. 본 연구의 목적은 1990년대 이후 변동성이 커진 우리나라 여름철 극한강수의 빈도와 규모 변화를 1~5일 누적강수량을 이용하여 수문기후학적으로 분석하는 것이다. 다양한 지속일별 연최대치계열을 이용하여 파악한 극한강수 규모의 시계열 변화는 대부분의 지점에서 증가 경향을 보였고, 강릉, 포항, 추풍령, 서울에서 그 경향은 더 뚜렷했다. 모든 재현기간에 대해서 극한강수의 규모를 완벽하게 모사하는 통계분포형은 존재하지 않지만, 일반극한값분포형이 가장 많은 지점에서 적합도가 높았다. 많은 지점에서 연최대치계열은 전구연평균 및 봄철평균기온, 연 및 겨울 북극진동지수와는 뚜렷한 양의 상관관계를 가지고, 엘니뇨 지수와는 일부 지점에서 음의 상관관계가 존재하였다.

Aerodynamic assessment of airfoils for use in small wind turbines

Okita, Willian M.,Ismail, Kamal A.R. Techno-Press 2019 Advances in energy research Vol.6 No.1

A successful blade design must satisfy some criterions which might be in conflict with maximizing annual energy yield for a specified wind speed distribution. These criterions include maximizing power output, more resistance to fatigue loads, reduction of tip deflection, avoid resonance and minimize weight and cost. These criterions can be satisfied by modifying the geometrical parameters of the blade. This study is dedicated to the aerodynamic assessment of a 20 kW horizontal axis wind turbine operating with two possible airfoils; that is $G{\ddot{o}}ttingen$ 413 and NACA 2415 airfoils (the Gottingen airfoil never been used in wind turbines). For this study parameters such as chord (constant, tapered and elliptic), twist angle (constant and linear) are varied and applied to the two airfoils independently in order to determine the most adequate blade configuration that produce the highest annual energy output. A home built numerical code based on the Blade Element Momentum (BEM) method with both Prandtl tip loss correction and Glauert correction, X-Foil and Weibull distribution is developed in Matlab and validated against available numerical and experimental data. The results of the assessment showed that the NACA 2415 airfoil section with elliptic chord and constant twist angle distributions produced the highest annual energy production.

베이지안 다중 비교차 분위회귀 분석 기법을 이용한 비정상성 빈도해석 모형 개발

오랑치맥 솜야(Sumiya Uranchimeg),김용탁(Yong-Tak Kim),권영준(Young-Jun Kwon),권현한(Hyun-Han Kwon) 한국연안방재학회 2017 한국연안방재학회지 Vol.4 No.3

Global warming under the influence of climate change and its direct impact on glacial and sea level are known issue. However, there is a lack of research on an indirect impact of climate change such as coastal structure design which is mainly based on a frequency analysis of water level under the stationary assumption, meaning that maximum sea level will not vary significantly over time. In general, stationary assumption does not hold and may not be valid under a changing climate. Therefore, this study aims to develop a novel approach to explore possible distributional changes in annual maximum sea levels (AMSLs) and provide the estimate of design water level for coastal structures using a multiple non-crossing quantile regression based nonstationary frequency analysis within a Bayesian framework. In this study, 20 tide gauge stations, where more than 30 years of hourly records are available, are considered. First, the possible distributional changes in the AMSLs are explored, focusing on the change in the scale and location parameter of the probability distributions. The most of the AMSLs are found to be upward-convergent/divergent pattern in the distribution, and the significance test on distributional changes is then performed. In this study, we confirm that a stationary assumption under the current climate characteristic may lead to underestimation of the design sea level, which results in increase in the failure risk in coastal structures. A detailed discussion on the role of the distribution changes for design water level is provided.

Annual Cycle of Tropical and Subtropical Precipitation Estimated from TMPA 3B42 Dataset

Peeravit Koad,Krisanadej Jaroensutasinee 한국기상학회 2021 Asia-Pacific Journal of Atmospheric Sciences Vol.57 No.2

The annual cycles of tropical and subtropical precipitation were estimated by parameterizing them using the inferential circular statistics approach. The Tropical Rainfall Measuring Mission (TRMM) Multi-satellite Precipitation Analysis (TMPA) version 7 dataset which has spatial coverage from 50°S to 50°N and temporal coverage from 1998 to 2018 (21 years) was used to compute the monthly precipitation climatology data. Their annual cycles can be estimated using the bimodal von Mises distribution. The estimated parameters were found to sufficiently capture some interesting characteristics such as the non-uniformity and bimodality of precipitation rate associated with regions of convergence zones and subtropical highs. The difference in timings of maximum and minimum precipitation suggest that precipitation maxima over the continent were found to follow the position of the Sun at an average time lag of 1.2 months. Three examples of applying these parameters are given including the regional classification of precipitation which emphasizes on the bimodality the non-uniformity and the bimodality of their annual cycles, the evolution of the southern Intertropical Convergence Zone (ITCZ) in the Pacific Ocean which was found to propagate westward from 90°Win mid-March to 150°Win early-April at an estimated speed of 21.6 km/h, and the precipitation variability in the case of Paris in France in which the precipitation anomaly tend to decrease at a highly significant rate of −9.716 mm/month per decade (p value ≤0.01).