• Title/Summary/Keyword: Domain of attraction

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Understanding the Asymptotic Convergence of Domain of Attraction in Extreme Value Distribution for Establishing Baseline Distribution in Statistical Damage Assessment of a Structure (통계적 구조물 손상진단에서 기저분포 구성을 위한 극치분포의 점근적 수렴성 이해)

  • Kang, Joo-Sung;Park, Hyun-Woo
    • Journal of the Korea institute for structural maintenance and inspection
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    • v.13 no.2 s.54
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    • pp.231-242
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    • 2009
  • The baseline distribution of a structure represents the statistical distribution of dynamic response feature from the healthy state of the structure. Generally, damage-sensitive dynamic response feature of a structure manifest themselves near the tail of a baseline statistical distribution. In this regard, some researchers have paid attention to extreme value distribution for modeling the tail of a baseline distribution. However, few researches have been conducted to theoretically understand the extreme value distribution from a perspective of statistical damage assessment. This study investigates the asymptotic convergence of domain of attraction in extreme value distribution through parameter estimation, which is needed for reliable statistical damage assessment. In particular, the asymptotic convergence of a domain of attraction is quantified with respect to the sample size out of which each extreme value is extracted. The effect of the sample size on false positive alarms in statistical damage assessment is quantitatively investigated as well. The validity of the proposed method is demonstrated through numerically simulated acceleration data on a two span continuous truss bridge.

Bibliometric Analysis of the Changes of Korean LIS Journals' States with Journal Coupling Analysis (저널 결합 분석을 이용한 한국 문헌정보학 저널의 입지 변화에 대한 계량서지적 분석)

  • Lee, Jae Yun;Choi, Sanghee
    • Journal of the Korean Society for information Management
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    • v.34 no.2
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    • pp.81-95
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    • 2017
  • This study examined two characteristics of library and information science (LIS) journals in Korea through analysis of journal coupling with common authors. This study also illustrated the trend of Korean LIS research in the recent decade. The notable change is that record management and archival studies settle in LIS domain as a major research area. We introduced two indicators, Publishing Preference Index (PPI) and Researcher Attraction Index (RAI), based on the degree of common authors among journals. Both indicators revealed notable changes in author coupling, including reversal of PPIs in some journals, which can be interpreted as proof of changes in their author groups. The RAI analysis, which measured the degree of journals' attractiveness to Korean LIS researchers and author sharing between two journals, illustrated the journals' states in a domain; this result can help find both an isolated journal and strongly bonded journals in the specific domain. Journal coupling with common authors introduced in this study proved to be an effective investigative method for illustrating journals' states in a specified domain as well as a multidisciplinary area.

Design of BSB Neural Networks using Parametrization of Solution Space and Optimization of Performance Index on Domain of Attraction (해공간의 매개변수화와 DOA 성능지수의 최적화를 이용한 BSB 신경망 설계)

  • 임영희;박주영;박대희
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 1995.10b
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    • pp.264-272
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    • 1995
  • This paper presents an efficient design method to realize an associative memory with BSB neural networks by means of the parametrization of the solution space and searching for the optimal solution using an evolution program. In particular, the performance index based on DOA analysis in this paper may make and associative memory implementation to reach on the level of practical success.

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SUBSAMPLING CHANGE-POINT DETECTION IN PERSISTENCE WITH HEAVY-TAILED INNOVATIONS

  • Han, Sier;Tian, Zheng
    • Journal of applied mathematics & informatics
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    • v.23 no.1_2
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    • pp.57-71
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    • 2007
  • This paper considers how to detect structure change in persistence from I(1) to I(0) with innovations in the domain of attraction of a K-stable law. We derive the asymptotic distribution of test statistic and find that the asymptotic distribution of test statistics depends on the stable index K, which is often typically unknown and difficult to estimate. Therefore the subsampling method is proposed to detect changes without estimating K. We establish the asymptotic validity of this method and assess its performance in finite samples by means of simulation study.

Errors in GEV analysis of wind epoch maxima from Weibull parents

  • Harris, R.I.
    • Wind and Structures
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    • v.9 no.3
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    • pp.179-191
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    • 2006
  • Parent wind data are often acknowledged to fit a Weibull probability distribution, implying that wind epoch maxima should fall into the domain of attraction of the Gumbel (Type I) extreme value distribution. However, observations of wind epoch maxima are not fitted well by this distribution and a Generalised Extreme Value (GEV) analysis leading to a Type III fit empirically appears to be better. Thus there is an apparent paradox. The reasons why advocates of the GEV approach seem to prefer it are briefly summarised. This paper gives a detailed analysis of the errors involved when the GEV is fitted to epoch maxima of Weibull origin. It is shown that the results in terms of the shape parameter are an artefact of these errors. The errors are unavoidable with the present sample sizes. If proper significance tests are applied, then the null hypothesis of a Type I fit, as predicted by theory, will almost always be retained. The GEV leads to an unacceptable ambiguity in defining design loads. For these reasons, it is concluded that the GEV approach does not seem to be a sensible option.

A SUPPLEMENT TO PRECISE ASYMPTOTICS IN THE LAW OF THE ITERATED LOGARITHM FOR SELF-NORMALIZED SUMS

  • Hwang, Kyo-Shin
    • Journal of the Korean Mathematical Society
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    • v.45 no.6
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    • pp.1601-1611
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    • 2008
  • Let X, $X_1$, $X_2$, ... be i.i.d. random variables with zero means, variance one, and set $S_n\;=\;{\sum}^n_{i=1}\;X_i$, $n\;{\geq}\;1$. Gut and $Sp{\check{a}}taru$ [3] established the precise asymptotics in the law of the iterated logarithm and Li, Nguyen and Rosalsky [7] generalized their result under minimal conditions. If P($|S_n|\;{\geq}\;{\varepsilon}{\sqrt{2n\;{\log}\;{\log}\;n}}$) is replaced by E{$|S_n|/{\sqrt{n}}-{\varepsilon}{\sqrt{2\;{\log}\;{\log}\;n}$}+ in their results, the new one is called the moment version of precise asymptotics in the law of the iterated logarithm. We establish such a result for self-normalized sums, when X belongs to the domain of attraction of the normal law.

Derivation of an Energy Function Reflecting Damping Effects in Multi-Machine Power Systems (다모선 전력계통에서 댐핑효과를 고려한 에너지 함수의 유도)

  • Kwon, Yong-Jun;Ryu, Heon-Su;Choi, Byoung-Kon;Moon, Young-Hyun
    • Proceedings of the KIEE Conference
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    • 2001.05a
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    • pp.172-175
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    • 2001
  • This paper presents a new energy function reflecting the damping effect in multi-machine power systems. The Lyapunov direct method provides precise and rigorous theoretical backgrounds for stability analysis of nonlinear systems. Incorporating damping effects into accurate estimates of the domain of attraction, which is a minor but crucial point, has been attempted with long history to yield partial success for single machine systems. In this paper, the damping-reflected energy function presented in the previous work has been generalized for application to multi-machine systems. The generalized energy function is tested for the WSCC 9-bus system to show the semi-negativeness of its time derivative.

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Chaotic Dynamics of a Forced Perfect Circular Plate (강제진동중인 완전 원판의 혼돈운동)

  • Lee, Won-Kyoung;Park, Hae-Dong
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2005.05a
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    • pp.430-435
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    • 2005
  • 조화가진력이 작용하는 고정경계를 가진 완전원판의 비선형 진동에 대한 응답특성을 연구하였다. 원판의 비대칭모드의 고유진동수 근처에 가진주파수가 작용하는 주공진에서의 응답은 정상파(standing wave)뿐만 아니라 진행파(traveling wave)가 존재한다고 알려져 있다. 주공진 근처의 정상상태 응답곡선에서 최대한 5개의 안정한 응답이 존재하는 것으로 밝혀졌으며, 이들은 1개의 정상파와 4개의 진행파로 나타난다. 이 진행파중 2개는 Hope분기에 의해 안정성을 잃은 후 주기배가운동을 거쳐 혼돈운동에 이르게 된다. Lyaponov 지수를 사용하여 혼돈운동을 정량적으로 평가하였으며, 주평면의 개념을 이용하여 이 혼돈운동의 흡인영역이 Fractal임을 확인하였다.

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