• Title/Summary/Keyword: Kurtosis

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A Study on Fatigue Analysis of Non-Gaussian Wide Band Process using Frequency-domain Method (주파수 영역 해석 기법을 이용한 비정규 광대역 과정의 피로해석에 관한 연구)

  • Kim, Hyeon-Jin;Jang, Beom-Seon
    • Journal of the Society of Naval Architects of Korea
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    • v.55 no.6
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    • pp.466-473
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    • 2018
  • Most frequency domain-based approaches assume that structural response should be a Gaussian random process. But a lot of non-Gaussian processes caused by multi-excitation and non-linearity in structural responses or load itself are observed in many real engineering problems. In this study, the effect of non-Normality on fatigue damages are discussed through case study. The accuracy of four frequency domain methods for non-Gaussian processes are compared in the case study. Power-law and Hermite models which are derived for non-Gaussian narrow-banded process tend to estimate fatigue damages less accurate than time domain results in small kurtosis and in case of large kurtosis they give conservative results. Weibull model seems to give conservative results in all environmental conditions considered. Among the four methods, Benascuitti-Tovo model for non-Gaussian process gives the best results in case study. This study could serve as background material for understanding the effect of non-normality on fatigue damages.

The Effect of Sampling Rate on Statistical Properties of Extreme Wave (파랑자료의 sampling rate가 극한파의 통계에 미치는 영향)

  • Kim, Do Young
    • Journal of the Korean Society for Marine Environment & Energy
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    • v.16 no.1
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    • pp.36-41
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    • 2013
  • In this paper time series wave data are simulated using wave spectrum with random phases of the wave signal. The simulated wave signals are used to study the effect of the sampling rate on the ocean wave characteristics. Effect of sampling rate on wave data which include extreme wave such as freak waves are examined and various wave characteristics including abnormality index (AI), kurtosis of wave profile and maximum wave height are examined. Various wave heights are decreased as the sampling rate decreases. The zero-th moment of the wave spectrum does not affect much on the sampling rate but the second moment are greately affected on the sampling rate. The error due to the sampling rate is decreases as the wave period increases. The error in significant wave height based on the wave spectrum $H_s$ is smaller than that on the time domain method $H_{1/3}$. AI index and kurtosis of wave profile do not deviate much from the exact date as long as the sampling rate is greater than 1 Hz. Ocean wave measurement with the sampling frequency higher than 1 Hz will result the error less than 5% in estimating the height of extreme waves.

On the Statistical Characteristics of Freak Wave Occurrence (Freak Wave 발생의 통계적 특성에 대하여)

  • Kim, Do-Young
    • Journal of the Korean Society for Marine Environment & Energy
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    • v.14 no.2
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    • pp.138-145
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    • 2011
  • In this paper time series wave data are simulated by the Monte Calo method using random numbers to generate random phases of the wave signal. The simulated wave signasl are used to study the characteristics of freak waves. Various sea states are represented by combinations of the significant wave height $H_s$ defined in the spectrum method and the significant wave steepness $S_s$. For a fixed value of $S_s$, the probability of the occurrence of the freak wave is decreased as $H_s$ increases. For a fixed value of $H_s$ the probability of the occurrence of the freak wave increases as $S_s$ increases. The average value of the maximum wave height increase as $S_s$ increases, but the average height of freak wave remains the same and the value approaches two times of $H_s$. For the fixed value of $S_s$, average kurtosis of wave elevation increases as $H_s$ increases, but for a fixed $H_s$, the average kurtosis decreases as $S_s$ increases. The average of abnormality index(AI) is around 2.11 irregardless of $H_s$ and $S_s$. The maximum value of AI lies between 2.5 - 3.0. Therefore it is conjectured that AI maximum due to linear focusing is 3.0.

A Study on the Analysis of Traffic Distribution and Traffic Pattern on Traffic Route using ND-K-S (ND-K-S를 적용한 항로 통항분포와 통항패턴 분석에 관한 연구)

  • Kim, Jong-Kwan
    • Journal of Navigation and Port Research
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    • v.42 no.6
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    • pp.446-452
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    • 2018
  • A traffic route is an area associated with high risk for accidents due to the flow of heavy traffic. Despite this concern, most studies related to traffic focus solely on traffic distribution. Therefore, there is a need for studies investigating the characteristics of ships' routes and traffic patterns. In this study, an investigation was carried out to analyze the traffic distribution and pattern in 3 major traffic routes for 3 days. For the purpose of the study, based on the prevailing traffic conditions, the route was divided into 10 gate lines. The ships passing through the lines were also classified into either small, medium and large. ND-K-S (normal distribution, kurtosis, and skewness) test was carried out for the traffic distribution at each gate line based on the information analyzed on each traffic route. The analysis of the results obtained from the ND test showed that large vessels have normal distribution, medium sized vessels have satisfied normal distribution in one-way route only while small sized vessels do not have normal distribution. According to the result obtained from the K-S test, normal traffic pattern shows a significant difference between two-way route and one-way route. Results obtained from the K test result shows that in the case of one-way route, vessels have a traffic pattern using a wide range on traffic route. Further analysis shows that vessels concentrate on one side of route in case of two-way route. Results obtained from the S test show that, in case of one-way route, vessels have a normal traffic pattern according to center line. However, analysis pf the results shows that vessels are shifted to the right side of route in case of two-way route. Despite these findings, it should be noted that this study was carried out in only 3 ports, therefore there is need for investigation to be carried out in various routes and conditions in future studies.

Comparison of Monoexponential, Biexponential, Stretched-Exponential, and Kurtosis Models of Diffusion-Weighted Imaging in Differentiation of Renal Solid Masses

  • Jianjian Zhang;Shiteng Suo;Guiqin Liu;Shan Zhang;Zizhou Zhao;Jianrong Xu;Guangyu Wu
    • Korean Journal of Radiology
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    • v.20 no.5
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    • pp.791-800
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    • 2019
  • Objective: To compare various models of diffusion-weighted imaging including monoexponential apparent diffusion coefficient (ADC), biexponential (fast diffusion coefficient [Df], slow diffusion coefficient [Ds], and fraction of fast diffusion), stretched-exponential (distributed diffusion coefficient and anomalous exponent term [α]), and kurtosis (mean diffusivity and mean kurtosis [MK]) models in the differentiation of renal solid masses. Materials and Methods: A total of 81 patients (56 men and 25 women; mean age, 57 years; age range, 30-69 years) with 18 benign and 63 malignant lesions were imaged using 3T diffusion-weighted MRI. Diffusion model selection was investigated in each lesion using the Akaike information criteria. Mann-Whitney U test and receiver operating characteristic (ROC) analysis were used for statistical evaluations. Results: Goodness-of-fit analysis showed that the stretched-exponential model had the highest voxel percentages in benign and malignant lesions (90.7% and 51.4%, respectively). ADC, Ds, and MK showed significant differences between benign and malignant lesions (p < 0.05) and between low- and high-grade clear cell renal cell carcinoma (ccRCC) (p < 0.05). α was significantly lower in the benign group than in the malignant group (p < 0.05). All diffusion measures showed significant differences between ccRCC and non-ccRCC (p < 0.05) except Df and α (p = 0.143 and 0.112, respectively). α showed the highest diagnostic accuracy in differentiating benign and malignant lesions with an area under the ROC curve of 0.923, but none of the parameters from these advanced models revealed significantly better performance over ADC in discriminating subtypes or grades of renal cell carcinoma (RCC) (p > 0.05). Conclusion: Compared with conventional diffusion parameters, α may provide additional information for differentiating benign and malignant renal masses, while ADC remains the most valuable parameter for differentiation of RCC subtypes and for ccRCC grading.

Probability Distribution of Battle Duration in Stochastic Combats (전투시간의 확률분포에 관한 연구)

  • 홍윤기
    • Journal of the military operations research society of Korea
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    • v.29 no.2
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    • pp.1-12
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    • 2003
  • Knowing the characteristic of battle duration is important for commanders and logicians in the analysis of combat realization. Analytic solutions for mean and standard deviation can be found in small sized battles. Stochastic combat simulation model is utilized to study a probabilistic behavior of the combat duration. Output data is fitted to a certain probability distribution and some moments such as skewness and kurtosis are investigated. Fire allocation strategies, reselect options, interfiring time random variables, and kill rates are considered to investigate how they affect the battle termination time.

Accelerometer Signal Processing for User Activity Detection (사용자 운동 상태 추정을 위한 가속도센서 신호처리 기술)

  • 백종훈;이기혁
    • Proceedings of the IEEK Conference
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    • 2003.07d
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    • pp.1279-1282
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    • 2003
  • Estimation of human motion states is important enabling technologies for realizing a pervasive computing environment. In this paper, an improved method fur estimating human motion state from accelerometer data is introduced. Our method fur estimating human motion state utilizes various statistics of accelerometer data, such as mean, standard variation, skewness, kurtosis, eccentricity, as features for classification, and therefore is expected to be more robust than other existing methods that rely on only a few simple statistics. A series of experiments fur testing the effectiveness of the proposed method has been performed, and its result is presented.

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A NOTE ON SOME HIGHER ORDER CUMULANTS IN k PARAMETER NATURAL EXPONENTIAL FAMILY

  • KIM, HYUN CHUL
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.3 no.2
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    • pp.157-160
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    • 1999
  • We show the cumulants of a minimal sufficient statistics in k parameter natural exponential family by parameter function and partial parameter function. We nd the cumulants have some merits of central moments and general cumulants both. The first three cumulants are the central moments themselves and the fourth cumulant has the form related with kurtosis.

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MOMENTS OF VARIOGRAM ESTIMATOR FOR A GENERALIZED SKEW t DISTRIBUTION

  • KIM HYOUNG-MOON
    • Journal of the Korean Statistical Society
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    • v.34 no.2
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    • pp.109-123
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    • 2005
  • Variogram estimation is an important step of spatial statistics since it determines the kriging weights. Matheron's variogram estimator can be written as a quadratic form of the observed data. In this paper, we extend a skew t distribution to a generalized skew t distribution and moments of the variogram estimator for a generalized skew t distribution are derived in closed forms. After calculating the correlation structure of the variogram estimator, variogram fitting by generalized least squares is discussed.

An Empirical Comparison of Ratio and PPS Strategies

  • Sahoo, L.N.;Dalabehera, M.
    • Journal of the Korean Statistical Society
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    • v.31 no.2
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    • pp.143-152
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    • 2002
  • In an effort to make a right choice among ratio estimation strategies and PPS sampling strategies, we conduct an empirical investigation of the relative performances of three ratio estimation strategies and four PPS estimation strategies using a set of 12 natural populations. The quality of a strategy is measured in the traditional way, namely with the consideration of efficiency, achieved coverage rate of the nominal 99% confidence interval and approach to normality (asymmetry).