• 응용통계연구
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• 제22권3호
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• pp.499-513
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• 2009

An economic signal in the real world usually reflects complex phenomena. One may have difficulty both extracting and interpreting information embedded in such a signal. A natural way to reduce complexity is to decompose the original signal into several simple components, and then analyze each component. Spectral analysis (Priestley, 1981) provides a tool to analyze such signals under the assumption that the time series is stationary. However when the signal is subject to non-stationary and nonlinear characteristics such as amplitude and frequency modulation along time scale, spectral analysis is not suitable. Huang et al. (1998b, 1999) proposed a data-adaptive decomposition method called empirical mode decomposition and then applied Hilbert spectral analysis to decomposed signals called intrinsic mode function. Huang et al. (1998b, 1999) named this two step procedure the Hilbert-Huang transform(HHT). Because of its robustness in the presence of nonlinearity and non-stationarity, HHT has been used in various fields. In this paper, we discuss the applications of the HHT and demonstrate its promising potential for non-stationary financial time series data provided through a Korean stock price index.

• 대한수학회보
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• 제47권2호
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• pp.251-261
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• 2010

This paper deals with a predator-prey model with Holling type III response function and cross-diffusion subject to the homogeneous Neumann boundary condition. We first give a priori estimates (positive upper and lower bounds) of positive steady states. Then the non-existence and existence results of non-constant positive steady states are given as the cross-diffusion coefficient is varied, which means that stationary patterns arise from cross-diffusion.

• 한국통신학회:학술대회논문집
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• 한국통신학회 2004년도 추계종합학술대회 논문 초록집
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• pp.202-202
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• 2004

• 천문학회보
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• 제39권1호
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• pp.78.2-78.2
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• 2014

Many techniques for data analysis also based on gaussian noise assumption which is often valid in various situations. However, the sensitivity of gravitational wave searches are limited by their non-gaussian and non-stationary noise. We introduce various on-going efforts to overcome this limitation in Korean Gravitational Wave Group. First, artificial neural networks are applied to discriminate non-gaussian noise artefacts and gravitational-wave signals using auxiliary channels of a gravitational wave detector. Second, viability of applying Hilbert-Huang transform is investigated to deal with non-stationary data of gravitational wave detectors. We also report progress in acceleration of low-latency gravitational search using GPGPU.

• 대한수학회지
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• 제58권1호
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• pp.237-264
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• 2021

In this work the stationary bootstrap of Politis and Romano [27] is applied to the empirical distribution function of stationary and associated random variables. A weak convergence theorem for the stationary bootstrap empirical processes of associated sequences is established with its limiting to a Gaussian process almost surely, conditionally on the stationary observations. The weak convergence result is proved by means of a random central limit theorem on geometrically distributed random block size of the stationary bootstrap procedure. As its statistical applications, stationary bootstrap quantiles and stationary bootstrap mean residual life process are discussed. Our results extend the existing ones of Peligrad [25] who dealt with the weak convergence of non-random blockwise empirical processes of associated sequences as well as of Shao and Yu [35] who obtained the weak convergence of the mean residual life process in reliability theory as an application of the association.

• 대한전자공학회논문지SP
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• 제47권5호
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• pp.222-228
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• 2010

본 논문에서는 비정상적인 배경 잡음 환경에서 음성향상을 위한 신호의 스펙트럼 변이 (Spectral Deviation)을 적용한 Soft Decision 기반의 잡음전력 수정 기법을 제안한다. 기존의 Soft Decision 기반의 잡음전력 추정에 있어서 잡음신호의 정상성(Stationarity)을 가정한 스무딩 파라미터를 사용하여 잡음전력을 추정하고 갱신하였지만, 잡음신호의 주파수적인 특성이 상대적으로 빠르게 변하는 비정상적인 환경에서는 강인하지 못한 단점을 가지게 된다. 본 논문에서는 신호의 스펙트럼 변이를 추정하여 정상적인 잡음 환경과 비정상적인 잡음 환경에 따라 적응적으로 잡음전력을 추정하고 갱신하여 잡음신호에 의해 오염된 음성신호를 향상시킨다. 제안된 알고리즘은 다양한 배경 잡음 환경에서 객관적인 음질측정 방법인 ITU-T P.862 perceptual evaluation of speech quality (PESQ)에 의해서 평가되었으며, 기존의 Soft Decision 기반의 음성 향상 기법과 비교하여 보다 향상된 성능을 보여주었다.

• Structural Engineering and Mechanics
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• 제59권1호
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• pp.187-207
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• 2016

Practical ambient excitations of engineering structures usually do not comply with the stationary-white-noise assumption in traditional operational modal analysis methods due to heavy traffic, wind guests, and other disturbances. In order to eliminate spurious modes induced by non-white noise inputs, the improved stochastic subspace identification based on a delay index is proposed in this paper for a representative kind of stationary non-white noise ambient excitations, which have nonzero autocorrelation values near the vertical axis. It relaxes the stationary-white-noise assumption of inputs by avoiding corresponding unqualified elements in the Hankel matrix. Details of the improved stochastic subspace identification algorithms and determination of the delay index are discussed. Numerical simulations on a four-story frame and laboratory vibration experiments on a simply supported beam have demonstrated the accuracy and reliability of the proposed method in eliminating spurious modes under non-white noise ambient excitations.

• 대한산업공학회지
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• 제38권2호
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• pp.116-124
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• 2012

This paper concerns a joint replenishment problem for a single buyer who sells multiple types of items to end-customers. The buyer periodically replenishes the inventory of each item to a preset order-up-to-level to satisfy the end customers' demands, which may be non-stationary. A joint replenishment policy characterized by variable order-up-to-levels is proposed for the buyer who wishes to minimize the expected cost of operating the retail system. The proposed policy starts each period by calculating the expected cost of ordering and not ordering action based on the information of the current inventory position and forecasted demand for the upcoming period. It then takes advantage of an integer programming model to get a cost effective joint replenishment plan. Computer experiment was performed to test efficiency of the proposed policy. When compared with the most efficient policy currently available, our policy showed a considerable cost savings especially for the problems having non-stationary demands.

• 한국전산구조공학회:학술대회논문집
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• 한국전산구조공학회 1998년도 가을 학술발표회 논문집
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• pp.497-504
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• 1998

In the nonlinear dynamic structural analysis, the given ground excitation as an input should be well defined. Because of the lack of recorded accelerograms in Korea, it is required to generate an artificial earthquake by a stochastic model of ground excitation with various dynamic properties rather than recorded accelerograms. It is well own that earthquake motions are generally non-stationary with time-varying intensity and frequency content. Many researchers have proposed non-stationary random process models. Yeh and Wen (1990) proposed a non-stationary stochastic process model which can be modeled as components with an intensity function, a frequency modulation function and a power spectral density function to describe such non-stationary characteristics. This model is based on the simulation for the strong-motion earthquakes with magnitude greater than approximately 5.0~6.0, because it will be not only expected to cause structural damage but also involved the characteristics of earthquake motions. Also, the recorded earthquake motion within this range are still very scarce in Korea. Thus, it is necessary to verify the model by the application of it to the mid-magnitude (approximately 4.0~6.0) earthquakes actually recorded in domestic or foreign area. The purpose of the paper is to generate an artificial earthquake using the model of Yeh and Wen in the area with low seismicity.

• 한국산학기술학회논문지
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• 제11권11호
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• pp.4174-4181
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• 2010

본 논문은 비안정적인 재작업 발생확률이 존재하는 제조공정을 위한 적응형 스케줄링 알고리즘을 제시한다. 본 논문에서 제안하는 하이브리드 Q-학습 알고리즘은 강화학습 기반의 Q-학습과 인공신경망을 결합한 알고리즘으로써 재작업확률이 불안정한 상황의 제조공정에 대해 학습을 통해 적응력을 가질 수 있도록 고안되었다. 제안 알고리즘은 평균지연시간을 척도로 그 성능을 평가하였고, 기존의 작업할당 알고리즘들과 다양한 실험 시나리오를 기반으로 비교함으로써 그 우수성을 보이도록 한다.