• Title/Summary/Keyword: Non-stationary Frequency Analysis

Search Result 106, Processing Time 0.024 seconds

Stationary and nonstationary analysis on the wind characteristics of a tropical storm

  • Tao, Tianyou;Wang, Hao;Li, Aiqun
    • Smart Structures and Systems
    • /
    • v.17 no.6
    • /
    • pp.1067-1085
    • /
    • 2016
  • Nonstationary features existing in tropical storms have been frequently captured in recent field measurements, and the applicability of the stationary theory to the analysis of wind characteristics needs to be discussed. In this study, a tropical storm called Nakri measured at Taizhou Bridge site based on structural health monitoring (SHM) system in 2014 is analyzed to give a comparison of the stationary and nonstationary characteristics. The stationarity of the wind records in the view of mean and variance is first evaluated with the run test method. Then the wind data are respectively analyzed with the traditional stationary model and the wavelet-based nonstationary model. The obtained wind characteristics such as the mean wind velocity, turbulence intensity, turbulence integral scale and power spectral density (PSD) are compared accordingly. Also, the stationary and nonstationary PSDs are fitted to present the turbulence energy distribution in frequency domain, among which a modulating function is included in the nonstationary PSD to revise the non-monotonicity. The modulated nonstationary PSD can be utilized to unconditionally simulate the turbulence presented by the nonstationary wind model. The results of this study recommend a transition from stationarity to nonstationarity in the analysis of wind characteristics, and further in the accurate prediction of wind-induced vibrations for engineering structures.

Non-stationary Rainfall Frequency Analysis Based on Residual Analysis (잔차시계열 분석을 통한 비정상성 강우빈도해석)

  • Jang, Sun-Woo;Seo, Lynn;Kim, Tae-Woong;Ahn, Jae-Hyun
    • KSCE Journal of Civil and Environmental Engineering Research
    • /
    • v.31 no.5B
    • /
    • pp.449-457
    • /
    • 2011
  • Recently, increasing heavy rainfalls due to climate change and/or variability result in hydro-climatic disasters being accelerated. To cope with the extreme rainfall events in the future, hydrologic frequency analysis is usually used to estimate design rainfalls in a design target year. The rainfall data series applied to the hydrologic frequency analysis is assumed to be stationary. However, recent observations indicate that the data series might not preserve the statistical properties of rainfall in the future. This study incorporated the residual analysis and the hydrologic frequency analysis to estimate design rainfalls in a design target year considering the non-stationarity of rainfall. The residual time series were generated using a linear regression line constructed from the observations. After finding the proper probability density function for the residuals, considering the increasing or decreasing trend, rainfalls quantiles were estimated corresponding to specific design return periods in a design target year. The results from applying the method to 14 gauging stations indicate that the proposed method provides appropriate design rainfalls and reduces the prediction errors compared with the conventional rainfall frequency analysis which assumes that the rainfall data are stationary.

Multi-scale Cluster Hierarchy for Non-stationary Functional Signals of Mutual Fund Returns (Mutual Fund 수익률의 비정상 함수형 시그널을 위한 다해상도 클러스터 계층구조)

  • Kim, Dae-Lyong;Jung, Uk
    • Korean Management Science Review
    • /
    • v.24 no.2
    • /
    • pp.57-72
    • /
    • 2007
  • Many Applications of scientific research have coupled with functional data signal clustering techniques to discover novel characteristics that can be used for the diagnoses of several issues. In this article we present an interpretable multi-scale cluster hierarchy framework for clustering functional data using its multi-aspect frequency information. The suggested method focuses on how to effectively select transformed features/variables in unsupervised manner so that finally reduce the data dimension and achieve the multi-purposed clustering. Specially, we apply our suggested method to mutual fund returns and make superior-performing funds group based on different aspects such as global patterns, seasonal variations, levels of noise, and their combinations. To promise our method producing a quality cluster hierarchy, we give some empirical results under the simulation study and a set of real life data. This research will contribute to financial market analysis and flexibly fit to other research fields with clustering purposes.

A Study on derivation of drought severity-duration-frequency curve through a non-stationary frequency analysis (비정상성 가뭄빈도 해석 기법에 따른 가뭄 심도-지속기간-재현기간 곡선 유도에 관한 연구)

  • Jeong, Minsu;Park, Seo-Yeon;Jang, Ho-Won;Lee, Joo-Heon
    • Journal of Korea Water Resources Association
    • /
    • v.53 no.2
    • /
    • pp.107-119
    • /
    • 2020
  • This study analyzed past drought characteristics based on the observed rainfall data and performed a long-term outlook for future extreme droughts using Representative Concentration Pathways 8.5 (RCP 8.5) climate change scenarios. Standardized Precipitation Index (SPI) used duration of 1, 3, 6, 9 and 12 months, a meteorological drought index, was applied for quantitative drought analysis. A single long-term time series was constructed by combining daily rainfall observation data and RCP scenario. The constructed data was used as SPI input factors for each different duration. For the analysis of meteorological drought observed relatively long-term since 1954 in Korea, 12 rainfall stations were selected and applied 10 general circulation models (GCM) at the same point. In order to analyze drought characteristics according to climate change, trend analysis and clustering were performed. For non-stationary frequency analysis using sampling technique, we adopted the technique DEMC that combines Bayesian-based differential evolution ("DE") and Markov chain Monte Carlo ("MCMC"). A non-stationary drought frequency analysis was used to derive Severity-Duration-Frequency (SDF) curves for the 12 locations. A quantitative outlook for future droughts was carried out by deriving SDF curves with long-term hydrologic data assuming non-stationarity, and by quantitatively identifying potential drought risks. As a result of performing cluster analysis to identify the spatial characteristics, it was analyzed that there is a high risk of drought in the future in Jeonju, Gwangju, Yeosun, Mokpo, and Chupyeongryeong except Jeju corresponding to Zone 1-2, 2, and 3-2. They could be efficiently utilized in future drought management policies.

Hierarchical Bayesian Model Based Nonstationary Frequency Analysis for Extreme Sea Level (계층적 베이지안 모델을 적용한 극치 해수위 비정상성 빈도 분석)

  • Kim, Yong-Tak;Uranchimeg, Sumiya;Kwon, Hyun-Han;Hwang, Kyu Nam
    • Journal of Korean Society of Coastal and Ocean Engineers
    • /
    • v.28 no.1
    • /
    • pp.34-43
    • /
    • 2016
  • Urban development and population increases are continuously progressed in the coastal areas in Korea, thus it is expected that vulnerability towards coastal disasters by sea level rise (SLR) would be accelerated. This study investigated trend of the sea level data using Mann-Kendall (MK) test, and the results showed that the increasing trends of annual average sea level at 17 locations were statistically significant. For annual maximum extremes, seven locations exhibited statistically significant trends. In this study, non-stationary frequency analysis for the annual extreme data together with average sea level data as a covariate was performed. Non-stationary frequency analysis results showed that sea level at the coastal areas of Korean Peninsula would be increased from a minimum of 60.33 mm to a maximum of 214.90 mm by 2100.

An overview on applications of wavelet transform in power systems (전력시스템에서의 웨이브릿 변환 적용 사례)

  • Kim, Chang-Il;Yu, In-Keun
    • Proceedings of the KIEE Conference
    • /
    • 2000.07a
    • /
    • pp.369-372
    • /
    • 2000
  • An overview on applications of wavelet transform in power systems presented in this paper. Wavelet transform is capable of making trade-offs between time and frequency resolutions, which is a property that makes it appropriate for the analysis of non stationary signal. In recent years, wavelet transform is widely accepted as a technology offering an alternative way due to its flexibility in representation of non-stationary signal even in power systems. This paper presents various applications of wavelet transform in power systems. Wavelet transform has been used by the authors in the field of power system protection for the classification of transient signals, and forecasting of short term loads and system marginal price and so on. Various research works carried out by many researchers in power systems are summarized.

  • PDF

Time-frequency Analysis of Vibroarthrographic Signals for Non-invasive Diagnosis of Articular Pathology (비침습적 관절질환 진단을 위한 관절음의 시주파수 분석)

  • Kim, Keo-Sik;Song, Chul-Gyu;Seo, Jeong-Hwan
    • The Transactions of The Korean Institute of Electrical Engineers
    • /
    • v.57 no.4
    • /
    • pp.729-734
    • /
    • 2008
  • Vibroarthrographic(VAG) signals, emitted by human knee joints, are non-stationary and multi-component in nature and time-frequency distributions(TFD) provide powerful means to analyze such signals. The objective of this paper is to classify VAG signals, generated during joint movement, into two groups(normal and patient group) using the characteristic parameters extracted by time-frequency transform, and to evaluate the classification accuracy. Noise within TFD was reduced by singular value decomposition and back-propagation neural network(BPNN) was used for classifying VAG signals. The characteristic parameters consist of the energy parameter, energy spread parameter, frequency parameter, frequency spread parameter by Wigner-Ville distribution and the amplitude of frequency distribution, the mean and the median frequency by fast Fourier transform. Totally 1408 segments(normal 1031, patient 377) were used for training and evaluating BPNN. As a result, the average value of the classification accuracy was 92.3(standard deviation ${\pm}0.9$)%. The proposed method was independent of clinical information, and showed good potential for non-invasive diagnosis and monitoring of joint disorders such as osteoarthritis and chondromalacia patella.

NUMERICAL ANALYSIS OF THE FLOW AROUND A ROTARY OSCILLATING CIRCULAR CYLINDER USING UNSTEADY TWO DIMENSIONAL NAVIER-STOKES EQUATION (Navier-Stokes 식을 이용한 회전 진동하는 2차원 원형 실린더 주위 유동 해석)

  • Lee, M.K.;Kim, J.S.
    • Journal of computational fluids engineering
    • /
    • v.16 no.3
    • /
    • pp.8-14
    • /
    • 2011
  • Although the geometry of circular cylinder is simple, the flow is complicate because of the flow separation and vortex shedding. In spite of many numerical and experimental researches, the flow around a circular cylinder has not been clarified even now. It has been known that the unsteady vortex shedding from a circular cylinder can vibrate and damage a structure. Lock-on phenomenon is very important in the flow around an oscillating circular cylinder. The lock-on phenomenon is that when the oscillation frequency of the circular cylinder is at or near the frequency of vortex shedding from a stationary cylinder, the vortex shedding synchronizes with the cylinder motion. This phenomenon can be recognized by the spectral analysis of the lift coefficient history. At the lock-on region the vortex is shedding by the modulated frequency to the body frequency. However, the vortex is shedding by the mixed frequencies of natural shedding and forced body frequency in the region of non-lock-on. In this paper, it was analyzed the relation between the frequency of rotary oscillating circular cylinder and the vortex shedding frequency.

Analysis of Dynamic Characteristics of High Speed Trains Using a Time Varying Frequency Transform (시간-주파수 변환을 이용한 고속철도차량의 동특성 분석)

  • Lee, Jun-Seok;Choi, Sung-Hoon;Kim, Sang-Soo;Park, Choon-Soo
    • Proceedings of the KSR Conference
    • /
    • 2008.06a
    • /
    • pp.841-848
    • /
    • 2008
  • This paper examined dynamic characteristics of high speed trains using a time varying frequency transform. Fourier transform based methods are frequently used for the calculation of the dynamic characteristics of trains in the frequency domain, but they cannot represent the time-varying characteristics. Therefore it is necessary to examine their characteristics using a time-varying frequency transform. For the examination, the non-stationary vibration of wheelset, bogie, and carbody are measured using accelerometers and stored in a data aquisition system. They are processed with localization of the data by modulating with a window function, and Fourier transform is taken to each localized data, called the short-time Fourier transform. From the processed results, time varying auto-spectral density, cross-spectral density, frequency response, and coherence functions have been calculated. From the analysis, it is confirmed that the time varying frequency transform is a useful method for analyzing the dynamic characteristics of high speed trains.

  • PDF

Time-frequency analysis of reactor neutron noise under bubble disturbance and control rod vibration

  • Yuan, Baoxin;Guo, Simao;Yang, Wankui;Zhang, Songbao;Zhong, Bin;Wei, Junxia;Ying, Yangjun
    • Nuclear Engineering and Technology
    • /
    • v.53 no.4
    • /
    • pp.1088-1099
    • /
    • 2021
  • Time-frequency analysis technique is an effective analysis tool for non-stationary processes. In the field of reactor neutron noise, the time-frequency analysis method has not been thoroughly researched and widely used. This work has studied the time-frequency analysis of the reactor neutron noise experimental signals under bubble disturbance and control rod vibration. First, an experimental platform was established, and it could be employed to reactor neutron noise experiment and data acquisition. Secondly, two types of reactor neutron noise experiments were performed, and valid experimental data was obtained. Finally, time-frequency analysis was conducted on the experimental data, and effective analysis results were obtained in the low-frequency part. Through this work, it can be concluded that the time-frequency analysis technique can effectively investigate the core dynamics behavior and deepen the identification of the unstable core process.