• Proceedings of the Korean Information Science Society Conference
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• 2002.04b
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• pp.289-291
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• 2002

Host of source separation methods focus on stationary sources so higher-order statistics is necessary In this paler we consider a problem of source separation when sources are second-order nonstationary stochastic processes . We employ the natural gradient method and develop learning algorithms for both 1inear feedback and feedforward neural networks. Thus our algorithms possess equivariant property Local stabi1iffy analysis shows that separating solutions are always locally stable stationary points of the proposed algorithms, regardless of probability distributions of

• Transactions of the Korean Society for Noise and Vibration Engineering
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• v.22 no.3
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• pp.291-297
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• 2012

Conventional Fourier analysis can give only limited information about the dynamic characteristics of nonstationary signals. Instead, time-frequency analysis is widely used to investigate the nonstationary signal in detail. Several time-frequency analysis methods are compared for a typical acoustic emission burst generated during the impact between a ferrite ceramic and aluminum plate. This AE burst is inherently nonstationary and random containing many frequency contents, which leads to severe interference between cross terms in bilinear convolution type distributions. The smoothing and reassignment processes can improve the readability and resolution of the results. Spectrogram and scalogram of the AE burst are obtained and compared to get the characteristics information. Renyi entropies are computed for various bilinear time-frequency transforms to evaluate the randomness. These bilinear transforms are reassigned by using the improved algorithm in discrete computation.

• Structural Engineering and Mechanics
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• v.75 no.4
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• pp.425-434
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• 2020

Practical non-synoptic fluctuating wind often exhibits nonstationary features and should be modeled as nonstationary random processes. Generally, the coherence function of the fluctuating wind field has time-varying characteristics. Some studies have shown that there is a big difference between the fluctuating wind field of the coherent function model with and without time variability. Therefore, it is of significance to simulate nonstationary fluctuating wind field with time-varying coherent function. However, current studies on the numerical simulation of nonstationary fluctuating wind field with time-varying coherence are very limited, and the proposed approaches are usually based on the traditional spectral representation method with low simulation efficiency. Especially, for the simulation of multi-variable wind field of large span structures such as transmission tower-line, not only the simulation is inefficient but also the matrix decomposition may have singularity problem. In this paper, it is proposed to conduct the numerical simulation of nonstationary fluctuating wind field in one-spatial dimension with time-varying coherence based on the wavenumber-frequency spectrum. The simulated multivariable nonstationary wind field with time-varying coherence is transformed into one-dimensional nonstationary random waves in the simulated spatial domain, and the simulation by wavenumber frequency spectrum is derived. So, the proposed simulation method can avoid the complicated Cholesky decomposition. Then, the proper orthogonal decomposition is employed to decompose the time-space dependent evolutionary power spectral density and the Fourier transform of time-varying coherent function, simultaneously, so that the two-dimensional Fast Fourier transform can be applied to further improve the simulation efficiency. Finally, the proposed method is applied to simulate the longitudinal nonstationary fluctuating wind velocity field along the transmission line to illustrate its performances.

• Wind and Structures
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• v.38 no.1
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• pp.1-13
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• 2024

In order to effectively simulate nonstationary stochastic turbulent wind fields, four separation hybrid (SEP-H) models are proposed in the present study. Based on the assumption that the lateral turbulence component at one single-point is uncorrelated with the longitudinal and vertical turbulence components, the fluctuating wind is separated into 2nV-1D and nV1D nonstationary stochastic vector processes. The first process can be expressed as double proper orthogonal decomposition (DPOD) or proper orthogonal decomposition and spectral representation method (POD-SRM), and the second process can be expressed as POD or SRM. On this basis, four SEP-H models of nonstationary stochastic turbulent wind fields are developed. In addition, the orthogonal random variables in the SEP-H models are presented as random orthogonal functions of elementary random variables. Meanwhile, the number theoretical method (NTM) is conveniently adopted to select representative points set of the elementary random variables. The POD-FFT (Fast Fourier transform) technique is introduced in frequency to give full play to the computational efficiency of the SEP-H models. Finally, taking a long-span bridge as the engineering background, the SEP-H models are compared with the dimension-reduction DPOD (DR-DPOD) model to verify the effectiveness and superiority of the proposed models.

• Journal of the Korean Statistical Society
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• v.22 no.2
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• pp.353-359
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• 1993

In this note we consider other type of tightness than that of Birkel (1988) and prove an invariance principle for nonstationary associated processes by an application of the central limit theorem of Cox and Grimmett (1984), thus avoiding the argument of uniform integrability. This result is an extension to the nonstationary case of an invariance priciple of Newman and Wright (1981) as well as an improvement of the central limit theorem of Cox and Grimmett (1984).

• Proceedings of the Korea Water Resources Association Conference
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• 2011.05a
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• pp.90-90
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• 2011

Long-term nonstationary oscillations (NSOs) are commonly observed in hydrological and climatological data series such as low-frequency climate oscillation indices and precipitation dataset. In this work, we present a stochastic model that captures NSOs within a given variable. The model employs a data-adaptive decomposition method named empirical mode decomposition (EMD). Irregular oscillatory processes in a given variable can be extracted into a finite number of intrinsic mode functions with the EMD approach. A unique data-adaptive algorithm is proposed in the present paper in order to study the future evolution of the NSO components extracted from EMD.

• Proceedings of the Earthquake Engineering Society of Korea Conference
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• 1998.04a
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• pp.123-130
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• 1998

The probability of unseating failure of the bridge spans under earthquakes is investigated. Seismic excitations are simulated as nonstationary processes by combining a stationary process and an intensity function. For computational convenience, a simplified single-degree-of-freedom model is adopted, which retains the dynamic characteristics of the original brige motion in concern. The time history analysis for the developed single degree-of-freedom model are carried out to evaluate the response processes, and the probabilistic characteristics of response displacements are evaluated. The reliability analysis of the bridge against the unseating failure is performed with the statistical information of the maximum displacements of responses.

• Proceedings of the Korea Water Resources Association Conference
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• 2006.05a
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• pp.1450-1454
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• 2006

Empirical mode decomposition (EMD) is applied to analyze time series characterized with nonlinearity and nonstationarity. This decomposition could be utilized to construct finite and small number intrinsic mode functions (IMF) that describe complicated time series, while admitting the Hilbert transformation properties. EMD has the capability of being adaptive, capture local characteristics, and applicable to nonlinear and nonstationary processes. Unlike discrete wavelet transform (DWT), IMF eliminates spurious harmonics and retains meaningful instantaneous frequencies. Examples based on data representing natural phenomena are given to demonstrate highlight the power of this method in contrast and comparison of other ones. A presentation of the energy-frequency-time distribution of these signals found to be more informative and intuitive when based on Hilbert transformation.

• Journal of Korean Institute of Industrial Engineers
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• v.25 no.1
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• pp.8-20
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• 1999

In this paper, a design and estimation procedure for the stochastically dependent nonstationary multiple acceptance sampling plans is developed. At first, the rough-cut acceptance and rejection numbers are given as an initial solution from the corresponding sequential sampling plan. A Monte-Carlo algorithm is used to find the acceptance and rejection probabilities of a lot. The conditional probability formula for a sample path is found. The acceptance and rejection probabilities are found when a decision boundary is given. Several decision criteria and the design procedure to select optimal plans are suggested. The formula for measuring performance of these sampling plans is developed. Type I and II error probabilities are also estimated. As a special case, by setting the stage size as 1 in a dependent sampling plan, a sequential sampling plan satisfying type I and II error probabilities is more accurate and a smaller average sample number can be found. In a numerical example, a Polya dependent process is examined. The sampling performances are shown to compare the selection scheme and the effect of the change of the dependency factor.

• Proceedings of the Korea Water Resources Association Conference
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• 1998.05b
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• pp.3-3
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• 1998

In this pressentation it is argued that the heterogeneity of a hydrologic attribute which may seem to be nonstationary at one scale, may become stationary at a larger scale. The fundamental reason for transformation from nonstationarity to stationarity whith the increase in scale is the phenomenon of coarse-graining of the hydrologic processes with increasing scale. Due to the phenomenon of aliasing, a particular scale hydrologic process heterogeneity which is observed as a nonstationary process at that scale, may be observed as a stationary process at a higher(larger) scale whose size is bigger than the stationary extent of the lower scale heterogeneity. As one goes through a hierarchical sequence of larger and larger scales for observations, one would eliminate nonstationarities which emerge at some lower scales at the expense of losing information on the high frequency fluctuations of the lower scale heterogeneities which will no longer be observed at the larger sampling scales. We call this phenimenon as the "coarse-graining in hydrologic observations". In this presentation, it is also argued that by the coarse-graining of hydrologic processes due to the averaging and aliasing operations at increasing scales, the conservation laws corresponging to these scales may still be quite parsimonious, and need not be more complicated as the scales get larger. It is shown that shen a higher(larger) scale process is formed by averaging a lower(smaller) scale process in time or space, the high frequency components of the lower scale process will be eliminated by the averaging operation. Thereby, the resuliiting average hydrologic dynamics, free from the effects of the high frequency components of the lower scale process, can still be quite simple in form. This is demonstrated by means of some recent upscaling work on the solute teansport conservation equation for hetergeneous aquifers. By means of this solute transport example, it is also shown that for the ensemble average form of a hydrologic conservation equation to be equivalent to its volume-average form at any scale, the parameter functions of that conservation equation at the immediately lower scale must be ergodic.