• Wind and Structures
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• 제31권5호
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• pp.445-457
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• 2020

The buffeting response is a vital consideration for long-span bridges in typhoon-prone areas. In the conventional analysis, the turbulence and structural vibrations are assumed as stationary processes, which are, however, inconsistent with the non-stationary features observed in typhoon winds. This poses a question on how the stationary assumption would affect the evaluation of buffeting responses under non-stationary wind actions in nature. To figure out this problem, this paper presents a comparative study on buffeting responses of a long-span cable-stayed bridge based on stationary and non-stationary perspectives. The stationary and non-stationary buffeting analysis frameworks are firstly reviewed. Then, a modal analysis of the example bridge, Sutong Cable-stayed Bridge (SCB), is conducted, and stationary and non-stationary spectral models are derived based on measured typhoon winds. On this condition, the buffeting responses of SCB are finally analyzed by following stationary and non-stationary approaches. Although the stationary results are almost identical with the non-stationary results in the mean sense, the root-mean-square value of buffeting responses are underestimated by the stationary assumption as the time-varying features existing in the spectra of turbulence are neglected. The analytical results highlights a transition from stationarity to non-stationarity in the buffeting analysis of long-span bridges.

• 대한교통학회지
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• 제24권5호
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• pp.135-142
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• 2006

교통류 이론에서 fundamental diagram이라고 불리는 교통량-밀도 관계는 stationary 상태에서의 교통량과 밀도사이의 평형관계 (equilibrium relation)를 나타낸다 본 연구에서는 개별차량 데이터를 이용하여 교통량-밀도 관계의 전제조건인 stationary 조건을 만족하는 데이터를 추출하는 방법을 제시하였고, stationary 조건을 만족하는 데이터를 교통량-밀도 평면에 도시하였다. 개별차량의 흐름이 자유교통류상태와 혼잡교통류상태에서 상이하며 지점에서 관측된 데이터가 서로 다른 특성의 시계열특성을 보인다는 점에 근거하여 두 가지 상태에 따라 서로 다른 stationary조건을 제시하였다. 본 논문에서 제시된 stationary 조건을 실제로 관측된 데이터에 적용한 결과 자유교통류상태의 stationary조건을 만족하는 데이터는 현재까지 알려진 바와 같이 교통류-밀도 관계의 왼쪽가지에 위치하고. 혼잡교통류상태의 stationary조건을 만족하는 데이터는 교통류-밀도관계의 오른쪽 가지에 위치한다. 또한 본 연구에서 제시된 방법론에 따라 교통류-밀도관계의 전범위에 걸쳐 stationary조건을 만족하는 데이터를 구별하여 교통류-밀도평면에 도시한 결과 교통류의 거의 전영역에 걸쳐 재현 가능한 관계가 나타나는 것을 확인할 수 있었다.

• Structural Engineering and Mechanics
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• 제82권3호
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• pp.325-341
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• 2022

Previous major earthquakes indicated that the earthquake induced ground motions are typical non-stationary processes, which are non-stationary in both amplification and frequency. For the convenience of aseismic design and analysis, it usually assumes that the ground motions at structural supports are stationary processes. The development of time-frequency analysis technique makes it possible to evaluate the non-stationary responses of engineering structures subjected to non-stationary inputs, which is more general and realistic than the analysis method commonly used in engineering. In this paper, the wavelet-based stochastic vibration analysis methodology is adopted to calculate the non-stationary responses of multi-support structures. For comparison, the stationary response based on the standard random vibration method is also investigated. A frame structure and a two-span bridge are analyzed. The effects of non-stationary spatial ground motion and local site conditions are considered, and the influence of structural property on the structural responses are also considered. The analytical results demonstrate that the non-stationary spatial ground motions have significant influence on the response of multi-support structures.

• 한국음향학회지
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• 제29권3호
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• pp.200-208
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• 2010

본 논문에서는 배경잡음에 강인한 잡음제거 알고리즘 설계를 위해서 minimum statistics (MS) 기법을 codebook driven short-term predictor parameter estimation (CDSTP) 기법에 접목하는 방법을 제안한다. MS는 stationary 배경잡음에는 강인하지만, non-stationary 배경잡음에는 상대적으로 취약하다. CDSTP는 non-stationary 배경잡음에 강인한 특성을 보이지만, 코드북에 없는 배경잡음 환경에는 취약하다. 따라서 non-stationary 배경잡음에 강인한 CDSTP 방법과 별도의 코드북 학습 과정이 필요 없는 MS를 결합해서 다양한 배경잡음에 강인한 알고리즘을 제안한다. 제안방법은 MS나 CDSTP 방법에 비해서 전체적으로 향상된 perceptual evaluation of speech quality (PESQ) 성능을 나타냈으며, 특히 stationary 배경잡음과 non-stationary 배경잡음이 섞여 있는 mixed 배경잡음 환경에서 강인한 특성을 보였다.

• 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.

• Wind and Structures
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• 제32권2호
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• pp.89-104
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• 2021

Non-synoptic winds generated by tornadoes, downbursts or gust fronts exhibit significant non-stationarity and can cause significant wind load effect on flexible structures such as long-span bridges. However, conventional assumptions on stationarity used to evaluate the structural wind-induced vibration are inadequate. In this paper, an efficient frequency domain scheme based on fast CQC method, which can predict non-stationary buffeting random responses of long-span bridges, is presented, and then this approach is applied to evaluate the buffeting response of a long-span suspension bridge located in a complex mountainous wind environment as an example. In this study, the data-driven method based on one available measured wind speed sample is firstly presented to establish non-stationary wind models, including time-varying mean wind speed, time-varying intensity envelope function and uniformly modulated fluctuating spectrum. Then, a linear time-variant (LTV) system based on the proposed scheme can be generally applied to calculate the non-stationary buffeting responses. The effectiveness and accuracy of the proposed scheme are verified through Monte Carlo time domain simulation implemented in ANSYS platform. Also, the transient effect nature of the bridge responses is further illustrated by comparison of the non-stationary, quasistationary and steady-state cases. Finally, buffeting response analysis with traditional stationary treatment (10 min constant mean plus stationary wind fluctuation) is performed to illustrate the importance of the non-stationary characteristics embedded in original wind speed samples.

• Communications for Statistical Applications and Methods
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• 제20권1호
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• pp.41-52
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• 2013

The stationary bootstrap of Politis and Romano (1994) is adopted to develop prediction intervals of returns and volatilities in a generalized autoregressive heteroskedastic (GARCH)(p, q) model. The stationary bootstrap method is applied to generate bootstrap observations of squared returns and residuals, through an ARMA representation of the GARCH model. The stationary bootstrap estimators of unknown parameters are defined and used to calculate the stationary bootstrap samples of volatilities. Estimates of future values of returns and volatilities in the GARCH process and the bootstrap prediction intervals are constructed based on the stationary bootstrap; in addition, asymptotic validities are also shown.

• Communications for Statistical Applications and Methods
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• 제22권5호
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• pp.463-473
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• 2015

We consider a nonparametric AR(1) model with nonparametric ARCH(1) errors. In order to estimate the unknown function of the ARCH part, we apply the stationary bootstrap procedure, which is characterized by geometrically distributed random length of bootstrap blocks and has the advantage of capturing the dependence structure of the original data. The proposed method is composed of four steps: the first step estimates the AR part by a typical kernel smoothing to calculate AR residuals, the second step estimates the ARCH part via the Nadaraya-Watson kernel from the AR residuals to compute ARCH residuals, the third step applies the stationary bootstrap procedure to the ARCH residuals, and the fourth step defines the stationary bootstrapped Nadaraya-Watson estimator for the ARCH function with the stationary bootstrapped residuals. We prove the asymptotic validity of the stationary bootstrap estimator for the unknown ARCH function by showing the same limiting distribution as the Nadaraya-Watson estimator in the second step.

• Journal of the Korean Statistical Society
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• 제22권2호
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• pp.347-351
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• 1993

The dichotomy of absolute continuity and singularity for a pair of stationary and ergodic measures (one of which need not be ergodic) is obtained using the ergodic decomposition theorem. The known fact that two different stationary and ergodic measures are mutually singular is obtained as a corollary of our result. An example of a pair of stationary-ergodic measures enjoying the dichotomy is presented.

• Communications for Statistical Applications and Methods
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• 제18권4호
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• pp.477-483
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• 2011

This article is concerned with a class of threshold-asymmetric GARCH models both for stationary case and for non-stationary case. We investigate large sample properties of estimators from QML(quasi-maximum likelihood) and QL(quasilikelihood) methods. Asymptotic distributions are derived and it is interesting to note for non-stationary case that both QML and QL give asymptotic normal distributions.