• 제목/요약/키워드: Stationary distribution

검색결과 339건 처리시간 0.028초

Non-stationary statistical modeling of extreme wind speed series with exposure correction

  • Huang, Mingfeng;Li, Qiang;Xu, Haiwei;Lou, Wenjuan;Lin, Ning
    • Wind and Structures
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    • 제26권3호
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    • pp.129-146
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    • 2018
  • Extreme wind speed analysis has been carried out conventionally by assuming the extreme series data is stationary. However, time-varying trends of the extreme wind speed series could be detected at many surface meteorological stations in China. Two main reasons, exposure change and climate change, were provided to explain the temporal trends of daily maximum wind speed and annual maximum wind speed series data, recorded at Hangzhou (China) meteorological station. After making a correction on wind speed series for time varying exposure, it is necessary to perform non-stationary statistical modeling on the corrected extreme wind speed data series in addition to the classical extreme value analysis. The generalized extreme value (GEV) distribution with time-dependent location and scale parameters was selected as a non-stationary model to describe the corrected extreme wind speed series. The obtained non-stationary extreme value models were then used to estimate the non-stationary extreme wind speed quantiles with various mean recurrence intervals (MRIs) considering changing climate, and compared to the corresponding stationary ones with various MRIs for the Hangzhou area in China. The results indicate that the non-stationary property or dependence of extreme wind speed data should be carefully evaluated and reflected in the determination of design wind speeds.

A Random Shock Model for a Linearly Deteriorating System

  • Lee, Ji-Yeon;Lee, Eui-Young
    • Journal of the Korean Statistical Society
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    • 제24권2호
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    • pp.471-479
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    • 1995
  • A random shock model for a linearly deteriorating system is introduced. The system deteriorating linearly with time is subject to random shocks which arrive according to a Poisson process and decrease the state of the system by a random amount. The system is repaired by a repairmen arriving according to another Poisson process if the state when he arrives is below a threshold. Explicit expressions are deduced for the characteristic function of the distribution function of X(t), the state of the system at time t, and for the distribution function of X(t) if X(t) is over the threshold. The stationary case is briefly discussed.

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Unit Root Test를 기반으로 한 장기 시계열 데이터의 Non-Stationary 발생에 따른 구조 변화 검정 및 시각화 연구 (A Study on the Test and Visualization of Change in Structures Associated with the Occurrence of Non-Stationary of Long-Term Time Series Data Based on Unit Root Test)

  • 유재성;주재걸
    • 정보처리학회논문지:소프트웨어 및 데이터공학
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    • 제8권7호
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    • pp.289-302
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    • 2019
  • 시계열의 구조 변화란, 전체 시계열 자료를 구성하는 기간에서 관측치들의 분포가 상대적으로 안정적이다가, 특정 시점에서 분포 특성의 급격한 변화를 보이는 것을 의미한다. 비정상(non-stationary) 장기 시계열 안에서도, 단기적인 추세의 변화가 일시적인 것인지, 아니면 구조적으로 변한 것인지를 적시에 판단하는 것은 중요하다. 이는 시계열 추세의 변화를 상시 감지하여, 변화에 맞는 적정한 대응을 할 필요가 있기 때문이다. 본 연구에서는 단위근 검정법을 기반으로 한 검정 결과를 시각화함으로써, 의사결정자가 시계열의 구조 변화를 손쉽게 파악할 수 있는 방안을 제시하였다. 특히 시계열을 분할한 후 검정하는 방법을 통해, 장기 시계열일 때에도 단기 구조 변화를 파악할 수 있도록 하였다.

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

  • Tao, Tianyou;Wang, Hao;Li, Aiqun
    • Smart Structures and Systems
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    • 제17권6호
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    • pp.1067-1085
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    • 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.

허브와 중앙스팬 사이의 회전익 후류 3차원 난류유동해석에 관한 연구 (A study on the three dimensional turbulent flow analysis of wake flow behind rotating blade row between hub and midspan)

  • 노수혁;조강래
    • 대한기계학회논문집B
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    • 제21권7호
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    • pp.911-918
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    • 1997
  • The turbulent viscous wake flows behind a single airfoil, two-dimensional stationary blade row and three-dimensional rotating blade row were calculated, and the numerical results were compared with experimental ones. The numerical technique was based on the SIMPLE algorithm using three turbulent closure models, standard k-.epsilon. model(WFM), low Reynolds number k-.epsilon. model(LRN) and Reynolds stress model (RSM). In the case of a single airfoil, WFM, LRN and RSM presented fairly good velocity distributions in the wake compared with experimental data. In the case of the stationary blade row, LRN and RSM presented better results than WFM for wake velocity distribution, and especially LRN showed best results among these three turbulent models. In the case of the rotating blade row, WFM and LRN showed fairly good agreement with experimental data of the three-dimensional velocity component distributions in the range from hub to mid span region. LRN was also superior to WFM in accuracy of prediction for the wake velocity distribution as same with the cases of a airfoil and the stationary blade row.

대기 습도변화에 따른 콘크리트 보수체의 비정상적인 습도응력 조사 (Non-Stationary Stress Analysis of Repaired Concrete Structures due to Hygral Transient Condition)

  • 윤우현
    • 콘크리트학회지
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    • 제9권3호
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    • pp.157-166
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    • 1997
  • 본 연구에서는 대기 습도변화에 의한 콘크리트 보수체(기층 콘크리트/보수 모르터)의 파괴현상을 조사하기 위해서 보수체내의 비정상적인 습도분포 및 습도응력을 계산하였다. 이러한 계산은 시멘트 모르터로 보수된 접촉면이 없는 보수체에서 보수층 두께(Do=05-2.5cm)와 보수 작업전 기층 콘크리트 표면의 습윤처리 시간(tc=1-5days) 및 대기습도(Ho=50~80%)를 주요변수로 하여 수행되었다. 계산 및 조사 결과에 의하면 접합면의 응력이 압축상태를 유지하기 위해서는 각 대기 습도마다 일정값 이상의 보수층 두께와 습윤처리 시간이 필요함을 알 수 있다.

바이모달 스펙트럼 특성을 가지는 정상확률과정에 대한 다점계류라인의 피로손상도 조합기법 연구 (Fatigue Damage Combination for Spread Mooring System under Stationary Random Process with Bimodal Spectrum Characteristics)

  • 임유창;김경수;정준모
    • 대한조선학회논문집
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    • 제47권6호
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    • pp.813-820
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    • 2010
  • The spread mooring system for FPSO is developed to explore deep sea area, in which swell is dominant. It is known that the tension response of mooring lines in this sea area shows bimodal spectrum. Assuming normal distribution of tension profile and Rayleigh distribution of tension amplitude, the power spectral density function (PSD) of the mooring tension under the bimodal stationary random process is applied for the calculation of spectrum fatigue. Three popular methods, which are simple summation method, combined spectrum method and Jioa-Moan method, are used to combine fatigue damages from bimodal spectrum characteristics. Each damage value is compared with damage using Rainflow Cycle Counting (RCC) method which is believed to be close to exact solution. Vanmarcke' parameter and RMS(Root Mean Square) ratio are employed to assess relative damage variations between from RCC method and from three combination methods. Finally the most reliable fatigue damage combining method for spread mooring system is suggested.

지표면 기온 및 이슬점 온도를 고려한 여름철 월 최대 일 강수량의 비정상성 빈도해석 (Non-stationary frequency analysis of monthly maximum daily rainfall in summer season considering surface air temperature and dew-point temperature)

  • 이옥정;심인경;김상단
    • 한국습지학회지
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    • 제20권4호
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    • pp.338-344
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    • 2018
  • 본 연구에서는 기후변화에 따른 극한 강우의 비정상성을 반영하기 위하여 GEV 분포의 3개 매개변수 중 위치매개변수를 공변량으로 적용하여, 지표면 기온(Surface air temperature, SAT) 및 이슬점 온도(Dew point temperature, DPT)을 고려한 비정상성 빈도해석이 실시된다. 부산 지점이 연구대상지점으로 선정되었으며, 5월부터 10월까지의 월 최대 일강수량을 이용하여 분석을 수행하였다. GEV 분포의 위치 매개변수를 위한 가장 적절한 공변량(기온과 이슬점 온도) 함수를 선택하기 위하여 다양한 모델을 구성하였으며, 구성된 모델 중 AIC(Akaike Information Criterion)가 가장 작은 모델을 최적 모델로 선정하였다. 분석 결과, exp(DPT)가 공변량인 비정상성 GEV 분포가 가장 적합한 것으로 나타났다. 선택된 모델을 이용하여 기후변화 시나리오에 따른 확률강우량의 영향을 분석하였으며, 부산지점의 경우 미래 이슬점 온도가 증가함에 따라 확률강우량이 증가할 가능성이 매우 높음을 살펴볼 수 있었다.

AN M/G/1 VACATION QUEUE UNDER THE $P_{\lambda}^M-SERVICE$ POLICY

  • Lee, Ji-Yeon
    • Journal of the Korean Statistical Society
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    • 제36권2호
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    • pp.285-297
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    • 2007
  • We consider the $P_{\lambda}^M-service$ policy for an M/G/1 queueing system in which the workload is monitored randomly at discrete points in time. If the level of the workload exceeds a threshold ${\lambda}$ when it is monitored, then the service rate is increased from 1 to M instantaneously and is kept as M until the workload reaches zero. By using level-crossing arguments, we obtain explicit expressions for the stationary distribution of the workload in the system.