• 전기학회논문지
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• 제63권2호
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• pp.291-296
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• 2014

Most of the statistical signal analysis processed in the time domain and the frequency domain are based on the assumption that the signal is weakly stationary(wide sense stationary). Therefore, it is necessary to know whether the surface EMG signals processed in the statistical basis satisfy the condition of weak stationarity. The purpose of this study is to analyze the accuracy of the Run-test, modified Run-test, RA(reverse arrangement)-test, and modified RA-test for assessing surface EMG signal stationarity. Six stationary and three non-stationary signals were simulated by using sine wave, AR(autoregressive) modeling, and real surface EMG. The simulated signals were tested for stationarity using nine different methods of Run-test and RA-test. The results showed that the modified Run-test method2 (mRT2) classified exactly the surface EMG signals by stationarity with 100% accuracy. This finding indicates that the mRT2 may be the best way for assessing stationarity in surface EMG signals.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제12권3호
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• pp.1047-1062
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• 2018

In this paper the problem of massive multiple input multiple output (MIMO) channel estimation with sparsity aware adaptive algorithms for $5^{th}$ generation mobile systems is investigated. These channels are shown to be non-stationary along with being sparse. Non-stationarity is a feature that implies channel taps change with time. Up until now most of the adaptive algorithms that have been presented for channel estimation, have only considered sparsity and very few of them have been tested in non-stationary conditions. Therefore we investigate the performance of several newly proposed sparsity aware algorithms in these conditions and finally propose an enhanced version of RZA-LMS/F algorithm with variable threshold namely VT-RZA-LMS/F. The results show that this algorithm has better performance than all other algorithms for the next generation channel estimation problems, especially when the non-stationarity gets high. Overall, in this paper for the first time, we estimate a non-stationary Rayleigh fading channel with sparsity aware algorithms and show that by increasing non-stationarity, the estimation performance declines.

• 전기학회논문지
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• 제63권8호
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• pp.1128-1133
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• 2014

Most of the statistical signal analysis processed in the time domain and the frequency domain are based on the assumption that the signal is weakly stationary(wide sense stationary). Therefore, it is necessary to know whether the surface EMG signals processed in the statistical basis satisfy the condition of the weak stationarity. The purpose of this study is to find optimal segment length of surface EMG signal for assessing stationarity with the modified Run-test and RA-test. Ten stationary surface EMG signals were simulated by AR(autoregressive) modeling, and ten real surface EMG signals were recorded from biceps brachii muscle and then modified to have non-stationary structures. In condition of varying segment length from 20ms to 100ms, stationarity of the signals was tested by using six different methods of modified Run-test and RA-test. The results indicate that the optimal segment length for the surface EMG is 30ms~35ms, and the best way for assessing surface EMG signal stationarity is the modified Run-test (Run2) method using this optimal length.

• 물과 미래
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• 제46권11호
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• pp.90-94
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• 2013

• 한국경영과학회:학술대회논문집
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• 대한산업공학회/한국경영과학회 2006년도 춘계공동학술대회 논문집
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• pp.1221-1226
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• 2006

The use of Artificial Neural Networks (ANN) has received increasing attention in the analysis and prediction of financial time series. Stationarity of the observed financial time series is the basic underlying assumption in the practical application of ANN on financial time series. In this paper, we will investigate whether it is feasible to relax the stationarity condition to non-stationary time series. Our result discusses the range of complexities caused by non-stationary behavior and finds that overfitting by ANN could be useful in the analysis of such non-stationary complex financial time series.

• 한국수자원학회논문집
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• 제51권spc1호
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• pp.1135-1148
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• 2018

기존의 저수지 운영 연구들은 미래의 기후가 과거와 유사하다는 정상성의 가정을 전제로 하였다. 하지만 기후의 비정상성으로 인해 불확실성이 더욱 커질 경우에는 큰 불확실성에서도 안정된 최적해를 찾을 수 있는 로버스트 최적화 과정(Robust Optimization, 이하 RO)이 필요하다고 알려져 있다. RO는 입력자료의 비정상성으로 인해 야기되는 불확실성을 제어하는 로버스트 항을 목적함수에 추가하여 기존의 최적화 방법을 개선한다. 본 연구는 기후변화의 비정상성을 대비하는 저수지 운영규칙 산정을 위해 추계학적동적계획법(Stochastic Dynamic Programing, 이하 SDP)과 RO를 결합하는 Robust-SDP를 제안하였고, 이를 최근 4년간 가뭄을 겪었던 보령댐에 적용하였다. 즉, 비정상성이 반영된 미래 유입량 자료를 생성하고 이를 6가지의 평가지표와 2가지의 의사결정 지원그림을 사용하여 과거 유입량 자료로부터 산출된 저수지 운영규칙의 수행능력을 평가하였다. 그 결과, Robust-SDP가 기후의 비정상성 하에서 극단적인 물 부족 사건의 발생률과 물 부족 사건의 실패의 크기를 감소시켰지만, 작은 크기의 물 부족 발생률은 증가하는 상충관계(trade-off)를 가져옴을 확인할 수 있었다. 이를 바탕으로 의사결정자가 우선시하는 평가지표의 결과에 따라 최적화 모형을 선택할 수 있음을 제안하였다.

• 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.

• 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.

• 한국방재학회 논문집
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• 제7권5호
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• pp.89-97
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• 2007

본 연구에서는 확률강우량의 정상성을 판단해 볼 수 있는 간단한 방법을 제시해 보고, 이를 서울 지점의 강우량 자료에 적용하여 보았다. 본 연구에서의 방법은 확률강우량의 크기변화를 분석했던 기존의 연구(Ahn 등, 2001)와 달리 주어진 규모의 확률강우량의 발생빈도를 분석하는 형태를 가진다. 본 연구에서 제시하는 방법은 두 가지로 첫째는 기록년수를 초과하는 재현기간을 갖는 강우의 발생빈도를 평가하는 방법이며, 두 번째는 관측기록 중 최대치의 재현기간에 대한 신규 관측 치의 영향을 평가하는 방법이다. 이러한 방법의 적용결과 서울지점 강우의 정상성을 의심할 만한 유의한 근거는 찾을 수 없었다.

• Wind and Structures
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• 제24권1호
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• pp.59-78
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• 2017

Non-stationarity and non-Gaussian property are two of the most important characteristics of wind. These two features are studied in this study based on wind speed records measured at different heights from a 325 m high meteorological tower during the synoptic wind storms. By using the time-frequency analysis tools, it is found that after removing the low frequency trend of the longitudinal wind, the retained fluctuating wind speeds remain to be asymmetrically non-Gaussian distributed. Results show that such non-Gaussianity is due to the weak-stationarity of the detrended fluctuating wind speed. The low frequency components of the fluctuating wind speeds mainly contribute to the non-zero skewness, while distribution of the high frequency component is found to have high kurtosis values. By further studying the decomposed wind speed, the mechanisms of the non-Gaussian distribution are examined from the phase, turbulence energy point of view.