• Title/Summary/Keyword: non-stationarity of frequency

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An Accuracy Analysis of Run-test and RA(Reverse Arrangement)-test for Assessing Surface EMG Signal Stationarity (표면근전도 신호의 정상성 검사를 위한 Run-검증과 RA-검증의 정확도 분석)

  • Lee, Jin
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.63 no.2
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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.

Non-stationary and non-Gaussian characteristics of wind speeds

  • Hui, Yi;Li, Bo;Kawai, Hiromasa;Yang, Qingshan
    • Wind and Structures
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    • v.24 no.1
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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.

Optimal Signal Segment Length for Modified Run-test and RA(reverse arrangement)-test for Assessing Surface EMG Signal Stationarity (표면근전도 신호의 정상성 검사를 위한 수정된 Run-검증과 RA-검증에 최적인 신호분할 길이)

  • Lee, Jin
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.63 no.8
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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.

On the Stationarity of Rainfall Quantiles: 2. Proposal of New Methodologies (확률강우량의 정상성 판단: 2. 새로운 방법의 제안)

  • Yoo, Chul-Sang;Jung, Sung-In;Yoon, Yong-Nam
    • Journal of the Korean Society of Hazard Mitigation
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    • v.7 no.5
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    • pp.89-97
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    • 2007
  • This study proposed new simple methodologies for testing the stationarity of rainfall quantiles, and applied to the rainfall data at Seoul. The methodologies in this study are based on the analysis of frequency change of rainfall quantiles, different from previous studies like Ahn et al. (2001) who analyzed the change of rainfall quantiles themselves. The different types of methodologies are proposed in this study; one is to evaluate the occurrence frequency of rainfall with its return period more than the data length, and the other is to evaluate the effect of new observation on the highest rainfall data recorded. The application of these methodologies shows that the rainfall quantiles at Seoul have no significant proof leading their non-stationarity.

Future Inundation Characteristics Analysis for the Cheongmi Stream Watershed Considering Non-stationarity of Precipitation (강우의 비정상성을 고려한 청미천 유역의 미래 침수특성 분석)

  • Ryu, Jeong Hoon;Kang, Moon Seong;Jun, Sang Min;Park, Jihoon;Lee, Kyeong-Do
    • Journal of The Korean Society of Agricultural Engineers
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    • v.59 no.1
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    • pp.81-96
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    • 2017
  • Along with climate change, it is reported that the scale and the frequency of extreme climate events (e.g. heavy rain, typhoon, etc.) show unstable tendency of increase. In case of Korea, also, the frequency of heavy rainfall shows increasing tendency, thus causing natural disaster damage in downtown and agricultural areas by rainfall that exceeds the design criteria of hydraulic structures. In order to minimize natural disaster damage, it is necessary to analyze how extreme precipitation event changes under climate change. Therefore a new design criteria based on non-stationarity frequency analysis is needed to consider a tendency of future extreme precipitation event and to prepare countermeasures to climate change. And a quantitative and objective characteristic analysis could be a key to preparing countermeasures to climate change impact. In this study, non-stationarity frequency analysis was performed and inundation risk indices developed by 4 inundation characteristics (e.g. inundation area, inundation depth, inundation duration, and inundation radius) were assessed. The study results showed that future probable rainfall could exceed the existing design criteria of hydraulic structures (rivers of state: 100yr-200yr, river banks: 50yr-100yr) reaching over 500yr frequency probable rainfall of the past. Inundation characteristics showed higher value in the future compared to the past, especially in sections with tributary stream inflow. Also, the inundation risk indices were estimated as 0.14 for the past period of 1973-2015, and 0.25, 0.29, 1.27 for the future period of 2016-2040, 2041-2070, 2071-2100, respectively. The study findings are expected to be used as a basis to analyze future inundation damage and to establish management solutions for rivers with inundation risks.

Efficient buffeting analysis under non-stationary winds and application to a mountain bridge

  • Su, Yanwen;Huang, Guoqing;Liu, Ruili;Zeng, Yongping
    • Wind and Structures
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    • v.32 no.2
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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.

Developed empirical model for simulation of time-varying frequency in earthquake ground motion

  • Yu, Ruifang;Yuan, Meiqiao;Yu, Yanxiang
    • Earthquakes and Structures
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    • v.8 no.6
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    • pp.1463-1480
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    • 2015
  • This research aims to develop an empirical model for simulation of time-varying frequency in earthquake ground motion so as to be used easily in engineering applications. Briefly, 10545 recordings of the Next Generation Attenuation (NGA) global database of accelerograms from shallow crustal earthquakes are selected and binned by magnitude, distance and site condition. Then the wavelet spectrum of each acceleration record is calculated by using one-dimensional continuous wavelet transform, and the frequencies corresponding to the maximum values of the wavelet spectrum at a series of sampling time, named predominant frequencies, are extracted to analyze the variation of frequency content of seismic ground motions in time. And the time-variation of the predominant frequencies of 178 magnitude-distance-site bins for different directions are obtained by calculating the mean square root of predominant frequencies within a bin. The exponential trigonometric function is then use to fit the data, which describes the predominant frequency of ground-motion as a function of time with model parameters given in tables for different magnitude, distance, site conditions and direction. Finally, a practical frequency-dependent amplitude envelope function is developed based on the time-varying frequency derived in this paper, which has clear statistical parameters and can emphasize the effect of low-frequency components on later seismic action. The results illustrate that the time-varying predominant frequency can preferably reflect the non-stationarity of the frequency content in earthquake ground motions and that empirical models given in this paper facilitates the simulation of ground motions.

A Multi-Resolution Approach to Non-Stationary Financial Time Series Using the Hilbert-Huang Transform

  • Oh, Hee-Seok;Suh, Jeong-Ho;Kim, Dong-Hoh
    • The Korean Journal of Applied Statistics
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    • v.22 no.3
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    • pp.499-513
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    • 2009
  • An economic signal in the real world usually reflects complex phenomena. One may have difficulty both extracting and interpreting information embedded in such a signal. A natural way to reduce complexity is to decompose the original signal into several simple components, and then analyze each component. Spectral analysis (Priestley, 1981) provides a tool to analyze such signals under the assumption that the time series is stationary. However when the signal is subject to non-stationary and nonlinear characteristics such as amplitude and frequency modulation along time scale, spectral analysis is not suitable. Huang et al. (1998b, 1999) proposed a data-adaptive decomposition method called empirical mode decomposition and then applied Hilbert spectral analysis to decomposed signals called intrinsic mode function. Huang et al. (1998b, 1999) named this two step procedure the Hilbert-Huang transform(HHT). Because of its robustness in the presence of nonlinearity and non-stationarity, HHT has been used in various fields. In this paper, we discuss the applications of the HHT and demonstrate its promising potential for non-stationary financial time series data provided through a Korean stock price index.

Estimation of Future Design Flood Under Non-Stationarity for Wonpyeongcheon Watershed (비정상성을 고려한 원평천 유역의 미래 설계홍수량 산정)

  • Ryu, Jeong Hoon;Kang, Moon Seong;Park, Jihoon;Jun, Sang Min;Song, Jung Hun;Kim, Kyeung;Lee, Kyeong-Do
    • Journal of The Korean Society of Agricultural Engineers
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    • v.57 no.5
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    • pp.139-152
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    • 2015
  • Along with climate change, it is reported that the scale and frequency of extreme climate events show unstable tendency of increase. Thus, to comprehend the change characteristics of precipitation data, it is needed to consider non-stationary. The main objectives of this study were to estimate future design floods for Wonpyeongcheon watershed based on RCP (Representative Concentration Pathways) scenario. Wonpyeongcheon located in the Keum River watershed was selected as the study area. Historical precipitation data of the past 35 years (1976~2010) were collected from the Jeonju meteorological station. Future precipitation data based on RCP4.5 were also obtained for the period of 2011~2100. Systematic bias between observed and simulated data were corrected using the quantile mapping (QM) method. The parameters for the bias-correction were estimated by non-parametric method. A non-stationary frequency analysis was conducted with moving average method which derives change characteristics of generalized extreme value (GEV) distribution parameters. Design floods for different durations and frequencies were estimated using rational formula. As the result, the GEV parameters (location and scale) showed an upward tendency indicating the increase of quantity and fluctuation of an extreme precipitation in the future. The probable rainfall and design flood based on non-stationarity showed higher values than those of stationarity assumption by 1.2%~54.9% and 3.6%~54.9%, respectively, thus empathizing the necessity of non-stationary frequency analysis. The study findings are expected to be used as a basis to analyze the impacts of climate change and to reconsider the future design criteria of Wonpyeongcheon watershed.

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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    • v.17 no.6
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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.