• Title/Summary/Keyword: non-stationary

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Testing Non-Stationary Relationship between the Proportion of Green Areas in Watersheds and Water Quality using Geographically Weighted Regression Model (공간지리 가중회귀모형(GWR)을 이용한 유역 녹지비율과 하천수질의 비균질적 관계 검증)

  • Lee, Sang-Woo
    • Journal of the Korean Institute of Landscape Architecture
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    • v.41 no.6
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    • pp.43-51
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    • 2013
  • This study aims to examine the presence of non-stationary relationship between water quality and land use in watersheds. In investigating the relationships between land use and water quality, most previous studies adopted OLS method which is assumed stationarity. However, this approach is difficult to capture the local variation of the relationships. We used 146 sampling data and land cover data of Korean Ministry of Environment to build conventional regressions and GWR models for BOD, TN and TP. Regression model and GWR models of BOD, TN, TP were compared with $R^2$, AICc and Moran's I. The results of comparisons and descriptive statistics of GWR models strongly indicated the presence of Non-Stationarity between water quality and land use.

ECG Filtering using Empirical Mode Decomposition Method (EMD 방법을 이용한 ECG 신호 필터링)

  • Lee, Geum-Boon;Cho, Beom-Joon
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.13 no.12
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    • pp.2671-2676
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    • 2009
  • Empirical mode decomposition (EMD) is new time-frequency analysis method to decompose the signal adaptively and efficiently. The key idea of EMD is to decompose the signal into a set of functions defined by the signal itself, named Intrinsic Mode Functions (IMFs), which preserve the inherent properties of the original signal. Since the decomposition is based on the local time scale of the signal, it is not only applicable to nonlinear and non-stationary processes but also useful in biomedical signals like electrocardiogram (ECG). Traditional low-pass filter uses fourier transform to analysis signal in frequency domain, but EMD is filtered to maintain signal properties in time domain. This paper performed signal decomposition and filtering for noisy ECGs using EMD method. The proposed method is presented and compared with traditional low-pass filter by two performance indices. Our results show effectiveness for enhancement of the noisy ECG waveforms.

Random Analysis of Rolling Equation of Motion of Ships Based on Moment Equation Method (모멘트 방정식 방법에 의한 횡요 운동 방정식의 램덤 해석)

  • 배준홍;권순홍;하동대
    • Journal of Ocean Engineering and Technology
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    • v.6 no.2
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    • pp.41-45
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    • 1992
  • In this paper an application technique of moment equation method to solution of nonlinear rolling equation of motion of ships is investigated. The exciting moment in the equation of rolling motion of ships is described as non-white noise. This non-white exciting moment is generated through use of a shaping filter. These coupled equations are used to generate moment equations. The nonstationary responses of the nonlinear system are obtained. The results are compared with those of a linear system.

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A M-TYPE RISK MODEL WITH MARKOV-MODULATED PREMIUM RATE

  • Yu, Wen-Guang
    • Journal of applied mathematics & informatics
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    • v.27 no.5_6
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    • pp.1033-1047
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    • 2009
  • In this paper, we consider a m-type risk model with Markov-modulated premium rate. A integral equation for the conditional ruin probability is obtained. A recursive inequality for the ruin probability with the stationary initial distribution and the upper bound for the ruin probability with no initial reserve are given. A system of Laplace transforms of non-ruin probabilities, given the initial environment state, is established from a system of integro-differential equations. In the two-state model, explicit formulas for non-ruin probabilities are obtained when the initial reserve is zero or when both claim size distributions belong to the $K_n$-family, n $\in$ $N^+$ One example is given with claim sizes that have exponential distributions.

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Computational explosion in the frequency estimation of sinusoidal data

  • Zhang, Kaimeng;Ng, Chi Tim;Na, Myunghwan
    • Communications for Statistical Applications and Methods
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    • v.25 no.4
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    • pp.431-442
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    • 2018
  • This paper highlights the computational explosion issues in the autoregressive moving average approach of frequency estimation of sinusoidal data with a large sample size. A new algorithm is proposed to circumvent the computational explosion difficulty in the conditional least-square estimation method. Notice that sinusoidal pattern can be generated by a non-invertible non-stationary autoregressive moving average (ARMA) model. The computational explosion is shown to be closely related to the non-invertibility of the equivalent ARMA model. Simulation studies illustrate the computational explosion phenomenon and show that the proposed algorithm can efficiently overcome computational explosion difficulty. Real data example of sunspot number is provided to illustrate the application of the proposed algorithm to the time series data exhibiting sinusoidal pattern.

Prediction of the Successful Defibrillation using Hilbert-Huang Transform (Hilbert-Huang 변환을 이용한 제세동 성공 예측)

  • Jang, Yong-Gu;Jang, Seung-Jin;Hwang, Sung-Oh;Yoon, Young-Ro
    • Journal of the Institute of Electronics Engineers of Korea SC
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    • v.44 no.5
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    • pp.45-54
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    • 2007
  • Time/frequency analysis has been extensively used in biomedical signal processing. By extracting some essential features from the electro-physiological signals, these methods are able to determine the clinical pathology mechanisms of some diseases. However, this method assumes that the signal should be stationary, which limits its application in non-stationary system. In this paper, we develop a new signal processing method using Hilbert-Huang Transform to perform analysis of the nonlinear and non-stationary ventricular fibrillation(VF). Hilbert-Huang Transform combines two major analytical theories: Empirical Mode Decomposition(EMD) and the Hilbert Transform. Hilbert-Huang Transform can be used to decompose natural data into independent Intrinsic Mode Functions using the theories of EMD. Furthermore, Hilbert-Huang Transform employs Hilbert Transform to determine instantaneous frequency and amplitude, and therefore can be used to accurately describe the local behavior of signals. This paper studied for Return Of Spontaneous Circulation(ROSC) and non-ROSC prediction performance by Support Vector Machine and three parameters(EMD-IF, EMD-FFT) extracted from ventricular fibrillation ECG waveform using Hilbert-Huang transform. On the average results of sensitivity and specificity were 87.35% and 76.88% respectively. Hilbert-Huang Transform shows that it enables us to predict the ROSC of VF more precisely.

Non-stationary Rainfall Frequency Analysis Based on Residual Analysis (잔차시계열 분석을 통한 비정상성 강우빈도해석)

  • Jang, Sun-Woo;Seo, Lynn;Kim, Tae-Woong;Ahn, Jae-Hyun
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.31 no.5B
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    • pp.449-457
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    • 2011
  • Recently, increasing heavy rainfalls due to climate change and/or variability result in hydro-climatic disasters being accelerated. To cope with the extreme rainfall events in the future, hydrologic frequency analysis is usually used to estimate design rainfalls in a design target year. The rainfall data series applied to the hydrologic frequency analysis is assumed to be stationary. However, recent observations indicate that the data series might not preserve the statistical properties of rainfall in the future. This study incorporated the residual analysis and the hydrologic frequency analysis to estimate design rainfalls in a design target year considering the non-stationarity of rainfall. The residual time series were generated using a linear regression line constructed from the observations. After finding the proper probability density function for the residuals, considering the increasing or decreasing trend, rainfalls quantiles were estimated corresponding to specific design return periods in a design target year. The results from applying the method to 14 gauging stations indicate that the proposed method provides appropriate design rainfalls and reduces the prediction errors compared with the conventional rainfall frequency analysis which assumes that the rainfall data are stationary.

A Study on derivation of drought severity-duration-frequency curve through a non-stationary frequency analysis (비정상성 가뭄빈도 해석 기법에 따른 가뭄 심도-지속기간-재현기간 곡선 유도에 관한 연구)

  • Jeong, Minsu;Park, Seo-Yeon;Jang, Ho-Won;Lee, Joo-Heon
    • Journal of Korea Water Resources Association
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    • v.53 no.2
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    • pp.107-119
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    • 2020
  • This study analyzed past drought characteristics based on the observed rainfall data and performed a long-term outlook for future extreme droughts using Representative Concentration Pathways 8.5 (RCP 8.5) climate change scenarios. Standardized Precipitation Index (SPI) used duration of 1, 3, 6, 9 and 12 months, a meteorological drought index, was applied for quantitative drought analysis. A single long-term time series was constructed by combining daily rainfall observation data and RCP scenario. The constructed data was used as SPI input factors for each different duration. For the analysis of meteorological drought observed relatively long-term since 1954 in Korea, 12 rainfall stations were selected and applied 10 general circulation models (GCM) at the same point. In order to analyze drought characteristics according to climate change, trend analysis and clustering were performed. For non-stationary frequency analysis using sampling technique, we adopted the technique DEMC that combines Bayesian-based differential evolution ("DE") and Markov chain Monte Carlo ("MCMC"). A non-stationary drought frequency analysis was used to derive Severity-Duration-Frequency (SDF) curves for the 12 locations. A quantitative outlook for future droughts was carried out by deriving SDF curves with long-term hydrologic data assuming non-stationarity, and by quantitatively identifying potential drought risks. As a result of performing cluster analysis to identify the spatial characteristics, it was analyzed that there is a high risk of drought in the future in Jeonju, Gwangju, Yeosun, Mokpo, and Chupyeongryeong except Jeju corresponding to Zone 1-2, 2, and 3-2. They could be efficiently utilized in future drought management policies.

REGULARITY CRITERIA FOR TERNARY INTERPOLATORY SUBDIVISION

  • JEON, MYUNGJIN;CHOI, GUNDON
    • Honam Mathematical Journal
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    • v.27 no.4
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    • pp.665-672
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    • 2005
  • By its simplicity and efficiency, subdivision is a widely used technique in computer graphics, computer aided design and data compression. In this paper we prove a regularity theorem for ternary interpolatory subdivision scheme that can be applied to non-stationary subdivision. This theorem converts the convergence of the limit curve of a ternary interpolatory subdivision to the analysis of the rate of the contraction of differences of the polygons.

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Efficient Speaker Verification in Noise Environment with Noise-added Speaker Model Composition (잡음 첨가된 화자 모델 구성에 의한 잡음 환경의 효과적인 화자확인)

  • 안성주;강선미;고한석
    • Proceedings of the Korean Information Science Society Conference
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    • 1999.10b
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    • pp.542-544
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    • 1999
  • 본 논문에서는 다수의 화자 모델을 구성함으로써 잡음에 강인한 화자확인 방법을 제안한다. Non-stationary한 잡음을 가진 입력음성의 SNR을 측정하는 것은 어렵기 때문에, 각 화자에 대해 잡음이 없을 때의 화자모델에 여러 SNR에 대한 잡음 모델을 결합시킴으로써 여러 개의 잡음 첨가된 화자 모델을 구성한다. 그리고, 화자확인에서는 이렇게 구한 각 모델에 대한 입력 음성의 likelihood를 구해 그 중 가장 큰 likelihood만을 선택한다. 이 값을 이용하여 화자확인을 수행한다. 실험 결과, 제안한 방법은 입력음성의 SNR을 모르는 잡음환경에서 일반적으로 하나의 모델을 사용하는 것보다 훨씬 좋은 성능을 보였다.

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