• Journal of Wetlands Research
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• v.13 no.3
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• pp.499-514
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• 2011

An underlying assumption of traditional hydrologic frequency analysis is that climate, and hence the frequency of hydrologic events, is stationary, or unchanging over time. Under stationary conditions, the distribution of the variable of interest is invariant to temporal translation. Water resources infrastructure planning and design, such as dams, levees, canals, bridges, and culverts, relies on an understanding of past conditions and projection of future conditions. But, Water managers have always known our world is inherently non-stationary, and they routinely deal with this in management and planning. The aim of this paper is to give a brief introduction to non-stationary extreme value analysis methods. In this paper, a non-stationary hydrologic frequency analysis approach is introduced in order to determine probability rainfall consider changing climate. The non-stationary statistical approach is based on the conditional Generalized Extreme Value(GEV) distribution and Maximum Likelihood parameter estimation. This method are applied to the annual maximum 24 hours-rainfall. The results show that the non-stationary GEV approach is suitable for determining probability rainfall for changing climate, sucha sa trend, Moreover, Non-stationary frequency analyzed using SOI(Southern Oscillation Index) of ENSO(El Nino Southern Oscillation).

• Earthquakes and Structures
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• v.4 no.4
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• pp.383-396
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• 2013

In earthquake engineering area, the critical excitation method is an approach to find the most severe earthquake subjected to the structure. However, given some earthquake constraints, such as intensity and power, the critical excitations have spectral density functions that often resonate with the first modes of the structure. This paper presents a non-stationary critical excitation that is capable of exciting the main modes of the structure using a non-uniform power spectral density (PSD) that is similar to natural earthquakes. Thus, this paper proposes a new method to estimate the power and intensity of earthquakes. Finally, a new method for the linear seismic design of structures using a modified non-stationary critical excitation is proposed.

• Journal of Mechanical Science and Technology
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• v.18 no.9
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• pp.1565-1571
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• 2004

Ride characteristics of a vehicle moving on a rough ground with changing travel velocity are analyzed in this paper. The solution is difficult due to the non-stationary characteristics of the problem. Hence a new technique has been proposed to overcome this difficulty. This new technique is employed in the analysis of ride characteristics of a vehicle with changing velocity in the time/frequency domain. It is found that the proposed technique gives successful results in modelling non-stationary responses in terms of a series of stationary responses.

• International Journal of Precision Engineering and Manufacturing
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• v.6 no.4
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• pp.26-30
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• 2005

A rotor run-up or run-down process provide more useful information for modal analysis than normal operation conditions. A traditional difficulty associated with rotor run-up or run-down analysis is the non-stationary nature of vibration data. This paper compares Short-Time Fourier Transform (STFT) and the wavelets analysis in these non-stationary signal analyses. An Adaptive Wavelet Analysis (AWT) is proposed to analyze these signals. Although simulations and experiments in a simple rotor-bearing system show that both STFT and AWT can be used to analyze non-stationary vibration signals in rotor dynamics, proposed AWT provides better results than STFT analysis. From the amplitude-frequency curve obtained by AWT, the modal frequency and damping ratio are calculated. This paper also analyzes the characteristics of signals when the shaft touches the outer hoop in a run-up process. The AWT can give a good result in this complex dynamic analysis of the touching process.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.13 no.6
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• pp.2838-2858
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• 2019

Traditional channel models for vehicle-to-vehicle (V2V) communication usually assume fixed velocity in static scattering environment. In the realistic scenarios, however, time-variant velocity for V2V results in non-stationary statistical properties of wireless channels. Dynamic scatterers with random velocities and directions have been always utilized to depict the non-stationary statistical properties of the channel. In this paper, a non-stationary geometry-based cooperative scattering channel model is proposed for multiple-input multiple-output (MIMO) V2V communication systems, where a birth-death process is used to capture the appearance and disappearance dynamic properties of moving scatterers that reflect the time-variant time correlation and Doppler spectrum characteristics. Moreover, our model has more straight and concise to study the impact of the vehicular traffic density on channel characteristics and thus avoid complicated procedure in deriving the analytical expressions of the channel parameters and functions. The numerical results validate our analysis and demonstrate that setting important parameters of our model can appropriately build up more purposeful measurement campaigns in the future.

• The Korean Journal of Applied Statistics
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• v.34 no.4
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• pp.611-622
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• 2021

With a wide recognition that financial time series typically exhibits asymmetry patterns in volatility so called leverage effects, various asymmetric GARCH(1, 1) processes have been introduced to investigate asymmetric volatilities. A lot of researches have also been directed to non-stationary volatilities to deal with frequent high ups and downs in financial time series. This article is concerned with both asymmetric and non-stationary GARCH-type models. As a subsequent paper of Choi et al. (2020), we review various asymmetric and non-stationary GARCH(1, 1) processes, and in turn propose how to compare competing models using a parametric bootstrap methodology. As an illustration, Dow Jones Industrial Average (DJIA) is analyzed.

• Journal of the Korean Operations Research and Management Science Society
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• v.6 no.2
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• pp.51-55
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• 1981

In both continuous-review and periodic-review non-stationary inventory systems, the non-stationary Poisson demand process and the associated inventory position processes were proved being mutually independent of each other, which lead to the probability distribution of the corresponding net inventory position process in the form of a finite product sum of those two process distributions. It is also discussed how these results can correspond to analytical stochastic inventory cost function formulations in terms of the probability distributions of the processes.

• Journal of the Korean Statistical Society
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• v.29 no.4
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• pp.489-499
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• 2000

We propose a new instrumental variable estimator of the complex parameter of a class of univariate complex-valued diffusion processes defined by the possibly non-stationary and/or nonlinear stochastic differential equations. On the basis of the exact finite sample distribution of the pivotal quantity, we construct the exact confidence intervals and the exact tests for the parameter. Monte-Carlo simulation suggests that the new estimator seems to provide a viable alternative to the maximum likelihood estimator (MLE) for nonlinear and/or non-stationary processes.

• Journal of Biosystems Engineering
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• v.26 no.6
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• pp.503-508
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• 2001

In this paper, time-fiequency analysis and multi-dimensional spectral analysis methods are applied for source identification and diagnosis of non-stationary sound/vibration signals. Sound or vibration problems of general vehicle and agricultural machinary are under 500 Hz. So We used linearly increased chirp signals under 500 Hz. By checking the coherences on concerned time, fur time-variant non-stationary signals, this simulation it very well coincident to expected results.

• Korean Management Science Review
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• v.8 no.1
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• pp.3-11
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• 1991

Non-Stationary transition probabilities models which is incorporated into a Markov framework with exogenous variables to account for some of variability are discussed, and extended for alternative procedure. Also as an application of the methodology, the size change of aggregate time-series data on the planted system of agricultural crops is estimated, and evaluated for the precision of time-varying evolution statistically.