• 한국습지학회지
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• 제13권3호
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• pp.499-514
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• 2011

전통적 수문빈도분석의 기본가정은 기후와 수문사상이 정상성이라는 것으로 즉, 분포형의 매개변수들이 시간에 따라 불변이라는 것이다. 댐, 제방, 운하, 교량 등 수공 관련 기간시설물을 계획하고 설계할 때는 과거 상황을 이해하고 미래에도 그 상황이 유지될 것이라는 것을 근거로 한다. 그러나 현실은 기본가정과는 달리 수문자료들은 비정상성을 지니고 있으며 수자원관리자들에 의해 항상 기간시설물을 계획하고 설계 할 때 비정상성을 다루고자 끊임없이 노력해 왔다. 본 논문에서는 비정상성 수문빈도분석기법을 소개하고, 조건부 Generalized Extreme Value(GEV) 분포를 이용하여 비정상성 빈도분석을 실시하였다. 본 논문에서는 6개 기상관측소지점의 24시간 연최고치 강우량을 대상으로 비정상성 빈도분석을 실시하였으며 최우도법(Maximum Likelihood)을 사용하여 GEV 분포형의 매개변수를 추정하였다. 그 결과 비정상성 GEV 분포가 확률 강우량을 산정하는데 있어 적합함을 확인 할 수 있었다. 또한 ENSO(El Nino Southern Oscillation)를 나타내는 지수인 SOI(Southern Oscillation Index)를 이용하여 기후변동 고려한 비정상성 빈도분석을 실시하였다.

• Earthquakes and Structures
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• 제4권4호
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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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• 제18권9호
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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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• 제6권4호
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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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• 제13권6호
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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.

• 응용통계연구
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• 제34권4호
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• pp.611-622
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• 2021

본 논문에서는 변동성의 비대칭성과 비정상성을 동시에 고려하고 있다. 다양한 변동성 모형을 분석하고 있으며 모수적-붓스트랩을 통한 예측분포를 이용하여 변동성 모형의 예측 성능을 비교하고 있다. 오차항 분포로서 표준정규분포 및 표준화 t-분포를 고려하였으며 1-시차 후 예측과 2-시차 후 예측을 미국의 다우지수 사례를 통해 설명하였다.

• 한국경영과학회지
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• 제6권2호
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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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• 제29권4호
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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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• 제26권6호
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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.

• 경영과학
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• 제8권1호
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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.