• 제목/요약/키워드: non-stationary model

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Power 모형을 이용한 비정상성 확률강수량 산정 (Estimates the Non-Stationary Probable Precipitation Using a Power Model)

  • 김광섭;이기춘;김병권
    • 한국농공학회논문집
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    • 제56권4호
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    • pp.29-39
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    • 2014
  • In this study, we performed a non-stationary frequency analysis using a power model and the model was applied for Seoul, Daegu, Daejeon, Mokpo sites in Korea to estimate the probable precipitation amount at the target years (2020, 2050, 2080). We used the annual maximum precipitation of 24 hours duration of precipitation using data from 1973 to 2009. We compared results to that of non-stationary analyses using the linear and logistic regression. The probable precipitation amounts using linear regression showed very large increase in the long term projection, while the logistic regression resulted in similar amounts for different target years because the logistic function converges before 2020. But the probable precipitation amount for the target years using a power model showed reasonable results suggesting that power model be able to reflect the increase of hydrologic extremes reasonably well.

전국 확률강수량 산정을 위한 비정상성 빈도해석 기법의 적용 (Application of a Non-stationary Frequency Analysis Method for Estimating Probable Precipitation in Korea)

  • 김광섭;이기춘
    • 한국농공학회논문집
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    • 제54권5호
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    • pp.141-153
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    • 2012
  • In this study, we estimated probable precipitation amounts at the target year (2020, 2030, 2040) of 55 weather stations in Korea using the 24 hour annual maximum precipitation data from 1973 through 2009 which should be useful for management of agricultural reservoirs. Not only trend tests but also non-stationary tests were performed and non-stationary frequency analysis were conducted to all of 55 sites. Gumbel distribution was chosen and probability weighted moment method was used to estimate model parameters. The behavior of the mean of extreme precipitation data, scale parameter, and location parameter were analyzed. The probable precipitation amount at the target year was estimated by a non-stationary frequency analysis using the linear regression analysis for the mean of extreme precipitation data, scale parameter, and location parameter. Overall results demonstrated that the probable precipitation amounts using the non-stationary frequency analysis were overestimated. There were large increase of the probable precipitation amounts of middle part of Korea and decrease at several sites in Southern part. The non-stationary frequency analysis using a linear model should be applicable to relatively short projection periods.

Nonstationary Random Process를 이용한 인공지진파 발생 -설계응답스펙트럼에 의한 파워스펙트럼의 조정- (Generation of Artificial Earthquake Ground Motions using Nonstationary Random Process-Modification of Power Spectrum Compatible with Design Response Spectrum-)

  • 김승훈
    • 한국지진공학회:학술대회논문집
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    • 한국지진공학회 1999년도 춘계 학술발표회 논문집 Proceedings of EESK Conference-Spring
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    • pp.61-68
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    • 1999
  • In the nonlinear dynamic structural analysis the given ground excitation as an input should be well defined. Because of the lack of recorded accelerograms in Korea it is required to generate an artificial earthquake by a stochastic model of ground excitation with various dynamic properties rather than recorded accelerograms. It is well known that earthquake motions are generally non-stationary with time-varying intensity and frequency content. Many researchers have proposed non-stationary random process models. Yeh and Wen (1990) proposed a non-stationary modulation function and a power spectral density function to describe such non-stationary characteristics. Satio and Wen(1994) proposed a non-stationary stochastic process model to generate earthquake ground motions which are compatible with design reponse spectrum at sites in Japan. this paper shows the process to modify power spectrum compatible with target design response spectrum for generating of nonstationary artificial earthquake ground motions. Target reponse spectrum is chosen by ATC14 to calibrate the response spectrum according to a give recurrence period.

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A Non-Stationary Geometry-Based Cooperative Scattering Channel Model for MIMO Vehicle-to-Vehicle Communication Systems

  • Qiu, Bin;Xiao, Hailin
    • 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.

Optimization of active vibration control for random intelligent truss structures under non-stationary random excitation

  • Gao, W.;Chen, J.J.;Hu, T.B.;Kessissoglou, N.J.;Randall, R.B.
    • Structural Engineering and Mechanics
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    • 제18권2호
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    • pp.137-150
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    • 2004
  • The optimization of active bars' placement and feedback gains of closed loop control system for random intelligent truss structures under non-stationary random excitation is presented. Firstly, the optimal mathematical model with the reliability constraints on the mean square value of structural dynamic displacement and stress response are built based on the maximization of dissipation energy due to control action. In which not only the randomness of the physics parameters of structural materials, geometric dimensions and structural damping are considered simultaneously, but also the applied force are considered as non-stationary random excitation. Then, the numerical characteristics of the stationary random responses of random intelligent structure are developed. Finally, the rationality and validity of the presented model are demonstrated by an engineering example and some useful conclusions are obtained.

비정상성 확률분포 및 재현기간을 고려한 홍수빈도분석 (Flood Frequency Analysis Considering Probability Distribution and Return Period under Non-stationary Condition)

  • 김상욱;이영섭
    • 한국수자원학회논문집
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    • 제48권7호
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    • pp.567-579
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    • 2015
  • 본 연구에서는 모수(parameter)가 시간에 따라 변화하는 비정상성 확률분포를 훙수빈도분석에 적용하였다. 또한, 비정상성을 가정한 재현기간 및 위험도를 추정하였다. GEV (Generalized Extreme Value) 분포를 사용하여 정상성 및 비정상성 모형 4개를 구축하였으며 비정상성 모형은 위치모수(location parameter)만 선형경향성을 가지는 경우, 규모모수(scale parameter)만 선형경향성을 가지는 경우, 위치 및 규모모수가 모두 선형경향성을 가지는 경우의 3가지로 구분되었다. 구축된 4개의 모형 중 적합모형을 선정하기 위해 상대적 우도비 검정과 Akaike 정보기준을 사용하였으며, 우리나라의 8개 다목적댐(충주댐, 소양강댐, 안동댐, 임하댐, 합천댐, 대청댐, 섬진강댐, 주암댐)으로부터 취득된 과거 관측 댐 유입량을 사용하여 제안된 절차를 적용하고 결과를 비교분석하였다. 적합모형 선정 결과 합천댐과 섬진강댐이 비정상성 GEV 모형에 적합한 것으로 분석되었고, 나머지 6개 지점의 다목적댐들은 정상성 모형에 적합한 것으로 분석되었다. 특히 합천댐과 섬진강댐의 경우 비정상성 가정에서 산정된 재현기간이 정상성 가정에서 산정된 재현기간보다 작게 산정되었음을 알 수 있었다.

STATIONARY PATTERNS FOR A PREDATOR-PREY MODEL WITH HOLLING TYPE III RESPONSE FUNCTION AND CROSS-DIFFUSION

  • Liu, Jia;Lin, Zhigui
    • 대한수학회보
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    • 제47권2호
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    • pp.251-261
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    • 2010
  • This paper deals with a predator-prey model with Holling type III response function and cross-diffusion subject to the homogeneous Neumann boundary condition. We first give a priori estimates (positive upper and lower bounds) of positive steady states. Then the non-existence and existence results of non-constant positive steady states are given as the cross-diffusion coefficient is varied, which means that stationary patterns arise from cross-diffusion.

The usefulness of overfitting via artificial neural networks for non-stationary time series

  • 안재준;오경주;김태윤
    • 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.

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국내 지진 기록을 이용한 약진 지역에서의 인공지진파 발생에 관한 연구 (Generation of Artificial Earthquake Ground Motions for the Area with Low Seismicity)

  • 김승훈;이승창;한상환;이리형
    • 한국전산구조공학회:학술대회논문집
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    • 한국전산구조공학회 1998년도 가을 학술발표회 논문집
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    • pp.497-504
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    • 1998
  • In the nonlinear dynamic structural analysis, the given ground excitation as an input should be well defined. Because of the lack of recorded accelerograms in Korea, it is required to generate an artificial earthquake by a stochastic model of ground excitation with various dynamic properties rather than recorded accelerograms. It is well own that earthquake motions are generally non-stationary with time-varying intensity and frequency content. Many researchers have proposed non-stationary random process models. Yeh and Wen (1990) proposed a non-stationary stochastic process model which can be modeled as components with an intensity function, a frequency modulation function and a power spectral density function to describe such non-stationary characteristics. This model is based on the simulation for the strong-motion earthquakes with magnitude greater than approximately 5.0~6.0, because it will be not only expected to cause structural damage but also involved the characteristics of earthquake motions. Also, the recorded earthquake motion within this range are still very scarce in Korea. Thus, it is necessary to verify the model by the application of it to the mid-magnitude (approximately 4.0~6.0) earthquakes actually recorded in domestic or foreign area. The purpose of the paper is to generate an artificial earthquake using the model of Yeh and Wen in the area with low seismicity.

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Adaptive Image Watermarking Using a Stochastic Multiresolution Modeling

  • Kim, Hyun-Chun;Kwon, Ki-Ryong;Kim, Jong-Jin
    • 대한전자공학회:학술대회논문집
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    • 대한전자공학회 2002년도 ITC-CSCC -1
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    • pp.172-175
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    • 2002
  • This paper presents perceptual model with a stochastic rnultiresolution characteristic that can be applied with watermark embedding in the biorthogonal wavelet domain. The perceptual model with adaptive watermarking algorithm embed at the texture and edge region for more strongly embedded watermark by the SSQ(successive subband quantization). The watermark embedding is based on the computation of a NVF(noise visibility function) that have local image properties. This method uses non-stationary Gaussian model stationary Generalized Gaussian model because watermark has noise properties. In order to determine the optimal NVF, we consider the watermark as noise. The particularities of embedding in the stationary GG model use shape parameter and variance of each subband regions in multiresolution. To estimate the shape parameter, we use a moment matching method. Non-stationary Gaussian model use the local mean and variance of each subband. The experiment results of simulation were found to be excellent invisibility and robustness. Experiments of such distortion are executed by Stirmark benchmark test.

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