• Title/Summary/Keyword: non-stationary model

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

  • Kim, Gwangseob;Lee, Gichun;Kim, Beungkown
    • Journal of The Korean Society of Agricultural Engineers
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    • v.56 no.4
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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.

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

  • Kim, Gwang-Seob;Lee, Gi-Chun
    • Journal of The Korean Society of Agricultural Engineers
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    • v.54 no.5
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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.

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

  • 김승훈
    • Proceedings of the Earthquake Engineering Society of Korea Conference
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    • 1999.04a
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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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    • 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.

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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    • v.18 no.2
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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.

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

  • Kim, Sang Ug;Lee, Yeong Seob
    • Journal of Korea Water Resources Association
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    • v.48 no.7
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    • pp.567-579
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    • 2015
  • This study performed the non-stationary flood frequency analysis considering time-varying parameters of a probability density function. Also, return period and risk under non-stationary condition were estimated. A stationary model and three non-stationary models using Generalized Extreme Value(GEV) were developed. The only location parameter was assumed as time-varying parameter in the first model. In second model, the only scale parameter was assumed as time-varying parameter. Finally, the both parameters were assumed as time varying parameter in the last model. Relative likelihood ratio test and Akaike information criterion were used to select appropriate model. The suggested procedure in this study was applied to eight multipurpose dams in South Korea. Using relative likelihood ratio test and Akaike information criterion it is shown that the inflow into the Hapcheon dam and the Seomjingang dam were suitable for non-stationary GEV model but the other six dams were suitable for stationary GEV model. Also, it is shown that the estimated return period under non-stationary condition was shorter than those estimated under stationary condition.

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

  • Liu, Jia;Lin, Zhigui
    • Bulletin of the Korean Mathematical Society
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    • v.47 no.2
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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

  • Ahn Jae-Joon;Oh Kyong-Joo;Kim Tae-Yoon
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2006.05a
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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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Generation of Artificial Earthquake Ground Motions for the Area with Low Seismicity (국내 지진 기록을 이용한 약진 지역에서의 인공지진파 발생에 관한 연구)

  • 김승훈;이승창;한상환;이리형
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 1998.10a
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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
    • Proceedings of the IEEK Conference
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    • 2002.07a
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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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