• 제목/요약/키워드: non-stationary model

검색결과 185건 처리시간 0.022초

제약조건을 갖는 최소자승 추정기법과 최급강하 알고리즘을 이용한 동적 베이시안 네트워크의 파라미터 학습기법 (Parameter Learning of Dynamic Bayesian Networks using Constrained Least Square Estimation and Steepest Descent Algorithm)

  • 조현철;이권순;구경완
    • 전기학회논문지P
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    • 제58권2호
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    • pp.164-171
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    • 2009
  • This paper presents new learning algorithm of dynamic Bayesian networks (DBN) by means of constrained least square (LS) estimation algorithm and gradient descent method. First, we propose constrained LS based parameter estimation for a Markov chain (MC) model given observation data sets. Next, a gradient descent optimization is utilized for online estimation of a hidden Markov model (HMM), which is bi-linearly constructed by adding an observation variable to a MC model. We achieve numerical simulations to prove its reliability and superiority in which a series of non stationary random signal is applied for the DBN models respectively.

녹지의 대기정화효과 분석을 위한 해석적 대기확산모델의 유도 (Analytic Model for Concentration Deficit Profile Caused by a Large Vegetated Area)

  • 김석철
    • 한국대기환경학회지
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    • 제16권5호
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    • pp.539-544
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    • 2000
  • A simple analytic model is proposed here to analyze the concentration deficit field caused by a large area of vegetated area. With non-dimensional deposition velocity chosen as small parameter, the regular perturbation method is exploited to derive the mass balance equation and the dynamic equations for the concentration deficit field, Analytic solutions to those equations are obtained in a closed form for several cases of interest, assuming that the concentration field is stationary and the plume can be nicely approximated as Gaussian for a point source. The results suggest that quite a negligible fraction (less than 1%) of the gaseous air pollutants emitted into the air is removed by the vegetated area of which width is 4 km in wind-wise direction, the typical dimension of the Restricted Development Zones around the metropolitan regions in South Korea.

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난류 예혼합 화염장에 대한 수치 모델링 (Numerical Modeling for Turbulent Premixed Flames)

  • 강성모;김용모
    • 한국연소학회:학술대회논문집
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    • 한국연소학회 2005년도 제31회 KOSCO SYMPOSIUM 논문집
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    • pp.198-203
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    • 2005
  • The LES-based level-set flamelet model has been applied to analyze the turbulent propane/air premixed bluff-body flame with a highly wrinkled flame fronts. The present study has been motivated to investigate the interaction between the flame front and turbulent eddies. Special emphasis is given to study the effect of G equation filtering treatment on the precise structure of turbulent premixed flames as well as the effect of sub-grid scale (SGS) eddies on the wrinkling of the flame surface. The level-set/flamelet model has been adopted to account for the effect of turbulence-flame interaction as well as to properly capture the flame front. Numerical results indicate that the present LES-based level-set flamelet approach has a capability to realistically simulate the highly non-stationary turbulent premixed flame.

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개체 수 변화에 대한 이산적 모델의 역사적 개요와 컴퓨터 소프트웨어를 이용하는 시각적 분석 방법 (A Historical Review on Discrete Models of Population Changes and Illustrative Analysis Methods Using Computer Softwares)

  • 심성아
    • 한국수학사학회지
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    • 제27권3호
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    • pp.197-210
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    • 2014
  • Species like insects and fishes have, in many cases, non-overlapping time intervals of one generation and their descendant one. So the population dynamics of such species can be formulated as discrete models. In this paper various discrete population models are introduced in chronological order. The author's investigation starts with the Malthusian model suggested in 1798, and continues through Verhulst model(the discrete logistic model), Ricker model, the Beverton-Holt stock-recruitment model, Shep-herd model, Hassell model and Sigmoid type Beverton-Holt model. We discuss the mathematical and practical significance of each model and analyze its properties. Also the stability properties of stationary solutions of the models are studied analytically and illustratively using GSP, a computer software. The visual outputs generated by GSP are compared with the analytical stability results.

Time-frequency analysis of a coupled bridge-vehicle system with breathing cracks

  • Wang, W.J.;Lu, Z.R.;Liu, J.K.
    • Interaction and multiscale mechanics
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    • 제5권3호
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    • pp.169-185
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    • 2012
  • The concrete bridge is likely to produce fatigue cracks during long period of service due to the moving vehicular loads and the degeneration of materials. This paper deals with the time-frequency analysis of a coupled bridge-vehicle system. The bridge is modeled as an Euler beam with breathing cracks. The vehicle is represented by a two-axle vehicle model. The equation of motion of the coupled bridge-vehicle system is established using the finite element method, and the Newmark direct integration method is adopted to calculate the dynamic responses of the system. The effect of breathing cracks on the dynamic responses of the bridge is investigated. The time-frequency characteristics of the responses are analyzed using both the Hilbert-Huang transform and wavelet transform. The results of time-frequency analysis indicate that complicated non-linear and non-stationary features will appear due to the breathing effect of the cracks.

Data-driven modeling of the anaerobic wastewater treatment plant using robust adaptive dynamic PLS method

  • Lee Hae Woo;Lee Min Woo;Joung Jea Youl;Park Jong Moon
    • 한국생물공학회:학술대회논문집
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    • 한국생물공학회 2004년도 학술대회지
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    • pp.47-84
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    • 2004
  • Principal Component Analysis나 Partial Least Squares와 같은 다변량 통계 기법은 변수간의 correlation structure로부터 공정의 variance를 설명할 수 있는 latent variable를 얻고 이를 이용하여 공정을 효과적으로 modeling할 수 있는 방법으로 최근 들어 많은 관심을 얻고 있다. 하지만 PLS는 공정이 stationary state에 있다고 가정하기 때문에, 생물학적 공정의 non-stationary and time-varying behavior를 설명하기에 부적절하다. 본 논문에서는 PLS 알고리즘의 혐기성 폐수처리 공정에의 적용에 있어, 이와 같은 문제를 해결하기 위해서 adaptive PLS 알고리즘을 사용함으로써 변화하는 공정의 특성에 대응하여 모델을 update하는 방법을 이용하였다. 하지만 실시간 데이터로부터 adaptive PLS 방법을 적용하는 데에는 많은 어려움이 존재하며, 특히 outlier나 abnormal disturbance에 모델이 부적절하게 adaptation하는 문제가 발생할 수 있다. 따라서 이의 해결을 위해 adaptive PLS를 적용하는데 있어 robustness를 향상시키기 위해 monitoring index를 이용하여 abnormal data에 weight를 주고 안정적인 모델의 update가 가능하게 하는 방법을 제안하였으며, 이를 적용하여 성공적으로 혐기성 폐수처리 공정의 Output을 예측하고 효과적으로 공정을 모니터링할 수 있었다. 만들어진 PLS 모델은 산업폐수를 처리하기 위한 industrial plan에서 측정된 실제 데이터에 적용하여 그 효용성을 입증하였으며, 그 결과는 mechanistic model을 적용하기 힘든 실공정에 비교적 쉽게 implementation할 수 있는 장점이 있다.

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Numerical simulation in time domain to study cross-flow VIV of catenary riser subject to vessel motion-induced oscillatory current

  • Liu, Kun;Wang, Kunpeng;Wang, Yihui;Li, Yulong
    • International Journal of Naval Architecture and Ocean Engineering
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    • 제12권1호
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    • pp.491-500
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    • 2020
  • The present study proposes a time domain model for the Vortex-induced Vibration (VIV) simulation of a catenary riser under the combination of the current and oscillatory flow induced by vessel motion. In this model, the hydrodynamic force of VIV comprises excitation force, hydrodynamic damping and added mass, which are taken as functions of the non-dimensional frequency and amplitude ratio. The non-dimensional frequency is related with the response frequency, natural frequency, lock-in range and the fluid velocity. The relatively oscillatory flow induced by vessel motion is taken into account in the fluid velocity. Considering that the added mass coefficient and the non-dimensional frequency can affect each other, an iterative analysis is conducted at each time step to update the added mass coefficient and the natural frequency. This model is in detail validated against the published test models. The results show that the model can reasonably reflect the effect of the added mass coefficient on the VIV, and can well predict the riser's VIV under stationary and oscillatory flow induced by vessel motion. Based on the model, this study carries out the VIV simulation of a catenary riser with harmonic vessel motion. By analyzing the bending moment near the touchdown point, it is found that under the combination of the ocean current and oscillatory flow the vessel motion may decrease the VIV response, while increase the excited frequencies. In addition, the decreasing rate of the VIV under vessel surge is larger than that under vessel heave at small vessel motion velocity, while the situation becomes opposite at large vessel motion velocity.

CONVERGENCE ANALYSIS OF THE EAPG ALGORITHM FOR NON-NEGATIVE MATRIX FACTORIZATION

  • Yang, Chenxue;Ye, Mao
    • Journal of applied mathematics & informatics
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    • 제30권3_4호
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    • pp.365-380
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    • 2012
  • Non-negative matrix factorization (NMF) is a very efficient method to explain the relationship between functions for finding basis information of multivariate nonnegative data. The multiplicative update (MU) algorithm is a popular approach to solve the NMF problem, but it fails to approach a stationary point and has inner iteration and zero divisor. So the elementwisely alternating projected gradient (eAPG) algorithm was proposed to overcome the defects. In this paper, we use the fact that the equilibrium point is stable to prove the convergence of the eAPG algorithm. By using a classic model, the equilibrium point is obtained and the invariant sets are constructed to guarantee the integrity of the stability. Finally, the convergence conditions of the eAPG algorithm are obtained, which can accelerate the convergence. In addition, the conditions, which satisfy that the non-zero equilibrium point exists and is stable, can cause that the algorithm converges to different values. Both of them are confirmed in the experiments. And we give the mathematical proof that the eAPG algorithm can reach the appointed precision at the least iterations compared to the MU algorithm. Thus, we theoretically illustrate the advantages of the eAPG algorithm.

국방 R&D 투자 및 정부, 민간 R&D 투자와 국민소득간의 상호 인과관계 분석 (The Analysis of Granger Causality between GDP and R&D Investments in Government, Private, Defense Sectors)

  • 이진우;권오성
    • 한국국방경영분석학회지
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    • 제34권1호
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    • pp.79-98
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    • 2008
  • R&D 투자와 경제성장간의 관계에 대한 많은 기존 논의들은 R&D 투자가 경제성장에 대해 강한 양(+)의 관계가 존재함을 제시하고 있다. 그러나 투자와 성장사이의 강한 결합관계가 반드시 일방적 인과관계를 의미하는 것은 아니기 때문에 인과관계의 방향에 대한 보다 심층적인 연구가 필요하다. 특히 급변하는 안보환경 속에서 국방 R&D 투자가 증대되고 있음을 고려해 볼 때 국방 R&D 투자와 타 부문 R&D 투자 및 경제성장과의 결합관계에 대한 논의에 앞서 각 변수들 간의 인과관계에 대한 연구가 선행되어야 하나, 현재까지 국방 R&D 투자와 타 부문 간의 인과관계를 연구한 실적이 전무한 실정이다. 따라서 국방 R&D 투자와 다른 변수들과의 인과관계 분석을 통하여 국방 R&D 투자정책에 관한 정책적 시사점을 제시하였다는데 본 논문의 의미를 두고자 한다.

터널 콘크리트 라이닝의 새로운 비파괴 검사기법 (A New NDT Technique on Tunnel Concrete Lining)

  • 이인모;전일수;조계춘;이주공
    • 한국지반공학회:학술대회논문집
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    • 한국지반공학회 2003년도 봄 학술발표회 논문집
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    • pp.249-256
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    • 2003
  • To investigate the safety and stability of the concrete lining, numerous studies have been conducted over the years and several methods have been developed. Most signal processing method of NDT techniques has based on the Fourier analysis. However, the application of Fourier analysis to analyze recorded signal shows results only in frequency domain, it is not enough to analyze transient waves precisely. In this study, a new NDT technique .using the wavelet theory was employed for the analysis of non-stationary wave propagation induced by mechanical impact in the concrete lining. The wavelet transform of transient signals provides a method for mapping the frequency spectrum as a function of time. To verify the availability of wavelet transform as a time- frequency analysis tool, model experiments have been conducted on the concrete lining model. From this study, it was found that the contour map by Wavelet transform provides more distinct results than the power spectrum by Fourier transform and it was concluded that Wavelet transform was an effective tool for the experimental analysis of dispersive waves in concrete structures.

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