• Title/Summary/Keyword: non-stationary model

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Generation of synthetic accelerograms using a probabilistic critical excitation method based on energy constraint

  • Bazrafshan, Arsalan;Khaji, Naser
    • Earthquakes and Structures
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    • v.18 no.1
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    • pp.45-56
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    • 2020
  • The application of critical excitation method with displacement-based objective function for multi degree of freedom (MDOF) systems is investigated. To this end, a new critical excitation method is developed to find the critical input motion of a MDOF system as a synthetic accelerogram. The upper bound of earthquake input energy per unit mass is considered as a new constraint for the problem, and its advantages are discussed. Considering this constraint, the critical excitation method is then used to generate synthetic accelerograms for MDOF models corresponding to three shear buildings of 10, 16, and 22 stories. In order to demonstrate the reliability of generated accelerograms to estimate dynamic response of the structures, three target ground motions with considerable level of energy contents are selected to represent "real critical excitation" of each model, and the method is used to re-generate these ground motions. Afterwards, linear dynamic analyses are conducted using these accelerograms along with the generated critical excitations, to investigate the key parameters of response including maximum displacement, maximum interstory drift, and maximum absolute acceleration of stories. The results show that the generated critical excitations can make an acceptable estimate of the structural behavior compared to the target ground motions. Therefore, the method can be reliably implemented to generate critical excitation of the structure when real one is not available.

Application of neural networks and an adapted wavelet packet for generating artificial ground motion

  • Asadi, A.;Fadavi, M.;Bagheri, A.;Ghodrati Amiri, G.
    • Structural Engineering and Mechanics
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    • v.37 no.6
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    • pp.575-592
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    • 2011
  • For seismic resistant design of critical structures, a dynamic analysis, either response spectrum or time history is frequently required. Owing to the lack of recorded data and the randomness of earthquake ground motion that may be experienced by structure in the future, usually it is difficult to obtain recorded data which fit the requirements (site type, epicenteral distance, etc.) well. Therefore, the artificial seismic records are widely used in seismic designs, verification of seismic capacity and seismic assessment of structures. The purpose of this paper is to develop a numerical method using Artificial Neural Network (ANN) and wavelet packet transform in best basis method which is presented for the decomposition of artificial earthquake records consistent with any arbitrarily specified target response spectra requirements. The ground motion has been modeled as a non-stationary process using wavelet packet. This study shows that the procedure using ANN-based models and wavelet packets in best-basis method are applicable to generate artificial earthquakes compatible with any response spectra. Several numerical examples are given to verify the developed model.

Duct Effects on rotor noise in radiation (덕트가 로터 소음 방사에 미치는 영향)

  • Choi, Han-Lim;Chung, Ki-Hoon;Lee, Duck-Joo
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2004.11a
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    • pp.938-941
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    • 2004
  • Sound generation and radiation from the duct-rotor system are calculated numerically. The wake geometries of a two-bladed rotor are calculated by using a time-marching fiee-wake method without a non-physical model of the far wake. Acoustic free field due to a rotating rotor is obtained by Lowson's equation. Using Kirchhoff source, rotating sources are modeled as stationary ones and can be inserted in the thin body boundary element method. The Kirchhoff source is validated through calculation of acoustic pressure due to a rotating point force. The thin body boundary element method (thin body BEM) is validated through calculation of acoustic radiation of ducted dipole. Using Kirchhoff source and thin body BEM, acoustic radiation of a ducted rotating source is calculated. Acoustic shielding is observed by inserting a duct and shows different phenomena at each major frequency. Acoustic radiation of a real duct-rotor system is also calculated using this method and the ducted acoustic field is significantly different from rotor only.

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Empirical Analysis on Rational Bubbles in Ship Prices (선박가격의 합리적 거품에 대한 실증 분석)

  • Choi, Young-Jae;Park, Sung-Hwa;Kim, Hyun-Sok
    • Journal of Korea Port Economic Association
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    • v.34 no.3
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    • pp.183-200
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    • 2018
  • This study empirically tests the presence of rational bubbles in the ship prices using time series data from October 1996 to April 2017. To detect the existence of ship prices' rational bubbles, we use integration and cointegration tests, which were proposed by Campbell and Shiller(1987) and Diba and Grossman(1988), for circumventing misspecification of ship price model and applying the bubble test to nonstationary time series. The result of integration test supports existence of tanker price's rational bubble. The co-integration test also shows that drybulk ship and containership prices have been overvalued relative to the market fundamental, drybulk and container freight rates, due to non-stationary rational bubbles. These results provide Korean shipping industry and authorities implications that anticyclical ship investment and long-term and steady fleet capacity expansion policy are needed.

The Role of Remittances in Financial Development: Evidence from Nonlinear ARDL and Asymmetric Causality

  • MEHTA, Ahmed Muneeb;QAMRUZZAMAN, Md.;SERFRAZ, Ayesha;ALI, Asad
    • The Journal of Asian Finance, Economics and Business
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    • v.8 no.3
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    • pp.139-154
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    • 2021
  • This study's impetus is to explore fresh evidence to answer the question, i.e., whether remittances asymmetrically influence financial development in Bangladesh from 1975 to 2019. The study employs several tests, i.e., nonlinear unit root test, Autoregressive Distributed Lagged (ARDL), NARDL, and asymmetric causality test for establishing the pattern of association. Nonlinear unit root tests confirm that variables follow a nonlinear system of being stationary after the first difference. nonlinearity among variables is investigated by performing the BDS test and nonlinear OLS. Directional causality is investigated through both linear and nonlinear effects of remittance inflows by following the non-granger casualty test. The test statistics of Fpass and tBDM showed the Long-run cointegration in the empirical model and positive effect running from remittances inflow to financial development both in the long-run and short-run. Furthermore, the results of a standard Wald test divulge the presence of long-run and short-run asymmetry. Asymmetry causality test established unidirectional causality due to positive and negative shocks in remittances inflows to Bank-based financial development and feedback hypothesis hold for explaining causality between positive and negative shocks in remittance inflows and Stock-based financial development.

Research on diagnosis method of centrifugal pump rotor faults based on IPSO-VMD and RVM

  • Liang Dong ;Zeyu Chen;Runan Hua;Siyuan Hu ;Chuanhan Fan ;xingxin Xiao
    • Nuclear Engineering and Technology
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    • v.55 no.3
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    • pp.827-838
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    • 2023
  • Centrifugal pump is a key part of nuclear power plant systems, and its health status is critical to the safety and reliability of nuclear power plants. Therefore, fault diagnosis is required for centrifugal pump. Traditional fault diagnosis methods have difficulty extracting fault features from nonlinear and non-stationary signals, resulting in low diagnostic accuracy. In this paper, a new fault diagnosis method is proposed based on the improved particle swarm optimization (IPSO) algorithm-based variational modal decomposition (VMD) and relevance vector machine (RVM). Firstly, a simulation test bench for rotor faults is built, in which vibration displacement signals of the rotor are also collected by eddy current sensors. Then, the improved particle swarm algorithm is used to optimize the VMD to achieve adaptive decomposition of vibration displacement signals. Meanwhile, a screening criterion based on the minimum Kullback-Leibler (K-L) divergence value is established to extract the primary intrinsic modal function (IMF) component. Eventually, the factors are obtained from the primary IMF component to form a fault feature vector, and fault patterns are recognized using the RVM model. The results show that the extraction of the fault information and fault diagnosis classification have been improved, and the average accuracy could reach 97.87%.

Frame Reliability Weighting for Robust Speech Recognition (프레임 신뢰도 가중에 의한 강인한 음성인식)

  • 조훈영;김락용;오영환
    • The Journal of the Acoustical Society of Korea
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    • v.21 no.3
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    • pp.323-329
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    • 2002
  • This paper proposes a frame reliability weighting method to compensate for a time-selective noise that occurs at random positions of speech signal contaminating certain parts of the speech signal. Speech frames have different degrees of reliability and the reliability is proportional to SNR (signal-to noise ratio). While it is feasible to estimate frame Sl? by using the noise information from non-speech interval under a stationary noisy situation, it is difficult to obtain noise spectrum for a time-selective noise. Therefore, we used statistical models of clean speech for the estimation of the frame reliability. The proposed MFR (model-based frame reliability) approximates frame SNR values using filterbank energy vectors that are obtained by the inverse transformation of input MFCC (mal-frequency cepstral coefficient) vectors and mean vectors of a reference model. Experiments on various burnt noises revealed that the proposed method could represent the frame reliability effectively. We could improve the recognition performance by using MFR values as weighting factors at the likelihood calculation step.

A Self-Organizing Model Based Rate Control Algorithm for MPEG-4 Video Coding

  • Zhang, Zhi-Ming;Chang, Seung-Gi;Park, Jeong-Hoon;Kim, Yong-Je
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.40 no.1
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    • pp.72-78
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    • 2003
  • A new self-organizing neuro-fuzzy network based rate control algorithm for MPEG-4 video encoder is proposed in this paper. Contrary to the traditional methods that construct the rate-distorion (RD) model based on experimental equations, the proposed method effectively exploits the non-stationary property of the video date with neuro-fuzzy network that self-organizes the RD model online and adaptively updates the structure. The method needs not require off-line pre-training; hence it is geared toward real-time coding. The comparative results through the experiments suggest that our proposed rate control scheme encodes the video sequences with less frame skip, providing good temporal quality and higher PSNR, compared to VM18.0.

Modeling and Direct Power Control Method of Vienna Rectifiers Using the Sliding Mode Control Approach

  • Ma, Hui;Xie, Yunxiang;Sun, Biaoguang;Mo, Lingjun
    • Journal of Power Electronics
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    • v.15 no.1
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    • pp.190-201
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    • 2015
  • This paper uses the switching function approach to present a simple state model of the Vienna-type rectifier. The approach introduces the relationship between the DC-link neutral point voltage and the AC side phase currents. A novel direct power control (DPC) strategy, which is based on the sliding mode control (SMC) for Vienna I rectifiers, is developed using the proposed power model in the stationary ${\alpha}-{\beta}$ reference frames. The SMC-based DPC methodology directly regulates instantaneous active and reactive powers without transforming to a synchronous rotating coordinate reference frame or a tracking phase angle of grid voltage. Moreover, the required rectifier control voltages are directly calculated by utilizing the non-linear SMC scheme. Theoretically, active and reactive power flows are controlled without ripple or cross coupling. Furthermore, the fixed-switching frequency is obtained by employing the simplified space vector modulation (SVM). SVM solves the complicated designing problem of the AC harmonic filter. The simplified SVM is based on the simplification of the space vector diagram of a three-level converter into that of a two-level converter. The dwelling time calculation and switching sequence selection are easily implemented like those in the conventional two-level rectifier. Replacing the current control loops with power control loops simplifies the system design and enhances the transient performance. The simulation models in MATLAB/Simulink and the digital signal processor-controlled 1.5 kW Vienna-type rectifier are used to verify the fast responses and robustness of the proposed control scheme.

Exports of SMEs against Risk? Theory and Evidence from Foreign Exchange Risk Insurance Schemes in Korea

  • Lee, Seo-Young
    • Journal of Korea Trade
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    • v.23 no.5
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    • pp.87-101
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    • 2019
  • Purpose - This paper examines the effectiveness of the foreign exchange risk insurance system in the promotion of SME exports in Korea. The purpose of this study is to analyze the short-term and long-term responses of SME exports to foreign exchange risk insurance support policies. Based on these empirical studies, we would like to present some operational improvements to the operation of the foreign exchange risk insurance system. Design/methodology - In order to analyze the effect of exchange risk insurance on the exports of SMEs, a VAR model consisting of foreign exchange risk insurance underwriting values, export relative price, and domestic demand pressure, including export volume, was established. The study began with tests of the stationarity of time series data. The unit root tests showed that all concerned variables were non-stationary. Accordingly, the results of the cointegration test showed that the tested variables are not cointegrated. Finally, an impulse response function and variance decomposition analysis were conducted to analyze the impulse of foreign exchange risk insurance on exports of SMEs. Findings - As a result of estimating the VAR (1) model, foreign exchange risk insurance was found to be significant at a 1% significance level for SME' export promotion. In the impulse response analysis, SMEs' export response to the impulse of foreign exchange risk insurance showed that exports gradually increased until the third quarter, and then slowed down. However, the impulse did not disappear, and appeared continuously. Originality/value - This study analyzed the effect of foreign exchange insurance on exports of SMEs by applying the VAR model. In particular, this study is the first to analyze the short-term and long-term effects of foreign exchange risk insurance on exports of SMEs. The empirical evidence in the current study have a policy implication for the policy authority to support and promote the foreign exchange risk insurance in the effect of exchange rate volatility on Korea' export SMEs.