• Title/Summary/Keyword: non-stationary model

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Numerical simulation and experimental study of non-stationary downburst outflow based on wall jet model

  • Yongli Zhong;Yichen Liu;Hua Zhang;Zhitao Yan;Xinpeng Liu;Jun Luo;Kaihong Bai;Feng Li
    • Wind and Structures
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    • v.38 no.2
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    • pp.129-146
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    • 2024
  • Aiming at the problem of non-stationary wind field simulation of downbursts, a non-stationary down-burst generation system was designed by adding a nozzle and program control valve to the inlet of the original wall jet model. The computational fluid dynamics (CFD) method was used to simulate the downburst. Firstly, the two-dimensional (2D) model was used to study the outflow situation, and the database of working conditions was formed. Then the combined superposition of working conditions was carried out to simulate the full-scale measured downburst. The three-dimensional (3D) large eddy simulation (LES) was used for further verification based on this superposition condition. Finally, the wind tunnel test is used to further verify. The results show that after the valve is opened, the wind ve-locity at low altitude increases rapidly, then stays stable, and the wind velocity at each point fluctuates. The velocity of the 2D model matches the wind velocity trend of the measured downburst well. The 3D model matches the measured downburst flow in terms of wind velocity and pulsation characteris-tics. The time-varying mean wind velocity of the wind tunnel test is in better agreement with the meas-ured time-varying mean wind velocity of the downburst. The power spectrum of fluctuating wind ve-locity at different vertical heights for the test condition also agrees well with the von Karman spectrum, and conforms to the "-5/3" law. The vertical profile of the maximum time-varying average wind veloci-ty obtained from the test shows the basic characteristics of the typical wind profile of the downburst. The effectiveness of the downburst generation system is verified.

The Likelihood for a Two-Dimensional Poisson Exceedance Point Process Model

  • Yun, Seok-Hoon
    • Communications for Statistical Applications and Methods
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    • v.15 no.5
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    • pp.793-798
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    • 2008
  • Extreme value inference deals with fitting the generalized extreme value distribution model and the generalized Pareto distribution model, which are recently combined to give a single model, namely a two-dimensional non-homogeneous Poisson exceedance point process model. In this paper, we extend the two-dimensional non-homogeneous Poisson process model to include non-stationary effect or dependence on covariates and then derive the likelihood for the extended model.

Analysis of Multivariate Financial Time Series Using Cointegration : Case Study

  • Choi, M.S.;Park, J.A.;Hwang, S.Y.
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.1
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    • pp.73-80
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    • 2007
  • Cointegration(together with VARMA(vector ARMA)) has been proven to be useful for analyzing multivariate non-stationary data in the field of financial time series. It provides a linear combination (which turns out to be stationary series) of non-stationary component series. This linear combination equation is referred to as long term equilibrium between the component series. We consider two sets of Korean bivariate financial time series and then illustrate cointegration analysis. Specifically estimated VAR(vector AR) and VECM(vector error correction model) are obtained and CV(cointegrating vector) is found for each data sets.

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Estimation of the Number of Korean Cattle Using ARIMA Model (ARIMA 모형을 이용한 한육우 사육두수 추정)

  • Jeon, Sang-Gon;Park, Han-Ul
    • Journal of agriculture & life science
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    • v.45 no.5
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    • pp.115-126
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    • 2011
  • This paper estimates the number of Korean cattle using time-series ARIMA model. This study classifies the structure of the number of cattle into six indexes to reflect the characteristics of cattle. This study apply ARIMA model to these six indexes according to Box-Jenkins procedure to identify, estimate and predict. The rates of slaughter for aged female and aged male cow is analyzed as non-stationary time series which has unit roots and other 4 indexes is analyzed as stationary time series. The differencing is applied to get rid of non-stationarity for the non-stationary time series. The results show that the number of cattle will be reduced from 2012 as a higher point and rebounded from 2018 as a lower point.

Theoretical Study of Gamma-ray Pulsars

  • Song, Yuzhe;Cheng, Kwong Sang;Takata, Jumpei
    • Journal of Astronomy and Space Sciences
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    • v.33 no.2
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    • pp.69-73
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    • 2016
  • We use the non-stationary three dimensional two-layer outer gap model to explain gamma-ray emissions from a pulsar magnetosphere. We found out that for some pulsars like the Geminga pulsar, it was hard to explain emissions above a level of around 1 GeV. We then developed the model into a non-stationary model. In this model we assigned a power-law distribution to one or more of the spectral parameters proposed in the previous model and calculated the weighted phase-averaged spectrum. Though this model is suitable for some pulsars, it still cannot explain the high energy emission of the Geminga pulsar. An Inverse-Compton Scattering component between the primary particles and the radio photons in the outer magnetosphere was introduced into the model, and this component produced a sufficient number of GeV photons in the spectrum of the Geminga pulsar.

Estimation of Annual Minimal Probable Precipitation Under Climate Change in Major Cities (기후변화에 따른 주요 도시의 연간 최소 확률강우량 추정)

  • Park, Kyoohong;Yu, Soonyu;Byambadorj, Elbegjargal
    • Journal of Korean Society of Water and Wastewater
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    • v.30 no.1
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    • pp.51-58
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    • 2016
  • On account of the increase in water demand and climate change, droughts are in great concern for water resources planning and management. In this study, rainfall characteristics with stationary and non-stationary perspectives were analyzed using Weibull distribution model with 40-year records of annual minimum rainfall depth collected in major cities of Korea. As a result, the non-stationary minimum probable rainfall was expected to decrease, compared with the stationary probable rainfall. The reliability of ${\xi}_1$, a variable reflecting the decrease of the minimum rainfall depth due to climate change, in Wonju, Daegu, and Busan was over 90%, indicating the probability that the minimal rainfall depths in those city decrease is high.

Joint Replenishment Policy for Items with Non-stationary Demands (비정상적 수요를 갖는 품목들의 통합발주정책)

  • Yang, Young-Hyeon;Kim, Jong-Soo;Kim, Tai-Young
    • Journal of Korean Institute of Industrial Engineers
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    • v.38 no.2
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    • pp.116-124
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    • 2012
  • This paper concerns a joint replenishment problem for a single buyer who sells multiple types of items to end-customers. The buyer periodically replenishes the inventory of each item to a preset order-up-to-level to satisfy the end customers' demands, which may be non-stationary. A joint replenishment policy characterized by variable order-up-to-levels is proposed for the buyer who wishes to minimize the expected cost of operating the retail system. The proposed policy starts each period by calculating the expected cost of ordering and not ordering action based on the information of the current inventory position and forecasted demand for the upcoming period. It then takes advantage of an integer programming model to get a cost effective joint replenishment plan. Computer experiment was performed to test efficiency of the proposed policy. When compared with the most efficient policy currently available, our policy showed a considerable cost savings especially for the problems having non-stationary demands.

Non-stationary vibration and super-harmonic resonances of nonlinear viscoelastic nano-resonators

  • Ajri, Masoud;Rastgoo, Abbas;Fakhrabadi, Mir Masoud Seyyed
    • Structural Engineering and Mechanics
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    • v.70 no.5
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    • pp.623-637
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    • 2019
  • This paper analyzes the non-stationary vibration and super-harmonic resonances in nonlinear dynamic motion of viscoelastic nano-resonators. For this purpose, a new coupled size-dependent model is developed for a plate-shape nano-resonator made of nonlinear viscoelastic material based on modified coupled stress theory. The virtual work induced by viscous forces obtained in the framework of the Leaderman integral for the size-independent and size-dependent stress tensors. With incorporating the size-dependent potential energy, kinetic energy, and an external excitation force work based on Hamilton's principle, the viscous work equation is balanced. The resulting size-dependent viscoelastically coupled equations are solved using the expansion theory, Galerkin method and the fourth-order Runge-Kutta technique. The Hilbert-Huang transform is performed to examine the effects of the viscoelastic parameter and initial excitation values on the nanosystem free vibration. Furthermore, the secondary resonance due to the super-harmonic motions are examined in the form of frequency response, force response, Poincare map, phase portrait and fast Fourier transforms. The results show that the vibration of viscoelastic nanosystem is non-stationary at higher excitation values unlike the elastic ones. In addition, ignoring the small-size effects shifts the secondary resonance, significantly.

Simulation of earthquake records using combination of wavelet analysis and non-stationary Kanai-Tajimi model

  • Amiri, G. Ghodrati;Bagheri, A.
    • Structural Engineering and Mechanics
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    • v.33 no.2
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    • pp.179-191
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    • 2009
  • This paper is aimed at combining wavelet multiresolution analysis and nonstationary Kanai-Tajimi model for the simulation of earthquake accelerograms. The proposed approach decomposes earthquake accelerograms using wavelet multiresolution analysis for the simulation of earthquake accelerograms. This study is on the basis of some Iranian earthquake records, namely Naghan 1977, Tabas 1978, Manjil 1990 and Bam 2003. The obtained results indicate that the simulated records preserve the significant properties of the actual accelerograms. In order to investigate the efficiency of the model, the spectral response curves obtained from the simulated accelerograms have been compared with those from the actual records. The results revealed that there is a good agreement between the response spectra of simulated and actual records.

An Adaptive Vendor Managed Inventory Model Using Action-Reward Learning Method (행동-보상 학습 기법을 이용한 적응형 VMI 모형)

  • Kim Chang-Ouk;Baek Jun-Geol;Choi Jin-Sung;Kwon Ick-Hyun
    • Journal of the Korean Operations Research and Management Science Society
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    • v.31 no.3
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    • pp.27-40
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    • 2006
  • Today's customer demands in supply chains tend to change quickly, variously even in a short time Interval. The uncertainties of customer demands make it difficult for supply chains to achieve efficient inventory replenishment, resulting in loosing sales opportunity or keeping excessive chain wide inventories. Un this paper, we propose an adaptive vendor managed inventory (VMI) model for a two-echelon supply chain with non-stationary customer demands using the action-reward learning method. The Purpose of this model is to decrease the inventory cost adaptively. The control Parameter, a compensation factor, is designed to adaptively change as customer demand pattern changes. A simulation-based experiment was performed to compare the performance of the adaptive VMI model.