• Title/Summary/Keyword: non-stationary model

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Effective Quality-of-Service Renegotiating Schemes for Streaming Video (동영상 트래픽 전송을 위한 효과적인 QoS 재협상 기법)

  • 이대붕;송황준
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.28 no.6C
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    • pp.615-623
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    • 2003
  • This paper presents effective quality-of-service renegotiating schemes for streaming video. The conventional network supporting quality-of-service generally allows a negotiation at call setup. However, it is not efficient for the video application since the compressed video traffic is statistically non-stationary. Thus, we consider the network supporting quality-of-service renegotiations during the data transmission, and study effective quality-of-service renegotiating schemes for streaming video. Simple token bucket model, whose parameters are token filling rate and token bucket size, is adopted for the video traffic model. The renegotiating time instants and the parameters are determined by analyzing the statistical information of compressed video traffic. In this paper, two renegotiating approaches, i.e. fixed renegotiating interval case and variable renegotiating interval case, are examined. Finally, the experimental results are provided to show the performance of the proposed schemes.

A STUDY ON SYNTHETIC GENERATION OF MONTHLY STREAMFLOW BY BIVARIATE ANALYSIS (BIVARIATE ANALYSIS에 의한 월류량에 모의발생에 관한 연구)

  • Seo, Byeong-Ha;Yun, Yong-Nam;Gang, Gwan-Won
    • Water for future
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    • v.12 no.2
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    • pp.63-69
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    • 1979
  • The sequences of monthly streamflows constitute a non-statonary time series. The purely stochastic model has been applied to data generation of non-stationary time series. Tow different mothods--single site and multisite generation--have been used on the hydrologic time series. In this study the synthetic generation method by bivariate analysis, studied by Thomas Fiering, one of multi-site models, has been applied to the historical data on monthly streamflows at two sites in Nakdong River, and also for validity of this model the single site Thomas Fiering model applied. Through statistical analysis it has been shown that the performance of bivariate Thomas Fiering model was better than that of the other. By comparison of mean and standard deviaion between the historical and the generated, and cross correlogram interpretation, it has been known that the model used herein has good performance to simultaneously generate the monthly streamflows at two sites in a river hasin.

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Analysis and Forecast of Non-Stationary Monthly Steam Flow (비정상 월유량 시계열의 해석과 예측)

  • 이재형;선우중호
    • Water for future
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    • v.11 no.2
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    • pp.54-61
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    • 1978
  • An attemption of synthesizing and forecasting of monthly river flow has been made by employing a linear stochastic difference equation model. As one of the linear stochestic difference equation model, an ARIMA Type is tested to find the suitability of the model to the monthly river flows. On the assumption of the stationary covariacne of differenced monthly river flows the model is identrfield and is evaluated so that the residuale have the minimum variance. Finally a test is performed to finld the residerals beings White noise. Monthly river flows at six stations in Han River Basin are applied for case studies. It was found that the difference operator is a good measure of forecasting the monthly river flow.

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Estimation and Weighting of Sub-band Reliability for Multi-band Speech Recognition (다중대역 음성인식을 위한 부대역 신뢰도의 추정 및 가중)

  • 조훈영;지상문;오영환
    • The Journal of the Acoustical Society of Korea
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    • v.21 no.6
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    • pp.552-558
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    • 2002
  • Recently, based on the human speech recognition (HSR) model of Fletcher, the multi-band speech recognition has been intensively studied by many researchers. As a new automatic speech recognition (ASR) technique, the multi-band speech recognition splits the frequency domain into several sub-bands and recognizes each sub-band independently. The likelihood scores of sub-bands are weighted according to reliabilities of sub-bands and re-combined to make a final decision. This approach is known to be robust under noisy environments. When the noise is stationary a sub-band SNR can be estimated using the noise information in non-speech interval. However, if the noise is non-stationary it is not feasible to obtain the sub-band SNR. This paper proposes the inverse sub-band distance (ISD) weighting, where a distance of each sub-band is calculated by a stochastic matching of input feature vectors and hidden Markov models. The inverse distance is used as a sub-band weight. Experiments on 1500∼1800㎐ band-limited white noise and classical guitar sound revealed that the proposed method could represent the sub-band reliability effectively and improve the performance under both stationary and non-stationary band-limited noise environments.

Numerical simulation of air discharged in subcooled water pool

  • Y. Cordova ;D. Blanco ;Y. Rivera;C. Berna ;J.L. Munoz-Cobo ;A. Escriva
    • Nuclear Engineering and Technology
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    • v.55 no.10
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    • pp.3754-3767
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    • 2023
  • Turbulent jet discharges in subcooled water pools are essential for safety systems in nuclear power plants, specifically in the pressure suppression pool of boiling water reactors and In-containment Refueling Water Storage Tank of advanced pressurized water reactors. The gas and liquid flow in these systems is investigated using multiphase flow analysis. This field has been extensively examined using a combination of experiments, theoretical models, and Computational Fluid Dynamics (CFD) simulations. ANSYS CFX offers two approaches to model multiphase flow behavior. The non-homogeneous Eulerian-Eulerian Model has been used in this work; it computes global information and is more convenient to study interpenetrated fluids. This study utilized the Large Eddy Simulation Model as the turbulence model, as it is better suited for non-stationary and buoyant flows. The CFD results of this study were validated with experimental data and theoretical results previously obtained. The figures of merit dimensionless penetration length and the dimensionless buoyancy length show good agreement with the experimental measurements. Correlations for these variables were obtained as a function of dimensionless numbers to give generality using only initial boundary conditions. CFD numerical model developed in this research has the capability to simulate the behavior of non-condensable gases discharged in water.

APPLICATIONS OF THE HILBERT-HUANG TRANSFORM ON THE NON-STATIONARY ASTRONOMICAL TIME SERIES

  • HU, CHIN-PING;CHOU, YI;YANG, TING-CHANG;SU, YI-HAO;HSIEH, HUNG-EN;LIN, CHING-PING;CHUANG, PO-SHENG;LIAO, NAI-HUI
    • Publications of The Korean Astronomical Society
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    • v.30 no.2
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    • pp.605-607
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    • 2015
  • The development of time-frequency analysis techniques allow astronomers to successfully deal with the non-stationary time series that originate from unstable physical mechanisms. We applied a recently developed time-frequency analysis method, the Hilbert-Huang transform (HHT), to two non-stationary phenomena: the superorbital modulation in the high-mass X-ray binary SMC X-1 and the quasi-periodic oscillation (QPO) of the AGN RE J1034+396. From the analysis of SMC X-1, we obtained a Hilbert spectrum that shows more detailed information in both the time and frequency domains. Then, a phase-resolved analysis of both the spectra and the orbital profiles was presented. From the spectral analysis, we noticed that the iron line production is dominated by different regions of this binary system in different superorbital phases. Furthermore, a pre-eclipse dip lying at orbital phase ~0:6-0:85 was discovered during the superorbital transition state. We further applied the HHT to analyze the QPO of RE J1034+396. From the Hilbert spectrum and the O-C analysis results, we suggest that it is better to divide the evolution of the QPO into three epochs according to their different periodicities. The correlations between the QPO periods and corresponding fluxes were also different in these three epochs. The change in periodicity and the relationships could be interpreted as the change in oscillation mode based on the diskoseismology model.

A Development of Nonstationary Frequency Analysis Model using a Bayesian Multiple Non-crossing Quantile Regression Approach (베이지안 다중 비교차 분위회귀 분석 기법을 이용한 비정상성 빈도해석 모형 개발)

  • Uranchimeg, Sumiya;Kim, Yong-Tak;Kwon, Young-Jun;Kwon, Hyun-Han
    • Journal of Coastal Disaster Prevention
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    • v.4 no.3
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    • pp.119-131
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    • 2017
  • Global warming under the influence of climate change and its direct impact on glacial and sea level are known issue. However, there is a lack of research on an indirect impact of climate change such as coastal structure design which is mainly based on a frequency analysis of water level under the stationary assumption, meaning that maximum sea level will not vary significantly over time. In general, stationary assumption does not hold and may not be valid under a changing climate. Therefore, this study aims to develop a novel approach to explore possible distributional changes in annual maximum sea levels (AMSLs) and provide the estimate of design water level for coastal structures using a multiple non-crossing quantile regression based nonstationary frequency analysis within a Bayesian framework. In this study, 20 tide gauge stations, where more than 30 years of hourly records are available, are considered. First, the possible distributional changes in the AMSLs are explored, focusing on the change in the scale and location parameter of the probability distributions. The most of the AMSLs are found to be upward-convergent/divergent pattern in the distribution, and the significance test on distributional changes is then performed. In this study, we confirm that a stationary assumption under the current climate characteristic may lead to underestimation of the design sea level, which results in increase in the failure risk in coastal structures. A detailed discussion on the role of the distribution changes for design water level is provided.

Computational explosion in the frequency estimation of sinusoidal data

  • Zhang, Kaimeng;Ng, Chi Tim;Na, Myunghwan
    • Communications for Statistical Applications and Methods
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    • v.25 no.4
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    • pp.431-442
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    • 2018
  • This paper highlights the computational explosion issues in the autoregressive moving average approach of frequency estimation of sinusoidal data with a large sample size. A new algorithm is proposed to circumvent the computational explosion difficulty in the conditional least-square estimation method. Notice that sinusoidal pattern can be generated by a non-invertible non-stationary autoregressive moving average (ARMA) model. The computational explosion is shown to be closely related to the non-invertibility of the equivalent ARMA model. Simulation studies illustrate the computational explosion phenomenon and show that the proposed algorithm can efficiently overcome computational explosion difficulty. Real data example of sunspot number is provided to illustrate the application of the proposed algorithm to the time series data exhibiting sinusoidal pattern.

A Variable Step-Size NLMS Algorithm with Low Complexity

  • Chung, Ik-Joo
    • The Journal of the Acoustical Society of Korea
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    • v.28 no.3E
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    • pp.93-98
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    • 2009
  • In this paper, we propose a new VSS-NLMS algorithm through a simple modification of the conventional NLMS algorithm, which leads to a low complexity algorithm with enhanced performance. The step size of the proposed algorithm becomes smaller as the error signal is getting orthogonal to the input vector. We also show that the proposed algorithm is an approximated normalized version of the KZ-algorithm and requires less computation than the KZ-algorithm. We carried out a performance comparison of the proposed algorithm with the conventional NLMS and other VSS algorithms using an adaptive channel equalization model. It is shown that the proposed algorithm presents good convergence characteristics under both stationary and non-stationary environments despites its low complexity.

Stochastic response spectra for an actively-controlled structure

  • Mochio, Takashi
    • Structural Engineering and Mechanics
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    • v.32 no.1
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    • pp.179-191
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    • 2009
  • A stochastic response spectrum method is proposed for simple evaluation of the structural response of an actively controlled aseismic structure. The response spectrum is constructed assuming a linear structure with an active mass damper (AMD) system, and an earthquake wave model given by the product of a non-stationary envelope function and a stationary Gaussian random process with Kanai-Tajimi power spectral density. The control design is executed using a linear quadratic Gaussian control strategy for an enlarged state space system, and the response amplification factor is given by the combination of the obtained statistical response values and extreme value theory. The response spectrum thus produced can be used for simple dynamical analyses. The response factors obtained by this method for a multi-degree-of-freedom structure are shown to be comparable with those determined by numerical simulations, demonstrating the validity and utility of the proposed technique as a simple design tool. This method is expected to be useful for engineers in the initial design stage for structures with active aseismic control.