• Title/Summary/Keyword: non-stationary process

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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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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.

CHAIN DEPENDENCE AND STATIONARITY TEST FOR TRANSITION PROBABILITIES OF MARKOV CHAIN UNDER LOGISTIC REGRESSION MODEL

  • Sinha Narayan Chandra;Islam M. Ataharul;Ahmed Kazi Saleh
    • Journal of the Korean Statistical Society
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    • v.35 no.4
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    • pp.355-376
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    • 2006
  • To identify whether the sequence of observations follows a chain dependent process and whether the chain dependent or repeated observations follow stationary process or not, alternative procedures are suggested in this paper. These test procedures are formulated on the basis of logistic regression model under the likelihood ratio test criterion and applied to the daily rainfall occurrence data of Bangladesh for selected stations. These test procedures indicate that the daily rainfall occurrences follow a chain dependent process, and the different types of transition probabilities and overall transition probabilities of Markov chain for the occurrences of rainfall follow a stationary process in the Mymensingh and Rajshahi areas, and non-stationary process in the Chittagong, Faridpur and Satkhira areas.

An Adaptive Scheduling Algorithm for Manufacturing Process with Non-stationary Rework Probabilities (비안정적인 Rework 확률이 존재하는 제조공정을 위한 적응형 스케줄링 알고리즘)

  • Shin, Hyun-Joon;Ru, Jae-Pil
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.11 no.11
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    • pp.4174-4181
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    • 2010
  • This paper presents an adaptive scheduling algorithm for manufacturing processes with non-stationary rework probabilities. The adaptive scheduling scheme named by hybrid Q-learning algorithm is proposed in this paper making use of the non-stationary rework probability and coupling with artificial neural networks. The proposed algorithm is measured by mean tardiness and the extensive computational results show that the presented algorithm gives very efficient schedules superior to the existing dispatching algorithms.

Evaluation of Applicability of Impulse function-based Algorithm for Modification of Ground Motion to Match Target Response Spectrum (Impulse 함수 기반 목표응답스펙트럼 맞춤형 지진파 보정 알고리즘의 적용성 평가)

  • Kim, Hyun-Kwan;Park, Duhee
    • Journal of the Korean GEO-environmental Society
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    • v.12 no.4
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    • pp.53-63
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    • 2011
  • Selection or generation of appropriate input ground motion is very important in performing a dynamic analysis. In Korea, it is a common practice to use recorded strong ground motions or artificial motions. The recorded motions show non-stationary characteristics, which is a distinct property of all earthquake motions, but have the problem of not matching the design response spectrum. The artificial motions match the design spectrum, but show stationary characteristics. This study generated ground motions that preserve the non-stationary characteristics of a real earthquake motion, but also matches the design spectrum. In the process, an impulse function-based algorithm that adjusts a given time series in time domain such that it matches the target response spectrum is used. Application of the algorithm showed that it can successfully adjust any recorded motions to match the target spectrum and also preserve the non-stationary characteristics. The modified motions are used to perform a series of nonlinear site response analyses. It is shown that the results using the adjusted motions result in more reliable estimates of ground vibration. It is thus recommended that the newly adjusted motions be used in practice instead of original recorded motions.

Translation method: a historical review and its application to simulation of non-Gaussian stationary processes

  • Choi, Hang;Kanda, Jun
    • Wind and Structures
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    • v.6 no.5
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    • pp.357-386
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    • 2003
  • A number of methods based on various ideas have been proposed for simulating the non-Gaussian stationary process. However, these methods have some limitations. This paper reviewed several simulation methods based on the translation method using logarithmic and polynomial functions, which have emerged in the history of statistics and in the field of civil engineering. The applicability of each method is discussed from the viewpoint of the reproducibility of higher order statistics of the object function in the simulated sample functions, and examined using pressure signals measured from wind tunnel experiments for various shapes of buildings. The parameter estimation methods, i.e. the method of moments and quantile plot, are also reviewed, and the useful aspects of each method are discussed. Additionally, a simple worksheet for parameter estimation is derived based on the method of moment for practical application, and the accuracy is discussed comparing with a set of previously proposed formulae.

A Queueing System with Work-Modulated Arrival and Service Rates

  • Lee, Jiyeon
    • Journal of the Korean Statistical Society
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    • v.28 no.1
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    • pp.125-133
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    • 1999
  • We consider a FIFO single-server queueing model in which both the arrival and service processes are modulated by the amount of work in the system. The arrival process is a non-homogeneous Poisson process(NHPP) modulated by work, that is, with an intensity that depends on the work in the system. Each customer brings a job consisting of an exponentially distributed amount of work to be processed. The server processes the work at various service rates which also depend on the work in the system. Under the stability conditions obtained by Browne and Sigman(1992) we derive the exact stationary distribution of the work W(t) and the first exit probability that the work level b is exceeded before the work level a is reached, starting from x$\in$[a, b].

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Residual capacity assessment of in-service concrete box-girder bridges considering traffic growth and structural deterioration

  • Yuanyuan Liu;Junyong Zhou;Jianxu Su;Junping Zhang
    • Structural Engineering and Mechanics
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    • v.85 no.4
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    • pp.531-543
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    • 2023
  • The existing concrete bridges are time-varying working systems, where the maintenance strategy should be planned according to the time-varying performance of the bridge. This work proposes a time-dependent residual capacity assessment procedure, which considers the non-stationary bridge load effects under growing traffic and non-stationary structural deterioration owing to material degradations. Lifetime bridge load effects under traffic growth are predicated by the non-stationary peaks-over-threshold (POT) method using time-dependent generalized Pareto distribution (GPD) models. The non-stationary structural resistance owing to material degradation is modeled by incorporating the Gamma deterioration process and field inspection data. A three-span continuous box-girder bridge is illustrated as an example to demonstrate the application of the proposed procedure, and the time-varying reliability indexes of the bridge girder are calculated. The accuracy of the proposed non-stationary POT method is verified through numerical examples, where the shape parameter of the time-varying GPD model is constant but the threshold and scale parameters are polynomial functions increasing with time. The case study illustrates that the residual flexural capacities show a degradation trend from a slow decrease to an accelerated decrease under traffic growth and material degradation. The reliability index for the mid-span cross-section reduces from 4.91 to 4.55 after being in service for 100 years, and the value is from 4.96 to 4.75 for the mid-support cross-section. The studied bridge shows no safety risk under traffic growth and structural deterioration owing to its high design safety reserve. However, applying the proposed numerical approach to analyze the degradation of residual bearing capacity for bridge structures with low safety reserves is of great significance for management and maintenance.

Double Integration of Measured Acceleration Record using the Concept of Modified Wavelet Transform (수정된 웨이블릿 변환 개념을 이용한 계측 가속도 기록의 이중 적분법)

  • 이형진;박정식
    • Journal of the Earthquake Engineering Society of Korea
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    • v.7 no.5
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    • pp.11-17
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    • 2003
  • It is well known that the double integration of measured acceleration records is one of the most difficult signal processing, particularly in the measurements on civil engineering structures, The measured accelerations of civil engineering structures are usually non-stationary and contain non-gaussian low-frequency noises, which can be significant causes of numerical instabilities in double Integration, For the de-noising of this kind of signals, wavelet transform can be very effective because of its inherent processing features for non-stationary signals, In this paper, the de-noising algorithm for the double integration is proposed using the modified wavelet transform, which is extended version of ordinary wavelet transform to process non-gaussian and low-frequency noises, using the median filter concept, The example studies show that the integration can be improved by the proposed method.

Occurrence mechanism of recent large earthquake ground motions at nuclear power plant sites in Japan under soil-structure interaction

  • Kamagata, Shuichi;Takeqaki, Izuru
    • Earthquakes and Structures
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    • v.4 no.5
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    • pp.557-585
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    • 2013
  • The recent huge earthquake ground motion records in Japan result in the reconsideration of seismic design forces for nuclear power stations from the view point of seismological research. In addition, the seismic design force should be defined also from the view point of structural engineering. In this paper it is shown that one of the occurrence mechanisms of such large acceleration in recent seismic records (recorded in or near massive structures and not free-field ground motions) is due to the interaction between a massive building and its surrounding soil which induces amplification of local mode in the surface soil. Furthermore on-site investigation after earthquakes in the nuclear power stations reveals some damages of soil around the building (cracks, settlement and sand boiling). The influence of plastic behavior of soil is investigated in the context of interaction between the structure and the surrounding soil. Moreover the amplification property of the surface soil is investigated from the seismic records of the Suruga-gulf earthquake in 2009 and the 2011 off the Pacific coast of Tohoku earthquake in 2011. Two methods are introduced for the analysis of the non-stationary process of ground motions. It is shown that the non-stationary Fourier spectra can detect the temporal change of frequency contents of ground motions and the displacement profile integrated from its acceleration profile is useful to evaluate the seismic behavior of the building and the surrounding soil.