• Title/Summary/Keyword: non-stationary process

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Correlation Analyses of the Temperature Time Series Data from the Heat Box for Energy Modeling in the Automobile Drying Process (자동차 건조 공정 에너지 예측 모형을 위한 공조기 온도 시계열 데이터의 상관관계 분석)

  • Lee, Chang-Yong;Song, Gensoo;Kim, Jinho
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.37 no.2
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    • pp.27-34
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    • 2014
  • In this paper, we investigate the statistical correlation of the time series for temperature measured at the heat box in the automobile drying process. We show, in terms of the sample variance, that a significant non-linear correlation exists in the time series that consist of absolute temperature changes. To investigate further the non-linear correlation, we utilize the volatility, an important concept in the financial market, and induce volatility time series from absolute temperature changes. We analyze the time series of volatilities in terms of the de-trended fluctuation analysis (DFA), a method especially suitable for testing the long-range correlation of non-stationary data, from the correlation perspective. We uncover that the volatility exhibits a long-range correlation regardless of the window size. We also analyze the cross correlation between two (inlet and outlet) volatility time series to characterize any correlation between the two, and disclose the dependence of the correlation strength on the time lag. These results can contribute as important factors to the modeling of forecasting and management of the heat box's temperature.

The Study of CFAR(Constant False Alarm Rate) process for a helicopter mounted millimeter wave radar system

  • Kim In Kyu;Moon Sang Man;Kim Hyoun Kyoung;Lee Sang Jong;Kim Tae Sik;Lee Hae Chang
    • Proceedings of the IEEK Conference
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    • 2004.08c
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    • pp.890-895
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    • 2004
  • This paper describes constant alarm rates process of millimeter wave radar that exits on non-stationary target detection schemes in the ground clutter conditions. The comparison of various CFAR processes such as CA(Cell-Average)-CFAR, GO(Greatest Of)/SO(Smallest Of)-CFAR and OS(Order Statistics)-CFAR performance are applied. Using matlab software, we show the performance and loss between detection probability and signal to noise ratio. When rang bins increase, this results show the OS-CFAR process performance is better than any others and satisfies the optimal detection probability without loss of detection in the homogeneous clutter.

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Bootstrap methods for long-memory processes: a review

  • Kim, Young Min;Kim, Yongku
    • Communications for Statistical Applications and Methods
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    • v.24 no.1
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    • pp.1-13
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    • 2017
  • This manuscript summarized advances in bootstrap methods for long-range dependent time series data. The stationary linear long-memory process is briefly described, which is a target process for bootstrap methodologies on time-domain and frequency-domain in this review. We illustrate time-domain bootstrap under long-range dependence, moving or non-overlapping block bootstraps, and the autoregressive-sieve bootstrap. In particular, block bootstrap methodologies need an adjustment factor for the distribution estimation of the sample mean in contrast to applications to weak dependent time processes. However, the autoregressive-sieve bootstrap does not need any other modification for application to long-memory. The frequency domain bootstrap for Whittle estimation is provided using parametric spectral density estimates because there is no current nonparametric spectral density estimation method using a kernel function for the linear long-range dependent time process.

Reflection of Plane Shock Wave over Concave and Convex Walls (오목, 볼록면에서 평면충격파의 반사)

  • JEON, Heung-Kyun;KWON, Jin-Kyung;KWON, Soon-Bum
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.23 no.11
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    • pp.1473-1480
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    • 1999
  • In the case of Impingement of plane moving shock wave over concave or convex double wedges (pseudo-stationary flow) and cylindrical walls (truly non-stationary flow), it Is expected that there are transitions from regular reflection to Mach reflection or vice versa In shock wave reflections. In these connections, it is necessary to verify the various of reflection process and transition angle for the reflection problems In double wedges, and to verify the transition angle, effects of curvature radius and initial wall angle on it for the reflection problems In cylindrical walls. Especially, we focused our attention to confirm the existence of hysteresis phenomenon induced by the different transition processes, and Neumann paradox, which is a small discrepancy between theoretical and experimental transition angles. Experiments were carried out by using the shock tube of $6{\times}6cm^2$, and high speed photographic technique consisted of delay unit, triggering system, light source of Xe lamp and so on was used for flow visualization.

Target Detection probability simulation in the homogeneous ground clutter environment

  • Kim, In-Kyu;Moon, Sang-Man;Kim, Hyoun-Kyoung;Lee, Sang-Jong;Kim, Tae-Sik;Lee, Hae-Chang
    • International Journal of Aeronautical and Space Sciences
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    • v.6 no.1
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    • pp.8-16
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    • 2005
  • This paper describes target detection performance of millimeter wave radar that exits on non-stationary target detection schemes in the ground clutter conditions. The comparison of various CFAR process schemes such as CA(Cell-Average)-CFAR, GO(Greatest Of)/SO(Smallest Of)-CFAR, and OS(Order Statistics)-CFAR performance are applied. Using matlab software, we show the performance and loss between target detection probability and signal to noise ratio. This paper concludes the OS-CFAR process performance is better than any others and satisfies the optimal detection probability without loss of detection in the homogeneous clutter, When range bins increase.

An Experimental Study on Oil Pressure Distribution in the Piston-Cylinder Mechanism (피스톤-실린더 기구에서 오일압력 분포에 관한 실험적 연구)

  • Kim, Yeong-Hwan
    • Journal of the Korean Society of Manufacturing Process Engineers
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    • v.10 no.6
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    • pp.77-82
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    • 2011
  • The piston-cylinder mechanism is widely adopted in the hydraulic machine components. In these cases, the hydrodynamic pressures are generated in the clearance gap between the piston and cylinder under lubrication action of the piston. Under the eccentric and tilted condition of the piston in the cylinder bore, the non-symmetric pressure distributions in the circumferential direction result in lateral forces. When the lateral forces act as increasing the eccentricity and tilting ratios, excessive wear can be result in cylinder and piston which are well known 'hydraulic locking' phenomena. In this paper, the hydrodynamic pressures generated in the clearance are measured using a stationary piston and moving cylinder apparatus. The experimental results showed that the hydrodynamic pressure distributions are highly affected by the speed and eccentricity of the cylinder and the oil viscosity.

Transition-State Structures for Solvolysis of Methanesulfonyl Chloride

  • 양기열;강금덕;구인선;이익준
    • Bulletin of the Korean Chemical Society
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    • v.18 no.11
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    • pp.1186-1191
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    • 1997
  • Solvolyses of methanesulfonyl chloride (CH3SO2Cl) in water and methanol have been studied theoretically using ab initio self-consistent reaction field (SCRF) molecular orbital method. All stationary structures including transition state on the potential energy surface in solution have been found and compared with the gas phase structures. The overall reaction occurs via a concerted SN2 mechanism with a non-cyclic trigonal bipyramidal transition state, and the activation barrier is lowered significantly in solution. The transition state for the hydrolysis reaction is looser than that for the methanolysis reaction, and this is in accord with the experimental findings that an SN2 type mechanism, which is shifted toward an SN1 process or an SAN process in the hydrolysis and alcoholysis reaction, respectively, takes place. The catalytic role of additional solvent molecules appears to be a purely general-base catalysis based on the linear transition structures. Experimental barrier can be estimated by taking into account the desolvation energy of nucleophile in the reaction of methanesulfonyl chloride with bulk solvent cluster as a nucleophile.

Effects of incorrect detrending on the coherency between non-stationary time series processes

  • Lee, Jin
    • Communications for Statistical Applications and Methods
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    • v.26 no.1
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    • pp.27-34
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    • 2019
  • We study the effect of detrending on the coherency between two time series processes. Many economic and financial time series variables include nonstationary components; however, we analyze the two most popular cases of stochastic and deterministic trends. We analyze the asymptotic behavior of coherency under incorrect detrending, which includes the cases of first-differencing the deterministic trend process and, conversely, the time trend removal of the unit root process. A simulation study is performed to investigate the finite sample performance of the sample coherency due to incorrect detrending. Our work is expected to draw attention to the possible distortion of coherency when the series are incorrectly detrended. Further, our results can extend to various specification of trends in aggregate time series variables.

Temperature Field and Thermal Stress Simulation of Solid Brake Disc Based on Three-dimensional Model (3차원 브레이크 디스크 모델의 온도 분포와 열응력 시뮬레이션에 관한 연구)

  • Hwang, Pyung;Seo, Hee-Chang;Wu, Xuan
    • Tribology and Lubricants
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    • v.26 no.1
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    • pp.31-36
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    • 2010
  • The brake system is an important part of the automobile safety system. The disc brake system is divided into two parts: a rotating axi-symmetrical disc, and the stationary pads. The frictional heat, which is generated on the interface of the disc and pads, can cause high temperatures during the braking process. The frictional heat source (the pads) is moving on the disc and the location is time-dependent. Our study applies a moving heat source, which is defined by the time and space variable on the frictional surface, in order to simulate the frictional heat behavior accurately during the braking process. The object of the present work is the determination of the temperature distribution and thermal stress in the solid disc by non-axisymmetric 3D modeling for repeated braking.

Development of Forging Parts for Solar Electrode Body Using Oxygen-Free Copper Material (무산소동 소재를 활용한 태양광 일렉트로드 바디 단조 부품 개발)

  • Park, Dong-Hwan;Tak, Yun-Hak
    • Journal of the Korean Society of Manufacturing Process Engineers
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    • v.15 no.3
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    • pp.28-35
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    • 2016
  • Forging operations are non-stationary processes occurring because of indirect pressure, generally, under conditions of three-dimensional stress and deformation. Furthermore, due to friction and the constraints of die geometry, deformation is not homogeneous. Material flow and deformation are largely determined by the shape of the tools. It is well known that net-shape forging can improve the mechanical strength of the final product as well as reduce material waste. Oxygen-free copper that is used for electrical and electronic components has excellent electrical and thermal conductivity. Oxygen-free copper parts have a low productivity in cutting process. Thus, the forging process is performed in order to improve the low productivity in cutting process. The forging of oxygen-free copper for electrode body parts was modeled using finite element simulation and forging experiments that were conducted for producing electrode body parts at room temperature. In order to reduce the cost of cutting products, the forging was performed in a closed cavity to obtain near-net or net-shape parts.