• 한국지진공학회:학술대회논문집
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• 한국지진공학회 1999년도 춘계 학술발표회 논문집 Proceedings of EESK Conference-Spring
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• pp.61-68
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• 1999

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 known 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 modulation function and a power spectral density function to describe such non-stationary characteristics. Satio and Wen(1994) proposed a non-stationary stochastic process model to generate earthquake ground motions which are compatible with design reponse spectrum at sites in Japan. this paper shows the process to modify power spectrum compatible with target design response spectrum for generating of nonstationary artificial earthquake ground motions. Target reponse spectrum is chosen by ATC14 to calibrate the response spectrum according to a give recurrence period.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2010년도 학술발표회
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• pp.581-585
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• 2010

This study introduced a Bayesian based frequency analysis in which the statistical trend seasonal analysis for hydrologic extreme series is incorporated. The proposed model employed Gumbel and GEV extreme distribution to characterize extreme events and a fully coupled bayesian frequency model was finally utilized to estimate design rainfalls in Seoul. Posterior distributions of the model parameters in both trend and seasonal analysis were updated through Markov Chain Monte Carlo Simulation mainly utilizing Gibbs sampler. This study proposed a way to make use of nonstationary frequency model for dynamic risk analysis, and showed an increase of hydrologic risk with time varying probability density functions. In addition, full annual cycle of the design rainfall through seasonal model could be applied to annual control such as dam operation, flood control, irrigation water management, and so on. The proposed study showed advantage in assessing statistical significance of parameters associated with trend analysis through statistical inference utilizing derived posterior distributions.

• 한국음향학회:학술대회논문집
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• 한국음향학회 1994년도 FIFTH WESTERN PACIFIC REGIONAL ACOUSTICS CONFERENCE SEOUL KOREA
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• pp.674-679
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• 1994

Acoustic signal such as speech and scattered sound, are generally a nonstationary process whose frequency contents vary at any instant of time. For time-varying signal, whether a nonstationary or a deterministic transient signal, a traditional frequency domain representation does not reveal the contents of signal characteristics and may lead to erroneous results such as the loss of desired characteristics features or the mis-interpretation for a wrong conclusion. A time-frequency domain representation is needed to characterize such signatures. Pseudo Wigner-Ville distribution (PWVD) is ideally suited for portraying nonstationary signal time-frequency domain and carried out by adapting the fast Fourier transform algorithm. In this paper, the important properties of PWVD were investigated using both stationary and nonstationry signatures by numerical examples PWVD was applied to acoustic sigtnatures to demonstrate its application for time-ferquency domain analysis.

• 천문학회지
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• 제33권1호
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• pp.19-28
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• 2000

In the earlier papers we analyzed the axisymmetric, nonstationary electrodynamics of the central black hole and a surrounding thin accretion disk in an active galactic nucleus. In this paper we analyze the axisymmetric, nonstationary electrodynamics of the black hole magnetosphere in a similar way. In the earlier papers we employed the poloidal component of the plasma velocity which is confined only to the radial direction of the cylindrical coordinate system. In this paper we employ a more general poloidal velocity and get the Grad-Shafranov equation of the force-free magnetosphere of a Kerr black hole. The equation is consistent with the previous ones and is more general in many aspects as it should be. We also show in more general approaches that the angular velocity of the magnetic field lines anchored on the accreting matter tends to become close to that of the black hole at the equatorial zone of the hole.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2011년도 학술발표회
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• pp.90-90
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• 2011

Long-term nonstationary oscillations (NSOs) are commonly observed in hydrological and climatological data series such as low-frequency climate oscillation indices and precipitation dataset. In this work, we present a stochastic model that captures NSOs within a given variable. The model employs a data-adaptive decomposition method named empirical mode decomposition (EMD). Irregular oscillatory processes in a given variable can be extracted into a finite number of intrinsic mode functions with the EMD approach. A unique data-adaptive algorithm is proposed in the present paper in order to study the future evolution of the NSO components extracted from EMD.

• 응용통계연구
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• 제33권6호
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• pp.713-722
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• 2020

본 논문에서는 금융시계열의 특징인 비대칭 변동성을 연구하고 있다. 멱변환을 동시에 고려한 멱변환-비대칭 GARCH 모형을 소개하고 있다. 변동성이 비정상인 모형을 다루고 있으며 오차항으로 표준정규분포와 더불어 표준화 t-분포도 고려하여 변동성 정상/비정상 조건을 제시하고 있다. 미국 주가 시계열인 다우지수 적용사례를 예시하였다.

• Journal of the Korean Statistical Society
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• 제22권2호
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• pp.353-359
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• 1993

In this note we consider other type of tightness than that of Birkel (1988) and prove an invariance principle for nonstationary associated processes by an application of the central limit theorem of Cox and Grimmett (1984), thus avoiding the argument of uniform integrability. This result is an extension to the nonstationary case of an invariance priciple of Newman and Wright (1981) as well as an improvement of the central limit theorem of Cox and Grimmett (1984).

• Journal of the Korean Statistical Society
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• 제36권2호
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• pp.257-274
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• 2007

This paper considers the tests for the presence of smooth transition non-linearity in the partially nonstationary vector autoregressive model. The transition parameters cannot be identified under the null hypothesis of linearity, and therefore this paper develops the tests for smooth transition nonlinearity, the associated asymptotic theory and the bootstrap inference. The Monte Carlo simulation evidence shows that the bootstrap inference generates moderate size and power performances.

• 한국전산응용수학회:학술대회논문집
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• 한국전산응용수학회 2003년도 KSCAM 학술발표회 프로그램 및 초록집
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• pp.5.1-5
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• 2003

In this paper, we study the convergence of relaxed multisplitting and relaxed nonstationary two-stage multisplitting methods associated with a multisplitting which is obtained from the ILU factorizations for solving a linear system whose coefficient matrix is an H-matrix. Also, parallel performance results of relaxed nonstaionary two-stage multisplitting method using ILU factorizations as inner splittings on the IBM p690 supercomputer are provided to analyze theoretical results.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2001년도 ICCAS
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• pp.39.3-39
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• 2001

Since Kalman filter and wavelet transform techniques are both suitable for a nonstationary process, wavelet-Kalman filter was proposed and applied to various industrial fields. However, the wavelet-Kalman filter subjected to model uncertainty with nonstationary process has not been considered. Thus, the robust wavelet-Kalman filter method is proposed in this paper. The proposed method can prevent the degradation of filter performance when parameter uncertainty exists in both the state and measurement matrices and preserve the merits of the standard Kalman filter in the sense that it produces optimal estimates. A simple example shows that the proposed approach outperforms the standard Kalman filter and the nominal wavelet-Kalman filter.