• 대한의용생체공학회:의공학회지
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• 제15권3호
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• pp.305-316
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• 1994

All physical data in the real world are nonstationary signals that have the time varying statistical characteristics. Although few algorithms suitable to process the nonstationary signals have ever been suggested, these are treated the nonstationary signals under the assumption that the nonstationary signal is a piece-wise stationary signal. Recently, statistical analysis algorithms for the nonstationary signal have concentrated so much interest. In this paper, nonstationary EMG signals are mapped onto the orthogonal wavelet transform domain so that the eigenvalue spread of its autocorrelation matrix could be more smaller than that in the time domain. Then the model in the wavelet transform domain and an algorithm to estimate the model parameters are suggested. Also, an test signal generated by a white gaussian noise and the EMG signal are identified, and the algorithm performance is considered in the sense of the mean square error and the evaluation parameters.

• Journal of the Korean Statistical Society
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• 제27권1호
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• pp.67-90
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• 1998

In this paper we analytically study model misspecification that arises in regression analysis of nonstationary seasonal time series. We assume the underlying data generating process is a seasonally or a regularly and seasonally integrated process. We first study consequences of totally misspecified cases where seasonal indicator variables, a linear time trend, or another statistically independent seasonally integrated process are used as predictor variables in order to model the nonstationary seasonal behavior of the dependent variable. Then we study consequences of partially misspecified cases where the dependent variable and a predictor variable are cointegrated at some, but not all of the frequencies corresponding to the nonstationary roots.

• Communications for Statistical Applications and Methods
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• 제30권4호
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• pp.369-388
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• 2023

In this paper, we develop the two-step procedure that detects and estimates the position of structural changes for multivariate nonstationary time series, either on mean parameters or second-order structures. We first investigate the presence of mean structural change by monitoring data through the aggregated cumulative sum (CUSUM) type statistic, a sequential procedure identifying the likely position of the change point on its trend. If no mean change point is detected, the proposed method proceeds to scan the second-order structural change by modeling the multivariate nonstationary time series with a multivariate locally stationary Wavelet process, allowing the time-localized auto-correlation and cross-dependence. Under this framework, the estimated dynamic spectral matrices derived from the local wavelet periodogram capture the time-evolving scale-specific auto- and cross-dependence features of data. We then monitor the change point from the lower-dimensional approximated space of the spectral matrices over time by applying the dynamic principal component analysis. Different from existing methods requiring prior information on the type of changes between mean and covariance structures as an input for the implementation, the proposed algorithm provides the output indicating the type of change and the estimated location of its occurrence. The performance of the proposed method is demonstrated in simulations and the analysis of two real finance datasets.

• 한국수자원학회논문집
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• 제35권6호
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• pp.763-777
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• 2002

본 연구의 목적은 간헐 수문사상인 시간강수계열의 구조적 특성을 고찰하여 강수량 모의발생을 위한 추계학적 모형을 개발하는 것이다. 이를 위하여 본 연구에서는 강수발생과정에 대한 추계학적 모형은 이재준과 이정식(2002)이 개발한 추계학적 모형을 이용하였으며, 강수량과정을 위하여 사상내의 시간강수량을 비정상 1차 자기회귀모형으로 기술하였다. 시간강수계열의 강수발생과정과 강수량과정을 조합하면 시간강수사상의 발생패턴과 사상기간내의 강수의 종속구조를 모의할 수 있는 시간강수계열에 대한 모의모형이 얻어지며, 이 모형의 적합성을 구명하기 위해 서울을 대상으로 하여 실적강수자료를 분석하였다. Monte Carlo 모의결과는 모형이 사상기간내의 강수강도, 지속 기간, 크기의 주변 및 조건부 분포를 잘 재현하고 있음을 보여주었다. 실적 및 모의 자료에 대한 자기상관함수도 비교적 작은 시간지체에서는 유사하였다

• 한국방재안전학회논문집
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• 제13권3호
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• pp.15-28
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• 2020

본 논문에서는 미계측 유역에 적용할 수 있는 갈수지수 산정 회귀모형을 개발하고자 하였다. 30개의 중권역 유역을 대상으로 국가수자원종합관리시스템에서 제공하는 장기유출자료를 이용하여 평균 갈수량과 평균저수량, 지속기간별 빈도별 갈수지수를 산정하였으며 이를 유역특성인자 18개와 기상특성인자 3개와의 상관 분석을 통하여 최종적으로 유역면적, 유역 평균 표고, 유역 평균 경사, 수계 밀도, 유출곡선지수, 연증발산량, 연강수량을 선정하여 다중회귀분석을 수행하여 갈수지수 회귀모형을 개발하였다. 개발된 회귀모형을 평가하기 위하여 10개의 검증유역을 미계측 유역으로 간주하여 평균제곱근오차(RMSE) 와 평균절대오차(MAE)를 이용하여 정확도를 추정하였다. 또한 기존의 평균갈수량 산정 회귀모형과의 비교를 통하여 본 논문에서 개발한 모형의 우수성을 검토하였다. 기존의 미계측 유역의 평균 갈수량 회귀모형과 비교·분석에서 보다 우수한 결과를 나타내었는데 이는 기존의 회귀모형보다 다양한 유역 특성인자와 수문특성인자를 고려하여 회귀모형을 개발하였기 때문인 것으로 판단된다.

• Environmental Engineering Research
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• 제10권2호
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• pp.88-103
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• 2005

In this paper, data-driven modeling and multiresolution analysis (MRA) are applied for a full-scale wastewater treatment plant (WWTP). The proposed method is based on modeling by partial least squares (PLS) and multiscale monitoring by a generic dissimilarity measure (GDM), which is suitable for nonstationary and non-normal process monitoring such as a biological process. Case study in an industrial plant showed that the PLS model could give good modeling performance and analyze the dynamics of a complex plant and MRA was useful to detect and isolate various faults due to its multiscale nature. The proposed method enables us to show the underlying phenomena as well as to filter out unwanted and disturbing phenomena.

• Smart Structures and Systems
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• 제4권1호
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• pp.1-17
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• 2008

This study proposes a conceptual framework of in-situ vibration tests and analyses for quality appraisal of non-slender, cast-in-place piles with irregular cross-section configuration. It evaluates a frequency index from vibration recordings to a series of impulse loadings that is related to total soil-resistance forces around a pile, so as to assess if the pile achieves the design requirement in terms of bearing capacity. In particular, in-situ pile-vibration tests in sequential are carried out, in which dropping a weight from different heights generates series impulse loadings with low-to-high amplitudes. The high-amplitude impulse is designed in way that the load will generate equivalent static load that is equal to or larger than the designed bearing capacity of the pile. This study then uses empirical mode decomposition and Hilbert spectral analysis for processing the nonstationary, short-period recordings, so as to single out with accuracy the frequency index. Comparison of the frequency indices identified from the recordings to the series loadings with the design-based one would tell if the total soil resistance force remains linear or nonlinear and subsequently for the quality appraisal of the pile. As an example, this study investigates six data sets collected from the in-situ tests of two piles in Taipu water pump project, Jiangshu Province of China. It concludes that the two piles have the actual axial load capacity higher than the designed bearing capacity. The true bearing capacity of the piles under investigation can be estimated with accuracy if the amplitude of impact loadings is further increased and the analyses are calibrated with the static testing results.

• Communications for Statistical Applications and Methods
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• 제17권3호
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• pp.377-390
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• 2010

In the case of time-series analysis, it is often more convenient to rely on the frequency domain than the time domain. Spectral density is the core of the frequency-domain analysis that describes autocorrelation structures in a time-series process. Possible ways to estimate spectral density are to compute a periodogram or to average the periodogram over some frequencies with (un)equal weights. This can be an attractive tool to measure the similarity between time-series processes. We employ the metrics based on a smoothed periodogram proposed by Park and Kim (2008) for the classification of different classes of time-series processes. We consider several lag windows with unequal weights instead of a modified Daniel's window used in Park and Kim (2008). We evaluate the performance under various simulation scenarios. Simulation results reveal that the metrics used in this study split the time series into the preassigned clusters better than do the raw-periodogram based ones proposed by Caiado et al. 2006. Our metrics are applied to an economic time-series dataset.

• 한국수자원학회논문집
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• 제38권8호
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• pp.595-604
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• 2005

관측자료의 보완이나 확충을 위한 강수량 모의발생은 수문분석에 있어서 중요한 과제라고 할 수 있다. 강수량을 모의하는 방법은 크게 기존의 매개변수적 방법과 비매개변수적 방법 두 가지로 나눌 수 있고, 강수량 모의의 시간간격에 따라 일강수량 자료의 모의 또는 시간강수량 자료의 모의 등으로 구분할 수 있다. 지금까지, Markov모형은 일강수량 모의발생에 많이 이용되어왔다. 이러한 대부분 Markov모형들은 동질성모형으로 상태벡터를 구축하는데 있어서 자료의 크기가 작으면 모형구축의 어려움이 따르고 같은 월에 대한 상태벡터의 동질성을 가정하는 등의 문제가 있다. 실제 강수발생의 과정은 비정상적(nonstationary)이므로 이를 보완하기 위해, 된 논문에서는 일강수량을 기존의 매개변수적인 방법이 아닌 단변량과 다변량에 대하여 비매개변수적인 방법으로 접근하여 모의하는 방법에 대하여 분석하였다.

• Journal of Electrical Engineering and Technology
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• 제11권6호
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• pp.1812-1824
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• 2016

The neural dynamics underlying the causal network during motor planning or imagery in the human brain are not well understood. The lack of signal processing tools suitable for the analysis of nonlinear and nonstationary electroencephalographic (EEG) hinders such analyses. In this study, noise-assisted multivariate empirical mode decomposition (NA-MEMD) is used to estimate the causal inference in the frequency domain, i.e., partial directed coherence (PDC). Natural and intrinsic oscillations corresponding to the motor imagery tasks can be extracted due to the data-driven approach of NA-MEMD, which does not employ predefined basis functions. Simulations based on synthetic data with a time delay between two signals demonstrated that NA-MEMD was the optimal method for estimating the delay between two signals. Furthermore, classification analysis of the motor imagery responses of 29 subjects revealed that NA-MEMD is a prerequisite process for estimating the causal network across multichannel EEG data during mental tasks.