• 한국시뮬레이션학회논문지
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• 제9권2호
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• pp.75-87
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• 2000

In this paper, nonstationary multiple sampling plans are discussed which are difficult to solve by analytical method when there exists dependency between the sample data. The initial solution is found by the sequential sampling plan using the sequential probability ration test. The number of acceptance and rejection in each step of the multiple sampling plan are found by grouping the sequential sampling plan's solution initially. The optimal multiple sampling plans are found by simulation. Four search methods are developed U and the optimum sampling plans satisfying the Type I and Type ll error probabilities. The performance of the sampling plans is measured and their algorithms are also shown. To consider the nonstationary property of the dependent sampling plan, simulation method is used for finding the lot rejection and acceptance probability function. As a numerical example Markov chain model is inspected. Effects of the dependency factor and search methods are compared to analyze the sampling results by changing their parameters.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2016년도 학술발표회
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• pp.15-15
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• 2016

In South Korea, annual maximum precipitation often occurs in association with mature typhoons in the western Pacific and from summer monsoon rains. In addition, certain years have no significant typhoon activity. Therefore, the characteristics of frequency distributions differ between extreme typhoons and monsoon events. Those extremes are also influenced from climate conditions in a different way. Application of nonstationary frequency analysis to the AMP data combined with typhoon and monsoon events might not always be reasonable. Therefore, we propose a novel approach of nonstationary frequency analysis to integrate extreme events of AMP induced from two main sources such as typhoons and monsoon in the current study. In this way, we were able to model the nonstationarity of extreme events from tropical storms and monsoon separately.

• 한국국방경영분석학회지
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• 제24권2호
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• pp.146-161
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• 1998

This article develops model of the nonstationary state behavior of the multiechelon spare parts provisioning systems. This study is concerned with a problem of determining the near optimal requirements level of the spare parts, especially Concurrent Spare Parts(CSP). CSP is supplied with the procurement of new equipment system, and is used to sustain the equipment without resupply during the initial coverage period. We consider this situation as a multiechelon inventory model with several bases and one depot. And we assume an equipment system which consists of many types of parts would grounded if one of the parts fail. Also this multiechelon CSP problem is considering the nonstationary poisson failure process and nonstationary exponential repair process in a dynamic environment. We develop an efficient computational procedure to find the near optimal number of spare parts minimizing the total expected cost, while achieving the required system availability. Finally we present a simple example of suggested method.

• 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.

• Wind and Structures
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• 제38권1호
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• pp.1-13
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• 2024

In order to effectively simulate nonstationary stochastic turbulent wind fields, four separation hybrid (SEP-H) models are proposed in the present study. Based on the assumption that the lateral turbulence component at one single-point is uncorrelated with the longitudinal and vertical turbulence components, the fluctuating wind is separated into 2nV-1D and nV1D nonstationary stochastic vector processes. The first process can be expressed as double proper orthogonal decomposition (DPOD) or proper orthogonal decomposition and spectral representation method (POD-SRM), and the second process can be expressed as POD or SRM. On this basis, four SEP-H models of nonstationary stochastic turbulent wind fields are developed. In addition, the orthogonal random variables in the SEP-H models are presented as random orthogonal functions of elementary random variables. Meanwhile, the number theoretical method (NTM) is conveniently adopted to select representative points set of the elementary random variables. The POD-FFT (Fast Fourier transform) technique is introduced in frequency to give full play to the computational efficiency of the SEP-H models. Finally, taking a long-span bridge as the engineering background, the SEP-H models are compared with the dimension-reduction DPOD (DR-DPOD) model to verify the effectiveness and superiority of the proposed models.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2021년도 학술발표회
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• pp.69-69
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• 2021

From the unprecedented 2011 spring flood, the residens reside by Lake Champlain and Richelieu River encountered enormous damages. The International Joint Committee (IJC) released the Lake Champlain-Richelieu River (LCRR) Plan of Study (PoS). One of the major tasks for the PoS is to investigate the possible scenarios that might happen in the LCRR basin based on the stochastic simulation of the Net Basin Supplies that calculates the amount of flow into the lake and the river. Therefore, the current study proposed a novel apporach that simulate the annual NBS teleconnecting the climate index. The proposed model employed the bivariate empirical decomposition to contamporaneously model the long-term evolution of nonstationary oscillation embeded in the annual NBS and the climate signal (here, Artic Oscillation: AO). In order to represent the variational behavior of NBS correlation structure along with the temporal revolution of the climate index, a new nonstationary parameterization concept is proposed. The results indicate that the proposed model is superior performance in preserving long and short temporal correlation. It can even preserve the hurst coefficient better than any other tested models.

• 한국음향학회지
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• 제21권1호
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• pp.11-18
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• 2002

본 논문에서는 부가 잡음에 오염된 음성신호에 이득 적응을 가지는 음성인식을 시간 영역에서 다루었다. 잡음은 유색잡음이라고 가정한다. 전화망에서 마찰음 (fricative), 운음 (glides), 유음 (liquds), 그리고 천이영역(transition region)과 같은 음성 신호의 뚜렷한 비정상상태를 극복하기 위해서 NAR-HMM (nonstationary autoregressive HMM)7을 제안하였다. 비정상상태 AR 처리는 M개의 알고 있는 기저 함수 (basis function)의 선형 결합으로 이루어진 다항 함수 (polynomial function)로 나타낼 수 있다. 오염된 신호만을 이용할 수 있을 때, 잡음의 추정 (estimation)문제는 필연적으로 발생한다. 다중 Kalman 필터를 사용함으로써, 잡음모델의 추정과 음성의 이득곡선 (gain contour)을 수행하였다. 제안한방법의 잡음 추정은 오염된 신호로부터 효과적으로 잡음을 제거하여 깨끗한 음성신호를 얻을 수 있었다. 또한 잡음 추정을 하는 일반적인 ARHMM보다 제안한 NAR-HMM이 약 2-3%의 인식성능을 향상시켰다.

• Structural Engineering and Mechanics
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• 제20권5호
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• pp.527-542
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• 2005

The main objective of this study is to examine the accuracy of the complete quadratic combination (CQC) rule with the modal responses defined by the ordinates of the uniform hazard spectra (UHS) to evaluate the peak responses of the multi-degree-of-freedom (MDOF) systems subjected to nonstationary seismic excitations. For the probabilistic analysis of the peak responses, it is considered that the seismic excitations can be modeled using evolutionary power spectra density functions with uncertain model parameters. More specifically, a seismological model and the Kanai-Tajimi model with the boxcar or the exponential modulating functions were used to define the evolutionary power spectral density functions in this study. A set of UHS was obtained based on the probabilistic analysis of transient responses of single-degree-of-freedom systems subjected to the seismic excitations. The results of probabilistic analysis of the peak responses of MDOF systems were obtained, and compared with the peak responses calculated by using the CQC rule with the modal responses given by the UHS. The comparison seemed to indicate that the use of the CQC rule with the commonly employed correlation coefficient and the peak modal responses from the UHS could lead to significant under- or over-estimation when contributions from each of the modes are similarly significant.

• 한국수자원학회논문집
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• 제48권1호
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• pp.37-44
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• 2015

본 연구에서는 Grid method를 사용하여 베이지안 비정상성 확률강우량 산정 모형을 확립하였다. 강우 극치자료의 분포로 Gumbel 분포를 채택하였으며, 분포형의 매개변수에 사전분포를 적용하고, 사전분포에 포함된 매개변수에는 초사전 분포를 적용하여 계층적 베이지안 모형을 구성하였다. Grid method는 매개변수의 발생가능 전 구간에 대하여 확률적으로 더 높은 뒷받침이 있는 하위 구간에서 난수를 직접 생성하여 집합을 구성함으로써 잘못된 결과를 도출할 수 가능성이 높은 상황에서도 보다 정확한 매개변수의 추정을 가능케 하므로 매개변수의 추정과정에서 비표준분포로 나타나는 조건부 확률밀도함수를 통한 난수의 추출은 기존에 사용해 온 Metropolis Hastings 알고리즘이 아닌 Grid method를 사용하였다. 개발된 모형은 서울의 1973년부터 2012년까지의 시강우자료를 이용하여 미래에 대한 재현기간에 따른 확률강수량을 산정하였으며, 그 결과로 기존 정상성 가정에 비해 목표연도에 따라 5%에서 8%정도의 증가율을 나타냈다.

• 한국소음진동공학회논문집
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• 제16권3호
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• pp.255-262
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• 2006

Frequency spectrum using the conventional Fourier analysis gives adequate information about the dynamic characteristics of the slider air bearing for the linear and stationary cases. The intermittent contacts for the extremely low flying height, however, generate nonlinear and nonstationary vibration at the instant of contact. Nonlinear dynamic model should be developed to simulate the impulse response of the air bearing during slider-disk contact. Time-frequency analysis is widely used to investigate the nonstationary signal. Several time-frequency analysis methods are employed and compared for the slider vibration signal caused by the impact against an artificially induced scratch on the disk. The representative Wigner-Ville distribution leads to the severe interference problem by cross terms even though it gives good resolution both in time and frequency. The smoothing process improves the interference problem at the expense of resolution. In order to get the results with good resolution and little interference, the reassignment method is proposed. Among others the reassigned Gabor spectrogram shows the best resolution and readability with negligible interference.