• Journal of Biomedical Engineering Research
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• v.15 no.3
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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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• v.27 no.1
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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.

• The Korean Journal of Applied Statistics
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• v.7 no.1
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• pp.103-112
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• 1994

An asymptotic property of the estimated eigenvalues for multivariate AR(p) process which consists of vector of nonstationary process and vector of stationary process is developed. All components of the nonstationary process are assumed to reveal random walk behavior. The asymptotic property is helpful in understanding multiple unit roots. In this paper we show the stationay part in multivariate AR(p) process does not affect the limiting distribution of estimated eigenvalues associated with the nonstationary process. A test statistic based on the ordinary least squares estimator for testing a certain number of multiple unit roots is suggested.

• Proceedings of the Earthquake Engineering Society of Korea Conference
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• 1999.04a
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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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• v.38 no.1
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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.

• Structural Engineering and Mechanics
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• v.75 no.4
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• pp.425-434
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• 2020

Practical non-synoptic fluctuating wind often exhibits nonstationary features and should be modeled as nonstationary random processes. Generally, the coherence function of the fluctuating wind field has time-varying characteristics. Some studies have shown that there is a big difference between the fluctuating wind field of the coherent function model with and without time variability. Therefore, it is of significance to simulate nonstationary fluctuating wind field with time-varying coherent function. However, current studies on the numerical simulation of nonstationary fluctuating wind field with time-varying coherence are very limited, and the proposed approaches are usually based on the traditional spectral representation method with low simulation efficiency. Especially, for the simulation of multi-variable wind field of large span structures such as transmission tower-line, not only the simulation is inefficient but also the matrix decomposition may have singularity problem. In this paper, it is proposed to conduct the numerical simulation of nonstationary fluctuating wind field in one-spatial dimension with time-varying coherence based on the wavenumber-frequency spectrum. The simulated multivariable nonstationary wind field with time-varying coherence is transformed into one-dimensional nonstationary random waves in the simulated spatial domain, and the simulation by wavenumber frequency spectrum is derived. So, the proposed simulation method can avoid the complicated Cholesky decomposition. Then, the proper orthogonal decomposition is employed to decompose the time-space dependent evolutionary power spectral density and the Fourier transform of time-varying coherent function, simultaneously, so that the two-dimensional Fast Fourier transform can be applied to further improve the simulation efficiency. Finally, the proposed method is applied to simulate the longitudinal nonstationary fluctuating wind velocity field along the transmission line to illustrate its performances.

• Journal of KSNVE
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• v.8 no.2
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• pp.251-259
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• 1998

The motion of an aircraft landing gear over rough runway at variable speed is nonstationary. In this paper, a method for the computation of nonstationary response variance is presented which uses a state space form for the combination of landing gear and runway excitation. The dynamic characteristics of the landing gear under nonstationary random excitations has also been analyzed using the proposed method. The formulation is for linear systems of arbitrary order and allows any deterministic velocity history. It has been found by a series of simulation that correlation parameter, damping coefficients of landing gear and tire, and velocity profiles play a prominent role on the dynamic characteristics.

• Journal of the military operations research society of Korea
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• v.24 no.2
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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.

• 제어로봇시스템학회:학술대회논문집
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• 2001.10a
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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.

• Transactions of the Korean Society for Noise and Vibration Engineering
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• v.16 no.3 s.108
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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.