• 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.

• 한국전산구조공학회:학술대회논문집
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• 한국전산구조공학회 1992년도 봄 학술발표회 논문집
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• pp.73-78
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• 1992

A stochastic simulated anneal ins (SSA) is a recent approach to the solution of problems characterized by large number of interacting degrees of freedom. SSA simulates the degrees of freedom in a problem in a such a way that they are a collection of atoms slowly being coolded into a ground state which would correspond to the stationary point of the problem. In this paper, for a randomly disturbed current design, SSA optimization technique is used, which establishes a probabilistic criterion for acceptance or rejection of current design and iteratively improves it to arrive at a stationary Point at which critical temperature is reached. Simple truss optimization problem which consider as their constraints only the tensile and compressive yielding strength of the members are tested using SSA. Satisfactory results are obtained and some discussions are given for the behavior of SSA on the tested truss structures.

• 응용통계연구
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• 제1권1호
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• pp.57-67
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• 1987

일반적으로 시계열 자료의 분석은 시간에 대한 모수들의 정상성가정(stationary assumption)하에서 이루어지고 있다. 본 논문에서는 예측하기 힘든 시점에서 분산들이 변화할 수 있는 AR(1) 모형에서 분산의 변화점(variance ahange point)을 추정하는 방법을 제안했으며 모의자료 및 실제자료를 이용하여 다른 방법들과 비교하여 보았다.

• 대한설비공학회:학술대회논문집
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• 대한설비공학회 2006년도 하계학술발표대회 논문집
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• pp.132-137
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• 2006

Supercooled type ice slurry system is hard to keep a proper supercooling degree when solution becomes supercooling state. This is the reason of the ice blockage in pipe or cooling part due to an unstable cooling state. In this study, a cooling experiment was performed to pressurized solution in a stationary state. The behaviors during the supercooled aqueous solution were investigated at fixed flow rate of brine and aqueous solution of ethylene glycol 7 mass%. Also the effect to the freezing point of supercooled aqueous solution was investigated to the different pressure 101, 202, 303, and 404 kPa. At results, the pressure of the aqueous solution in the cylinder increased the supercooling degree increased and dissolution of supercooled point decreased.

• Journal of Veterinary Science
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• 제21권2호
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• pp.30.1-30.11
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• 2020

Mycoplasma ovipneumoniae (Mo) is difficult to culture, resulting in many difficulties in related research and application. Since nucleotide metabolism is a basic metabolism affects growth, this study conducted a "point-to-point" comparison of the corresponding growth phases between the Mo NM151 strain and the Mycoplasma mycoides subsp. capri (Mmc) PG3 strain. The results showed that the largest difference in nucleotide metabolism was found in the stationary phase. Nucleotide synthesis in PG3 was mostly de novo, while nucleotide synthesis in NM151 was primarily based on salvage synthesis. Compared with PG3, the missing reactions of NM151 referred to the synthesis of deoxythymine monophosphate. We proposed and validated a culture medium with added serine to fill this gap and prolong the stationary phase of NM151. This solved the problem of the fast death of Mo, which is significant for related research and application.

• 한국전산유체공학회:학술대회논문집
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• 한국전산유체공학회 2008년도 학술대회
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• pp.316-320
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• 2008

In this paper, the near wake of stationary and transversely oscillating square section cylinders with different corner radii are studied by numerical method to investigate the influence of corner radius. Six models R/D=0,0.1,0.2,0.3,0.4,0.5 (R is the corner radius and D is the characteristic dimension of the body) were studied. It was found that the corner radius of square cylinder significantly influences the flow features around the body both in stationary and oscillating conditions. Results indicate that, as R/D ratio increases, the Strouhal number increases and the separation point decrease for the stationary and oscillating cases.

• 한국전산유체공학회:학술대회논문집
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• 한국전산유체공학회 2008년 추계학술대회논문집
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• pp.316-320
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• 2008

In this paper, the near wake of stationary and transversely oscillating square section cylinders with different corner radii are studied by numerical method to investigate the influence of corner radius. Six models R/D=0,0.1,0.2,0.3,0.4,0.5 (R is the corner radius and D is the characteristic dimension of the body) were studied. It was found that the corner radius of square cylinder significantly influences the flow features around the body both in stationary and oscillating conditions. Results indicate that, as R/D ratio increases, the Strouhal number increases and the separation point decrease for the stationary and oscillating cases.

• 대한산업공학회지
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• 제23권2호
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• pp.403-420
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• 1997

In this paper, we examine the effect of production uncertainty to production control policies. First, we examine two famous production control policies, namely, MRP and JIT from the view point of shop floor control perspective, and analyze the differences between them due to demand fluctuations and activity time variations. Second, we conduct simulation studies on MRP and JIT to draw out the effects of demand fluctuations and activity time variations. Demand fluctuations are further classified into demand lumpiness and demand irregularity. And, activity time variations are further classified into stationary time variations and non-stationary time variations. Experimental results show that, in terms of demand fluctuations, MRP is affected by demand lumpiness, but JIT by demand irregularity. And we also see that both MRP and JIT are influenced by stationary time variation with respect to activity time variations.

• Communications for Statistical Applications and Methods
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• 제15권5호
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• pp.793-798
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• 2008

Extreme value inference deals with fitting the generalized extreme value distribution model and the generalized Pareto distribution model, which are recently combined to give a single model, namely a two-dimensional non-homogeneous Poisson exceedance point process model. In this paper, we extend the two-dimensional non-homogeneous Poisson process model to include non-stationary effect or dependence on covariates and then derive the likelihood for the extended model.

• 한국습지학회지
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• 제20권4호
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• pp.338-344
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• 2018

본 연구에서는 기후변화에 따른 극한 강우의 비정상성을 반영하기 위하여 GEV 분포의 3개 매개변수 중 위치매개변수를 공변량으로 적용하여, 지표면 기온(Surface air temperature, SAT) 및 이슬점 온도(Dew point temperature, DPT)을 고려한 비정상성 빈도해석이 실시된다. 부산 지점이 연구대상지점으로 선정되었으며, 5월부터 10월까지의 월 최대 일강수량을 이용하여 분석을 수행하였다. GEV 분포의 위치 매개변수를 위한 가장 적절한 공변량(기온과 이슬점 온도) 함수를 선택하기 위하여 다양한 모델을 구성하였으며, 구성된 모델 중 AIC(Akaike Information Criterion)가 가장 작은 모델을 최적 모델로 선정하였다. 분석 결과, exp(DPT)가 공변량인 비정상성 GEV 분포가 가장 적합한 것으로 나타났다. 선택된 모델을 이용하여 기후변화 시나리오에 따른 확률강우량의 영향을 분석하였으며, 부산지점의 경우 미래 이슬점 온도가 증가함에 따라 확률강우량이 증가할 가능성이 매우 높음을 살펴볼 수 있었다.