• Title/Summary/Keyword: Auto and cross correlations

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Wind Data Simulation Using Digital Generation of Non-Gaussian Turbulence Multiple Time Series with Specified Sample Cross Correlations (임의의 표본상호상관함수와 비정규확률분포를 갖는 다중 난류시계열의 디지털 합성방법을 이용한 풍속데이터 시뮬레이션)

  • Seong, Seung-Hak;Kim, Wook;Kim, Kyung-Chun;Boo, Jung-Sook
    • Journal of Korean Society for Atmospheric Environment
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    • v.19 no.5
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    • pp.569-581
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    • 2003
  • A method of synthetic time series generation was developed and applied to the simulation of homogeneous turbulence in a periodic 3 - D box and the hourly wind data simulation. The method can simulate almost exact sample auto and cross correlations of multiple time series and control non-Gaussian distribution. Using the turbulence simulation, influence of correlations, non-Gaussian distribution, and one-direction anisotropy on homogeneous structure were studied by investigating the spatial distribution of turbulence kinetic energy and enstrophy. An hourly wind data of Typhoon Robin was used to illustrate a capability of the method to simulate sample cross correlations of multiple time series. The simulated typhoon data shows a similar shape of fluctuations and almost exactly the same sample auto and cross correlations of the Robin.

Image Path Searching using Auto and Cross Correlations

  • Kim, Young-Bin;Ryu, Kwang-Ryol
    • Journal of information and communication convergence engineering
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    • v.9 no.6
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    • pp.747-752
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    • 2011
  • The position detection of overlapping area in the interframe for image stitching using auto and cross correlation function (ACCF) and compounding one image with the stitching algorithm is presented in this paper. ACCF is used by autocorrelation to the featured area to extract the filter mask in the reference (previous) image and the comparing (current) image is used by crosscorrelation. The stitching is detected by the position of high correlation, and aligns and stitches the image in shifting the current image based on the moving vector. The ACCF technique results in a few computations and simplicity because the filter mask is given by the featuring block, and the position is enabled to detect a bit movement. Input image captured from CMOS is used to be compared with the performance between the ACCF and the window correlation. The results of ACCF show that there is no seam and distortion at the joint parts in the stitched image, and the detection performance of the moving vector is improved to 12% in comparison with the window correlation method.

Unsteady wind loading on a wall

  • Baker, C.J.
    • Wind and Structures
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    • v.4 no.5
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    • pp.413-440
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    • 2001
  • This paper presents an extensive analysis of unsteady wind loading data on a 18 m long and 2 m high wall in a rural environment, with the wind at a range of angles to the wall normal. The data is firstly analyzed using standard statistical techniques (moments of probability distributions, auto- and cross-correlations, auto- and cross-spectra etc.). The analysis is taken further using a variety of less conventional methods - conditional sampling, proper orthogonal decomposition and wavelet analysis. It is shown that, even though the geometry is simple, the nature of the unsteady flow is surprisingly complex. The fluctuating pressures on the front face of the wall are to a great extent caused by the turbulent fluctuations in the upstream flow, and reflect the oncoming flow structures. The results further suggest that there are distinct structures in the oncoming flow with a variety of scales, and that the second order quasi-steady approach can predict the pressure fluctuations quite well. The fluctuating pressures on the rear face are also influenced by the fluctuations in the oncoming turbulence, but also by unsteady fluctuations due to wake unsteadiness. These fluctuations have a greater temporal and spatial coherence than on the front face and the quasi-steady method over-predicts the extent of these fluctuations. Finally the results are used to check some assumptions made in the current UK wind loading code of practice.

A Study on the Time-Series Characteristics of Photochemical Smog Materials (광화학스모그물질의 시계열특성에 관한 연구)

  • 윤정임;김선태;김정욱
    • Journal of Korean Society for Atmospheric Environment
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    • v.9 no.3
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    • pp.183-190
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    • 1993
  • For the efficient control of photochemical smog materials, the researches on the change patterns of photochemical smog precursors are indispensable. In this study, a time-series analysis was performed for the auto-monitoring data of Kwanghwamun and Jamsil stations in 1990, and the change patterns of photochemical smog materials were studied. Especially, auto-correlation coefficients were analyzed to investigate the cyclic characteristics of pollutants in question and cross-correlation coefficients to investigate the correlations between pollutants adjusted for time lag and between $O_3$ and meteorological factors. Results of researches are as follows: First, in the case of NO and $NO_2$ intimately related to human activities, 12-hour cycle was prevalent. But $O_3$ showed 24-hour cycle. Second, NO showed a relatively high correlation with $O_3$ and usually developed into $O_3$ 5 to 7 hours later. Third, temperature, insolation intensity, and wind speed showed a positive correlation with $O_3$ while relative humidity a negative correlation.

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Multivariate CUSUM Chart to Monitor Correlated Multivariate Time-series Observations (상관된 시계열 자료 모니터링을 위한 다변량 누적합 관리도)

  • Lee, Kyu Young;Lee, Mi Lim
    • Journal of Korean Society for Quality Management
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    • v.49 no.4
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    • pp.539-550
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    • 2021
  • Purpose: The purpose of this study is to propose a multivariate CUSUM control chart that can detect the out-of-control state fast while monitoring the cross- and auto- correlated multivariate time series data. Methods: We first build models to estimate the observation data and calculate the corresponding residuals. After then, a multivariate CUSUM chart is applied to monitor the residuals instead of the original raw observation data. Vector Autoregression and Artificial Neural Net are selected for the modelling, and Separated-MCUSUM chart is selected for the monitoring. The suggested methods are tested under a number of experimental settings and the performances are compared with those of other existing methods. Results: We find that Artificial Neural Net is more appropriate than Vector Autoregression for the modelling and show the combination of Separated-MCUSUM with Artificial Neural Net outperforms the other alternatives considered in this paper. Conclusion: The suggested chart has many advantages. It can monitor the complicated multivariate data with cross- and auto- correlation, and detects the out-of-control state fast. Unlike other CUSUM charts finding their control limits by trial and error simulation, the suggested chart saves lots of time and effort by approximating its control limit mathematically. We expect that the suggested chart performs not only effectively but also efficiently for monitoring the process with complicated correlations and frequently-changed parameters.

Structural damage detection based on changes of wavelet transform coefficients of correlation functions

  • Sadeghian, Mohsen;Esfandiari, Akbar;Fadavie Manochehr
    • Structural Monitoring and Maintenance
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    • v.9 no.2
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    • pp.157-177
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    • 2022
  • In this paper, an innovative finite element updating method is presented based on the variation wavelet transform coefficients of Auto/cross-correlations function (WTCF). The Quasi-linear sensitivity of the wavelet coefficients of the WTCF concerning the structural parameters is evaluated based on incomplete measured structural responses. The proposed algorithm is used to estimate the structural parameters of truss and plate models. By the solution of the sensitivity equation through the least-squares method, the finite element model of the structure is updated for estimation of the location and severity of structural damages simultaneously. Several damage scenarios have been considered for the studied structure. The parameter estimation results prove the high accuracy of the method considering measurement and mass modeling errors.

Performance Analysis of an Optical CDMA System for multi-user Environment (다중 사용자 환경에서의 광 CDMA 시스템 성능 분석)

  • 전상영;김영일;이주희
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.24 no.6B
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    • pp.1134-1141
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    • 1999
  • In this paper, we implement an optical code division multiple access(OCDMA) system and analyze the performance of the implemented system. In the implemented system, a transmitter encodes input data into optical pulses by using laser diode, and spreads the encoded pulses in an encoder which consists of 4 stage delay lines. The decoder which is the same structure as that of encoder delays and combines the spreaded pulses, and thus recovers the original data. At first, we discuss the auto- and cross-correlations of OCDMA signals under both environments of single user and multi-users, and then verify the simulation results with experimental results. We also evaluate the effect of a number of stages of delay line and code length on the system performance through computer simulations. As experimental results we can see that if the decoder have the same configuration as that of encoder, the peak auto-correlation characteristics can be achieved, and thus we can recover the original data from received data. As simulation results we can see that although bit error rate decreases as code length decreases or the number of stage of delay line increases, it is difficult to implement the system because the pulse width becomes narrow. From the results, we can apply CDMA technologies to optical communication networks.

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Estimation of Vibration Source and Sound Radiation of a Refrigerator Fan by using Measured Acceleration Signals (가속도 측정신호를 이용한 냉장고 홴의 진동원과 방사소음의 예측)

  • Jung, Byung-Kyoo;Jeong, Weui-Bong
    • Transactions of the Korean Society for Noise and Vibration Engineering
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    • v.21 no.9
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    • pp.834-841
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    • 2011
  • Obtaining the real exciting force is important for the analysis of structural vibration or sound radiation to represent the actual condition. But in most cases, it is so difficult to get the actual force signals by direct measurement using sensors due to complex geometry. This paper suggests advanced source identification method which can be applied to the prediction of radiated noise considering correlations between measured signals. This method was implemented to the identification of the fan force in the refrigerator. The analysis of structural vibration and radiated noise caused by the fan force was also performed. The comparison between predicted SPL and measured SPL of the radiated noise by the refrigerator fan showed good agreement.

The Study on Time Series Analysis of Groundwater Data and Groundwater Recharge in Jeju Island (제주도 수리자료에 대한 시계열 분석 및 지하수 함양률 추정 연구)

  • Choi, Hyun-Mi;Lee, Jin-Yong;Ha, Kyoo-Chul;Kim, Gee-Pyo
    • The Journal of Engineering Geology
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    • v.21 no.4
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    • pp.337-348
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    • 2011
  • We examined temporal variations in and relationships among groundwater level, groundwater temperature, and electric conductivity, and estimated groundwater recharge at Jeju Island. The time lag and regulation time of groundwater level data revealed that monitoring well in Ansung (JM-AS) has the highest auto-correlation. The cross-correlations for electric conductivity-water level, precipitation-water level, and air temperature-water temperature revealed that monitoring well in Seogwi-2 (JR-SG2) (electric conductivity-water level), monitoring well in Hamo (JD-HM) (precipitation-water level), and monitoring well in Wonjongjang-2 (JT-WJJ2) (air temperature-water temperature) had the highest cross-correlations. The average groundwater recharge ratio was 39.61%, and the average groundwater recharge amount was 1,153,490,407 $m^3/yr$, which is consistent with the results of previous studies.

Study on mapping of dark matter clustering from real space to redshift space

  • Zheng, Yi;Song, Yong-Seon
    • The Bulletin of The Korean Astronomical Society
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    • v.41 no.1
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    • pp.38.2-38.2
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    • 2016
  • The mapping of dark matter clustering from real to redshift spaces introduces the anisotropic property to the measured density power spectrum in redshift space, known as the Redshift Space Distortion (hereafter RSD) effect. The mapping formula is intrinsically non-linear, which is complicated by the higher order polynomials due to the indefinite cross correlations between the density and velocity fields, and the Finger-of-God (hereafter FoG) effect due to the randomness of the peculiar velocity field. Furthermore, the rigorous test of this mapping formula is contaminated by the unknown non-linearity of the density and velocity fields, including their auto- and cross-correlations, for calculating which our theoretical calculation breaks down beyond some scales. Whilst the full higher order polynomials remains unknown, the other systematics can be controlled consistently within the same order truncation in the expansion of the mapping formula, as shown in this paper. The systematic due to the unknown non-linear density and velocity fields is removed by separately measuring all terms in the expansion using simulations. The uncertainty caused by the velocity randomness is controlled by splitting the FoG term into two pieces, 1) the non-local FoG term being independent of the separation vector between two different points, and 2) the local FoG term appearing as an indefinite polynomials which is expanded in the same order as all other perturbative polynomials. Using 100 realizations of simulations, we find that the best fitted non-local FoG function is Gaussian, with only one scale-independent free parameter, and that our new mapping formulation accurately reproduces the observed power spectrum in redshift space at the smallest scales by far, up to k ~ 0.3 h/Mpc, considering the resolution of future experiments.

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