• 제목/요약/키워드: Auto and cross correlations

검색결과 14건 처리시간 0.018초

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

  • 성승학;김욱;김경천;부정숙
    • 한국대기환경학회지
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    • 제19권5호
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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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    • 제9권6호
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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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    • 제4권5호
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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.

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

  • 윤정임;김선태;김정욱
    • 한국대기환경학회지
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    • 제9권3호
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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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상관된 시계열 자료 모니터링을 위한 다변량 누적합 관리도 (Multivariate CUSUM Chart to Monitor Correlated Multivariate Time-series Observations)

  • 이규영;이미림
    • 품질경영학회지
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    • 제49권4호
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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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    • 제9권2호
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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.

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

  • 전상영;김영일;이주희
    • 한국통신학회논문지
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    • 제24권6B호
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    • pp.1134-1141
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    • 1999
  • 본 논문에서는 광 코드분할 다중접속(optical code division multiple access)시스템을 구현하고 그 구현된 시스템의 성능을 분석한다. 구현된 OCDMA 시스템에서 송신단은 레이저 다이오드를 이용하여 데이터를 광 펄스로 변환하며, 4단의 지연단으로 구성한 인코더를 이용하여 펄스 열로 확산한다. 수신단에서는 인코더의 지연선 구조와 동일한 구조의 디코더에서 펄스를 지연시킨 후 결합하여 수신된 신호를 복원한다. 성능분석에 있어서는, 먼저 단일 사용자 및 다중 사용자 환경 하에서 광 CDMA 신호의 auto-correlation과 cross-correlation을 분석하고, 실험을 통해 시뮬레이션 결과를 검증하였다. 또한 광섬유 지연선의 단 수 및 코드 길이 등 시스템의 성능에 영향을 미치는 파라메타를 컴퓨터 시뮬레이션을 통해 분석하였다. 실험 결과는 인코더와 디코더의 지연선 구조가 동일한 경우 펄스 열의 중앙에서 피크값의 펄스가 발생하는 auto-correlation 특성에 의해 데이터를 복원할 수 있었고, 지연선 구조가 동일하지 않은 경우 cross-correlation 특성에 의해 데이터를 복원할 수 없었다. 성능 분석 결과는 코드 길이가 감소하거나, 지연단위의 단 수를 증 $]$쳔갭\ulcorner비트 에러 확률이 감소하지만 요구되는 레이저 광원의 펄스폭이 점차로 감소하므로 시스템 구현이 어렵게 된다. 이러한 실험 및 분석 결과를 이용하면 CDMA 기술을 광 통신 네트워크로 적용할 수 있다.

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

  • 정병규;정의봉
    • 한국소음진동공학회논문집
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    • 제21권9호
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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.

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

  • 최현미;이진용;하규철;김기표
    • 지질공학
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    • 제21권4호
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    • pp.337-348
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    • 2011
  • 제주도 지하수위, 지하수온, 전기전도도의 변동특성 및 상관관계를 평가하고 또 지하수위변동법을 이용하여 지하수 함양률을 추정하였다. 자기상관분석을 통하여 각 관정 별 수위의 지연시간과 조절시간을 산정한 결과 자기상관성은 JM안성 관정이 가장 컸다. 그라고 교차상관분석으로 전기전도도-수위, 강수량-수위, 기온-수온간의 상관성을 분석하고 비교하였다. 분석결과 전기전도도-수위는 JR서광2, 강수량-수위는 JD하모, 기온-수온은 JI원종장2가 상호연관성이 가장 높았다. 지하수 함양률과 함양량을 산정한 결과 함양률은 평균 39.61%, 함양량은 평균 1,153,490,407 $m^3/yr$으로 산정되어 기존의 연구결과와 유사하였다.

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

  • Zheng, Yi;Song, Yong-Seon
    • 천문학회보
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    • 제41권1호
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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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