• KSCE Journal of Civil and Environmental Engineering Research
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• v.33 no.4
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• pp.1361-1375
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• 2013

The design flow considering nonstationarity is estimated to determine the design flood related to hydraulic structure quantitatively based on the design process for stream restoration in the Mokgamcheon watershed proposed by Lee et al. (2011). The purpose of this research is to suggest new ways that the design flood was calculated considering nonstationarity at the Mokgamcheon watershed. Storm-unit hydrograph method to calculate design flood and direct frequency analysis were applied and nonstationarity was considered for the frequency analysis through extRemes toolkit developed at NCAR (National Center for Atmospheric Research). Although the method of direct flood frequency analysis due to dealing with flowrates directly has a more reliable than strom-unit hydrograph method, as a result, the method of direct flood frequency analysis underestimated the design flood than strom-unit hydrograph method due to the characteristics of the flow data. Therefore, the flood of storm-unit hydrograph method (100 years frequency) was determined as the design flood in the Mokgamcheon watershed.

• Journal of Korea Water Resources Association
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• v.47 no.5
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• pp.447-457
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• 2014

This research focuses on the changes of return period for nonstationary rainfall data in which exceedance or nonexceedance probability varies depending on time. We examined two definitions of return period under nonstationarity and also performed nonstationary frequency analysis using the nonstationary Gumbel model to investigate variations of return period in Korea. Seogwipo, Inje, Jecheon, Gumi, Mungyeong, and Geochang were selected as subject sites of application. These sites have a trend in rainfall data as well as having more than 30 years data. As the results of application, the return periods considering nonstationarity are different with those considering stationarity. The differences of return periods between nonstationarity and stationarity increase as growing return period increases. In addition, the return period using the expected waiting time method shows lower value than that using the expected number of event method.

• Proceedings of the Korea Water Resources Association Conference
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• 2007.05a
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• pp.1441-1444
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• 2007

It is now widely acknowledged that climate variability modifies the frequency spectrum of hydrological extreme events. Traditional hydrological frequency analysis methodologies are not devised to account for nonstationarity that arises due to variation in exogenous factors of the causal structure. We use Hierarchical Bayesian Analysis to consider the exogenous factors that can influence on the frequency of extreme floods. The sea surface temperatures, predicted GCM precipitation, climate indices and snow pack are considered as potential predictors of flood risk. The parameters of the model are estimated using a Markov Chain Monte Carlo (MCMC) algorithm. The predictors are compared in terms of the resulting posterior distributions of the parameters associated with estimated flood frequency distributions.

• The Korean Journal of Applied Statistics
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• v.19 no.2
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• pp.319-330
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• 2006

A signal in real world usually composes of multiple signals having different scales of frequencies. For example sun-spot data is fluctuated over 11 year and 85 year. Economic data is supposed to be compound of seasonal component, cyclic component and long-term trend. Decomposition of the signal is one of the main topics in time series analysis. However when the signal is subject to nonstationarity, traditional time series analysis such as spectral analysis is not suitable. Huang et. at(1998) proposed data-adaptive method called empirical mode decomposition (EMD) . Due to its robustness to nonstationarity, EMD has been applied to various fields. Huang et. at, however, have not considered denoising when data is contaminated by error. In this paper we propose efficient denoising method utilizing cross-validation.

• International Area Studies Review
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• v.13 no.1
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• pp.3-16
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• 2009

This paper investigates the existence of uncovered interest rate parity between the Korea-USA as well as the Korea-Japan. We may ascertain the existence of uncovered interest rate parity by examining the empirical relationship between real exchange rates and interest rate differentials in the Korea-USA as well as in the Korea-Japan. The empirical relationship between real exchange rates and interest rate differentials in the Korean-USA and Korean-Japanese economies is investigated using cointegration tests. In the context of this study, cointegration technique is appropriate to examine the relationship between two(or more) nonstationary time series. Also, this method is useful to detect the possibility that the nonstationarity in both series can be explained by a single factor. The empirical results support the nonexistence of a long run equilibrium relation between real exchange rates and interest rate differentials. Also, the results show that the nonstationarity cannot be explained by a single factor.

• Smart Structures and Systems
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• v.17 no.6
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• pp.1067-1085
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• 2016

Nonstationary features existing in tropical storms have been frequently captured in recent field measurements, and the applicability of the stationary theory to the analysis of wind characteristics needs to be discussed. In this study, a tropical storm called Nakri measured at Taizhou Bridge site based on structural health monitoring (SHM) system in 2014 is analyzed to give a comparison of the stationary and nonstationary characteristics. The stationarity of the wind records in the view of mean and variance is first evaluated with the run test method. Then the wind data are respectively analyzed with the traditional stationary model and the wavelet-based nonstationary model. The obtained wind characteristics such as the mean wind velocity, turbulence intensity, turbulence integral scale and power spectral density (PSD) are compared accordingly. Also, the stationary and nonstationary PSDs are fitted to present the turbulence energy distribution in frequency domain, among which a modulating function is included in the nonstationary PSD to revise the non-monotonicity. The modulated nonstationary PSD can be utilized to unconditionally simulate the turbulence presented by the nonstationary wind model. The results of this study recommend a transition from stationarity to nonstationarity in the analysis of wind characteristics, and further in the accurate prediction of wind-induced vibrations for engineering structures.

• Proceedings of the Korea Water Resources Association Conference
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• 2020.06a
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• pp.121-121
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• 2020

Varying dominant processes, including Tropical Cyclone (TC) and non-TC rainfall events, have been known to drive the occurrence of precipitation in South Korea. With the changes in the pattern of the Earth's climate due to anthropogenic activities, nonstationarity or changes in the magnitude and frequency of these dominant processes have been separately observed for the past decades and are expected to continue in the coming years. These changes often cause unprecedented hydrologic events such as extreme flooding which pose a greater risk to the society. This study aims to take into account a more reliable future climate condition with two dominant processes. Diverse statistical models including the hidden markov chain, K-nearest neighbor algorithm, and quantile mappings are utilized to mimic future rainfall events based on the recorded historical data with the consideration of the varying effects of TC and non-TC events. The data generated is then utilized to the hydrologic model to conduct a flood frequency analysis. Results in this study emphasize the need to consider the nonstationarity of design rainfalls to fully grasp the degree of future flooding events when designing urban water infrastructures.

• ETRI Journal
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• v.45 no.5
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• pp.768-780
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• 2023

The application of unmanned aerial vehicles (UAVs) has recently attracted considerable interest in various areas. A three-dimensional multiple-input multiple-output concentric two-hemisphere model is proposed to characterize the scattering environment around a vehicle in an urban UAV-to-vehicle communication scenario. Multipath components of the model consisted of lineof-sight and single-bounced components. This study focused on the key parameters that determine the scatterer distribution. A time-variant process was used to analyze the nonstationarity of the proposed model. Vital statistical properties, such as the space-time-frequency correlation function, Doppler power spectral density, level-crossing rate, average fade duration, and channel capacity, were derived and analyzed. The results indicated that with an increase in the maximum scatter radius, the time correlation and level-crossing rate decreased, the frequency correlation function had a faster downward trend, and average fade duration increased. In addition, with the increase of concentration parameter, the time correlation, space correlation, and level-crossing rate increased, average fade duration decreased, and Doppler power spectral density became flatter. The proposed model was compared with current geometry-based stochastic models (GBSMs) and showed good consistency. In addition, we verified the nonstationarity in the temporal and spatial domains of the proposed model. These conclusions can be used as references in the design of more reasonable communication systems.

• Proceedings of the Acoustical Society of Korea Conference
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• 1998.06c
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• pp.255-258
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• 1998

Sine파를 이용한 오디오 분석과 합성은 고음질 저비트율 오디오 부호화에 매우 효율적인 방법의 하나로 알려져 있다. 본 논문은 sine파를 이용한 오디오 분석과 합성에 중요한 sine파 검출에 심리음향모델을 활용하는 방안을 제안하였다. 모의실험 결과, 심리음향모델을 사용한 경우 사용하지 않은 경우에 비해 합성에 사용되는 sine파의 개수를 약 50% 정도 줄일 수 있었음을 알 수 있었다. 한편 오디로 신호의 attack이나 nonstationarity를 처리할 수 있는 방법이 sine파를 이용한 오디오 부호화에 필수적이라는 사실을 확인하였고 그에 대한 대처 방안을 제시하였다.

• Journal of the Korean Statistical Society
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• v.33 no.2
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• pp.149-157
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• 2004

The stationarity is one of the most important properties of a time series. We propose robust sign tests for seasonal autoregressive processes to determine whether or not a time series is stationary. The proposed tests are robust to the outliers and the heteroscedastic errors, and they have an exact binomial null distribution regardless of the period of seasonality and types of median adjustments. A Monte-Carlo simulation shows that the sign test is locally more powerful than the tests based on ordinary least squares estimator (OLSE) for heavy-tailed and/or heteroscedastic error distributions.