• 한국통계학회:학술대회논문집
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• 한국통계학회 2002년도 추계 학술발표회 논문집
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• pp.279-285
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• 2002

In this paper we consider the problem of testing for structural changes in ARIMA models based on a cusum test. In particular, the proposed test procedure is applicable to testing for a change of the status of time series from stationarity to nonstationarity or vice versa. The idea is to transform the time series via differencing to make stationary time series. We propose a graphical method to identify the correct order of differencing.

• 대한음성학회:학술대회논문집
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• 대한음성학회 2003년도 10월 학술대회지
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• pp.97-100
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• 2003

This paper addresses a method of convolutive source separation that based on SEONS (Second Order Nonstationary Source Separation) [1] that was originally developed for blind separation of instantaneous mixtures using nonstationarity. In order to tackle this problem, we transform the convolutive BSS problem into multiple short-term instantaneous problems in the frequency domain and separated the instantaneous mixtures in every frequency bin. Moreover, we also employ a H infinity filtering technique in order to reduce the sensor noise effect. Numerical experiments are provided to demonstrate the effectiveness of the proposed approach and compare its performances with existing methods.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2003년도 춘계 학술발표회 논문집
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• pp.281-286
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• 2003

The stationarity is one of the most important properties of a time series. We propose robust sign tests for seasonal autoregressive process to determine whether or not a time series is stationary. The tests have an exact binomial null distribution and are robust to the outliers and the heteroscedastic errors. Monte-Carlo simulation shows that the sign test is locally more powerful than the OLSE-based tests for heavy-tailed and/or heteroscedastic error distributions.

• The Journal of the Acoustical Society of Korea
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• 제12권1E호
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• pp.56-64
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• 1993

본 논문은 공간적으로 변하는 스펙트럼을 추정하는 새로운 적응 방법을 제안한다. 제안한 방법에서는 오래된 upstream의 데이터를 망각함으로서 신호의 nonstationarity를 고려해주는 시변망각인자의 개념을 recursive least square(RLS) 알고리즘에 도입하였으며, 관심이 있는 공간영역에서 탐사침을 천천히 움직여 얻은 하나의 데이터 군으로부터 downstream 스펙트럼을 추정하였다. 제시한 방법의 실현 가능성은 실제 실험(wind tunnel 이용)을 통해서 얻은 공간적으로 변하는 nonstatonary 신호의 스펙트럼을 추정하는 과정에서 입증되며 또한 기존의 방법들과 비교함으로서 그 우수성을 보인다.

• IEIE Transactions on Smart Processing and Computing
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• 제4권2호
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• pp.89-96
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• 2015

In this paper, time-frequency analysis algorithms, empirical mode decomposition and local mean decomposition, are reviewed and their applications to nonlinear and nonstationary real-world data are discussed. In addition, their generic extensions to complex domain are addressed for the analysis of multichannel data. Simulations of these algorithms on synthetic data illustrate the fundamental structure of the algorithms and how they are designed for the analysis of nonlinear and nonstationary data. Applications of the complex version of the algorithms to the synthetic data also demonstrate the benefit of the algorithms for the accurate frequency decomposition of multichannel data.

• 한국통신학회논문지
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• 제30권3C호
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• pp.83-91
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• 2005

본 논문에서는 DS-CDMA 시스템을 위한 적응 혼합 검색형 동기획득 알고리즘의 성능을 저속 페이딩 환경에서 해석한다. 먼저, CDMA 순방향 링크에서의 간섭의 불안정성 (nonstationarity)에 효율적으로 대처하기 위해 CFAR (constant false alarm rate) 특성을 갖도록 동기획득 알고리즘을 설계한다. 설계된 알고리즘의 평균 동기획득 시간 (mean acquisition time)을 이론적으로 해석하고 주파수 선택성 레일라이 페이딩 환경에서 신호탐지 확률, 탐지실패 확률, 및 오경보 율을 유도한다. 성능 해석 시 저속 페이딩 환경을 고려해, 수신 신호의 포락선이 PDI(post-detection integration) 구간 동안 일정하다고 가정한다. 끝으로 설계된 동기획득 알고리즘 대하여 부 윈도우 (sub-window)의 크기, PDI 크기, 판정 임계치 등에 따른 동기획득 성능의 변화를 cdma2000 환경을 고려하여 분석한다.

• Earthquakes and Structures
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• 제16권5호
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• pp.563-573
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• 2019

When generating spectrum-compatible artificial ground motion in engineering practices, the effect of the variation in fitting parameters on the distribution of the peak ground displacement (PGD) has not yet drawn enough attention. In this study, a method for simulating ground motion matching for multiple targets is developed. In this method, a frequency-dependent amplitude envelope function with statistical parameters is introduced to simulate the nonstationarity of the frequency in earthquake ground motion. Then, several groups of time-history acceleration with different temporal and spectral nonstationarities were generated to analyze the effect of nonstationary parameter variations on the distribution of PGD. The following conclusions are drawn from the results: (1) In the simulation of spectrum-compatible artificial ground motion, if the acceleration time-history is generated with random initial phases, the corresponding PGD distribution is quite discrete and an uncertain number of PGD values lower than the limit value are observed. Nevertheless, the mean values of PGD always meet the requirement in every group. (2) If the nonstationary frequencies of the ground motion are taken into account when fitting the target spectrum, the corresponding PGD values will increase. A correlation analysis shows that the change in the mean and the dispersion values, from before the frequencies are controlled to after, correlates with the modal parameters of the predominant frequencies. (3) Extending the maximum period of the target spectrum will increase the corresponding PGD value and, simultaneously, decrease the PGD dispersion. Finally, in order to control the PGD effectively, the ground motion simulation method suggested in this study was revised to target a specified PGD. This novel method can generate ground motion that satisfies not only the required precision of the target spectrum, peak ground acceleration (PGA), and nonstationarity characteristics of the ground motion but also meets the required limit of the PGD, improving engineering practices.

• 전자공학회논문지S
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• 제35S권11호
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• pp.37-43
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• 1998

본 논문에서는 전이중 디지탈 가입자 선로 모뎀에서 사용될 수 있는 새로운 echo canceller를 제안하였다. 제안된 echo canceller는 적응알고리즘으로 NLMS알고리즘에 기반을 둔 병렬적응(parallel adaptation) NLMS 알고리즘을 사용하였다. 2개의 NLMS과정으로부터 비정체성 대 부가잡음비의 추정치를 구하고 이로부터 최적수렴제어 파라미터를 선택하는 PA-NLMS알고리즘을 유도하였다. 컴퓨터 시뮬레이션 결과 제안된 PA-NLMS 알고리즘은 가장 빠른 NLMS의 수렴속도와 비슷하였으나 misadjustment at convergence(MAC) 성능에서는 상당히 우수함을 보였다.

• Journal of the Korean Statistical Society
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• 제28권3호
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• pp.371-387
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• 1999

For possibly nonstationary autoregressive moving average, modeling based on the original observations rather than the differenced observations is considered. Under this scheme, sample autocorrelation functions, parameter estimates, model diagnostic statistics, and prediction are all computed from the original data instead of the differenced data. The methods and results established under stationarity of data are shown to naturally extend to the nonstationarity of one autoregressive unit root. The sample ACF and PACF can be used for ARMA order determination. The BIC order is strongly consistent. The parameter estimates are asymptotically normal. The portmanteau statistic has chi-square distribution. The predictor is asymptotically equivalent to that based on the differenced data.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2006년도 학술발표회 논문집
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• pp.1450-1454
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• 2006

Empirical mode decomposition (EMD) is applied to analyze time series characterized with nonlinearity and nonstationarity. This decomposition could be utilized to construct finite and small number intrinsic mode functions (IMF) that describe complicated time series, while admitting the Hilbert transformation properties. EMD has the capability of being adaptive, capture local characteristics, and applicable to nonlinear and nonstationary processes. Unlike discrete wavelet transform (DWT), IMF eliminates spurious harmonics and retains meaningful instantaneous frequencies. Examples based on data representing natural phenomena are given to demonstrate highlight the power of this method in contrast and comparison of other ones. A presentation of the energy-frequency-time distribution of these signals found to be more informative and intuitive when based on Hilbert transformation.