• Computational Structural Engineering
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• v.5 no.3
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• pp.127-137
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• 1992

A method for nonstationary response analysis of an offshore guyed tower subjected to earthquake loading is presented. The nonstationarity of the earthquake excitation is modeled by imposing a time varying envelope function onto a stationary random model. By taking the envelope function and the auto-correlation function of ground acceleration in terms of complex exponential functions of time, an analytical procedure is developed for computing time varying variances of the tower response. Example analysis indicates that the maximum responses estimated by considering nonstationary effect properly are significantly less than those obtained by the conventional frequency domain analysis method based upon the stationary assumption.

• The Korean Journal of Applied Statistics
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• v.27 no.3
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• pp.431-444
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• 2014

We introduce the empirical model decomposition (EMD) to decompose a time series into a set of components in the time-frequency domain. By using EMD, we also extract cycle and trend components from major Korean macroeconomic indices and forecast the indices with the components combined. In order to evaluate their efficiencies, we investigate volatility, autocorrelation, persistence, Granger causality, nonstationarity, and forecasting performance. They are then compared with those by Hodrick-Prescott filter which is the most commonly used method.

• The Transactions of the Korean Institute of Electrical Engineers D
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• v.55 no.7
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• pp.344-351
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• 2006

The fatigue of back muscle in the repetitive lifting motion was studied using multiple parameters(FFT_MDF, RMS, 2C, NT) in this study. Recent developments in the time-frequency analysis procedures to compute the IMDF(instantaneous median frequency) were utilized to overcome the nonstationarity of EMG signal using Cohen-Posch distribution. But the above method has a lot of computation time because of its complexity. So, in this study, FFT_MDF(median frequency estimation based on FFT) algorithm was used for median frequency estimation of back muscle EMG signal during muscle work in uniform velocity portion of lumbar movement. The analysis period of EMG signal was determined by using the run test and lumbar movement angle in dynamic task, such as lifting. Results showed that FFT_MDF algorithm is well suited for the estimation of back muscle fatigue from the view point of computation time. The negative slope of a regression line fitted to the median frequency values of back muscle EMG signal was taken as an indication of muscle fatigue. The slope of muscle fatigueness with FFT_MDF method shows the similarity of 77.8% comparing with CP_MDF(median frequency estimation based on Cohen Posch distribution) method.

• Journal of the Ergonomics Society of Korea
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• v.29 no.2
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• pp.183-188
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• 2010

The purpose of this study is to investigate the stationarity of the electromyographic signal in various flexion angles, loads, and window sizes, which influence the result of the mean power frequency (MPF) and median frequency (MNF) analysis. Six healthy subjects participated in the experiment. They were tested in the combination of 3-level flexion angles (0 degree, 22.5 degree, 45 degree) and 3-level loads (0Nm, 30Nm, 60Nm). Electromyographic data were collected for 20 seconds during isometric contraction. The stationarity of collected data were analyzed with four different window sizes including 250, 500, 1000 and 2000ms. Two test methods for stationarity such as Reverse Arrangements Test and Modified Reverse Arrangements Test were used. In order to show the effect of nonstationarity, the increasing/decreasing trend of MPF and MNF trend were discussed. In results, the stationarity of the electromyographic signal decreased as flexion angle increased and load decreased while window size decreased based on Reverse Arrangements Test. The highest stationarity was shown at 500 ms window in Modified Reverse Arrangements Test. The inclination of MNF and MPF indicated 3.6-6.3%, 3.8-5.1% discrepancy compared to the result from stationary data.

• Structural Engineering and Mechanics
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• v.26 no.6
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• pp.687-707
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• 2007

High-tech facilities engaged in the production of semiconductors and optical microscopes are extremely expensive, which may require time-domain analysis for seismic resistant design in consideration of the most critical directions of seismic ground motions. This paper presents a framework for generating three-dimensional critical seismic ground acceleration time histories compatible with the response spectra specified in seismic design codes. The most critical directions of seismic ground motions associated with the maximum response of a high-tech facility are first identified. A new numerical method is then proposed to derive the power spectrum density functions of ground accelerations which are compatible with the response spectra specified in seismic design codes in critical directions. The ground acceleration time histories for the high-tech facility along the structural axes are generated by applying the spectral representation method to the power spectrum density function matrix and then multiplied by envelope functions to consider nonstationarity of ground motions. The proposed framework is finally applied to a typical three-story high-tech facility, and the numerical results demonstrate the feasibility of the proposed approach.

• Proceedings of the KOSOMBE Conference
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• v.1991 no.11
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• pp.44-47
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• 1991

There exists a transform trellis code that is optimal for stationary Gaussian sources and the squared-error distortion measure at all rates. In this paper, we train an asymptotically optimal version of such a code to obtain one which is matched better to the statistics of real world data. The training algorithm uses the M-algorithm to search the trellis codebook and the LBG-algorithm to update the trellis codebook. To adapt the codebook for the varying input data. we use two gain-adaptive methods. The gain-adaptive scheme 1, which normalizes input block data by its gain factor, is applied to images at rate 0.5 bits/pixel. When each block is encoded at the same rate, the nonstationarity among the block variances leads to a variation in the resulting distortion from one block to another. To alleviate the non-uniformity among the encoded image, we design four clusters from the block power, in which each cluster has its own trellis codebook and different rates. The rate of each cluster is assigned through requiring a constant distortion per-letter. This gain-adaptive scheme 2 produces good visual and measurable quality at low rates.

• The Korean Journal of Financial Management
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• v.16 no.2
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• pp.243-261
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• 1999

본 논문은 순이익의 시계열 속성을 조사하고, 순이익의 시계열이 랜덤워크 모형과 일치하는지를 단위근 검증방식을 사용하여 조사하며, 시계열 속성에 근거하여 도출된 예측모형과 흔히 사용되어 온 랜덤워크 모형의 예측능력을 비교하여 선행연구에서 사용되고 있는 랜덤워크 모형에 실증적 타당성을 제시하는 것을 주목적으로 하고 있다. 본 연구는 한국신용평가주식회사의 데이터 베이스에 1980년부터 1996년까지 17년간 자료가 연속적으로 포함되어 있는 금융기업을 제외한 모든 기업(272개)을 표본으로 사용하고 있다. 표본기업의 순이익 시계열에 가장 적합한 과정은 랜덤워크나 AR(1) 또는 AR(2) 모형이다. 또한 본 논문은 대부분의 기업에 때해 순이익이 랜덤워크 과정을 따른다는 가설을 기각할 수 없음을 보였다. 이들 상이한 모형의 표본외 예측력(out-of-sample predictive ability)을 비교한 결과 상수항을 포함한 랜덤워크 모형이 가장 작은 평균 절대 예측오차(mean absolute forecast error)를 갖는 것으로 나타나고 있다. 본 연구는 기존의 연구가 순이익 시계열의 불안정성(nonstationarity) 문제를 무시하거나 명시적으로 다루고 있지 않은 것과는 달리 단위근 검증(unit root test)을 통해 연간 순이익이 대체로 불안정하다는 것을 보였으며, 또한 상이한 모형의 표본외 예측능력을 비교한 결과 선행연구에서 사용하여 온 랜덤워크 모형의 우월성에 대한 실증적 증거를 제공하였다는 데 의의가 있다.

• Proceedings of the Korea Water Resources Association Conference
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• 2015.05a
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• pp.94-94
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• 2015

기후변화와 변동으로 인한 기상이변이 갈수록 심각해지고 발생 빈도도 잦아짐에 따라 현재의 배수관련 사회기반시설(Drainage Infrastructure)이 이런 문제에 대처할 준비가 잘되어 있는지에 대해 의문점이 제기되고 있다. 현재의 배수관련 사회기반시설의 설계는 이른바 정상성(stationarity)이라는 가정 하에 강우의 강도(Intensity), 지속기간(Duration), 빈도(Frequency)의 관계를 나타내는 I-D-F 곡선을 주로 이용하기 때문에 기후변화로 인한 극치사상(extremes)의 유의한 변화를 나타낼 수가 없다는 한계점을 가지고 있다. 그러나 기후변화는 극한기후(climatic extremes)의 특성을 비정상성(nonstationarity)이라 일컫는 개념으로 바꾸고 있기 때문에 배수관련 기반구조 설계(Drainage Infrastructuredesign)의 기본 가정의 하나인 강우 통계 매개변수의 정상성은 기후변화의 시대에는 더는 유효하지 않을 수 있다. 본 논문에서는 이러한 비정상성을 고려하여 조건부 GEV 분포를 이용하여 지속시간별 확률강우량 과비정상성 I-D-F 곡선식을 유도하였다. 또한, 분포형 홍수유출모형인 S-RAT(Spatial Runoff Assessment Tool)을 이용하여 강우강도의 증가가 설계 최대유량(design peak flows)에 미치는 영향을 분석하였다. 분석결과 지속기간별 차이는 있었지만 고빈도로 갈수록 전반적으로 현행 I-D-F 곡선이 실질적으로 극한강수를 과소평가하고 있으며 정상성 I-D-F 곡선 작성 방법이 기후변화의 배수관련 기반구조물의 능력설계에 적합지 않을 수도 있음을 제시하였다.

• Proceedings of the Korea Water Resources Association Conference
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• 2022.05a
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• pp.423-423
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• 2022

수자원 계획 및 관리 관점에 있어 수문모형은 중요한 도구 중 하나이며 모의의 신뢰성을 높이기 위하여 검정 및 보정 과정을 거친다. 이는 일반적으로 장기간의 과거 수문기상자료를 활용하며 자료가 정상성(stationarity)이라는 가정에 따라 매개변수를 산정한다. 그러나 최근 기후변화 문제가 심화되며, 우리나라의 경우 여름철 호우의 강도 및 빈도가 증가할 것으로 전망되는 실정에서 수문 모형의 정상성을 가정한 매개변수 추정은 강우-유출 관계에 왜곡을 초래할 수 있다. 이러한 점에서 수문기상자료의 변동성을 고려한 수문모형의 검정 및 보정기법이 필요할 것으로 판단된다. 본 연구에서는 개념적 강우-유출 모형을 활용하여 산정된 소양강댐의 기존 매개변수와 수문기상자료의 경향성을 비교하여 모형의 적합성 향상 및 다양한 매개변수 산정 방식을 제공하고자 한다. 이를 위해 전역최적화 기법(global optimization method)을 도입하여 매개변수 추정시 발생하는 불확실성을 정량화하였고 동적 기후 예측 매개변수(dynamic climate predictors)를 활용하여 최적화를 수행하였다. 교차검증을 통하여 기존의 매개변수 추정 절차와 비교 검토를 수행하였다.

• The Journal of the Acoustical Society of Korea
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• v.18 no.7
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• pp.45-55
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• 1999

In this paper, we used the WLMS(Wavelet domain Least Mean Square) adaptive filter based on the wavelet transform to cancel grain noise. Usually, grain noise occurs in changes of the crystalline structure of metals in high temperature environment. It makes the detection of flaw difficult. The WLMS adaptive filtering algorithm establishes the faster convergence rate by orthogonalizaing the input vector of adaptive filter as compared with that of LMS adaptive filtering algorithm in time domain. We implemented the WLMS adaptive filter by using the delayed version of the primary input vector as the reference input vector and then implemented the CA-CFAR(Cell Averaging- Constant False Alarm Rate) threshold estimator. CA-CFAR threshold estimator enables to detect the flaw and back echo signals automatically. Here, we used the output signals of adaptive filter as its input signal. To Cow the statistical characteristic of ultrasonic signals corrupted by grain noise, we performed run test. The results showed that ultrasonic signals are nonstationary signal, that is, signals whose statistical properties vary with time. The performance of each filter is appreciated by the signal-to-noise ratio. After LMS adaptive filtering in time domain, SNR improves to about 2-3㏈ but after WLMS adaptive filtering in wavelet domain, SNR improves to about 4-6㏈.