• Ocean Systems Engineering
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• v.4 no.4
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• pp.293-308
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• 2014

Unlike the traditional displacement type vessels, the high speed planing crafts are supported by the lift forces which are highly non-linear. This non-linear phenomenon causes their motions in an irregular seaway to be non-Gaussian. In general, it may not be possible to express the probability distribution of such processes by an analytical formula. Also the process might not be stationary or ergodic in which case the statistical behavior of the motion to be constantly changing with time. Therefore the extreme values of such a process can no longer be calculated using the analytical formulae applicable to Gaussian processes. Since closed form analytical solutions do not exist, recourse is taken to fitting a distribution to the data and estimating the statistical properties of the process from this fitted probability distribution. The peaks over threshold analysis and fitting of the Generalized Pareto Distribution are explored in this paper as an alternative to Weibull, Generalized Gamma and Rayleigh distributions in predicting the short term extreme value of a random process.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.17 no.31
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• pp.59-72
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• 1994

This paper deals with ordering policies of consumable goods which have large demand rates in a multi-level distribution system. The system we are concerned consists of one Central Distribution Center(CDC) and N non-identical Regional Distribution Centers(RDCs) which have different demand rates, minimum fillrates, leadtimes, etc. The customer demand on the RDC is stationary poisson and the RDCs demand on the CDC is superposition of Q-stage Erlang distributions. We approximate the RDCs and CDC demand distribution to nomal in order to enhance the efficiency of algorithm. The relevant costs include a fixed ordering cost and inventory holding cost, and backorder cost. The objective is to find a continuous-review ordering policy that minimizes the expected average costs under constraints of minimum fill rates of RDCs and maximum allowable mean delay of CDC. We developed an algorithm for determining the optimal ordering policies of the CDC and the RDCs. We verified and compared the performance of the algorithm through the simulation using the algorithm result as the input parameters.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 2003.05a
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• pp.827-832
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• 2003

There has been a number methods for the presentation of time-frequency analysis of non-stationary signal. In this paper, STFT(short time Fourier transform), wavelet transform, Wigner distribution, and higher order Wigner distribution are discussed in details with simulation signals. They are also applied to the analysis of the wave propagation of a semi finite beam. Wigner distribution and higher order Wigner distribution have good time-frewuency resolutions. Wavelet transform is required for impact analysis but should be applied carefully. STFT suffers from time-frequency resolutions. Each method is has its advantage and disadvantage depending on each application signals.

• Water for future
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• v.26 no.3
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• pp.113-124
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• 1993

This study aims at the evaluation of the stationary distribution and the emptiness passage time for the effectiveness of water utility in the Keumgang estuary reservoir by two-step transition model. It was taken discrete Markovian correlated inflows for the joint probability of inflows and storage, and was used binomial distribution for inflows distribution. As the results, it was decreased from 0.952 to 0.904 the emptiness probability of the reservoir stationary distribution during 1952-1980, and from 0.900 to 0.829 during 1981-1989, and the average emptiness passage time was increased from 23 days to 37 days during 1952-1980, and from 29 days to 61 days during 1981-1989 at low state of storage. From this, it is found that the emptiness passage time is varied with the increase of the inflows auto-correlation coefficient in the Keumgang estuary reservoir. Therefore, it is understood that auto-correlation coefficient must be taken into consideration for the evaluation of water utility in a small reservoir at drought time.

• The Korean Journal of Applied Statistics
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• v.26 no.6
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• pp.987-998
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• 2013

This paper considers the statistical characteristics on the air quality (PM10) of Korea collected hourly in 2011. PM10 in Korea exhibits very strong correlations even for higher lags, namely, long range dependence. It is power-law tailed in marginal distribution, and generalized Pareto distribution successfully captures the thicker tail than log-normal distribution. However, slowly decaying autocorrelations may confuse practitioners since a non-stationary model (such as changes in mean) can produce spurious long term correlations for finite samples. We conduct a statistical testing procedure to distinguish two models and argue that the high persistency can be explained by non-stationary changes in mean model rather than long range dependent time series models.

• Proceedings of the Korea Water Resources Association Conference
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• 2016.05a
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• pp.201-201
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• 2016

The asymptotic extreme value distributions of maxima are a natural choice when designing against future extreme events like flood peaks or wave heights, given a stationary time series. The generalized extreme value distribution (GEV) is often utilised in this context because it is seen as a convenient single expression for extreme event analysis. However, the GEV has a drawback because the location of the distribution bound relative to the data is a discontinuous function of the GEV shape parameter. That is, for annual maxima approximated by the Gumbel distribution, the data is also consistent with a GEV distribution with an upper bound (no lower bound) or a GEV distribution with a lower bound (no upper bound). A more consistent single extreme value expression for design purposes is proposed as the Weibull distribution of smallest extremes, as applied to transformed annual maxima. The Weibull distribution limit holds here for sufficiently large sample sizes, irrespective of the extreme value domain of attraction applicable to the untransformed maxima. The Gumbel, Type 2, and Type 3 extreme value distributions thus become redundant, together with the GEV, because in reality there is only a single asymptotic extreme value distribution required for design purposes - the Weibull distribution of minima as applied to transformed maxima. An illustrative synthetic example is given showing transformed maxima from the normal distribution approaching the Weibull limit much faster than the untransformed sample maxima approach the normal distribution Gumbel limit. Some New Zealand examples are given with the Weibull distribution being applied to reciprocal transformations of annual flood maxima, where the untransformed maxima follow apparently different extreme value distributions.

• Communications for Statistical Applications and Methods
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• v.19 no.1
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• pp.177-182
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• 2012

A structural break in the level as well as in the innovation variance has often been exhibited in economic time series. In this paper we propose robust unit root tests based on a sign-type test statistic when a time series has a shift in its level and the corresponding volatility. The proposed tests are robust to a wide class of partially stationary processes with heavy-tailed errors, and have an exact binomial null distribution. Our tests are not affected by the size or location of the break. We set the structural break under the null and the alternative hypotheses to relieve a possible vagueness in interpreting test results in empirical work. The null hypothesis implies a unit root process with level shifts and the alternative connotes a stationary process with level shifts. The Monte Carlo simulation shows that our tests have stable size than the OLSE based tests.

• Journal of Advanced Marine Engineering and Technology
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• v.37 no.7
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• pp.729-736
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• 2013

The turbulent properties in a mixed statistically stationary flow were investigated experimentally by a pseudo stereoscopic PIV. In order to validate the experimental results, the profiles of the turbulent kinetic energy were evaluated with the flow features. A mechanical agitator having 6 blades was installed at the bottom of the mixing tank (D=60cm, H=60cm). The agitator was rotated with 80rpm clockwise and counter-clockwise. For the measurements, three cameras were used and all were synchronized. The images captured by one of the three cameras was used for the measurement of rotational speed, and the images captured by the other two cameras were used to measure three dimensional components of velocity vectors. All vectors captured at the same rotational angle were phase averaged to construct three-dimensional vector fields to reconstruct the spatial distribution of the flow properties. It was seen that the jet scrolling along the tank was the main source of mixing.

• Structural Engineering and Mechanics
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• v.61 no.2
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• pp.183-192
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• 2017

Seismic pounding between adjacent buildings with inadequate separation and different dynamic characteristics can cause severe damage to the colliding buildings. Efficient estimation of the maximum pounding force is required to control the extent of damage in adjacent structures or develop an appropriate mitigation method. In this paper, an analytical approach on the basis of statistical relations is presented for approximate computation of extreme value of pounding force between two adjacent structures with equal or unequal heights subjected to stationary and non-stationary excitations. The nonlinearity of adjacent structures is considered using Bouc-Wen model of hysteresis and the pounding effect is simulated by applying the nonlinear viscoelastic model. It is shown that the proposed approach can significantly save computational costs by obviating the need for performing dynamic analysis. To assess the reliability and accuracy of the proposed approach, the results are compared with those obtained from nonlinear dynamic analysis.

• Journal of Astronomy and Space Sciences
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• v.33 no.2
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• pp.69-73
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• 2016

We use the non-stationary three dimensional two-layer outer gap model to explain gamma-ray emissions from a pulsar magnetosphere. We found out that for some pulsars like the Geminga pulsar, it was hard to explain emissions above a level of around 1 GeV. We then developed the model into a non-stationary model. In this model we assigned a power-law distribution to one or more of the spectral parameters proposed in the previous model and calculated the weighted phase-averaged spectrum. Though this model is suitable for some pulsars, it still cannot explain the high energy emission of the Geminga pulsar. An Inverse-Compton Scattering component between the primary particles and the radio photons in the outer magnetosphere was introduced into the model, and this component produced a sufficient number of GeV photons in the spectrum of the Geminga pulsar.