• Title/Summary/Keyword: Stationary distribution

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Non-stationary statistical modeling of extreme wind speed series with exposure correction

  • Huang, Mingfeng;Li, Qiang;Xu, Haiwei;Lou, Wenjuan;Lin, Ning
    • Wind and Structures
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    • v.26 no.3
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    • pp.129-146
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    • 2018
  • Extreme wind speed analysis has been carried out conventionally by assuming the extreme series data is stationary. However, time-varying trends of the extreme wind speed series could be detected at many surface meteorological stations in China. Two main reasons, exposure change and climate change, were provided to explain the temporal trends of daily maximum wind speed and annual maximum wind speed series data, recorded at Hangzhou (China) meteorological station. After making a correction on wind speed series for time varying exposure, it is necessary to perform non-stationary statistical modeling on the corrected extreme wind speed data series in addition to the classical extreme value analysis. The generalized extreme value (GEV) distribution with time-dependent location and scale parameters was selected as a non-stationary model to describe the corrected extreme wind speed series. The obtained non-stationary extreme value models were then used to estimate the non-stationary extreme wind speed quantiles with various mean recurrence intervals (MRIs) considering changing climate, and compared to the corresponding stationary ones with various MRIs for the Hangzhou area in China. The results indicate that the non-stationary property or dependence of extreme wind speed data should be carefully evaluated and reflected in the determination of design wind speeds.

A Random Shock Model for a Linearly Deteriorating System

  • Lee, Ji-Yeon;Lee, Eui-Young
    • Journal of the Korean Statistical Society
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    • v.24 no.2
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    • pp.471-479
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    • 1995
  • A random shock model for a linearly deteriorating system is introduced. The system deteriorating linearly with time is subject to random shocks which arrive according to a Poisson process and decrease the state of the system by a random amount. The system is repaired by a repairmen arriving according to another Poisson process if the state when he arrives is below a threshold. Explicit expressions are deduced for the characteristic function of the distribution function of X(t), the state of the system at time t, and for the distribution function of X(t) if X(t) is over the threshold. The stationary case is briefly discussed.

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A Study on the Test and Visualization of Change in Structures Associated with the Occurrence of Non-Stationary of Long-Term Time Series Data Based on Unit Root Test (Unit Root Test를 기반으로 한 장기 시계열 데이터의 Non-Stationary 발생에 따른 구조 변화 검정 및 시각화 연구)

  • Yoo, Jaeseong;Choo, Jaegul
    • KIPS Transactions on Software and Data Engineering
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    • v.8 no.7
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    • pp.289-302
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    • 2019
  • Structural change of time series means that the distribution of observations is relatively stable in the period of constituting the entire time series data, but shows a sudden change of the distribution characteristic at a specific time point. Within a non-stationary long-term time series, it is important to determine in a timely manner whether the change in short-term trends is transient or structurally changed. This is because it is necessary to always detect the change of the time series trend and to take appropriate measures to cope with the change. In this paper, we propose a method for decision makers to easily grasp the structural changes of time series by visualizing the test results based on the unit root test. Particularly, it is possible to grasp the short-term structural changes even in the long-term time series through the method of dividing the time series and testing it.

Stationary and nonstationary analysis on the wind characteristics of a tropical storm

  • Tao, Tianyou;Wang, Hao;Li, Aiqun
    • 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.

A study on the three dimensional turbulent flow analysis of wake flow behind rotating blade row between hub and midspan (허브와 중앙스팬 사이의 회전익 후류 3차원 난류유동해석에 관한 연구)

  • No, Su-Hyeok;Jo, Gang-Rae
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.21 no.7
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    • pp.911-918
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    • 1997
  • The turbulent viscous wake flows behind a single airfoil, two-dimensional stationary blade row and three-dimensional rotating blade row were calculated, and the numerical results were compared with experimental ones. The numerical technique was based on the SIMPLE algorithm using three turbulent closure models, standard k-.epsilon. model(WFM), low Reynolds number k-.epsilon. model(LRN) and Reynolds stress model (RSM). In the case of a single airfoil, WFM, LRN and RSM presented fairly good velocity distributions in the wake compared with experimental data. In the case of the stationary blade row, LRN and RSM presented better results than WFM for wake velocity distribution, and especially LRN showed best results among these three turbulent models. In the case of the rotating blade row, WFM and LRN showed fairly good agreement with experimental data of the three-dimensional velocity component distributions in the range from hub to mid span region. LRN was also superior to WFM in accuracy of prediction for the wake velocity distribution as same with the cases of a airfoil and the stationary blade row.

Non-Stationary Stress Analysis of Repaired Concrete Structures due to Hygral Transient Condition (대기 습도변화에 따른 콘크리트 보수체의 비정상적인 습도응력 조사)

  • 윤우현
    • Magazine of the Korea Concrete Institute
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    • v.9 no.3
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    • pp.157-166
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    • 1997
  • The object of this study was invest, igat, ing the failure phenomenon in the contact zone of rcpnired concrete structures due to the external climate change(hygral transient condition). This study was carrie out by calculating the non-stationary moisture and stress distribution in the repaired concrete structures with the cement mortar. In this analysis, main variables were the overlay thickness (Do=0.5-2.5cm). and the pre-wetting time(tc= l-5days). and the cxtcrnal 1.~1ative humidity(Ho=50-80%). The results show that the minimum overlay thickness and the minimum pre-wetting time are necessary to k e ~ p compressive stresses in the contact zone for a relative humidity.

Fatigue Damage Combination for Spread Mooring System under Stationary Random Process with Bimodal Spectrum Characteristics (바이모달 스펙트럼 특성을 가지는 정상확률과정에 대한 다점계류라인의 피로손상도 조합기법 연구)

  • Lim, Yu-Chang;Kim, Kyung-Su;Choung, Joon-Mo
    • Journal of the Society of Naval Architects of Korea
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    • v.47 no.6
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    • pp.813-820
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    • 2010
  • The spread mooring system for FPSO is developed to explore deep sea area, in which swell is dominant. It is known that the tension response of mooring lines in this sea area shows bimodal spectrum. Assuming normal distribution of tension profile and Rayleigh distribution of tension amplitude, the power spectral density function (PSD) of the mooring tension under the bimodal stationary random process is applied for the calculation of spectrum fatigue. Three popular methods, which are simple summation method, combined spectrum method and Jioa-Moan method, are used to combine fatigue damages from bimodal spectrum characteristics. Each damage value is compared with damage using Rainflow Cycle Counting (RCC) method which is believed to be close to exact solution. Vanmarcke' parameter and RMS(Root Mean Square) ratio are employed to assess relative damage variations between from RCC method and from three combination methods. Finally the most reliable fatigue damage combining method for spread mooring system is suggested.

Non-stationary frequency analysis of monthly maximum daily rainfall in summer season considering surface air temperature and dew-point temperature (지표면 기온 및 이슬점 온도를 고려한 여름철 월 최대 일 강수량의 비정상성 빈도해석)

  • Lee, Okjeong;Sim, Ingyeong;Kim, Sangdan
    • Journal of Wetlands Research
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    • v.20 no.4
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    • pp.338-344
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    • 2018
  • In this study, the surface air temperature (SAT) and the dew-point temperature (DPT) are applied as the covariance of the location parameter among three parameters of GEV distribution to reflect the non-stationarity of extreme rainfall due to climate change. Busan station is selected as the study site and the monthly maximum daily rainfall depth from May to October is used for analysis. Various models are constructed to select the most appropriate co-variate(SAT and DPT) function for location parameter of GEV distribution, and the model with the smallest AIC(Akaike Information Criterion) is selected as the optimal model. As a result, it is found that the non-stationary GEV distribution with co-variate of exp(DPT) is the best. The selected model is used to analyze the effect of climate change scenarios on extreme rainfall quantile. It is confirmed that the design rainfall depth is highly likely to increase as the future DPT increases.

AN M/G/1 VACATION QUEUE UNDER THE $P_{\lambda}^M-SERVICE$ POLICY

  • Lee, Ji-Yeon
    • Journal of the Korean Statistical Society
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    • v.36 no.2
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    • pp.285-297
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    • 2007
  • We consider the $P_{\lambda}^M-service$ policy for an M/G/1 queueing system in which the workload is monitored randomly at discrete points in time. If the level of the workload exceeds a threshold ${\lambda}$ when it is monitored, then the service rate is increased from 1 to M instantaneously and is kept as M until the workload reaches zero. By using level-crossing arguments, we obtain explicit expressions for the stationary distribution of the workload in the system.