• Title/Summary/Keyword: Varying coefficient

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Model-Free Interval Prediction in a Class of Time Series with Varying Coefficients

  • Park, Sang-Woo;Cho, Sin-Sup;Lee, Sang-Yeol;Hwang, Sun-Y.
    • Journal of the Korean Data and Information Science Society
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    • v.11 no.2
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    • pp.173-179
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    • 2000
  • Interval prediction based on the empirical distribution function for the class of time series with time varying coefficients is discussed. To this end, strong mixing property of the model is shown and results due to Fotopoulos et. al.(1994) are employed. A simulation study is presented to assess the accuracy of the proposed interval predictor.

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Effect of Temperature Variations on Heat Transfer Coefficient in Crossflow over a Circular Cylinder (온도변화가 실린더 주위 열전달계수에 미치는 영향에 관한 실험적 연구)

  • Kauh, S.K.
    • Korean Journal of Air-Conditioning and Refrigeration Engineering
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    • v.4 no.2
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    • pp.137-145
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    • 1992
  • coefficient precisely, experiments were carried out in three categories which contain the regime of (1) constant wire temperature (2) constant fluid temperature (3) constant temperature difference between wire and fluid. Measurements were made with electrically heated circular tungsten wire placed normal to air stream at the exit of jet. Heat transfer coefficient was increased with wire temperature increasing and decreased by fluid temperaure increasing and was not changed with varying both temperature if their difference were kept constant.

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Analysis on the Performance of $2{\times}1$ Alamouti Scheme in Time-varying and Spatially Correlated Channels (시변 및 공간 상관 채널 환경에서 $2{\times}1$ 알라마우티 구조 (Alamouti Scheme)의 성능 분석)

  • Lee, Eun-Ju;Park, Jae-Don;Yoon, Gi-Wan
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2011.05a
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    • pp.539-542
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    • 2011
  • In this paper, we have implemented a performance analysis of $2{\times}1$ Alamouti scheme suggested by Alamouti, composed of the transmit space-time code and the simple linear decoding processing, in perfectly time-varying and spatially correlated channels. In addition, we derived the closed-form probability density function (PDF) of the output signal-to-noise ratio (SNR) and the outage probability of the Alamouti scheme as a function of the spatial correlation coefficient in the consideration of no correlation in time. As a result, it was found that the performance of the Alamouti scheme could be significantly degraded particularly in the case that the channels are time-varying and spatially correlated.

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Time-varying physical parameter identification of shear type structures based on discrete wavelet transform

  • Wang, Chao;Ren, Wei-Xin;Wang, Zuo-Cai;Zhu, Hong-Ping
    • Smart Structures and Systems
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    • v.14 no.5
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    • pp.831-845
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    • 2014
  • This paper proposed a discrete wavelet transform based method for time-varying physical parameter identification of shear type structures. The time-varying physical parameters are dispersed and expanded at multi-scale as profile and detail signal using discrete wavelet basis. To reduce the number of unknown quantity, the wavelet coefficients that reflect the detail signal are ignored by setting as zero value. Consequently, the time-varying parameter can be approximately estimated only using the scale coefficients that reflect the profile signal, and the identification task is transformed to an equivalent time-invariant scale coefficient estimation. The time-invariant scale coefficients can be simply estimated using regular least-squares methods, and then the original time-varying physical parameters can be reconstructed by using the identified time-invariant scale coefficients. To reduce the influence of the ill-posed problem of equation resolving caused by noise, the Tikhonov regularization method instead of regular least-squares method is used in the paper to estimate the scale coefficients. A two-story shear type frame structure with time-varying stiffness and damping are simulated to validate the effectiveness and accuracy of the proposed method. It is demonstrated that the identified time-varying stiffness is with a good accuracy, while the identified damping is sensitive to noise.

A Simple Geometric Approach to Evaluating a Bivariate Normal Orthant Probability

  • Lee, Kee-Won;Kim, Yoon-Tae;Kim, U-Jung
    • Communications for Statistical Applications and Methods
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    • v.6 no.2
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    • pp.595-600
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    • 1999
  • We present a simple geometric approach which uses polar transformation and elementary trigonometry to evaluating an orthant probability in a bivariate normal distribution. Figures are provided to illustrate the situation for varying correlation coefficient. We derive the distribution of the sample correlation coefficient from a bivariate normal distribution when the sample size is 2 as an application.

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An Equalization Technique for OFDM and MC-CDMA in a Slowly Time-Varying Multipath Fading Channel (시변 다중 경로 페이딩 채널에서 OFDM, MC-CDMA의 등화 기법)

  • 최종호;조용수
    • Proceedings of the Korean Society of Broadcast Engineers Conference
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    • 1996.06a
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    • pp.3-7
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    • 1996
  • In this paper, the performances of OFDM and MC-CDMA systems in a slowly-varying multipath fading environment is investigated. Time variation of the multipath channel leads to both a change of an optimal coefficient in one-tap equalizer and a loss of subchannel orthogornality, resulting in significant performance loss. A new simple one-tap equalizer which can reduce the effect of slowly time-varying multipath channel is proposed by taking into account time-variation of multipath profile and modifying the previous equalization techniques. It is demonstrated by computer simulation that the performances of OFDM and MC-CDMA systems can be improved by using the proposed one-tap equalizers when the multipath channel is slowly varying.

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Free Vibration and Dynamic Stability of the Axially Moving Continuum with Time-varying Length (축방향으로 이동하며 길이가 변하는 연속체의 자유 진동 및 동적 안정성)

  • 사재천;이민형;이승엽
    • Transactions of the Korean Society for Noise and Vibration Engineering
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    • v.12 no.4
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    • pp.272-279
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    • 2002
  • The time-dependent frequency and energy of free vibration of the spagetti problem, that is the axially moving continuum with time-varying length, are investigated. Exact expressions for the natural frequency and time-varying vibration energy are derived by dealing with traveling waves. The vibration period increases with increasing length, but the free vibration energy decreases. When the string undergoes retraction, the vibration energy increases with time. The free response of the time-varying string is represented by superposing two traveling waves.

On the Motion of the Structure Varying Multibody Systems with Two-Dimensional Dry Friction

  • Xie Fujie;Wolfs Peter;Cole Colin
    • Journal of Mechanical Science and Technology
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    • v.19 no.4
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    • pp.927-935
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    • 2005
  • In the present paper the dynamics of the structure varying multibody systems caused by stick-slip motion with two-dimensional dry friction are analyzed. The methods to determine friction force both in stick and slip states are described. The direct method of considering the wagon bogie system as a structure varying system was used to consider two dimensional friction at the wheelset-side frame connection. The concept of friction direction angle used to determine the friction force components of two-dimensional dry friction both in the stick and slip motion states was used. A speed depended friction coefficient was used and described approximately by hyperbolic secant function. All switch conditions were derived and friction forces both for stick and slip states. Some simulation results are provided.

QUASI-LIKELIHOOD REGRESSION FOR VARYING COEFFICIENT MODELS WITH LONGITUDINAL DATA

  • Kim, Choong-Rak;Jeong, Mee-Seon;Kim, Woo-Chul;Park, Byeong-U.
    • Journal of the Korean Statistical Society
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    • v.33 no.4
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    • pp.367-379
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    • 2004
  • This article deals with the nonparametric analysis of longitudinal data when there exist possible correlations among repeated measurements for a given subject. We consider a quasi-likelihood regression model where a transformation of the regression function through a link function is linear in time-varying coefficients. We investigate the local polynomial approach to estimate the time-varying coefficients, and derive the asymptotic distribution of the estimators in this quasi-likelihood context. A real data set is analyzed as an illustrative example.

The Characteristics of Pulsating Flow in a Hydraulic Pipe (유압관로에서 맥동유동 특성에 관한 연구)

  • 모양우;유영태;김지화
    • Korean Journal of Air-Conditioning and Refrigeration Engineering
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    • v.13 no.7
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    • pp.653-665
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    • 2001
  • The characteristics of the pulsating flow in a hydraulic pipe have been investigated. It is necessary to study the power control of the power transmission system in the landing gear system of aircraft and the design of robots. In this system, the power transmission pipeline is composed of a hydraulic system, and the operating flow is unsteady flow. The wave equation varying with frequency is analyzed in order to investigate the characteristics of unsteady flow in such a pipe. This wave equation involves the propagation coefficient in terns of frequency and viscosity. The theoretical result of this wave equation are compared with experimental result. Each wave equation, varying with the propagation coefficient, is analyzed theoretically. then, a sinusoidal wave generator is built in order to make better sinusoidal waves, and a rectifier is built to eliminate the noise from the hydraulic pump. The theoretical results of the wave equation in the flow of viscous fluid agree well with experimental results.

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