• Proceedings of the Earthquake Engineering Society of Korea Conference
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• 1999.04a
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• pp.61-68
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• 1999

In the nonlinear dynamic structural analysis the given ground excitation as an input should be well defined. Because of the lack of recorded accelerograms in Korea it is required to generate an artificial earthquake by a stochastic model of ground excitation with various dynamic properties rather than recorded accelerograms. It is well known that earthquake motions are generally non-stationary with time-varying intensity and frequency content. Many researchers have proposed non-stationary random process models. Yeh and Wen (1990) proposed a non-stationary modulation function and a power spectral density function to describe such non-stationary characteristics. Satio and Wen(1994) proposed a non-stationary stochastic process model to generate earthquake ground motions which are compatible with design reponse spectrum at sites in Japan. this paper shows the process to modify power spectrum compatible with target design response spectrum for generating of nonstationary artificial earthquake ground motions. Target reponse spectrum is chosen by ATC14 to calibrate the response spectrum according to a give recurrence period.

• Journal of the Korean Mathematical Society
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• v.58 no.1
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• pp.237-264
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• 2021

In this work the stationary bootstrap of Politis and Romano [27] is applied to the empirical distribution function of stationary and associated random variables. A weak convergence theorem for the stationary bootstrap empirical processes of associated sequences is established with its limiting to a Gaussian process almost surely, conditionally on the stationary observations. The weak convergence result is proved by means of a random central limit theorem on geometrically distributed random block size of the stationary bootstrap procedure. As its statistical applications, stationary bootstrap quantiles and stationary bootstrap mean residual life process are discussed. Our results extend the existing ones of Peligrad [25] who dealt with the weak convergence of non-random blockwise empirical processes of associated sequences as well as of Shao and Yu [35] who obtained the weak convergence of the mean residual life process in reliability theory as an application of the association.

• Structural Engineering and Mechanics
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• v.82 no.3
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• pp.325-341
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• 2022

Previous major earthquakes indicated that the earthquake induced ground motions are typical non-stationary processes, which are non-stationary in both amplification and frequency. For the convenience of aseismic design and analysis, it usually assumes that the ground motions at structural supports are stationary processes. The development of time-frequency analysis technique makes it possible to evaluate the non-stationary responses of engineering structures subjected to non-stationary inputs, which is more general and realistic than the analysis method commonly used in engineering. In this paper, the wavelet-based stochastic vibration analysis methodology is adopted to calculate the non-stationary responses of multi-support structures. For comparison, the stationary response based on the standard random vibration method is also investigated. A frame structure and a two-span bridge are analyzed. The effects of non-stationary spatial ground motion and local site conditions are considered, and the influence of structural property on the structural responses are also considered. The analytical results demonstrate that the non-stationary spatial ground motions have significant influence on the response of multi-support structures.

• Proceedings of the Computational Structural Engineering Institute Conference
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• 1999.04a
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• pp.145-150
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• 1999

In the nonlinear dynamic structural analysis, the given ground excitation as an input should be well defined. Because of the lack of recorded accelerograms in Korea, it is required to generate an artificial earthquake by a stochastic model of ground excitation with various dynamic properties rather than recorded accelerograms. It is well known that earthquake motions are generally non-stationary with time-varying intensity and frequency content. Many researchers have proposed non-stationary random process models. Yeh and Wen (1990) proposed a non-stationary stochastic process model which can be modeled as components with an intensity function, a frequency modulation function and a power spectral density function to describe such non-stationary characteristics. This paper shows the process to generate nonstationary artificial earthquake ground motions considering target design response spectrum chosen by ATC14.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.13 no.6
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• pp.2838-2858
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• 2019

Traditional channel models for vehicle-to-vehicle (V2V) communication usually assume fixed velocity in static scattering environment. In the realistic scenarios, however, time-variant velocity for V2V results in non-stationary statistical properties of wireless channels. Dynamic scatterers with random velocities and directions have been always utilized to depict the non-stationary statistical properties of the channel. In this paper, a non-stationary geometry-based cooperative scattering channel model is proposed for multiple-input multiple-output (MIMO) V2V communication systems, where a birth-death process is used to capture the appearance and disappearance dynamic properties of moving scatterers that reflect the time-variant time correlation and Doppler spectrum characteristics. Moreover, our model has more straight and concise to study the impact of the vehicular traffic density on channel characteristics and thus avoid complicated procedure in deriving the analytical expressions of the channel parameters and functions. The numerical results validate our analysis and demonstrate that setting important parameters of our model can appropriately build up more purposeful measurement campaigns in the future.

• Proceedings of the Computational Structural Engineering Institute Conference
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• 1998.10a
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• pp.497-504
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• 1998

In the nonlinear dynamic structural analysis, the given ground excitation as an input should be well defined. Because of the lack of recorded accelerograms in Korea, it is required to generate an artificial earthquake by a stochastic model of ground excitation with various dynamic properties rather than recorded accelerograms. It is well own that earthquake motions are generally non-stationary with time-varying intensity and frequency content. Many researchers have proposed non-stationary random process models. Yeh and Wen (1990) proposed a non-stationary stochastic process model which can be modeled as components with an intensity function, a frequency modulation function and a power spectral density function to describe such non-stationary characteristics. This model is based on the simulation for the strong-motion earthquakes with magnitude greater than approximately 5.0~6.0, because it will be not only expected to cause structural damage but also involved the characteristics of earthquake motions. Also, the recorded earthquake motion within this range are still very scarce in Korea. Thus, it is necessary to verify the model by the application of it to the mid-magnitude (approximately 4.0~6.0) earthquakes actually recorded in domestic or foreign area. The purpose of the paper is to generate an artificial earthquake using the model of Yeh and Wen in the area with low seismicity.

• Structural Engineering and Mechanics
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• v.2 no.3
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• pp.285-294
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• 1994

Based on a fast and accurate method for the stationary random seismic response analysis for discretized structures(Lin 1992, Lin et al. 1992), a Ritz method for dealing with such responses of continuous systems in developed. This method is studied quantitatively, using cantilever shear beams for simplicity and clarity. The process can be naturally extended to deal with various boundary conditions as well as non-uniform Bernoulli-Euler beams, or even Timoshenko beams. Algorithms for both proportionally and non-proportionally damped responses are described. For all of such damping cases, it is not necessary to solve for the natural vibrations of the beams. The solution procedure is very simple, and equally efficient for a white or a non-white ground excitation spectrum. Two examples are given where various power spectral density functions, variances, covariances and second spectral moments of displacement, internal force response, and their derivatives are calculated and analyses. Some Ritz solutions are compared with "exact" CQC solutions.

• Journal of the Korean Statistical Society
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• v.30 no.1
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• pp.31-39
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• 2001

For estimating parameters of possibly nonlinear and/or non-stationary seasonal autoregressive(AR) processes, we introduce a new instrumental variable method which use the direction vector of the regressors in the same period as an instrument. On the basis of the new estimator, we propose new seasonal random walk tests whose limiting null distributions are standard normal regardless of the period of seasonality and types of mean adjustments. Monte-Carlo simulation shows that he powers of he proposed tests are better than those of the tests based on ordinary least squares estimator(OLSE).

• 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 Power System Engineering
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• v.4 no.2
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• pp.40-45
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• 2000

Some engineering materials are often known to have considerable spatial variation in their resisting strength and other properties. The objective of this study is to investigate the averaging effect and the applicability of extremal statistic for the statistical size effect. In the present study, it is assumed that the material property is a stationary random process in space. The theoretical autocorrelation function of the material strength are discussed for several correlation lengths. And, in order to investigate the statistical size effect, the material properties was simulated by using the non-Gaussian random process method. The material properties were plotted on the Weibull probability papers. The main results are summarized as follows: The autocorrelation function of the material properties are almost independent of the averaging length. The variance decreases with increasing the averaging length. As correlation length is smaller, the slope is larger. And also, it was found that Weibull statistics based on the weakest-link model could not explain the spatial variation of material properties with respect to the size effect satisfactory.