• Title/Summary/Keyword: nonstationary model

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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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    • 제17권6호
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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.

웨이브렛 변환평면에서의 근전도신호 인식에 관한 연구 (A Study on the Identification of the EMG Signal in the Wavelet Transform Domain)

  • 김종원;김성환
    • 대한의용생체공학회:의공학회지
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    • 제15권3호
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    • pp.305-316
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    • 1994
  • All physical data in the real world are nonstationary signals that have the time varying statistical characteristics. Although few algorithms suitable to process the nonstationary signals have ever been suggested, these are treated the nonstationary signals under the assumption that the nonstationary signal is a piece-wise stationary signal. Recently, statistical analysis algorithms for the nonstationary signal have concentrated so much interest. In this paper, nonstationary EMG signals are mapped onto the orthogonal wavelet transform domain so that the eigenvalue spread of its autocorrelation matrix could be more smaller than that in the time domain. Then the model in the wavelet transform domain and an algorithm to estimate the model parameters are suggested. Also, an test signal generated by a white gaussian noise and the EMG signal are identified, and the algorithm performance is considered in the sense of the mean square error and the evaluation parameters.

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WAVELET ANALYSIS OF VEHICLE NONSTATIONARY VIBRATION UNDER CORRELATED FOUR-WHEEL RANDOM EXCITATION

  • Wang, Y.S.;Lee, C.M.;Zhang, L.J.
    • International Journal of Automotive Technology
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    • 제5권4호
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    • pp.257-268
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    • 2004
  • The wavelet analysis method is introduced in this paper to study the nonstationary vibration of vehicles. A new road model, a so-called time domain correlated four-wheel road roughness, which considers the coherence relationships between the four wheels of a vehicle, has been newly developed. Based on a vehicle model with eight degrees of freedom, the analysis of nonstationary random vibration responses was carried out in a time domain on a computer. Verification of the simulation results show that the proposed road model is more accurate than previous ones and that the simulated responses are credible enough when compared with some references. Furthermore, by taking wavelet analysis on simulated signals, some substantial rules of vehicle nonstationary vibration, such as the relationship between each vibration level, and how the vibration energy flows on a time-frequency map, beyond those from conventional spectral analysis, were revealed, and these will be of much benefit to vehicle design.

비정적 상관관계를 고려한 공간적응적 잡음제거 알고리즘 (Spatially Adaptive High-Resolution Denoising Based on Nonstationary Correlation Assumption)

  • 김창원;박성철;강문기
    • 대한전자공학회:학술대회논문집
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    • 대한전자공학회 2003년도 하계종합학술대회 논문집 Ⅳ
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    • pp.1711-1714
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    • 2003
  • The noise in an image degrades image quality and deteriorates coding efficiency of compression. Recently, various edge-preserving noise filtering methods based on the nonstationary image model have been proposed to overcome this problem. In most conventional nonstationary image models, however, pixels are assumed to be uncorrelated to each other In order not to increase the computational burden too much. As a result, some detailed information is lost in the filtered results. In this paper, we propose a computationally feasible adaptive noise smoothing algorithm which considers the nonstationary correlation characteristics of images. We assume that an image has a nonstationary mean and can be segmented into subimages which have individually different stationary correlations. Taking advantage of the special structure of the covariance matrix that results from the proposed image model, we derive a computationally efficient FFT-based adaptive linear minimum mean square error filter. The justification for the proposed image model is presented and the effectiveness of the proposed algorithm is demonstrated experimentally.

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비정상 시변 신호 인식기의 실시간 구현 및 근피로도 측정에의 응용 (Real Time Implementittion of Time Varying Nonstationary Signal Identifier and Its Application to Muscle Fatigue Monitoring)

  • 이진;이영석;김성환
    • 대한의용생체공학회:의공학회지
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    • 제16권3호
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    • pp.317-324
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    • 1995
  • A need exists for the accurate identification of time series models having time varying parameters, as is important in the case of real time identification of nonstationary EMG signal. Thls paper describes real time identification and muscle fatigue monitoring method of nonstationary EMG signal. The method is composed of the efficient identifier which estimates the autoregressive parameters of nonstationary EMG signal model, and its real time implementation by using T805 parallel processing computer. The method is verified through experiment with real EMG signals which are obtained from surface electrode. As a result, the proposed method provides a new approach for real time Implementation of muscle fatigue monitoring and the execution time is 0.894ms/sample for 1024Hz EMG signal.

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New method for generation of artificial ground motion by a nonstationary Kanai-Tajimi model and wavelet transform

  • Amiri, G. Ghodrati;Bagheri, A.;Fadavi, M.
    • Structural Engineering and Mechanics
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    • 제26권6호
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    • pp.709-723
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    • 2007
  • Considering the vast usage of time-history dynamic analyses to calculate structural responses and lack of sufficient and suitable earthquake records, generation of artificial accelerograms is very necessary. The main target of this paper is to present a novel method based on nonstationary Kanai-Tajimi model and wavelet transform to generate more artificial earthquake records, which are compatible with target spectrum. In this regard, the generalized nonstationary Kanai-Tajimi model to include the nonstationary evaluation of amplitude and dominant frequency of ground motion and properties of wavelet transform is used to generate ground acceleration time history. Application of the method for El Centro 1940 earthquake and two Iranian earthquakes (Tabas 1978 and Manjil 1990) is presented. It is shown that the model and identification algorithms are able to accurately capture the nonstationary features of these earthquake accelerograms. The statistical characteristics of the spectral response of the generated accelerograms are compared with those for the actual records to demonstrate the effectiveness of the method. Also, for comparison of the presented method with other methods, the response spectra of the synthetic accelerograms compared with the models of Fan and Ahmadi (1990) and Rofooei et al. (2001) and it is shown that the response spectra of the synthetic accelerograms with the method of this paper are close to those of actual earthquakes.

Comparative analysis of the wind characteristics of three landfall typhoons based on stationary and nonstationary wind models

  • Quan, Yong;Fu, Guo Qiang;Huang, Zi Feng;Gu, Ming
    • Wind and Structures
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    • 제31권3호
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    • pp.269-285
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    • 2020
  • The statistical characteristics of typhoon wind speed records tend to have a considerable time-varying trend; thus, the stationary wind model may not be appropriate to estimate the wind characteristics of typhoon events. Several nonstationary wind speed models have been proposed by pioneers to characterize wind characteristics more accurately, but comparative studies on the applicability of the different wind models are still lacking. In this study, three landfall typhoons, Ampil, Jongdari, and Rumbia, recorded by ultrasonic anemometers atop the Shanghai World Financial Center (SWFC), are used for the comparative analysis of stationary and nonstationary wind characteristics. The time-varying mean is extracted with the discrete wavelet transform (DWT) method, and the time-varying standard deviation is calculated by the autoregressive moving average generalized autoregressive conditional heteroscedasticity (ARMA-GARCH) model. After extracting the time-varying trend, the longitudinal wind characteristics, e.g., the probability distribution, power spectral density (PSD), turbulence integral scale, turbulence intensity, gust factor, and peak factor, are comparatively analyzed based on the stationary wind speed model, time-varying mean wind speed model and time-varying standard deviation wind speed model. The comparative analysis of the different wind models emphasizes the significance of the nonstationary considerations in typhoon events. The time-varying standard deviation model can better identify the similarities among the different typhoons and appropriately describe the nonstationary wind characteristics of the typhoons.

Model Misspecification in Nonstationary Seasonal Time Series

  • Sung K. Ahn;Park, Young J.;Cho, Sin-Sup
    • Journal of the Korean Statistical Society
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    • 제27권1호
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    • pp.67-90
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    • 1998
  • In this paper we analytically study model misspecification that arises in regression analysis of nonstationary seasonal time series. We assume the underlying data generating process is a seasonally or a regularly and seasonally integrated process. We first study consequences of totally misspecified cases where seasonal indicator variables, a linear time trend, or another statistically independent seasonally integrated process are used as predictor variables in order to model the nonstationary seasonal behavior of the dependent variable. Then we study consequences of partially misspecified cases where the dependent variable and a predictor variable are cointegrated at some, but not all of the frequencies corresponding to the nonstationary roots.

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최대 엔트로피 스펙트럼 방법을 이용한 차량의 과도 응답 특성 해석 (Maximum Entropy Spectral Analysis for Nonstationary Random Response of Vehicle)

  • Zhang, Li Jun;Lee, Chang-Myung;Wang, Yan Song
    • 한국소음진동공학회논문집
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    • 제12권8호
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    • pp.589-597
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    • 2002
  • 주행중인 차량의 동적 거동에 대한 응답을 해석하기 위하여 시간영역에서 뿐만 아니라 주파수 영역에서의 해석이 필요하다. 주파수 영역에서의 해석을 위하여 시간영역에서의 값을 FFT를 이용하여 주파수 영역으로 변화하는 방법이 일반적으로 사용되어 왔다. 본 연구에서는 최대 엔트로피 방법을 이용하여 기존의 FFT 방법보다 차량의 과도응답특성을 시간영역 및 주파수 영역에서 편리하게 해석할 수 있는 방법을 제시하고 있다.

계절성과 경향성을 고려한 극치수문자료의 비정상성 빈도해석 (Nonstationary Frequency Analysis of Hydrologic Extreme Variables Considering of Seasonality and Trend)

  • 이정주;권현한;문영일
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 2010년도 학술발표회
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    • pp.581-585
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    • 2010
  • This study introduced a Bayesian based frequency analysis in which the statistical trend seasonal analysis for hydrologic extreme series is incorporated. The proposed model employed Gumbel and GEV extreme distribution to characterize extreme events and a fully coupled bayesian frequency model was finally utilized to estimate design rainfalls in Seoul. Posterior distributions of the model parameters in both trend and seasonal analysis were updated through Markov Chain Monte Carlo Simulation mainly utilizing Gibbs sampler. This study proposed a way to make use of nonstationary frequency model for dynamic risk analysis, and showed an increase of hydrologic risk with time varying probability density functions. In addition, full annual cycle of the design rainfall through seasonal model could be applied to annual control such as dam operation, flood control, irrigation water management, and so on. The proposed study showed advantage in assessing statistical significance of parameters associated with trend analysis through statistical inference utilizing derived posterior distributions.

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