• The Journal of the Acoustical Society of Korea
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• v.15 no.3E
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• pp.13-18
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• 1996

A real-time identifier for the nonstationary time-varying signals and systems was implemented using a low cost DSP (digital signal processing) chip. The identifier is comprised of I/O units, a central processing unit, a control unit and its supporting software. In order t estimate the system accurately and to reduce quantization error during arithmetic operation, the firmware was programmed with 64-bit extended precision arithmetic. The performance of the identifier was verified by comparing with the simulation results. The implemented real-time identifier has negligible quantization errors and its real-time processing capability crresponds to 0.6kHz for the nonstationary AR (autoregressive) model with n=4 and m=1.

• Proceedings of the Korea Water Resources Association Conference
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• 2010.05a
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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.

• Earthquakes and Structures
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• v.16 no.5
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• pp.563-573
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• 2019

When generating spectrum-compatible artificial ground motion in engineering practices, the effect of the variation in fitting parameters on the distribution of the peak ground displacement (PGD) has not yet drawn enough attention. In this study, a method for simulating ground motion matching for multiple targets is developed. In this method, a frequency-dependent amplitude envelope function with statistical parameters is introduced to simulate the nonstationarity of the frequency in earthquake ground motion. Then, several groups of time-history acceleration with different temporal and spectral nonstationarities were generated to analyze the effect of nonstationary parameter variations on the distribution of PGD. The following conclusions are drawn from the results: (1) In the simulation of spectrum-compatible artificial ground motion, if the acceleration time-history is generated with random initial phases, the corresponding PGD distribution is quite discrete and an uncertain number of PGD values lower than the limit value are observed. Nevertheless, the mean values of PGD always meet the requirement in every group. (2) If the nonstationary frequencies of the ground motion are taken into account when fitting the target spectrum, the corresponding PGD values will increase. A correlation analysis shows that the change in the mean and the dispersion values, from before the frequencies are controlled to after, correlates with the modal parameters of the predominant frequencies. (3) Extending the maximum period of the target spectrum will increase the corresponding PGD value and, simultaneously, decrease the PGD dispersion. Finally, in order to control the PGD effectively, the ground motion simulation method suggested in this study was revised to target a specified PGD. This novel method can generate ground motion that satisfies not only the required precision of the target spectrum, peak ground acceleration (PGA), and nonstationarity characteristics of the ground motion but also meets the required limit of the PGD, improving engineering practices.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.39 no.6
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• pp.667-673
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• 2019

Global warming may accelerate climate change and may increase disaster caused by strong winds. This research studied a method for a nonstationary frequency analysis considering the linear trend over time. The Bayesian method was used to estimate the posterior distribution of the parameters for the extreme value distribution of the annual maximum wind speed at Jeju Airport. The nonstationary frequency analysis was performed based on the Monte Carlo Markov Chain simulation and the Gibbs sampling. The estimated wind speeds by nonstationary frequency analysis was larger than those by stationary analysis. The conventional frequency analysis procedure assuming stationarity is likely to underestimate the future design wind speed in the region where statistically significant trend exists.

• Transactions of the Korean Society for Noise and Vibration Engineering
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• v.25 no.12
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• pp.888-894
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• 2015

A new method for the simulation of the vehicle's interior road noise is proposed in the present study. The road noise model can synthesize road noise of a vehicle for varying driving speed within a range. In the proposed method, interior road noise is considered as a stochastic time-series, and is modeled by a nonstationary parametric model via two steps. First, each interior road noise signal, obtained from constant speed driving tests performed within a range of speed, is modeled as an autoregressive model whose parameters are estimated by using a standard method. Finally, the parameters obtained for different driving speeds are interpolated based on the varying driving speed to yield a time-varying autoregressive model. To model a full band road noise, audible frequency range is divided into an octave band using a wavelet filter bank, and the road noise in each octave band is modeled.

• Proceedings of the Korea Water Resources Association Conference
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• 2021.06a
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• pp.69-69
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• 2021

From the unprecedented 2011 spring flood, the residens reside by Lake Champlain and Richelieu River encountered enormous damages. The International Joint Committee (IJC) released the Lake Champlain-Richelieu River (LCRR) Plan of Study (PoS). One of the major tasks for the PoS is to investigate the possible scenarios that might happen in the LCRR basin based on the stochastic simulation of the Net Basin Supplies that calculates the amount of flow into the lake and the river. Therefore, the current study proposed a novel apporach that simulate the annual NBS teleconnecting the climate index. The proposed model employed the bivariate empirical decomposition to contamporaneously model the long-term evolution of nonstationary oscillation embeded in the annual NBS and the climate signal (here, Artic Oscillation: AO). In order to represent the variational behavior of NBS correlation structure along with the temporal revolution of the climate index, a new nonstationary parameterization concept is proposed. The results indicate that the proposed model is superior performance in preserving long and short temporal correlation. It can even preserve the hurst coefficient better than any other tested models.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.30 no.4B
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• pp.389-397
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• 2010

This study introduced a Bayesian based frequency analysis in which the statistical trend analysis for hydrologic extreme series is incorporated. The proposed model employed Gumbel 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 Gumbel distribution and trend 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. The proposed study showed advantage in assessing statistical significance of parameters associated with trend analysis through statistical inference utilizing derived posterior distributions.

• Journal of Korea Water Resources Association
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• v.38 no.8 s.157
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• pp.595-604
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• 2005

Precipitation simulation for making the data size larger is an important task for hydrologic analysis. The simulation can be divided into two major categories which are the parametric and nonparametric methods. Also, precipitation simulation depends on time intervals such as daily or hourly rainfall simulations. So far, Markov model is the most favored method for daily precipitation simulation. However, most models are consist of state transition probability by using the homogeneous Markov chain model. In order to make a state vector, the small size of data brings difficulties, and also the assumption of homogeneousness among the state vector in a month causes problems. In other words, the process of daily precipitation mechanism is nonstationary. In order to overcome these problems, this paper focused on the nonparametric method by using uni-variate and multi-variate when simulating a precipitation instead of currently used parametric method.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 2004.05a
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• pp.441-445
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• 2004

In this paper, we deal with an inventory model of a multi-stage, serial supply chain system where a single product type and nonstationary customer demand pattern are considered. The retailer and suppliers place their orders according to an echelon-stock based replenishment control policy. We assume that the suppliers can access online information on the demand history and use this information when making their replenishment decisions. Using a reinforcement learning technique, the inventory control parameters are designed to adaptively change as the customer demand pattern is altered, in order to maintain a given target service level. Through a simulation based experiment, we verified that our approach is good for maintaining the target service level.

• Journal of The Korean Society of Agricultural Engineers
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• v.58 no.5
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• pp.1-10
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• 2016

Drought is a slow-varying natural hazard that is characterized by various factors such that reliable drought forecasting along with uncertainties estimation has been a major issue. In this study, we proposed a stochastic simulation technique based scheme for providing a set of drought scenarios. More specifically, this study utilized a nonstationary Hidden markov model that allows us to include predictors such as climate state variables and global climate model's outputs. The simulated rainfall scenarios were then used to generate the well-known meteorological drought indices such as SPI, PDSI and PN for the three dam watersheds in South Korea. It was found that the proposed modeling scheme showed a capability of effectively reproducing key statistics of the observed rainfall. In addition, the simulated drought indices were generally well correlated with that of the observed.