• 제목/요약/키워드: white noise analysis

검색결과 266건 처리시간 0.028초

비정상 월유량 시계열의 해석과 예측 (Analysis and Forecast of Non-Stationary Monthly Steam Flow)

  • 이재형;선우중호
    • 물과 미래
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    • 제11권2호
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    • pp.54-61
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    • 1978
  • 비교적 주기성이 강하고 경향성이 존재하는 유량시계열에 있어서 예측 및 모의발생을 위한 모형개발이 시도되었다. 원시계열로부터 구한 차분시계열(Diffe renced time series)이 정상공분산을 갖는다는 가정하여 모형의 고정화(Model Intentification)가 실시되었으며, 정상가정을 정당화하기 위해 잔차(Residual)의 통계적 성질을 검토하였다. 또한, 동정된 모형의 예측 정도를 노이기 위하여 예측오차의 분산이 최소가 되도록 추계적 제어(Stochastic Control)된 모형을 예측에 사용하였다. 한국주요하천유역의 유량자료에 대한 모형의 고정과 예측결과로부터, 차분연산자(Difference operator)는 경향과 주기를 제거하는데 좋은 방법이 됨이 판단되었다.

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A model experiment of damage detection for offshore jacket platforms based on partial measurement

  • Shi, Xiang;Li, Hua-Jun;Yang, Yong-Chun;Gong, Chen
    • Structural Engineering and Mechanics
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    • 제29권3호
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    • pp.311-325
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    • 2008
  • Noting that damage occurrence of offshore jacket platforms is concentrated in two structural regions that are in the vicinity of still water surface and close to the seabed, a damage detection method by using only partial measurement of vibration in a suspect region was presented in this paper, which can not only locate damaged members but also evaluate damage severities. Then employing an experiment platform model under white-noise ground excitation by shaking table and using modal parameters of the first three modes identified by a scalar-type ARMA method on undamaged and damaged structures, the feasibility of the damage detection method was discussed. Modal parameters from eigenvalue analysis on the structural FEM model were also used to help the discussions. It is demonstrated that the damage detection algorithm is feasible on damage location and severity evaluation for broken slanted braces and it is robust against the errors of baseline FEM model to real structure when the principal errors is formed by difference of modal frequencies. It is also found that Z-value changes of modal shapes also play a role in the precise detection of damage.

확률론적 선형 동적계의 구조신뢰성 해석 (Structural Reliability Analysis of Linear Dynamic Systems with Random Properties)

  • 김인학;양영순
    • 대한조선학회논문집
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    • 제34권4호
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    • pp.91-98
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    • 1997
  • 대부분의 동적계에는 기진력과 계 특성치들에 다양한 불확실성이 존재한다. 본 논문에서는, 기진력과 계 특성치에 불확실성이 존재하는 선형 동적계에 대한 응답 및 신뢰성을 해석하는 하나의 과정을 제안하였다. 계 특성치와 응답은 섭동법에 의하여 모델링되고, 확률 이론과 진동 이론에 의하여 응답 해석이 정식화된다. 또한 응답의 평균을 구하기 위하여 확률유한요소법이 사용되었다. 파괴확률을 구하는 방법으로는 적분방정식법에 의한 최초통과확률 해석이 사용되었다. 적분방정식법은 통과율과 최초통과 확률밀도의 항들에 의해 최초통과확률로 귀결된다. 본 연구에서는 기진력, 계 특성치 그리고 응답은 모두 Gaussian 확률 특성을 가정하였다. 적용예로써, 정상 백색잡음 기진력을 받고 확률 특성을 갖는 질량 및 스프링 상수들로 이루어진 1자유도계에 대하여 과도응답 상태에서의 파괴확률을 계산하였으며, 그 결과를 수치 시뮬레이션 결과와 비교하였다.

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ARIMA model에 의한 서울시 일부지역 $SO_2$ 오염도의 월변화에 대한 시계열분석 (A Time Series Analysis for the Monthly Variation of $SO_2$ in the Certain Areas)

  • 김광진;이상훈;정용
    • 한국대기환경학회지
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    • 제4권2호
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    • pp.72-81
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    • 1988
  • The typical ARIMA model which was developed by Box and Jenkins, was applied to the monthly $SO_2$ data collected at Seoungsoo and Oryudong in metropolitan area over five years, 1982 to 1986. To find out the changing pattern of $SO_2$ concentration, autocorrelation and partial autocorrelation analysis were undertaken. The three steps of time series model building were followed and the residual series was found to be a random white noise. The results of this study is summarized as follows. 1) The monthly $SO_2$ series was found to be a non-stationary series which which has a periodicity of 12 months. After eliminating the periodicity by differencing, the monthly $SO_2$ series became a stationary series. 2) The ARIMA seasonal model of the $SO_2$ was determined to be ARIMA $(1, 0, 0)(0, 1, 0,)_{12}$ model. 3) The model equations based on the prediction were: for Seoungsoodong: $Y_t = 0.5214Y_{t-1} + Y_{t-12} - 0.5214Y_{t-13} + a_t$ for Oryudong: $Y_t = 0.8549Y_{t-1} + Y_{t-12} - 0.8549Y_{t-13} + a_t$ 4) The validity of the model identified was checked by compairing the measured $SO_2$ values and one-month-ahead predicted values. The result of correlation and regression analysis is as follows. Seoungsoodong: $Y = 0.8710X + 0.0062 r = 0.8768$ Oryudong : $Y = 0.8758X + 0.0073 r = 0.9512$

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Quadratic Volterra 모델을 이용한 자유지지 라이저의 동적 응답 시계열 예측 (Time Series Prediction of Dynamic Response of a Free-standing Riser using Quadratic Volterra Model)

  • 김유일
    • 대한조선학회논문집
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    • 제51권4호
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    • pp.274-282
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    • 2014
  • Time series of the dynamic response of a slender marine structure was predicted using quadratic Volterra series. The wave-structure interaction system was identified using the NARX(Nonlinear Autoregressive with Exogenous Input) technique, and the network parameters were determined through the supervised training with the prepared datasets. The dataset used for the network training was obtained by carrying out the nonlinear finite element analysis on the freely standing riser under random ocean waves of white noise. The nonlinearities involved in the analysis were both large deformation of the structure under consideration and the quadratic term of relative velocity between the water particle and structure in Morison formula. The linear and quadratic frequency response functions of the given system were extracted using the multi-tone harmonic probing method and the time series of response of the structure was predicted using the quadratic Volterra series. In order to check the applicability of the method, the response of structure under the realistic ocean wave environment with given significant wave height and modal period was predicted and compared with the nonlinear time domain simulation results. It turned out that the predicted time series of the response of structure with quadratic Volterra series successfully captures the slowly varying response with reasonably good accuracy. It is expected that the method can be used in predicting the response of the slender offshore structure exposed to the Morison type load without relying on the computationally expensive time domain analysis, especially for the screening purpose.

Accelerated Resting-State Functional Magnetic Resonance Imaging Using Multiband Echo-Planar Imaging with Controlled Aliasing

  • Seo, Hyung Suk;Jang, Kyung Eun;Wang, Dingxin;Kim, In Seong;Chang, Yongmin
    • Investigative Magnetic Resonance Imaging
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    • 제21권4호
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    • pp.223-232
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    • 2017
  • Purpose: To report the use of multiband accelerated echo-planar imaging (EPI) for resting-state functional MRI (rs-fMRI) to achieve rapid high temporal resolution at 3T compared to conventional EPI. Materials and Methods: rs-fMRI data were acquired from 20 healthy right-handed volunteers by using three methods: conventional single-band gradient-echo EPI acquisition (Data 1), multiband gradient-echo EPI acquisition with 240 volumes (Data 2) and 480 volumes (Data 3). Temporal signal-to-noise ratio (tSNR) maps were obtained by dividing the mean of the time course of each voxel by its temporal standard deviation. The resting-state sensorimotor network (SMN) and default mode network (DMN) were estimated using independent component analysis (ICA) and a seed-based method. One-way analysis of variance (ANOVA) was performed between the tSNR map, SMN, and DMN from the three data sets for between-group analysis. P < 0.05 with a family-wise error (FWE) correction for multiple comparisons was considered statistically significant. Results: One-way ANOVA and post-hoc two-sample t-tests showed that the tSNR was higher in Data 1 than Data 2 and 3 in white matter structures such as the striatum and medial and superior longitudinal fasciculus. One-way ANOVA revealed no differences in SMN or DMN across the three data sets. Conclusion: Within the adapted metrics estimated under specific imaging conditions employed in this study, multiband accelerated EPI, which substantially reduced scan times, provides the same quality image of functional connectivity as rs-fMRI by using conventional EPI at 3T. Under employed imaging conditions, this technique shows strong potential for clinical acceptance and translation of rs-fMRI protocols with potential advantages in spatial and/or temporal resolution. However, further study is warranted to evaluate whether the current findings can be generalized in diverse settings.

멀티 펄스에 의한 선형 예측 필터링과 적응 임계값을 갖는 LRT의 연구 (A Study on A Multi-Pulse Linear Predictive Filtering And Likelihood Ratio Test with Adaptive Threshold)

  • 이기용;이주헌;송익호;안수길
    • 한국음향학회지
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    • 제10권1호
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    • pp.20-29
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    • 1991
  • 기존의 선형 예측법에 의한 음성 분석의 기본적인 가정은 전극점 성도 필터의 입력은 백색 신호라는 것이다. 그러나, 주기성 입력 신호의 경우 피치 바이오스 오차가 기존 선형 예측 계수에 개입된다. 만일 여기 신호의 추정값을 이용할 수 있다면 멀티 펄스에 의한 선형 예측 분석으로 이러한 바이어스를 제거할 수 있다. 기존의 선형 예측 분석에서의 예측 오차는 멀티 펄스 여기 신호열과 불규칙 잡음 신호열의합으로 나타내어질 수 있으므로 선형 예측 오차로부터 멀티 펄스 신호열을 찾아내는 것은 고전적인 검출 및 추정의 문제로 생각될 수 있다. 본 논문에서는 먼저 LRT 를 이용하여 예측오차로부터 멀티 펄스 신호의 위치와 크기를 찾아낸 다음 이 신호열로부터 피치 바이어스가 제거된 선형 예측 계수를 구하는 알고리즘을 제안한다. 매번 적응된 임계값을 적용하여 반복 수행을 함으로써 성능향상을 입증하였다.

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Comparison of various structural damage tracking techniques based on experimental data

  • Huang, Hongwei;Yang, Jann N.;Zhou, Li
    • Smart Structures and Systems
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    • 제6권9호
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    • pp.1057-1077
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    • 2010
  • An early detection of structural damages is critical for the decision making of repair and replacement maintenance in order to guarantee a specified structural reliability. Consequently, the structural damage detection, based on vibration data measured from the structural health monitoring (SHM) system, has received considerable attention recently. The traditional time-domain analysis techniques, such as the least square estimation (LSE) method and the extended Kalman filter (EKF) approach, require that all the external excitations (inputs) be available, which may not be the case for some SHM systems. Recently, these two approaches have been extended to cover the general case where some of the external excitations (inputs) are not measured, referred to as the adaptive LSE with unknown inputs (ALSE-UI) and the adaptive EKF with unknown inputs (AEKF-UI). Also, new analysis methods, referred to as the adaptive sequential non-linear least-square estimation with unknown inputs and unknown outputs (ASNLSE-UI-UO) and the adaptive quadratic sum-squares error with unknown inputs (AQSSE-UI), have been proposed for the damage tracking of structures when some of the acceleration responses are not measured and the external excitations are not available. In this paper, these newly proposed analysis methods will be compared in terms of accuracy, convergence and efficiency, for damage identification of structures based on experimental data obtained through a series of laboratory tests using a scaled 3-story building model with white noise excitations. The capability of the ALSE-UI, AEKF-UI, ASNLSE-UI-UO and AQSSE-UI approaches in tracking the structural damages will be demonstrated and compared.

누수가 발생한 정수기의 위험요소 발굴 및 소손패턴 해석에 관한 연구 (Study on Dangerous Factors and Damage Pattern Analysis of Leaking Water from Water Purifiers)

  • 최충석
    • 한국안전학회지
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    • 제27권3호
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    • pp.57-62
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    • 2012
  • The purpose of this paper is to find dangerous factors of a water purifier when water leaks due to inappropriate use and analyze the patterns of damaged parts in order to provide data for the examination of the cause of the problem. If the water purifier is inspected and managed by a non-specialist, when the FLC(Float Level Controller) at the top is inclined, water leakage may occur to the water purifier. The leaked water flows onto the cables and hoses and enters the thermostat terminal, heater, PCB, power supply connection connector, etc., becoming a dangerous factor that may cause a system failure, fire, etc. Due to the water that entered the input terminal, low noise and white smoke were generated at first. However, the flame gradually propagated due to the continuous inflow of moisture. It was found that when moisture reached the PCB, a carbonized conductive path was formed at the varistor terminal, input terminal, semiconductor device terminal, etc., and the flame became larger, which might result in a fire. From the metal microscope analysis of a damaged condenser terminal, it was found that the amorphous structure unique to copper cable disappeared, and voids, boundary surface and disorderly fine particles occurred. Also, in the case of the connector into which moisture penetrated, fusion and deformation occurred at the cable connection clips. The result of analysis of the power supply cable connector using a thermal image camera showed that most of the heat was generated from the cable connection clips and the temperature at the connection center was normal.

흑소의 얼굴을 이용한 개체인식 (Identification of Japanese Black Cattle by the Faces for Precision Livestock Farming)

  • 김현태;지전선랑;서률귀구;이인복
    • Journal of Biosystems Engineering
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    • 제29권4호
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    • pp.341-346
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    • 2004
  • Recent livestock people concern not only increase of production, but also superior quality of animal-breeding environment. So far, the optimization of the breeding and air environment has been focused on the production increase. In the very near future, the optimization will be emphasized on the environment for the animal welfare and health. Especially, cattle farming demands the precision livestock farming and special attention has to be given to the management of feeding, animal health and fertility. The management of individual animal is the first step for precision livestock farming and animal welfare, and recognizing each individual is important for that. Though electronic identification of a cattle such as RFID(Radio Frequency Identification) has many advantages, RFID implementations practically involve several problems such as the reading speed and distance. In that sense, computer vision might be more effective than RFID for the identification of an individual animal. The researches on the identification of cattle via image processing were mostly performed with the cows having black-white patterns of the Holstein. But, the native Korean and Japanese cattle do not have any definite pattern on the body. The purpose of this research is to identify the Japanese black cattle that does not have a body pattern using computer vision technology and neural network algorithm. Twelve heads of Japanese black cattle have been tested to verify the proposed scheme. The values of input parameters were specified and then computed using the face images of cattle. The images of cattle faces were trained using associate neural network algorithm, and the algorithm was verified by the face images that were transformed using brightness, distortion, and noise factors. As a result, there was difference due to transform ratio of the brightness, distortion, and noise. And, the proposed algorithm could identify 100% in the range from -3 to +3 degrees of the brightness, from -2 to +4 degrees of the distortion, and from 0% to 60% of the noise transformed images. It is concluded that our system can not be applied in real time recognition of the moving cows, but can be used for the cattle being at a standstill.