• Journal of the Korean Statistical Society
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• v.34 no.4
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• pp.345-366
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• 2005

This paper considers the cointegrating vector estimator in the error correction model with stationary covariates, which combines the stationary vector autoregressive model and the nonstationary error correction model. The cointegrating vector estimator is shown to follow the locally asymptotically mixed normal distribution. The variance of the estimator depends on the co­variate effect of stationary regressors, and the asymptotic efficiency improves as the magnitude of the covariate effect increases. An economic application of the money demand equation is provided.

• 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.

• Bulletin of the Korean Chemical Society
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• v.30 no.4
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• pp.945-947
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• 2009

• Wind and Structures
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• v.32 no.2
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• pp.89-104
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• 2021

Non-synoptic winds generated by tornadoes, downbursts or gust fronts exhibit significant non-stationarity and can cause significant wind load effect on flexible structures such as long-span bridges. However, conventional assumptions on stationarity used to evaluate the structural wind-induced vibration are inadequate. In this paper, an efficient frequency domain scheme based on fast CQC method, which can predict non-stationary buffeting random responses of long-span bridges, is presented, and then this approach is applied to evaluate the buffeting response of a long-span suspension bridge located in a complex mountainous wind environment as an example. In this study, the data-driven method based on one available measured wind speed sample is firstly presented to establish non-stationary wind models, including time-varying mean wind speed, time-varying intensity envelope function and uniformly modulated fluctuating spectrum. Then, a linear time-variant (LTV) system based on the proposed scheme can be generally applied to calculate the non-stationary buffeting responses. The effectiveness and accuracy of the proposed scheme are verified through Monte Carlo time domain simulation implemented in ANSYS platform. Also, the transient effect nature of the bridge responses is further illustrated by comparison of the non-stationary, quasistationary and steady-state cases. Finally, buffeting response analysis with traditional stationary treatment (10 min constant mean plus stationary wind fluctuation) is performed to illustrate the importance of the non-stationary characteristics embedded in original wind speed samples.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 2006.05a
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• pp.1221-1226
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• 2006

The use of Artificial Neural Networks (ANN) has received increasing attention in the analysis and prediction of financial time series. Stationarity of the observed financial time series is the basic underlying assumption in the practical application of ANN on financial time series. In this paper, we will investigate whether it is feasible to relax the stationarity condition to non-stationary time series. Our result discusses the range of complexities caused by non-stationary behavior and finds that overfitting by ANN could be useful in the analysis of such non-stationary complex financial time series.

• Korean Management Science Review
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• v.8 no.1
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• pp.3-11
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• 1991

Non-Stationary transition probabilities models which is incorporated into a Markov framework with exogenous variables to account for some of variability are discussed, and extended for alternative procedure. Also as an application of the methodology, the size change of aggregate time-series data on the planted system of agricultural crops is estimated, and evaluated for the precision of time-varying evolution statistically.

• Journal of the Korean Mathematical Society
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• v.46 no.5
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• pp.1041-1069
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• 2009

We study the periodic homogenization of the non-stationary Stokes equations. The fundamental homogenization theorem and corrector theorem are proved under a very general assumption on the viscosity coefficients and data. The proofs are based on a weak formulation suitable for an application of classical Tartar's method of oscillating test functions. Such a weak formulation is derived by adapting an argument in Teman's book [Navier-Stokes Equations: Theory and Numerical Analysis, North-Holland, Amsterdam, 1984].

• Journal of Mechanical Science and Technology
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• v.18 no.11
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• pp.1941-1948
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• 2004

This paper presents a novel design of indoor airship having a passive wheeled mechanism and its stationary position control. This wheeled blimp can work both on the ground using wheeled vehicle part and in the air using the floating capability of the blimp part. The wheeled blimp stands on the floor keeping its balance using a caster-like passive wheel mechanism. In tele-guidance application, stationary position control is required to make the wheeled blimp naturally communicate with people in standing phase since the stationary blimp system responds sensitively to air flow even in indoor environments. To control the desired stationary position, a computed torque control method is adopted. By performing a controller design through dynamic analysis, the control characteristics of the wheeled blimp system have been found and finally the stable control system has been successfully developed. The effectiveness of the controller is verified by experiment for the real wheeled blimp system.

• Journal of The Korean Society of Agricultural Engineers
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• v.54 no.5
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• pp.141-153
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• 2012

In this study, we estimated probable precipitation amounts at the target year (2020, 2030, 2040) of 55 weather stations in Korea using the 24 hour annual maximum precipitation data from 1973 through 2009 which should be useful for management of agricultural reservoirs. Not only trend tests but also non-stationary tests were performed and non-stationary frequency analysis were conducted to all of 55 sites. Gumbel distribution was chosen and probability weighted moment method was used to estimate model parameters. The behavior of the mean of extreme precipitation data, scale parameter, and location parameter were analyzed. The probable precipitation amount at the target year was estimated by a non-stationary frequency analysis using the linear regression analysis for the mean of extreme precipitation data, scale parameter, and location parameter. Overall results demonstrated that the probable precipitation amounts using the non-stationary frequency analysis were overestimated. There were large increase of the probable precipitation amounts of middle part of Korea and decrease at several sites in Southern part. The non-stationary frequency analysis using a linear model should be applicable to relatively short projection periods.

• Communications for Statistical Applications and Methods
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• v.21 no.6
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• pp.513-520
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• 2014

We study numerical methods to obtain the stationary probabilities of continuous-time Markov chains whose embedded chains are periodic. The power method is applied to the balance equations of the periodic embedded Markov chains. The power method can have the convergence speed of exponential rate that is ambiguous in its application to original continuous-time Markov chains since the embedded chains are discrete-time processes. An illustrative example is presented to investigate the numerical iteration of this paper. A numerical study shows that a rapid and stable solution for stationary probabilities can be achieved regardless of periodicity and initial conditions.