The development of time-frequency analysis techniques allow astronomers to successfully deal with the non-stationary time series that originate from unstable physical mechanisms. We applied a recently developed time-frequency analysis method, the Hilbert-Huang transform (HHT), to two non-stationary phenomena: the superorbital modulation in the high-mass X-ray binary SMC X-1 and the quasi-periodic oscillation (QPO) of the AGN RE J1034+396. From the analysis of SMC X-1, we obtained a Hilbert spectrum that shows more detailed information in both the time and frequency domains. Then, a phase- resolved analysis of both the spectra and the orbital profiles was presented. From the spectral analysis, we noticed that the iron line production is dominated by different regions of this binary system in different superorbital phases. Furthermore, a pre-eclipse dip lying at orbital phase ~ 0.6 - 0.85 was discovered dur- ing the superorbital transition state. We further applied the HHT to analyze the QPO of RE J1034+396. From the Hilbert spectrum and the O - C analysis results, we suggest that it is better to divide the evolu- tion of the QPO into three epochs according to their different periodicities. The correlations between the QPO periods and corresponding uxes were also different in these three epochs. The change in periodicity and the relationships could be interpreted as the change in oscillation mode based on the diskoseismology model.

본 연구에서는 점탄성감쇠기가 설치된 비비례 감쇠 구조물의 바람에 대한 확률적 응답을 진동수영역에서 구하였다. 복소수 고유치 및 고유백터를 바탕으로 모드중첩법을 이용하여 응답의 RMS 값을 구하고 그것을 근사적인 방법인 모드 변형에너지법에서 얻은 결과와 비교하였다. 또한, 가력 진동수에 따라서 변하는 점탄성감쇠기의 강성 및 감쇠 계수를 상수로 모형화하였을 때의 풍응답 해석 결과의 정확성을 진동수영역에서 검증하였다. 해석결과에 의하면 감쇠기의 진동수 의존 특성은 구조물의 1차 고유 진동수에 의해서 비교적 정확하게 표현되었고, 모드 변형에너지법은 대체로 정확한 결과를 도출하였지만, 가속도 응답을 구할 때에는 다소 큰 오차를 유발하였다.

Due to recent heavy rain events, there are increasing demands for adapting infrastructure design, including drainage facilities in urban basins. Therefore, a clear definition of urban rainfall must be provided; however, currently, such a definition is unavailable. In this study, urban rainfall is defined as a rainfall event that has the potential to cause water-related disasters such as floods and landslides in urban areas. Moreover, based on design rainfall, these disasters are defined as those that causes excess design flooding due to certain rainfall events. These heavy rain scenarios require that the design of various urban rainfall facilities consider design rainfall in the target years of their life cycle, for disaster prevention. The average frequency of heavy rain in each region, inland and coastal areas, was analyzed through a frequency analysis of the highest annual rainfall in the past year. The potential change in future rainfall intensity changes the service level of the infrastructure related to hand-to-hand construction; therefore, the target year and design rainfall considering the climate change premium were presented. Finally, the change in dimensional safety according to the RCP8.5 climate change scenario was predicted.

In financial economics studies, the autoregressive model has been a workhorse for a long time. However, the model has a fixed value on every parameter and requires the stationarity assumptions. Time-varying coefficient autoregressive model that we use in this paper offers some desirable benefits over the traditional model such as the parameters are allowed to be varied over-time and can be applies to nonstationary financial data. This paper provides the Monte Carlo simulation studies which show that the model can capture the dynamic movement of parameters very well, even though, there are some sudden changes or jumps. For the daily data from January 1, 2015 to February 12, 2020, our paper provides the empirical studies that Thailand, Taiwan and Tokyo Stock market Index can be explained very well by the time-varying coefficient autoregressive model with lag order one while South Korea’s stock index can be explained by the model with lag order three. We show that the model can unveil the non-linear shape of the estimated mean. We employ GJR-GARCH in the condition variance equation and found the evidences that the negative shocks have more impact on market’s volatility than the positive shock in the case of South Korea and Tokyo.

It is generally believed that the high energy emissions from isolated pulsars are emitted from relativistic electrons/positrons accelerated in outer magnetospheric accelerators (outergaps) via a curvature radiation mechanism, which has a simple exponential cut-off spectrum. However, many gamma-ray pulsars detected by the Fermi LAT (Large Area Telescope) cannot be fitted by simple exponential cut-off spectrum, and instead a sub-exponential is more appropriate. It is proposed that the realistic outergaps are non-stationary, and that the observed spectrum is a superposition of different stationary states that are controlled by the currents injected from the inner and outer boundaries. The Vela and Geminga pulsars have the largest fluxes among all targets observed, which allows us to carry out very detailed phase-resolved spectral analysis. We have divided the Vela and Geminga pulsars into 19 (the off pulse of Vela was not included) and 33 phase bins, respectively. We find that most phase resolved spectra still cannot be fitted by a simple exponential spectrum: in fact, a sub-exponential spectrum is necessary. We conclude that non-stationary states exist even down to the very fine phase bins.

본 연구에서는 모수(parameter)가 시간에 따라 변화하는 비정상성 확률분포를 훙수빈도분석에 적용하였다. 또한, 비정상성을 가정한 재현기간 및 위험도를 추정하였다. GEV (Generalized Extreme Value) 분포를 사용하여 정상성 및 비정상성 모형 4개를 구축하였으며 비정상성 모형은 위치모수(location parameter)만 선형경향성을 가지는 경우, 규모모수(scale parameter)만 선형경향성을 가지는 경우, 위치 및 규모모수가 모두 선형경향성을 가지는 경우의 3가지로 구분되었다. 구축된 4개의 모형 중 적합모형을 선정하기 위해 상대적 우도비 검정과 Akaike 정보기준을 사용하였으며, 우리나라의 8개 다목적댐(충주댐, 소양강댐, 안동댐, 임하댐, 합천댐, 대청댐, 섬진강댐, 주암댐)으로부터 취득된 과거 관측 댐 유입량을 사용하여 제안된 절차를 적용하고 결과를 비교분석하였다. 적합모형 선정 결과 합천댐과 섬진강댐이 비정상성 GEV 모형에 적합한 것으로 분석되었고, 나머지 6개 지점의 다목적댐들은 정상성 모형에 적합한 것으로 분석되었다. 특히 합천댐과 섬진강댐의 경우 비정상성 가정에서 산정된 재현기간이 정상성 가정에서 산정된 재현기간보다 작게 산정되었음을 알 수 있었다.

본 연구에서는 태풍의 경로 및 규모를 이용한 호우분리기법을 통해 한반도에 유발된 강우를 집중호우와 태풍강우로 분류하고, 지역별 강우특성 및 경향성 분석을 수행하였다. 또한 호우분리를 통한 비정상성 빈도해석을 수행하여 미래확률강우량을 산정하였으며, 이에 대한 정량적인 비교 및 평가를 수행하였다. 분석결과, 전기간 자료, 태풍강우 및 집중호우의 증가 및 감소율이 각각 상이하며, 증가 및 감소경향이 서로 상반되는 지점도 나타났다. 또한 호우분리를 통한 비정상성 빈도해석을 수행한 결과, 비교적 합리적인 미래확률강우량이 산정됨을 확인할 수 있었으며, 전기간 자료를 이용한 미래확률강우량과 비교한 결과 한반도 남부 및 동부지역에서 상대적으로 큰 차이가 나타났다. 호우분리기법을 적용한 비정상성 빈도해석 결과는 태풍 및 집중호우의 지역적인 변화특성을 잘 반영하는 것으로 나타나 수공구조물 설계 및 미래 기후변화와 관련된 치수대책 및 정책수립에 활용도가 높을 것으로 판단된다.

This study estimates the non-stationary design flow in the Upper Green River Basin (UGRB), WYby applying a moving window with the streamflow projections under A2, A1B, and B1 scenarios.The reliable estimates of design flow are necessary for the water management and planning andthe operation of infrastructure to reduce the risk of economic loss, the environmental damage,and the loss of life.The design flow is generally estimated by the flood frequency analysis under the stationaryassumption, which the historical flood distribution is similar to the future flooddistribution. However, nature is not stationary. This study considers the non-stationarity ofthe future streamflow in determining the design flow.To estimate the design flow, this study uses the 112 bias-corrected spatially downscaled(BCSD) precipitation and temperature projections of the World Climate Research Programme (WCRP)Coupled Model Intercomparison Project phase 3 (CMIP3) datasets. Furthermore, this study usesthe Variable Infiltration Capacity (VIC) model to simulate the streamflow projections underthree climate scenarios (A2, A1B, and B1). The non-stationary design flows for each year usinga moving window are estimated for 2, 5, 10, 20, 30, 50, and 100 year return periods using theGeneral Extreme values distribution.The proposed method is applied to the Upper Green River Basin in Wyoming. Moreover, thisstudy presents the climate change impacts on the design flow.

We present the Hilbert-Huang transform (HHT) analysis on the quasi-periodic modulation of SMC X-1. SMC X-1, consistingof a neutron star and a massive companion, exhibits superorbital modulation with a period varying between ~40 d and ~65 d.We applied the HHT on the light curve observed by the All-Sky Monitor onboard Rossi X-ray Timing Explorer (RXTE) to obtainthe instantaneous frequency of the superorbital modulation of SMC X-1. The resultant Hilbert spectrum is consistent with thedynamic power spectrum while it shows more detailed information in both the time and frequency domains. According to theinstantaneous frequency, we found a correlation between the superorbital period and the modulation amplitude. Combiningthe spectral observation made by the Proportional Counter Array onboard RXTE and the superorbital phase derived in theHHT, we performed a superorbital phase-resolved spectral analysis of SMC X-1. An analysis of the spectral parameters versusthe orbital phase for different superorbital states revealed that the diversity of nH has an orbital dependence. Furthermore,we obtained the variation in the eclipse profiles by folding the All Sky Monitor light curve with orbital period for differentsuperorbital states. A dip feature, similar to the pre-eclipse dip of Her X-1, can be observed only in the superorbital ascendingand descending states, while the width is anti-correlated with the X-ray flux.

본 연구는 최근에 개발된 비정상성 강우빈도해석법을 적용하여 추정한 확률강우량에 대한 적용성 및 신뢰성을 평가하였다. 이를 위하여 기상청 관할 강우관측소 중 자료의 증가 경향성이 유의한 4개 지점에 대하여 3가지 형태의 확률강우량을 산정하였다. 첫 번째 확률강우량은 1973-1997년의 관측자료를 가지고 일반적인 강우빈도해석을 적용하여 추정한 확률강우량(SPR1997)이고, 두 번째 확률강우량은 1973-2006년의 관측자료를 가지고 일반적인 강우빈도 해