• Title/Summary/Keyword: 모수적 방식

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The estimation of the number of spare parts & the changing time about DSRC Road Side Equipment (단거리전용통신방식 노변기지국의 예비부품수 및 교체시기 산정)

  • Han, Dae-Hui;Lee, Cheong-Won
    • 한국ITS학회:학술대회논문집
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    • v.2007 no.10
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    • pp.196-201
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    • 2007
  • 현재 국내 ITS는 현장장비 유지관리에 대한 연구 및 고장관련 DB가 부족하여 예비부품수 및 교체시기 산정에 대한 규정이 없는 실정이다. 이에 본 연구는 실제 고장이력자료를 갖고 신뢰성 분석을 실시하여 단거리전용통신(DSRC)방식 노변기지국(RSE)의 예비부품수 및 교체시기를 산정하였다. 전체 수집기간동안의 고장자료는 욕조곡선의 형상을 나타내어 우발고장기간의 자료로 신뢰성 분석을 실시하였으나 고장 수명 분포 중 적합되는 분포가 없었다. 따라서, i)장비가동률과 ii)경험적(empirical) 누적분포함수(CDF) 곡선을 이용한 장비의 고장률(건/일)을 감안하여 예비부품수를 산정한 결과 16.22개 이상의 노변기지국(완제품)을 확보하여야 하는 것으로 분석되었다. 하자보수기간(2년)이 지난후 일정기간($2{\sim}3$년)이 지난 시점에서 향후 10년간에 대하여 수리하면서 사용하는 경우와 신품구입시의 총비용을 비교하여 산정한 교체시기는 10.67건/40개월 이상이다. 본 연구 수행결과 첫째, 비모수적 방법으로 적합도 검정을 실시하지 못하였다는 한계와, 둘째, 초기에 고장이 많이 발생하는 장비는 향후에도 고장이 많이 발생한다는 가정에 기반하여 향후 10년의 운영비용을 분석하였으나 이러한 가정을 입증하지는 못하였다. 따라서, 향후엔 본 연구에 사용된 자료가 고장 수명분포도 적합 되지 않은 원인을 분석하는 것과 분석대상 기간 이후의 자료를 추가하여 적합도 검정 및 신뢰성 분석을 실시하는 것이 필요하다.

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Estimating the CoVaR for Korean Banking Industry (한국 은행산업의 CoVaR 추정)

  • Choi, Pilsun;Min, Insik
    • KDI Journal of Economic Policy
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    • v.32 no.3
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    • pp.71-99
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    • 2010
  • The concept of CoVaR introduced by Adrian and Brunnermeier (2009) is a useful tool to measure the risk spillover effect. It can capture the risk contribution of each institution to overall systemic risk. While Adrian and Brunnermeier rely on the quantile regression method in the estimation of CoVaR, we propose a new estimation method using parametric distribution functions such as bivariate normal and $S_U$-normal distribution functions. Based on our estimates of CoVaR for Korean banking industry, we investigate the practical usefulness of CoVaR for a systemic risk measure, and compare the estimation performance of each model. Empirical results show that bank makes a positive contribution to system risk. We also find that quantile regression and normal distribution models tend to considerably underestimate the CoVaR (in absolute value) compared to $S_U$-normal distribution model, and this underestimation becomes serious when the crisis in a financial system is assumed.

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Query Normalization Using P-tuning of Large Pre-trained Language Model (Large Pre-trained Language Model의 P-tuning을 이용한 질의 정규화)

  • Suh, Soo-Bin;In, Soo-Kyo;Park, Jin-Seong;Nam, Kyeong-Min;Kim, Hyeon-Wook;Moon, Ki-Yoon;Hwang, Won-Yo;Kim, Kyung-Duk;Kang, In-Ho
    • Annual Conference on Human and Language Technology
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    • 2021.10a
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    • pp.396-401
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    • 2021
  • 초거대 언어모델를 활용한 퓨샷(few shot) 학습법은 여러 자연어 처리 문제에서 좋은 성능을 보였다. 하지만 데이터를 활용한 추가 학습으로 문제를 추론하는 것이 아니라, 이산적인 공간에서 퓨샷 구성을 통해 문제를 정의하는 방식은 성능 향상에 한계가 존재한다. 이를 해결하기 위해 초거대 언어모델의 모수 전체가 아닌 일부를 추가 학습하거나 다른 신경망을 덧붙여 연속적인 공간에서 추론하는 P-tuning과 같은 데이터 기반 추가 학습 방법들이 등장하였다. 본 논문에서는 문맥에 따른 질의 정규화 문제를 대화형 음성 검색 서비스에 맞게 직접 정의하였고, 초거대 언어모델을 P-tuning으로 추가 학습한 경우 퓨샷 학습법 대비 정확도가 상승함을 보였다.

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Real-time Water Quality Monitoring System Using Vision Camera and Multiple Objects Tracking Method (비젼 카메라와 다중 객체 추적 방법을 이용한 실시간 수질 감시 시스템)

  • Yang, Won-Keun;Lee, Jung-Ho;Cho, Ik-Hwan;Jin, Ju-Kyong;Jeong, Dong-Seok
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.32 no.4C
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    • pp.401-410
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    • 2007
  • In this paper, we propose water quality monitoring system using vision camera and multiple objects tracking method. The proposed system analyzes object individually using vision camera unlike monitoring system using sensor method. The system using vision camera consists of individual object segmentation part and objects tracking part based on interrelation between successive frames. For real-time processing, we make background image using non-parametric estimation and extract objects using background image. If we use non-parametric estimation, objects extraction method can reduce large amount of computation complexity, as well as extract objects more effectively. Multiple objects tracking method predicts next motion using moving direction, velocity and acceleration of individual object then carries out tracking based on the predicted motion. And we apply exception handling algorithms to improve tracking performance. From experiment results under various conditions, it shows that the proposed system can be available for real-time water quality monitoring system since it has very short processing time and correct multiple objects tracking.

Issues in Applying CV Methods to the Preliminary Feasibility Test (예비타당성조사 적용 CVM의 분석체계와 개선과제)

  • Eom, Young Sook;Kwon, Oh-Sang;Shin, Youngchul
    • Environmental and Resource Economics Review
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    • v.20 no.3
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    • pp.595-628
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    • 2011
  • This study investigates the issues and suggests reform measures in applying CV methods to the Korea Development Institute's (KDI's) Preliminary Feasibility Test (PFT) of public projects. Most public projects on culture, science and environment evaluated under the PFT system belong to the category of "nonstandard" projects whose outputs are non-marketed, and CV is currently the main tool used for their benefit estimation. A careful discussion and investigation is recommended for the selection of target population, payment vehicle, and number of payment times. Operating expert reviews, focus group interviews, and pre-tests is highly recommended to reduce the potential bias involved in the CV studies. A single or double bounded dichotomous choice format is the most popular design of questionnaire, but we identify several undissolved issues in designing and implementing the format. Some other forms of inducing WTPs may still deserve our consideration. Various specifications of the WTP function need to be tried and tested based on their stability, in particular. Employing a nonparametric approach is also recommended. Treatments of 0 or negative WTPs and protest bids are shown to be the most serious issues that affect the estimation results significantly. We review diverse measures of handling those issues and summarize their advantages and shortcomings.

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Development of An Automatic Incident Detection Model Using Wilcoxon Rank Sum Test (Wilcoxon Rank Sum Test 기법을 이용한 자동돌발상황검지 모형 개발)

  • 이상민;이승환
    • Journal of Korean Society of Transportation
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    • v.20 no.6
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    • pp.81-98
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    • 2002
  • 본 연구는 Wilcoxon Rank Sum Test 기법을 이용한 자동 돌발상황 검지 모형을 개발하는 것이다. 본 연구의 수행을 위하여 고속도로에 설치된 루프 차량 검지기(Loop Vehicle Detection System)에서 수집된 점유율 데이터를 사용하였다. 기존의 검지모형은 산정하기가 까다로운 임계치에 의하여 돌발상황을 검지하는 방식이었다. 반면 본 연구 모델은 위치와 시간대 교통 패턴에 관계없이 모형을 일정하게 적용하며, 지속적으로 돌발상황 지점과 상·하류의 교통패턴을 비교 검정 기법인 Wilcoxon Rank Sum Test 기법을 사용하여 돌발상황 검지를 수행하도록 하였다. 연구모형의 검증을 위한 테스트 결과 시간과 위치에 관계없이 정확하고 빠른 검지시간(돌발 상황 발생 후 2∼3분)을 가짐을 알 수 있었다. 또한 기존의 모형인 APID, DES, DELOS모형과 비교검증을 위하여 검지율 및 오보율 테스트를 수행한 결과 향상된 검지 능력(검지율 : 89.01%, 오보율 : 0.97%)을 나타남을 알 수 있었다. 그러나 압축파와 같은 유사 돌발상황이 발생되면 제대로 검지를 하지 못하는 단점을 가지고 있으며 향후 이에 대한 연구가 추가된다면 더욱 신뢰성 있는 검지모형으로 발전할 것이다.

An Expert System for the Estimation of the Growth Curve Parameters of New Markets (신규시장 성장모형의 모수 추정을 위한 전문가 시스템)

  • Lee, Dongwon;Jung, Yeojin;Jung, Jaekwon;Park, Dohyung
    • Journal of Intelligence and Information Systems
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    • v.21 no.4
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    • pp.17-35
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    • 2015
  • Demand forecasting is the activity of estimating the quantity of a product or service that consumers will purchase for a certain period of time. Developing precise forecasting models are considered important since corporates can make strategic decisions on new markets based on future demand estimated by the models. Many studies have developed market growth curve models, such as Bass, Logistic, Gompertz models, which estimate future demand when a market is in its early stage. Among the models, Bass model, which explains the demand from two types of adopters, innovators and imitators, has been widely used in forecasting. Such models require sufficient demand observations to ensure qualified results. In the beginning of a new market, however, observations are not sufficient for the models to precisely estimate the market's future demand. For this reason, as an alternative, demands guessed from those of most adjacent markets are often used as references in such cases. Reference markets can be those whose products are developed with the same categorical technologies. A market's demand may be expected to have the similar pattern with that of a reference market in case the adoption pattern of a product in the market is determined mainly by the technology related to the product. However, such processes may not always ensure pleasing results because the similarity between markets depends on intuition and/or experience. There are two major drawbacks that human experts cannot effectively handle in this approach. One is the abundance of candidate reference markets to consider, and the other is the difficulty in calculating the similarity between markets. First, there can be too many markets to consider in selecting reference markets. Mostly, markets in the same category in an industrial hierarchy can be reference markets because they are usually based on the similar technologies. However, markets can be classified into different categories even if they are based on the same generic technologies. Therefore, markets in other categories also need to be considered as potential candidates. Next, even domain experts cannot consistently calculate the similarity between markets with their own qualitative standards. The inconsistency implies missing adjacent reference markets, which may lead to the imprecise estimation of future demand. Even though there are no missing reference markets, the new market's parameters can be hardly estimated from the reference markets without quantitative standards. For this reason, this study proposes a case-based expert system that helps experts overcome the drawbacks in discovering referential markets. First, this study proposes the use of Euclidean distance measure to calculate the similarity between markets. Based on their similarities, markets are grouped into clusters. Then, missing markets with the characteristics of the cluster are searched for. Potential candidate reference markets are extracted and recommended to users. After the iteration of these steps, definite reference markets are determined according to the user's selection among those candidates. Then, finally, the new market's parameters are estimated from the reference markets. For this procedure, two techniques are used in the model. One is clustering data mining technique, and the other content-based filtering of recommender systems. The proposed system implemented with those techniques can determine the most adjacent markets based on whether a user accepts candidate markets. Experiments were conducted to validate the usefulness of the system with five ICT experts involved. In the experiments, the experts were given the list of 16 ICT markets whose parameters to be estimated. For each of the markets, the experts estimated its parameters of growth curve models with intuition at first, and then with the system. The comparison of the experiments results show that the estimated parameters are closer when they use the system in comparison with the results when they guessed them without the system.

A study on the performance of three methods of estimation in SEM under conditions of misspecification and small sample sizes (모형명세화 오류와 소표본에서 구조방정식모형 모수추정 방법들 비교: 모수추정 정확도와 이론모형 검정력을 중심으로)

  • Seo, Dong Gi;Jung, Sunho
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.5
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    • pp.1153-1165
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    • 2017
  • Structural equation modeling (SEM) is a basic tool for testing theories in a variety of disciplines. A maximum likelihood (ML) method for parameter estimation is by far the most widely used in SEM. Alternatively, two-stage least squares (2SLS) estimator has been proposed as a more robust procedure to address model misspecification. A regularized extension of 2SLS, two-stage ridge least squares (2SRLS) has recently been introduced as an alternative to ML to effectively handle the small-sample-size issue. However, it is unclear whether and when misspecification and small sample sizes may pose problems in theory testing with 2SLS, 2SRLS, and ML. The purpose of this article is to evaluate the three estimation methods in terms of inferences errors as well as parameter recovery under two experimental conditions. We find that: 1) when the model is misspecified, 2SRLS tends to recover parameters better than the other two estimation methods; 2) Regardless of specification errors, 2SRLS produces small or relatively acceptable Type II error rates for the small sample sizes.

Estimation of Genetic Parameters for Residual feed intake in Duroc pigs (두록 품종에서 잔류사료섭취량의 유전모수 추정)

  • Song, Na-Rae;Kim, Yong-Min;Kim, Doo-Wan;Sa, Soo-Jin;Kim, Ki-Hyun;Kim, Young-Hwa;Cho, Kyu-Ho;Do, Chang-hee;Hong, Joon-Ki
    • Journal of agriculture & life science
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    • v.50 no.1
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    • pp.147-153
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    • 2016
  • Residual feed intake(RFI), a linear index, is a trait derived from the difference between actual feed intake and that predicted on the basis of the requirements for maintenance of body weight and production. This study was conducted to estimate RFI genetic parameters of swine in Korea, and used 8,696 of productions data of Duroc swine species which were born from 2001 to 2014. Correlation between average daily gain and RFI breeding value has been investigated by negative correlation of -0.2(P>0.01). Estimates of heritability for RFI1(residual feed intake calculated from model average dily gain) and RFI2(residual feed intake calculated from model average dily gain and backfat) were 0.37 and 0.45. From the genetic parameter estimates found in this study, selection for low RFI in Duroc pigs has the potential to improve feed conversion ratio and reduce feed intake.

Analysis of Crop Survey Protocols to Support Parameter Calibration and Verification for Crop Models of Major Vegetables (주요 채소 작물 대상 작물 모형 모수 추정 및 검증을 지원하기 위한 생육 조사 프로토콜 분석)

  • Kim, Kwang Soo;Kim, Junhwan;Hyun, Shinwoo
    • Korean Journal of Agricultural and Forest Meteorology
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    • v.22 no.2
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    • pp.68-78
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    • 2020
  • Crop models have been used to predict vegetable crop yield, which would have a considerable economic impact on consumers as well as producers. A small number of models have been developed to estimate growth and yield of vegetables due to limited availability of growth observation data in high-quality. In this study, we aimed to analyze the protocols designed for collection of the observation data for major vegetable crops including cabbage, radish, garlic, onion and pepper. We also designed the protocols suitable for development and verification of a vegetable crop growth model. In particular, different measures were proposed to improve the existing protocol used by Statistics Korea (KOSTAT) and Rural Development Administration (RDA), which would enhance reliability of parameter estimation for the crop model. It would be advantageous to select sampling sites in areas where reliable weather observation data can be obtained because crop models quantify the response of crop growth to given weather conditions. It is recommended to choose multiple sampling sites where climate conditions would differ. It is crucial to collect time series data for comparison between observed and simulated crop growth and yield. A crop model can be developed to predict actual yield rather than attainable yield using data for crop damage caused by diseases and pests as well as weather anomalies. A bigdata platform where the observation data are to be shared would facilitate the development of crop models for vegetable crops.