• Title/Summary/Keyword: 통계적 추정법

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Regression models based on cumulative data for forecasting of new product (신제품 수요예측을 위하여 누적자료를 활용한 회귀모형에 관한 연구)

  • Park, Sang-Gue;Oh, Jung-Hyun
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.1
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    • pp.117-124
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    • 2009
  • If time series data with seasonal effect exist, various statistical models like winters for successful forecasts could be used. But if the data are not enough to estimate seasonal effect, not much methods are available. This paper proposes the statistical forecasting method based on cumulative data when the data are not enough to estimate seasonal effect. We apply this method to real cosmetic sales data and show its better performance over moving average method.

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Evaluation of Statistical Fatigue Life of Hybrid Composite Joints in Low-Floor Bus (저상버스용 하이브리드 복합재 조인트부의 통계적 피로수명평가)

  • Jung, Dal-Woo;Choi, Nak-Sam
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.34 no.11
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    • pp.1705-1713
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    • 2010
  • The reliable fatigue life for hybrid composite joint structures was estimated by a statistical method for evaluating fatigue life; the results of the fatigue test varied widely. Cyclic bending tests were performed on a cantilever beam with a hybrid composite joint, which was developed for the body of a low-floor bus. In order to estimate the fatigue life of the hybrid composite joint structure by comparing the data obtained during the fatigue tests, the most suitable probabilistic density function among the normal, lognormal, and Weibull distributions was selected. The probabilistic-stress-life (P-S-N) curves calculated by using the selected Weibull distribution was suggested for process of statistical fatigue life estimation and reliability design.

The assessment of performances of regional frequency models using Monte Carlo simulation: Index flood method and artificial neural network model (몬테카를로 시뮬레이션을 이용한 지역빈도해석 기법의 성능 분석: 홍수지수법과 인공신경망 모델)

  • Lee, Joohyung;Seo, Miru;Park, Jaeheyon;Heo, Jun-Haeng
    • Proceedings of the Korea Water Resources Association Conference
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    • 2021.06a
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    • pp.156-156
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    • 2021
  • 본 연구는 지역빈도해석을 기반으로한 인공신경망 모델과 기존에 널리 사용되는 방법인 홍수지수법의 성능을 몬테카를로 시뮬레이션을 이용하여 평가하였다. 컴퓨터 기술이 발달함에 따라 인공지능에 대한 접근성이 좋아지며 수문학을 포함한 다양한 분야에 적용되고 있다. 인공지능을 이용하여 강수량 및 유량 등 다양한 수문자료에 대한 예측이 이루어지고 있으나 빈도해석에 관한 연구는 비교적 적다. 본 연구에서 사용된 인공 지능 모델은 대상 지점의 지형학적 자료와 수문학적 자료를 이용하여 인공신경망을 통해 지점의 확률강우량(QRT-ANN) 및 확률분포형의 매개변수 (PRT-ANN)를 추정한다. 지형학적 자료로는 위도, 경도 그리고 고도가 사용되었으며 수문학적 자료로는 대상 지점의 최근 30년 일일연최대강우량을 사용하였다. 지역빈도해석의 정확도는 지역 내 통계적 특성이 비슷한 지점들이 포함되면 될수록 높아진다. 통계적 특성으로는 불일치 척도, 이질성 척도, 적합성 척도가 있으며 다양한 조건의 통계적 특성에 따른 세 개의 지역빈도해석 방법의 성능을 평가하고자 하였다. 대상 지역 내 n개의 지점이 있다고 가정하였을 때, 홍수지수법의 경우 n-1개의 지점으로 추정한 지역 성장곡선을 이용하여 나머지 1개 지점의 확률강우량을 산정할 수 있으며 인공신경망 모델들 또한 n-1개 지점들의 자료를 이용하여 모델을 구축한 뒤 나머지 지점의 확률강우량 및 확률분포형의 매개변수를 예측할 수 있다. PRT-ANN의 경우 예측된 매개변수를 이용하여 확률강우량을 산정하며 시뮬레이션 시행마다 발생시킨 자료의 지점빈도해석 결과에 대한 나머지 세 방법의 평균 제곱근 상대오차 (Relative root mean square error, RRMSE)를 계산하였다. 몬테카를로 시뮬레이션을 이용한 성능 분석을 통하여 관측값의 다양한 통계적 특성에 맞는 지역빈도해석 방법을 제시할 수 있을 것으로 판단된다.

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Statistical Analysis for Fatigue Life Evaluation of Vehicle Muffler (자동차용 머플러의 피로수명평가를 위한 통계적 분석)

  • Choi, Ji-Hun;Lee, Yong-Jun;Yoon, Jin-Ho;Kang, Sung-Su
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.37 no.3
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    • pp.365-372
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    • 2013
  • In this study, a statistical method for evaluating the fatigue life of a vehicle muffler was used to obtain reliable fatigue data using a limited number of specimens. Cyclic bending tests were conducted using specimens manufactured to be exactly the same as the mufflers installed in cars that are currently in use. To estimate the fatigue life by comparing the data obtained during the fatigue tests, the most suitable probability density function for the normal, lognormal, and Weibull distributions was selected. A goodness-of-fit test was performed on the probability distributions, and then a Weibull distribution using the least square method was selected. By using the selected Weibull distribution, the probability-moment-life curves (P-M-N curve) reflecting the fatigue characteristics were suggested as the data for the reliable design of a muffler.

Identification of Uncertainty in Fitting Rating Curve with Bayesian Regression (베이지안 회귀분석을 이용한 수위-유량 관계곡선의 불확실성 분석)

  • Kim, Sang-Ug;Lee, Kil-Seong
    • Journal of Korea Water Resources Association
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    • v.41 no.9
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    • pp.943-958
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    • 2008
  • This study employs Bayesian regression analysis for fitting discharge rating curves. The parameter estimates using the Bayesian regression analysis were compared to ordinary least square method using the t-distribution. In these comparisons, the mean values from the t-distribution and the Bayesian regression are not significantly different. However, the difference between upper and lower limits are remarkably reduced with the Bayesian regression. Therefore, from the point of view of uncertainty analysis, the Bayesian regression is more attractive than the conventional method based on a t-distribution because the data size at the site of interest is typically insufficient to estimate the parameters in rating curve. The merits and demerits of the two types of estimation methods are analyzed through the statistical simulation considering heteroscedasticity. The validation of the Bayesian regression is also performed using real stage-discharge data which were observed at 5 gauges on the Anyangcheon basin. Because the true parameters at 5 gauges are unknown, the quantitative accuracy of the Bayesian regression can not be assessed. However, it can be suggested that the uncertainty in rating curves at 5 gauges be reduced by Bayesian regression.

Estimation of Concrete Strength Based on 7-day Strength (콘크리트의 7일강도를 이용한 28일 강도의 추정)

  • 김선영;권태수;이수곤
    • Magazine of the Korea Concrete Institute
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    • v.10 no.1
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    • pp.119-124
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    • 1998
  • 콘크리트는 시멘트, 잔골재 및 굵은 골재, 물 및 첨가제의 양이나 투입순서 ,혼합방법등 여러 가지 요인에 따라 성질이 바뀌게 되는 복합재료이다. 따라서 넓은 의미에서 품질 판정의 한 수단이 되는 콘크리트의 설계기준강도 또는 압축강도 fc'(=28일 압축강도)는 물론 기타의 성질도 정확한 예측이 불가능하다. 즉 소요강도를 목표로 배합된 공시체의 시험결과는 예외없이 통계적 가변성을 나타낸다. 여기에서는 공시체의 7일 강도의 평균치 및 표준 편차와 공시체의 28일 강도 측정치로부터 콘크리트의 압축강도를 추정하는식을 제안하였다. 이를 위하여 7,320개의 강도시험자료를 수집한 후 이들을 선형 회귀 분석법으로 처리하였다. 제안된 식에 의한 콘크리트의 압축강도는 타 추정식에 의한 값보다 실측치에 좀 더 근접함을 보여주었다. 또한 제안식의 검정을 위해 서울지역 자료 5,200개를 수집하여 제안식과 JIS, Slater식과의 오차를 비교한 결과에 따르면 제안식이 더 안전측임을 알 수 있었다. 그리고 슈미트 햄머에 의한 현장 실측 강도와 제안식과의 콘크리트 강도 오차는 대체로 2.3%이었다.

Estimation of Economic Value for Industrial Water Supply (산업단지로의 공업용수 공급의 경제적 가치 추정)

  • Kim, Hyun-Jung;Kim, Gil-Ho;Yeo, Kyu-Dong;Lee, Sang-Won
    • Proceedings of the Korea Water Resources Association Conference
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    • 2012.05a
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    • pp.784-784
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    • 2012
  • 수자원사업에 의해 공급되는 공업용수는 대상 사업체에서 노동, 자본, 토지 등과 더불어 필수적인 투입재이다. 이러한 투입재의 안정적인 확보는 해당 산업이 부가가치를 창출하는데 매우 중요한 사안이다. 공업용수의 공급이 중단될 시 해당 산업에서의 피해액은 동일한 공급량 기준으로 봤을 때, 생활용수나 농업용수에 비해 매우 크다고 알려져 있다. 이러한 공업용수 공급의 가치를 확인하고자 본 연구는 산업단지를 대상으로 공급되는 공업용수의 한계생산가치를 생산함수 접근법을 기반으로 추정하였다. 자료의 불확실성을 고려하기 위하여 통계적 기법을 기초로 한 4가지 기준으로의 데이터 정제를 실시하여 각각에 대한 공업용수의 한계생산가치를 추정하였고, 각각의 결과로부터 최소, 최대의 범위로 제시하였다. 본 연구에서 확인한 공업용수 공급의 가치는 향후 수자원사업 시 비용배분, 용수배분, 사업의 경제적 타당성 유무 등과 관련한 의사결정의 문제에서 합리적인 기준을 제공할 수 있을 것으로 기대된다.

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A Study on Developing a Model for Cancer Damage Cost Due to Risk from Benzene in Ulsan Metropolitan City (울산 지역에서 대기중 벤젠으로 인한 암 사망 손실비용 추정 모형에 관한 연구)

  • Lee, Yong-Jin;Kim, Ye-Shin;Shin, Dong-Chun;Shin, Young-Chul
    • Environmental and Resource Economics Review
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    • v.13 no.1
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    • pp.49-82
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    • 2004
  • The study aimed to evaluate cancer damage cost due to risk from benzene inhalation. We performed health risk assessment based on US EPA guideline to estimate annual population risk in Ulsan metropolitan city. Also, we estimated a willingness-to-pay amount for reducing a cancer mortality rate to evaluate a value of statistical life. We combined the annual population risk and the value of statistical life to calculate the cancer damage cost. In the health risk assessment, we applied the benzene unit risk ($2.2{\times}10^{-6}{\sim}7.8{\times}10^{-6}$) in the US EPA'S Integrated Risk Information System to assess the annual population risk. Average concentration of benzene in ambient air is $7.88{\mu}g/m^3$(min: 1.16~max: $23.32{\mu}g/m^3$). We targeted an exposure population of 516,641 persons who aged over 30 years old. Using a Monte-Carlo simulation for uncertainty analysis, we evaluated that the population risk of benzene during ten years in Ulsan city is 2.90 persons (5 percentile: 0.32~95 percentile: 9.11persons). And the monthly average WTP for 5/1,000 cancer mortality reduction during ten years is 14,852 Won(95% C.I: 13,135~16,794 Won) and the implied VSL is 36 million Won(95% C.I: 30~40 million Won). Cancer damage cost due to risk from benzene inhalation during 10 years in Ulsan city is about 104 million Won(5 percentile: 13~95 percentile: 328 million Won). Health benefit cost to reduce a cancer mortality risk of benzene is about 50 million Won is Ulsan metropolitann city. But, it is very important that this cost is not for all health damage cost of cancer mortality in some area. We just recommended a model for evaluating a cancer risk reduction, so we must re-evaluate an integrated application of total VOCs damage cost including benzene.

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A Study on the Properties of Foamed Concrete with Plaster Using the Experimental Design (실험계획법을 이용한 석고 혼입 기포콘크리트의 특성에 관한 연구)

  • Lee, Sang-An;Kim, Wha-Jung;Yoon, Sang-Chun
    • Journal of the Korea institute for structural maintenance and inspection
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    • v.17 no.6
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    • pp.130-137
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    • 2013
  • This research was performed through the experimental design to get the statistical analysis on foamed concrete mixed plaster with hydrogen peroxide. In this experiment, we set the ratio of each material, which part of lightweight concrete, as experimental factors and evaluated on the mechanical properties by statistical analysis for response variables obtained from experiments. Experimental factors are plaster replacement, water binder ratio, and hydrogen peroxide ratio. Response variables are dry density, compressive strength, and flexural strength. Mixing design of the foamed concrete set up a total of 15 experimental points by Box-Behnken (BB) method of the response surface analysis. Thus, the results of a study were summarized as follows. Values of the probability in experimental factors (plaster replacement, water binder ratio and hydrogen peroxide ratio) on the response variables were estimated to be significant at the 95% of confidence limit. On response surface analysis for dry density of foamed concrete, water binder ratio and hydrogen peroxide ratio were estimated to be significant (${\alpha}$ = 0.05), and the relationship between the amount of void and the water content for dry density is inverse proportional. On response surface analysis for the compressive strength of foamed concrete, water binder ratio, hydrogen peroxide ratio and (hydrogen peroxide ratio)$^2$ was estimated to be significant (${\alpha}$ = 0.05). On response surface analysis for the flexural strength of foamed concrete, water binder ratio, hydrogen peroxide ratio was estimated to be significant (${\alpha}$ = 0.05). Through multi response surface analysis, we found the optimal area that meets performance goals.

Parameter Estimation of Gravity Model by using Transit Smart Card Data (대중교통 카드를 이용한 중력모형 파라메타 추정)

  • Kim, Dae-Seong;Lim, Yong-Taek;Eom, Jin-Ki;Lee, Jun
    • Proceedings of the KSR Conference
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    • 2011.05a
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    • pp.1799-1810
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    • 2011
  • Origin-Destination(OD) trip survey being used in travel demand forecasting has been obtained through totalizing process with direct sample survey techniques such as plate license survey, roadside interview, household travel survey, and cordon line counts. However, the OD survey has many discrepancies in sampling, totalizing process, and such discrepancies contains problems of difference between forecasted traffic volume and observed data. On the other hand, transit smart card data recently collected has credible resource of obtaining travel information for bus and metro. This paper presents parameter estimation of gravity model by using transit smart card data. Through the parameter estimation method, we estimated =0.57, ${\beta}$=0.14 of gravity model for bus, and ${\alpha}$=-0.21, ${\beta}$=0.05 for metro. The statistical test such as T-test, coefficient of correlation, Theil`s inequality coefficient showed no difference between observed volume and estimated volume. Elasticities of bus and metro derived in this paper are also reasonable.

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