• Title/Summary/Keyword: Estimating

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ROBUST ESTIMATION USING QUASI-SCORE ESTIMATING FUNCTIONS FOR NONLINEAR TIME SERIES MODELS

  • Cha, Kyung-Yup;Kim, Sah-Myeong;Lee, Sung-Duck
    • Journal of the Korean Statistical Society
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    • v.32 no.4
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    • pp.385-399
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    • 2003
  • We first introduce the quasi-score estimating function and applied the quasi-score estimating function to nonlinear time series models. We proposed the M quasi-score estimating functions bounded functions for the quasi-score estimating functions. Also, we investigated the asymptotic properties of quasi-likelihood estimators and M quasi-likelihood estimators. Simulation results show that the M quasi-likelihood estimators work better than the least squares estimators under the heavy-tailed distributions

Robustizing Kalman filters with the M-estimating functions

  • Pak, Ro Jin
    • Communications for Statistical Applications and Methods
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    • v.25 no.1
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    • pp.99-107
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    • 2018
  • This article considers a robust Kalman filter from the M-estimation point of view. Pak (Journal of the Korean Statistical Society, 27, 507-514, 1998) proposed a particular M-estimating function which has the data-based shaping constants. The Kalman filter with the proposed M-estimating function is considered. The structure and the estimating algorithm of the Kalman filter accompanying the M-estimating function are mentioned. Kalman filter estimates by the proposed M-estimating function are shown to be well behaved even when data are contaminated.

Development and Application of the Spare-parts Cost Estimating Relationships (수리부속비 비용추정식 개발과 활용방안)

  • Ryu, Min-Kyu;Lee, Yong-Bok;Kang, Sung-Jin
    • Journal of the Korea Institute of Military Science and Technology
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    • v.13 no.4
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    • pp.601-611
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    • 2010
  • Currently, a life cycle cost estimates(LCCE) is the most important factor in weapon system acquisition process. However, operation and maintenance(O&M) cost related studies are insufficient from the previous literature survey. O&M cost consists of various cost factors such a man power, maintenance and direct & indirect support costs. We have known that spare-parts cost is a key factor in the O&M cost. In this paper, we developed the spare-parts cost estimating relationships(CERs) of fixed-wing aircraft and armored vehicle weapon systems which include 4 historical cost drivers ; system acquisition cost, deterioration rate, localization rate, mission characteristic. Furthermore, we proposed the application methodologies that O&M cost estimating, total life cycle cost estimating and determination of the economic life using the spare-parts CERs.

A DOUBLY ROBUSTIFIED ESTIMATING FUNCTION FOR ARCH TIME SERIES MODELS

  • Kim, Sahm;Hwang, S.Y.
    • Journal of the Korean Statistical Society
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    • v.36 no.3
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    • pp.387-395
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    • 2007
  • We propose a doubly robustified estimating function for the estimation of parameters in the context of ARCH models. We investigate asymptotic properties of estimators obtained as solutions of robust estimating equations. A simulation study shows that robust estimator from specified doubly robustified estimating equation provides better performance than conventional robust estimators especially under heavy-tailed distributions of innovation errors.

A New Form of Nondestructive Strength-Estimating Statistical Models Accounting for Uncertainty of Model and Aging Effect of Concrete

  • Hong, Kee-Jeung;Kim, Jee-Sang
    • Journal of the Korean Society for Nondestructive Testing
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    • v.29 no.3
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    • pp.230-234
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    • 2009
  • As concrete ages, the surrounding environment is expected to have growing influences on the concrete. As all the impacts of the environment cannot be considered in the strength-estimating model of a nondestructive concrete test, the increase in concrete age leads to growing uncertainty in the strength-estimating model. Therefore, the variation of the model error increases. It is necessary to include those impacts in the probability model of concrete strength attained from the nondestructive tests so as to build a more accurate reliability model for structural performance evaluation. This paper reviews and categorizes the existing strength-estimating statistical models of nondestructive concrete test, and suggests a new form of the strength-estimating statistical models to properly reflect the model uncertainty due to aging of the concrete. This new form of the statistical models will lay foundation for more accurate structural performance evaluation.

ACCURACY IMPROVEMENT OF AN APPROXIMATE COST ESTIMATING MODEL FOR RIVER FACILITY CONSTRUCTION

  • Siwook Lee;Sungkwon Woo;Jeongyoon Lee;Inwook Choi
    • International conference on construction engineering and project management
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    • 2009.05a
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    • pp.1201-1208
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    • 2009
  • A making a decision of construction cost has important meaning and function for both contractor and owner in construction projects. Especially, it should be premised that estimating the construction cost in efficient and rational way in public construction, which is invested by government funds, for efficient execution of the budget and investment as a side of government. The systematic methodology for estimating construction cost approximately of a river facility construction project has not yet been established because of its unique characteristics including its relatively small project size in terms of cost. On this study, It collect and analyze a river facility construction historical cost data for develop an approximate cost estimating model for river applied by typical embankment section method and rate application of the others activity type. And it verify suitability of model through a that result of application of real river facility construction statement at developed model. By this study, it is expected to reasonable and systematic estimating construction cost through application of developed model.

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A Development of the Ship Weight Estimating Method by a Statistical Approach (통계적 접근법에 의한 선박 중량추정 방법 개발)

  • Cho, Yong-Jin
    • Journal of the Society of Naval Architects of Korea
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    • v.48 no.5
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    • pp.426-434
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    • 2011
  • Accurate weight prediction methods are an essential of the ship design in both ship cost managements and performance satisfactions. When no parent or similar ships are available, an adequate method of the ship weight estimating is required. In this study, there was carried out to develop the ship weight estimating method for the preliminary design phase. The weight estimating methods were first surveyed by the references and summarized their characteristics. The weight estimation method by statistical approach was developed for the container ship because the containerized transportation markets is gradually growing and ship's size and loading capacity are rapidly enlarged. The correlation analysis and the multiple regression analysis were used for developing the weight estimating method. As a results of evaluating the developed method, the error ratio of the variation between estimated weight and ship's data was about 5%. And it was only 1% difference with the calculating weight of conceptual design results by shipyard design team that the estimating weight of ultra-large container ship was predicted by the developed method.

A Conceptual Model for Automated Cost Estimating Using Work Information Classification System of Apartment House (공동주택의 공사정보분류체계를 활용한 적산 자동화 개념 모형 개발)

  • Lee, Yang Kyu;Park, Hong Tae
    • Journal of the Society of Disaster Information
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    • v.10 no.1
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    • pp.15-24
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    • 2014
  • The study presents work information classification system of apartment house which can organize all construction management services throughout the planning and management of a construction such as the decomposition of the design process, the assembly of construction process and cost estimating, etc. In addition, the study suggested a way to connect work information classification system based on a relational database in working order and built a conceptual model for automated cost estimating by utilizing established data base. A conceptual model for automated cost estimating will resolve the fundamental problems of the existing cost estimating system and will be able to take advantage of scientific cost estimating system at the construction site of apartment house.

A Methodology for Estimating Optimum Hardware Capacity E-learning System Development (E-러닝시스템 구축 프로젝트의 적정 하드웨어 산정방법론 연구)

  • Jung, Ji-Young;Baek, Dong-Hyun
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.34 no.3
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    • pp.49-56
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    • 2011
  • Estimating optimum hardware capacity of an e-learning system is very important process to grasp reasonable size of designing technique architecture and budget during step of ISP(information strategic planning) and development. It hugely influences cost and quality of the whole project. While investment on information system hardware has been continuously increased, there was no certified hardware capacity estimating method in e-learning system development. A guideline for hardware sizing of information systems was established by Telecommunication Technology Association in 2008. However, the guideline is not appropriate for estimating optimum hardware capacity of an e-learning system because it was designed to provide general standards for estimating hardware capacity of various types of projects. The purpose of this paper is to provide a methodology for estimating optimum hardware capacity in e-learning system development. To develop the methodology, this study, first of all, analyzes two e-learning development projects, in which the guideline was applied to estimate optimum hardware capacity. Then, this study finds out several key factors influencing on hardware capacity. Finally, this study suggests a methodology for estimating optimum hardware capacity of an e-learning system, in which weights for the factors are determined through AHP analysis.

A New Redescending M-Estimating Function

  • Pak, Ro-Jin
    • Journal of the Korean Data and Information Science Society
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    • v.13 no.1
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    • pp.47-53
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    • 2002
  • A new redescending M-estimating function is introduced. The estimators by this new redescending function attain the same level of robustness as the existing redescending M-estimators, but have less asymptotic variances than others except few cases. We have focused on estimating a location parameter, but the method can be extended for a scale estimation.

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