• Title/Summary/Keyword: Estimating procedure

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Development of DL-MCS Hybrid Expert System for Automatic Estimation of Apartment Remodeling (공동주택 리모델링 자동견적을 위한 DL-MCS Hybrid Expert System 개발)

  • Kim, Jun;Cha, Heesung
    • Korean Journal of Construction Engineering and Management
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    • v.21 no.6
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    • pp.113-124
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    • 2020
  • Social movements to improve the performance of buildings through remodeling of aging apartment houses are being captured. To this end, the remodeling construction cost analysis, structural analysis, and political institutional review have been conducted to suggest ways to activate the remodeling. However, although the method of analyzing construction cost for remodeling apartment houses is currently being proposed for research purposes, there are limitations in practical application possibilities. Specifically, In order to be used practically, it is applicable to cases that have already been completed or in progress, but cases that will occur in the future are also used for construction cost analysis, so the sustainability of the analysis method is lacking. For the purpose of this, we would like to suggest an automated estimating method. For the sustainability of construction cost estimates, Deep-Learning was introduced in the estimating procedure. Specifically, a method for automatically finding the relationship between design elements, work types, and cost increase factors that can occur in apartment remodeling was presented. In addition, Monte Carlo Simulation was included in the estimation procedure to compensate for the lack of uncertainty, which is the inherent limitation of the Deep Learning-based estimation. In order to present higher accuracy as cases are accumulated, a method of calculating higher accuracy by comparing the estimate result with the existing accumulated data was also suggested. In order to validate the sustainability of the automated estimates proposed in this study, 13 cases of learning procedures and an additional 2 cases of cumulative procedures were performed. As a result, a new construction cost estimating procedure was automatically presented that reflects the characteristics of the two additional projects. In this study, the method of estimate estimate was used using 15 cases, If the cases are accumulated and reflected, the effect of this study is expected to increase.

Robust Nonparametric Regression Method using Rank Transformation

    • Communications for Statistical Applications and Methods
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    • v.7 no.2
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    • pp.574-574
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    • 2000
  • Consider the problem of estimating regression function from a set of data which is contaminated by a long-tailed error distribution. The linear smoother is a kind of a local weighted average of response, so it is not robust against outliers. The kernel M-smoother and the lowess attain robustness against outliers by down-weighting outliers. However, the kernel M-smoother and the lowess requires the iteration for computing the robustness weights, and as Wang and Scott(1994) pointed out, the requirement of iteration is not a desirable property. In this article, we propose the robust nonparametic regression method which does not require the iteration. Robustness can be achieved not only by down-weighting outliers but also by transforming outliers. The rank transformation is a simple procedure where the data are replaced by their corresponding ranks. Iman and Conover(1979) showed the fact that the rank transformation is a robust and powerful procedure in the linear regression. In this paper, we show that we can also use the rank transformation to nonparametric regression to achieve the robustness.

Robust Nonparametric Regression Method using Rank Transformation

  • Park, Dongryeon
    • Communications for Statistical Applications and Methods
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    • v.7 no.2
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    • pp.575-583
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    • 2000
  • Consider the problem of estimating regression function from a set of data which is contaminated by a long-tailed error distribution. The linear smoother is a kind of a local weighted average of response, so it is not robust against outliers. The kernel M-smoother and the lowess attain robustness against outliers by down-weighting outliers. However, the kernel M-smoother and the lowess requires the iteration for computing the robustness weights, and as Wang and Scott(1994) pointed out, the requirement of iteration is not a desirable property. In this article, we propose the robust nonparametic regression method which does not require the iteration. Robustness can be achieved not only by down-weighting outliers but also by transforming outliers. The rank transformation is a simple procedure where the data are replaced by their corresponding ranks. Iman and Conover(1979) showed the fact that the rank transformation is a robust and powerful procedure in the linear regression. In this paper, we show that we can also use the rank transformation to nonparametric regression to achieve the robustness.

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An Improved Iterative Procedure for Outlier Detection in Time Series (시계열 이상치 탐지를 위한 개선된 반복적 절차)

  • Bui, Anh Tuan;Jun, Chi-Hyuck
    • Journal of Korean Institute of Industrial Engineers
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    • v.38 no.1
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    • pp.17-24
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    • 2012
  • We address some potential problems with the existing procedures of outlier detection in time series. Also we propose modifications in estimating model parameters and outlier effects in order to reduce the number of tests and to increase the detection accuracy. Experiments with some artificial data sets show that the proposed procedure significantly reduces the number of tests and enhances the accuracy of estimated parameters as well as the detection power.

An extension of Markov chain models for estimating transition probabilities (추이확률의 추정을 위한 확장된 Markov Chain 모형)

  • 강정혁
    • Korean Management Science Review
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    • v.10 no.2
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    • pp.27-42
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    • 1993
  • Markov chain models can be used to predict the state of the system in the future. We extend the existing Markov chain models in two ways. For the stationary model, we propose a procedure that obtains the transition probabilities by appling the empirical Bayes method, in which the parameters of the prior distribution in the Bayes estimator are obtained on the collaternal micro data. For non-stationary model, we suggest a procedure that obtains a time-varying transition probabilities as a function of the exogenous variables. To illustrate the effectiveness of our extended models, the models are applied to the macro and micro time-series data generated from actual survey. Our stationary model yields reliable parameter values of the prior distribution. And our non-stationary model can predict the variable transition probabilities effectively.

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Low-discrepancy sampling for structural reliability sensitivity analysis

  • Cao, Zhenggang;Dai, Hongzhe;Wang, Wei
    • Structural Engineering and Mechanics
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    • v.38 no.1
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    • pp.125-140
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    • 2011
  • This study presents an innovative method to estimate the reliability sensitivity based on the low-discrepancy sampling which is a new technique for structural reliability analysis. Two advantages are contributed to the method: one is that, by developing a general importance sampling procedure for reliability sensitivity analysis, the partial derivative of the failure probability with respect to the distribution parameter can be directly obtained with typically insignificant additional computations on the basis of structural reliability analysis; and the other is that, by combining various low-discrepancy sequences with the above importance sampling procedure, the proposed method is far more efficient than that based on the classical Monte Carlo method in estimating reliability sensitivity, especially for problems of small failure probability or problems that require a large number of costly finite element analyses. Examples involving both numerical and structural problems illustrate the application and effectiveness of the method developed, which indicate that the proposed method can provide accurate and computationally efficient estimates of reliability sensitivity.

Estimation of Random Coefficient AR(1) Model for Panel Data

  • Son, Young-Sook
    • Journal of the Korean Statistical Society
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    • v.25 no.4
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    • pp.529-544
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    • 1996
  • This paper deals with the problem of estimating the autoregressive random coefficient of a first-order random coefficient autoregressive time series model applied to panel data of time series. The autoregressive random coefficients across individual units are assumed to be a random sample from a truncated normal distribution with the space (-1, 1) for stationarity. The estimates of random coefficients are obtained by an empirical Bayes procedure using the estimates of model parameters. Also, a Monte Carlo study is conducted to support the estimation procedure proposed in this paper. Finally, we apply our results to the economic panel data in Liu and Tiao(1980).

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A Study on the Thermal Performance of a Solar House by a F-chart Method (F-chart 설계법(設計法)에 의한 태양열주택(太陽熱住宅)의 난방성능(暖房性能)에 관(關)한 연구(硏究))

  • Lee, Young-Soo;Seoh, Jeong-Ill;Yim, Jang-Soon
    • Solar Energy
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    • v.2 no.2
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    • pp.1-9
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    • 1982
  • This paper presents a method. for estimating the useful output of solar heating sys-terns. Heating load calculations, climatic data and various conditions are used in this procedure to estimate the fraction of the monthly heating load supplied by solar energy for a particular system the design procedure presented in this paper referred to the f-chart method. The results of this study are as follows; 1) The collected energy is not rised lineary to collector area. 2) If the heating area has equivalent solar collector area, the solar energy utilization for space heating is over 90%. 3) Transmittance- absorptance product for radiation at normal incidence, (${\tau}{\alpha}$)/(${\tau}{\alpha}$)n, during most of the heating season is 0.92 for a two-cover collector. 4) Orientation of the collector has little effect on the annual performance of solar heating system within the $15^{\circ}$.

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Lens design by using damped least squares method with special procedure for estimating numerical adequacy of derivative increments of variables (미분증가치의 최적성 평가법을 도입한 감쇠최소자승법에 의한 광학 설계)

  • 김태희;김경찬;박진원;최옥식;이윤구;조현모;이인원
    • Korean Journal of Optics and Photonics
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    • v.8 no.2
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    • pp.88-94
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    • 1997
  • Photographic lenses and an aspheric optical pickup-lens are designed by using damped least-squares(DLS) method. We start optimization with arbitrary initial damping factor. To improve the rate of convergence and the stability in optimization, we apply the special procedure that estimates numerical adequacy of derivative increments of variables to the DLS method. When the initial damping factor is almost equal to the median of series of eigenvalues, the convergence and the stability of the method significantly are improved. Optimized lenses have the performance of each target.

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Classification for intraclass correlation pattern by principal component analysis

  • Chung, Hie-Choon;Han, Chien-Pai
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.3
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    • pp.589-595
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    • 2010
  • In discriminant analysis, we consider an intraclass correlation pattern by principal component analysis. We assume that the two populations are equally likely and the costs of misclassification are equal. In this situation, we consider two procedures, i.e., the test and proportion procedures, for selecting the principal components in classifica-tion. We compare the regular classification method and the proposed two procedures. We consider two methods for estimating error rate, i.e., the leave-one-out method and the bootstrap method.