• 제목/요약/키워드: Estimation Errors

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시계열 회귀모형에 근거한 자동차 보험료 추정 (Estimating Automobile Insurance Premiums Based on Time Series Regression)

  • 김영화;박원서
    • 응용통계연구
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    • 제26권2호
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    • pp.237-252
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    • 2013
  • 보험료 및 보험료 구성요소에 대한 예측모형은 합리적인 보험료 결정에 필수적이다. 본 연구에서는 가변수 회귀모형, 독립변수 추가모형, 자기회귀 오차모형, 계절형 ARIMA 모형, 개입모형 등 적정한 자동차 대물 손해보험료 추정에 사용되는 다양한 모형을 소개하였다. 또한 실제 자동차 대물 보험료 자료를 이용하여 각 모형을 이용하여 보험료, 심도, 빈도 등을 추정하였으며, 모형의 추정결과는 추정치와 실제 자료값의 차이에 근거한 RMSE(Root Mean Squared Errors) 값을 통해 비교하였다. 실제 자료 분석 결과, 자기회귀 오차모형이 가장 좋은 성능을 보여주는 것을 알 수 있었다.

공기청정기 시험기의 센서신호 오차가 공기청정기 성능 평가에 미치는 영향 (Effects of Sensor Errors in Air Cleaner Testing on the Cleaner Performance Estimation)

  • 이천환;김민영;이수민
    • 한국수소및신에너지학회논문집
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    • 제34권1호
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    • pp.77-82
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    • 2023
  • The fuel cell in fuel cell electric vehicle utilizes oxygen in the atmosphere, which requires the use of an air cleaner system to minimize the intake of harmful pollutants. To estimate the performance of the air cleaner system, the pressure drop between the filter inlet and outlet is used under the rated air flow condition. In this study, the effect of sensor error in this air cleaner testing is experimentally carried out. It is found that the errors of the temperature sensor does not significantly affect the estimation of pressure drop. However, in the case of the pressure sensor, 5% sensor error results in the error of pressure drop estimation by 3%. Therefore, it is recommended that the measurement accuracy of the pressure sensor mounted in test system should be maintained at less than 5%.

Axial capacity of FRP reinforced concrete columns: Empirical, neural and tree based methods

  • Saha Dauji
    • Structural Engineering and Mechanics
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    • 제89권3호
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    • pp.283-300
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    • 2024
  • Machine learning (ML) models based on artificial neural network (ANN) and decision tree (DT) were developed for estimation of axial capacity of concrete columns reinforced with fiber reinforced polymer (FRP) bars. Between the design codes, the Canadian code provides better formulation compared to the Australian or American code. For empirical models based on elastic modulus of FRP, Hadhood et al. (2017) model performed best. Whereas for empirical models based on tensile strength of FRP, as well as all empirical models, Raza et al. (2021) was adjudged superior. However, compared to the empirical models, all ML models exhibited superior performance according to all five performance metrics considered. The performance of ANN and DT models were comparable in general. Under the present setup, inclusion of the transverse reinforcement information did not improve the accuracy of estimation with either ANN or DT. With selective use of inputs, and a much simpler ANN architecture (4-3-1) compared to that reported in literature (Raza et al. 2020: 6-11-11-1), marginal improvement in correlation could be achieved. The metrics for the best model from the study was a correlation of 0.94, absolute errors between 420 kN to 530 kN, and the range being 0.39 to 0.51 for relative errors. Though much superior performance could be obtained using ANN/DT models over empirical models, further work towards improving accuracy of the estimation is indicated before design of FRP reinforced concrete columns using ML may be considered for design codes.

상수 모듈러스 오차의 반복적 확률추정에 기반한 결정궤환 등화 (Recursive Probability Estimation of Decision Feedback Equalizers based on Constant Modulus Errors)

  • 김남용
    • 한국산학기술학회논문지
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    • 제16권3호
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    • pp.2172-2177
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    • 2015
  • 상수 모듈러스 오차의 확률을 영으로 줄이는 등화 알고리듬에 결정 궤환 방식이 도입된 DF-MZEP-CME (decision feedback - maximum zero-error probability for constant modulus errors) 알고리듬은 채널 왜곡 보상에서 보다 향상된 성능을 보인다. 그러나 이 DF-MZEP-CME 알고리듬은 기울기 계산에서 샘플 사이즈에 비례하는 계산량을 가지게 되어 구현상 장애요인으로 작용한다. 이 논문에서는 DF-MZEP-CME 알고리듬의 기울기를 반복적으로 추정하도록 하여 계산량이 샘플 사이즈와 무관하게 함으로서 계산량 문제를 해결한다. 샘플 사이즈 N 에 대해 기존 알고리듬이 10N 의 곱셈량을 가지지만 제안한 방식은 샘플 사이즈와 무관하게 단지 20 번의 곱셈을 수행한다. 또한 제안한 방식의 기울기 계산이 초기상태로부터 안정 상태로 넘어갈 때 연속성을 유지하는 것으로 나타나 오차 전파에 예민한 결정 궤환 방식에 매우 적합한 알고리듬으로 판단된다.

Bootstrap 기법을 이용한 용당 저수지 유역의 미래 설계홍수량 불확실성 평가 (Uncertainty Analysis of Future Design Floods for the Yongdang Reservoir Watershed using Bootstrap Technique)

  • 이도길;강문성;박지훈;류정훈
    • 한국농공학회논문집
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    • 제58권2호
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    • pp.91-99
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    • 2016
  • To estimate design floods for hydraulic structures, statistical methods has been used in the analysis of rainfall data. However, due to the lack of rainfall data in some regions, it is difficult to apply the statistical methods for estimation of design rainfall. In addition, increased uncertainty of design rainfall arising from the limited rainfall data can become an important factor for determining the design floods. The main objective of this study was to assess the uncertainty of the future design floods under RCP (representative concentration pathways) scenarios using a bootstrap technique. The technique was used in this study to quantify the uncertainty in the estimation of the future design floods. The Yongdang watershed in South Korea, 2,873 ha in size, was selected as the study area. The study results showed that the standard errors of the basin of Yongdang reservoir were calculated as 2.0~6.9 % of probable rainfall. The standard errors of RCP4.5 scenario were higher than the standard errors of RCP8.5 scenario. As the results of estimation of design flood, the ranges of peak flows considered uncertainty were 2.3~7.1 %, and were different each duration and scenario. This study might be expected to be used as one of guidelines to consider when designing hydraulic structures.

Computer Graphic에 의한 와이블분포 모수추정에 관한 연구 (A study on the Parameter Estimation of the Weibull Distribution using Computer Graphic Method)

  • 엄태원;정수일
    • 산업경영시스템학회지
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    • 제16권27호
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    • pp.121-125
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    • 1993
  • This study deals with the estimation of the Weibull parameters, which have a close relation with product reliability characteristics. Among the many kinds of estimation methods, Kao's Weibull Probability Paper(WPP) is commonly used. The WPP is very convenient, but it has a great disadvantage in estimation accuracy by plotting method. It is very difficult to get the same results even if one use the same data several times. A computer program for the regression method is used for the parameter estimation to reduce these errors. Especially, the computer graphic program was written in GW-BASIC 3.22 language and the program appears in the appendix part with a couple of running examples for user's reference.

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A study on robust regression estimators in heteroscedastic error models

  • Son, Nayeong;Kim, Mijeong
    • Journal of the Korean Data and Information Science Society
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    • 제28권5호
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    • pp.1191-1204
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    • 2017
  • Weighted least squares (WLS) estimation is often easily used for the data with heteroscedastic errors because it is intuitive and computationally inexpensive. However, WLS estimator is less robust to a few outliers and sometimes it may be inefficient. In order to overcome robustness problems, Box-Cox transformation, Huber's M estimation, bisquare estimation, and Yohai's MM estimation have been proposed. Also, more efficient estimations than WLS have been suggested such as Bayesian methods (Cepeda and Achcar, 2009) and semiparametric methods (Kim and Ma, 2012) in heteroscedastic error models. Recently, Çelik (2015) proposed the weight methods applicable to the heteroscedasticity patterns including butterfly-distributed residuals and megaphone-shaped residuals. In this paper, we review heteroscedastic regression estimators related to robust or efficient estimation and describe their properties. Also, we analyze cost data of U.S. Electricity Producers in 1955 using the methods discussed in the paper.

국내 소프트웨어 개발사업에 적합한 기능점수규모 예측방법에 관한 연구 (A Study on Estimating Function Point Count of Domestic Software Development Projects)

  • 박찬규;신수정;이현옥
    • 경영과학
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    • 제20권2호
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    • pp.179-196
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    • 2003
  • Function point model is the international standard method to measure the software size which is one of the most important factors to determine the software development cost. Function point model can successfully be applied only when the detailed specification of users' requirements is available. In the domestic public sector, however, the budgeting for software projects is carried out before the requirements of softwares ere specified in detail. Therefore, an efficient function point estimation method is required to apply function point model at the early stage of software development projects. The purpose of this paper is to compare various function point estimation methods and analyse their accuracies in domestic software projects. We consider four methods : NESMA model, ISBSG model, the simplified function point model and the backfiring method. The methods are applied to about one hundred of domestic projects, and their estimation errors are compared. The results can used as a criterion to select an adequate estimation model for function point counts.

Real- Time Estimation of the Ventricular Relaxation Time Constant

  • Chun Honggu;Kim Hee Chan;Sohn Daewon
    • 대한의용생체공학회:의공학회지
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    • 제26권2호
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    • pp.87-93
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    • 2005
  • A new method for real-time estimating left ventricular relaxation time constant (T) from the left ventricular (LV) pressure waveform, based on the isovolumic relaxation model, is proposed. The presented method uses a recursive least squares (RLS) algorithm to accomplish real-time estimation. A new criterion to detect the end-point of the isovolumic relaxation period (IRP) for the estimation of T is also introduced, which is based on the pattern analysis of mean square errors between the original and reconstructed pressure waveforms. We have verified the performance of the new method in over 4,600 beats obtained from 70 patients. The results demonstrate that the proposed method provides more stable and reliable estimation of τ than the conventional 'off-line' methods.

순간전압강하 모니터링 데이터 분석 방법 (Development of a Method to Analyze Voltage Sag Monitoring Data)

  • 박창현
    • 조명전기설비학회논문지
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    • 제27권4호
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    • pp.16-22
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    • 2013
  • This paper presents a method to analyze the voltage sag data obtained from monitoring systems. In order to establish effective countermeasures against voltage sag problems, an assessment of the system performance with respect to voltage sags is needed. Generally, the average annual sag frequency can be estimated by using the recorded voltage sag events for several years. However, the simple average value can not give the information about the errors of estimation. Such an average estimation is not useful for establishing effective solutions for voltage sag problems. Therefore, this paper proposes an effective method based on the Interval Estimation method. The estimation of voltage sag frequency is performed by using the average frequency and Poisson probability model. The proposed method can give the expected annual sag frequency and upper one-sided bound frequency.