• Title/Summary/Keyword: Estimation models

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Development and application of a hierarchical estimation method for anthropometric variables (인체변수의 계층적 추정기법 개발 및 적용)

  • Ryu, Tae-Beom;Yu, Hui-Cheon
    • Journal of the Ergonomics Society of Korea
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    • v.22 no.4
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    • pp.59-78
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    • 2003
  • Most regression models of anthropometric variables use stature and/or weight as regressors; however, these 'flat' regression models result in large errors for anthropometric variables having low correlations with the regressors. To develop more accurate regression models for anthropometric variables, this study proposed a method to estimate anthropometric variables in a hierarchical manner based on the relationships among the variables and a process to develop and improve corresponding regression models. By applying the proposed approach, a hierarchical estimation structure was constructed for 59 anthropometric variables selected for the occupant package design of a passenger car and corresponding regression models were developed with the 1988 US Army anthropometric survey data. The hierarchical regression models were compared with the corresponding flat regression models in terms of accuracy. As results, the standard errors of the hierarchical regression models decreased by 28% (4.3mm) on average compared with those of the flat models.

Developing a Security Systems Operation Cost Estimation Model with Approximate Sizing (근사규모 추정에 의한 증권시스템 운영비용 산정 모텔 개발)

  • 최원영;김현수
    • Journal of Information Technology Applications and Management
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    • v.11 no.1
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    • pp.39-51
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    • 2004
  • Application systems outsourcing is an important part of IT outsourcing services. Application systems outsourcing costs is determined by service levels of outsourcers. Recent researches show there is a strong need to build industry-specific cost estimation models. In this study, an industry-specific application systems operation cost estimation model is suggested. We reviewed operation cost models of previous researches, and proposed a cost estimation model for security industry. Industry-specific service factors are defined and service levels are determined by Interviews with experts. The proposed model is tested and adjusted with empirical data. The new model shows more accurate prediction than previous general models. Future research will be needed to develop outsourcing cost estimation models for other industries and to refine cost models developed in this study.

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Error Intensity Function Models for ML Estimation of Signal Parameter, Part II : Applications to Gaussian and Impulsive Noise Environments (신호 파라미터의 ML추정 기법에 대한 에러 밀도 함수모델에 관한 연구 II : 가우시안 및 임펄스 잡음 환경에의 적용)

  • Kim, Joong Kyu
    • Journal of the Korean Institute of Telematics and Electronics B
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    • v.32B no.1
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    • pp.85-95
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    • 1995
  • The error intensity models for the ML estimation of a signal parameter have been developed in a companion paper [1]. While the methods described in [1] are applicable to any estimation problem with continuous parameters, our main application in this paper is the time delay estimation, and comparisons among the models derived in [1] (i.e. LC, LM, and ALM models)have been made. We first consider the case where only additive Gaussian noise is involved, and then the shot noise environment where coherent impulsive noise is also involved in addition to the Gaussian noise. We compare the models in terms of the probability of error, MSE(Mean Squared Error), and the computational complexity, which are the most important performance criteria in the analysis of parameter estimation. In conclusion, the ALM model turned out to be the most adequate model of all from the viewpoints of the criteria mentioned above.

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An improvement of software sizing and cost estimation model with function point methods (기능 점수를 이용한 소프트웨어 규모 및 비용산정 방안에 관한 연구)

  • 김현수
    • Korean Management Science Review
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    • v.14 no.1
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    • pp.131-149
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    • 1997
  • Software cost estimation is an important both for buyers and sellers(developers). We reviewed domestic and foreign researches and practices on software cost estimation with function point method comprehensively, In this paper, we derived four promising alternative function point models. They are an IFPUG(International Function Point User Group)-based model(Model I), a shorthand model for client/sever software systems(Model II), a data-oricnted model for relatively large software projects(Model III), and a general- purpose function point model for non business application softwares as well as business applications(Model IV). Empirical data shows that Model I, II, and IV are very useful function point models. In particular, model II and IV look very useful models since they are concise and accurate. These models can be incorporated in a new improved guideline for software cost estimation. General opinion survey shows that Model I, II and IV are preferable. There are no significant differences in preference between buyers and sellers. The survey also shows that users think function point method is better than step(line of code)-oriented cost estimation methods in many ways including objectivity and estimation accuracy.

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An Approximation of the Cumulant Generating Functions of Diffusion Models and the Pseudo-likelihood Estimation Method (확산모형에 대한 누율생성함수의 근사와 가우도 추정법)

  • Lee, Yoon-Dong;Lee, Eun-Kyung
    • Journal of the Korean Operations Research and Management Science Society
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    • v.38 no.1
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    • pp.201-216
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    • 2013
  • Diffusion is a basic mathematical tool for modern financial engineering. The theory of the estimation methods for diffusion models is an important topic of the financial engineering. Many researches have been tried to apply the likelihood estimation method for estimating diffusion models. However, the likelihood estimation method for diffusion is complicated and needs much amount of computing. In this paper we develop the estimation methods which are simple enough to be compared to the Euler approximation method, and efficient enough statistically to be compared to the likelihood estimation method. We devise pseudo-likelihood and propose the maximum pseudo-likelihood estimation methods. The pseudo-likelihoods are obtained by approximating the transition density with normal distributions. The means and the variances of the distributions are obtained from the delta expansion suggested by Lee, Song and Lee (2012). We compare the newly suggested estimators with other existing estimators by simulation study. From the simulation study we find the maximum pseudo-likelihood estimator has very similar properties with the maximum likelihood estimator. Also the maximum pseudo-likelihood estimator is easy to apply to general diffusion models, and can be obtained by simple numerical steps.

Bayesian Parameter :Estimation and Variable Selection in Random Effects Generalised Linear Models for Count Data

  • Oh, Man-Suk;Park, Tae-Sung
    • Journal of the Korean Statistical Society
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    • v.31 no.1
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    • pp.93-107
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    • 2002
  • Random effects generalised linear models are useful for analysing clustered count data in which responses are usually correlated. We propose a Bayesian approach to parameter estimation and variable selection in random effects generalised linear models for count data. A simple Gibbs sampling algorithm for parameter estimation is presented and a simple and efficient variable selection is done by using the Gibbs outputs. An illustrative example is provided.

A Comparative Study of Estimation by Analogy using Data Mining Techniques

  • Nagpal, Geeta;Uddin, Moin;Kaur, Arvinder
    • Journal of Information Processing Systems
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    • v.8 no.4
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    • pp.621-652
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    • 2012
  • Software Estimations provide an inclusive set of directives for software project developers, project managers, and the management in order to produce more realistic estimates based on deficient, uncertain, and noisy data. A range of estimation models are being explored in the industry, as well as in academia, for research purposes but choosing the best model is quite intricate. Estimation by Analogy (EbA) is a form of case based reasoning, which uses fuzzy logic, grey system theory or machine-learning techniques, etc. for optimization. This research compares the estimation accuracy of some conventional data mining models with a hybrid model. Different data mining models are under consideration, including linear regression models like the ordinary least square and ridge regression, and nonlinear models like neural networks, support vector machines, and multivariate adaptive regression splines, etc. A precise and comprehensible predictive model based on the integration of GRA and regression has been introduced and compared. Empirical results have shown that regression when used with GRA gives outstanding results; indicating that the methodology has great potential and can be used as a candidate approach for software effort estimation.

Maximum Force Limit of velocity-dependent Damping Devices Using Response Estimation Models (응답예측모델을 이용한 속도의존형 감쇠장치의 최대제어력 산정)

  • Lee, Sang-Hyun;Park, Ji-Hun;Min, Kyung-Won
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2003.11a
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    • pp.60-65
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    • 2003
  • In this study, for estimating responses of a controlled structure and determining the maximum control force of velocity-dependent damping devices, three estimation models such as Fourier envelope convex model, probability model, and Newmark design spectrum are used. For this purpose, a procedure proposed by Gupta (1990) for estimating spectral velocity using pseudo-spectral velocity which is given by the estimation models is used and modified to consider the effects of increased damping ratio by the damping device. Time history results indicate that Newmark design spectrum gives the best estimation of maximum control force for over all period structures.

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A Comparison of Influence Diagnostics in Linear Mixed Models

  • Lee, Jang-Taek
    • Communications for Statistical Applications and Methods
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    • v.10 no.1
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    • pp.125-134
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    • 2003
  • Standard estimation methods for linear mixed models are sensitive to influential observations. However, tools and concepts for linear mixed model diagnostics are rudimentary until now and research is heavily demanded in linear mixed models. In this paper, we consider two diagnostics to evaluate the effects of individual observations in the estimation of fixed effects for linear mixed models. Those are Cook's distance and COVRATIO. Results of our limited simulation study suggest that the Cook's distance is not good statistical quantity in linear mixed models. Also calibration point for COVRATIO seems to be quite conservative.

An Empirical Study of SW Size Estimation by using Function Point (기능점수를 이용한 소프트웨어 규모추정 실증연구)

  • Kim, Seung Kwon;Lee, Jong Moo;Park, Ho In
    • Journal of Korea Society of Digital Industry and Information Management
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    • v.7 no.2
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    • pp.115-125
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    • 2011
  • An accurate estimation of software development size is an important factor in calculating reasonable cost of project development and determining its success. In this study, we propose estimation models, using function point based on the functional correlation between software, with empirical data. Three models($FP_{est}(I)$, $FP_{est}(II)$, $FP_{est}(III)$) are developed with correlation and regression analysis. The validity of the models is evaluated by the significance test by comparing values of Mean Magnitude of Relative Error (MMRE) and predictions of each model at level n%. Model $FP_{est}(III)$ proved to be superior to other models such as IFPC(Indicative Function Point Count), EFPC(Estimated Function Point Count), EPFS(Early Prediction of Function Size), $FP_{est}(I)$, and $FP_{est}(II)$. As a result, the accuracy of the model appears to be very high to determine the usefulness of the model to finally overcome weakness of other estimation models. The model can be efficiently used to estimate project development size including software size or manpower allocation.