• 제목/요약/키워드: R-estimation

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Distributed Fusion Estimation for Sensor Network

  • Song, Il Young;Song, Jin Mo;Jeong, Woong Ji;Gong, Myoung Sool
    • 센서학회지
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    • 제28권5호
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    • pp.277-283
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    • 2019
  • In this paper, we propose a distributed fusion estimation for sensor networks using a receding horizon strategy. Communication channels were modelled as Markov jump systems, and a posterior probability distribution for communication channel characteristics was calculated and incorporated into the filter to allow distributed fusion estimation to handle path loss observation situations automatically. To implement distributed fusion estimation, a Kalman-Consensus filter was then used to obtain the average consensus, based on the estimates of sensors randomly distributed across sensor networks. The advantages of the proposed algorithms were then verified using a large-scale sensor network example.

기업의 R&D 투자 결정요인 분석 - 준모수적 추정법을 적용하여 - (Analysing the Determinants of Company R&D Investment Using a Semi-parametric Estimation Method)

  • 유승훈
    • 기술혁신학회지
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    • 제6권3호
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    • pp.279-297
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    • 2003
  • The purpose of this paper is to analyze the determinants of company R&D investment with zero observations by using the data of R&D Scoreboard published by Ministry of Science and Technology(2002). Conventional parametric approach to dealing with zero investments is not robust to heteroscedastic and/or non-normal error structure. Thus, this study applies symmetrically trimmed least squares(STLS) estimation as a semi-parametric approach to dealing with zero R&D investments. The result of specification test indicates the semi-parametric approach outperforms the parametric approach significantly. Moreover, the results of the study provide various implications as summarized below. The R&D investment of IT company is larger than that of non-IT company. The R&D investment has a positive relation to foreigners' investment ratio. The higher degree of financial self-reliance is, the larger the R&D investment is. Firm size variables such as sales amount and the number of workers are positively related to R&D investment. The sales elasticity of R&D investment is larger than one. However, the workers elasticity of R&D investment is smaller than one.

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극단 손실값들을 이용한 VaR의 추정과 사후검정: 사례분석 (Estimation of VaR Using Extreme Losses, and Back-Testing: Case Study)

  • 서성효;김성곤
    • 응용통계연구
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    • 제23권2호
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    • pp.219-234
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    • 2010
  • 시가총액에 따른 인덱스(INDEX) 투자를 했을 경우에, VaR(Value at Risk)을 종합주가지수(KOSPI)로부터 얻은 수익율의 극단 손실값들로부터 추정한다. 이를 위해, 극단값 이론 중 BM(Block Maxima) 모형을 적용하며, 극단 손실값들의 비독립적 발생을 고려하기 위하여, extremal index 역시 추정한다. 모형의 타당성을 알아보기 위해, 실패율방법을 이용한 사후검정 (back-testing) 을 실시한다. 사후검정을 통해, BM 모형을 적용한 VaR의 추정이 적절함을 알 수 있었다. 또한, 일반적으로 많이 사용되는 GARCH 모형을 이용한 VaR의 추정과 비교한다. 이를 통해, 오차가 t-분포를 따른다고 가정하는 경우, GARCH 모형을 이용한 VaR의 추정이 BM 모형을 이용한 경우와 사후 검정결과에 차이가 없음을 확인하였다. 그러나, GARCH 모형을 통한 VaR 추정은 추정시점근방의 극단 손실값들에 민감하게 반응하지만, BM 모형은 그렇지 않았다. 따라서, 현 시점으로부터 단기간동안의 손실위험은 GARCH 모형을 이용한 VaR의 추정값을 사용하는 것이 적절하며, 장기간동안의 손실위험은 BM 모형으로부터 얻은 VaR의 추정값을 사용하는 것이 적절하다.

Two Stages of R&D Spillovers: Technological and Economic Impacts

  • Cho, Kawon
    • STI Policy Review
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    • 제1권3호
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    • pp.53-68
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    • 2010
  • This paper empirically evaluates the effects of regional and industrial R&D on the performances of individual firms in two separated stages: (1) the stage of technological outcome from R&D and (2) the stage of economic outcome from technological outcome. Technological spillovers are separated from negative congestion effects through the stage-specific estimation. The firm-level Korean Innovation Survey data merit in coping with the endogeneity problem inherent in the estimation of spillovers. The estimation results show that: (1) there exist significant R&D spillovers both in regional and industrial dimensions, (2) the hypothesized technological spillovers and economic congestion effects are both in effect, and (3) firms with smaller individual R&D investments show greater spillovers.

실린더에 존재하는 축방향 표면균열에 대한 공학적 J-적분식 (I) - 변형소성에 기초한 방법- (Engineering J-Integral Estimation for Internal Axial Surface Cracks in Cylinders (I) -Deformation Plasticity Based Estimation-)

  • 김진수;김윤재;박영재;김영진
    • 대한기계학회논문집A
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    • 제26권8호
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    • pp.1672-1679
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    • 2002
  • This paper provides an engineering J estimation equation for cylinders with finite internal axial surfacecracks under internal pressure. The proposed equation is the J estimation equation based on deformation plasticity using Ramberg-Osgood (R-O) materials. Based on detailed 3-D FE results using deformation plasticity, plastic influence functions for fully plastic J components are tabulated for practically interesting ranges of the mean radius-to-thickness ratio, the crack depth-to-length ratio, the crack depth-to-thickness ratio. the strain hardening index for the R-O material, and the location along the semi-elliptical crack front. Based on tabilated plastic influence functions, the J estimation equation along the crack front is proposed and validated for R-O materials. Good agreements between the FE results and the proposed J estimation provide confidence in the use of the proposed method to elastic-plastic fracture mechanics of pressurized piping.

건설공사 유지보수품셈 사례조사 연구 (Case Study on the Construction Standard Production Rate for Operation and Maintenance Technology)

  • 안방율;박태일
    • 한국건축시공학회:학술대회논문집
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    • 한국건축시공학회 2019년도 춘계 학술논문 발표대회
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    • pp.250-251
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    • 2019
  • Lots of infrastructures have been newly constructed through the rapid economic growth of 1970's. Since the infrastructures has mostly deteriorated and this circumstance makes the need for maintenance and rehabilitation(M&R) of infrastructures to obtain the convenience and safety of users even more essential. Although markets for M&R project become larger, the construction standards for cost estimation of M&R work are insufficient. Thus, the purpose of this study is to examine the present state of standards for cost estimation of M&R works using case studies. Finally, this work could be utilized as the basis for the development of national standard for estimation of M&R work.

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Investigation of shear effects on the capacity and demand estimation of RC buildings

  • Palanci, Mehmet;Kalkan, Ali;Sene, Sevket Murat
    • Structural Engineering and Mechanics
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    • 제60권6호
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    • pp.1021-1038
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    • 2016
  • Considerable part of reinforced concrete building has suffered from destructive earthquakes in Turkey. This situation makes necessary to determine nonlinear behavior and seismic performance of existing RC buildings. Inelastic response of buildings to static and dynamic actions should be determined by considering both flexural plastic hinges and brittle shear hinges. However, shear capacities of members are generally neglected due to time saving issues and convergence problems and only flexural response of buildings are considered in performance assessment studies. On the other hand, recent earthquakes showed that the performance of older buildings is mostly controlled by shear capacities of members rather than flexure. Demand estimation is as important as capacity estimation for the reliable performance prediction in existing RC buildings. Demand estimation methods based on strength reduction factor (R), ductility (${\mu}$), and period (T) parameters ($R-{\mu}-T$) and damping dependent demand formulations are widely discussed and studied by various researchers. Adopted form of $R-{\mu}-T$ based demand estimation method presented in Eurocode 8 and Turkish Earthquake Code-2007 and damping based Capacity Spectrum Method presented in ATC-40 document are the typical examples of these two different approaches. In this study, eight different existing RC buildings, constructed before and after Turkish Earthquake Code-1998, are selected. Capacity curves of selected buildings are obtained with and without considering the brittle shear capacities of members. Seismic drift demands occurred in buildings are determined by using both $R-{\mu}-T$ and damping based estimation methods. Results have shown that not only capacity estimation methods but also demand estimation approaches affect the performance of buildings notably. It is concluded that including or excluding the shear capacity of members in nonlinear modeling of existing buildings significantly affects the strength and deformation capacities and hence the performance of buildings.

산업수용가에 대한 전력수요 예측기준에 관한 조사연구 (A Survey Research for Power Demand Forecast Criteria of new Industry Complex)

  • 남기영;최상봉;정성환;류희석;김대경
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2003년도 하계학술대회 논문집 A
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    • pp.86-88
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    • 2003
  • New cities and industrial complexes are being developed actively according to the government's policy. To determine the size of investment, number of power lines and substations for stable power supply to newly developed industrial complexes, the accurate estimation of power demand is necessary. "The standards for the estimation of power demands in newly developed residential and industrial complexes" established by KEPCO in 1991 have been used up to now. But the background for the estimation of power demands is weak and the accuracy has not been verified. Also, it has been passed above 10 years since their establishment and the social & economic situations have changed a lot, which requires an urgent revision. Through this survey and analysis of existing areas, new standards that will enable more accurate estimation of power demands in new cities and industrial complexes to be developed in the future are established by calculating the some kinds of power demand factors.

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BIM기반 건축물 수선교체비 산정 프로세스 (BIM-based Repair&Replacement (R&R) Cost Estimating Process)

  • 박지은;유정호
    • 한국건설관리학회논문집
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    • 제17권2호
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    • pp.31-38
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    • 2016
  • 건설사업비 중 건축물의 유지관리비용이 차지하는 비중이 초기투자비만큼이나 상당하며 국내의 경우 건설공사의 생애주기비용(LCC)관점에서 설계VE검토 업무를 시행하고 있다. 건설산업의 정보화와 고도화 급속히 진행됨에 따라 BIM에 대한 관심이 고조되고 있다. 2012년부터 조달청은 500억원 이상인 공공공사에 BIM적용을 의무화를 시작으로 2016년부터 조달청이 발주하는 모든 공공공사에 BIM적용이 의무화된다. 건축설계의 패러다임이 2D방식에서 3D, 데이터관리 관점의 BIM으로의 전환이 정책적으로 이루어지고 있는 환경에서, LCC측면에서의 BIM활용에 대한 연구는 미흡한 실정이다. 특히, LCC분석 요소 중 하나인 수선교체비 산정을 위한 BIM 소프트웨어는 부재하며 상용화된 BIM저작도구에서 수선교체비 산정을 위한 정보의 전달이 부족하다. 따라서 본 연구에서는 데이터 표준 포맷인 IFC기반 수선교체비 산정을 위한 프로세스를 제안한다. 먼저, 현재 존재하는 수선교체 기준을 분석하고 BIM기반 수선교체비 산정 요구정보를 정의한다. 정의된 요구정보는 각 정보에 해당하는 IFC를 통해 추출되고, BIM기반 수선교체비 산정 요구정보 DB에 저장된다. 이는 외부 DB인 수선교체기준DB와 단가DB와 연계하여 수선교체비를 산정한다. 본 연구가 제시하는 프로세스를 통해 BIM환경에 대응하여 BIM모델을 활용한 수선교체비 산정의 효율화를 기대하며 수선교체비 뿐만 아니라 초기공사비, 에너지비용, 유지관리비용에 이르기까지 향후 LCC분석 요소에 확장하여 적용이 가능할 것이며 BIM기반 LCC분석의 표준화에 기여할 수 있다.

측정 정밀도 추정을 위한 게이지 실험계획 프로세스 개발 및 적용 (Development and Implementation of Experimental Design Process for Estimating the Measurement Precisions)

  • 최성운
    • 대한안전경영과학회:학술대회논문집
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    • 대한안전경영과학회 2009년도 추계학술대회
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    • pp.557-563
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    • 2009
  • The research develops measurement processes for estimating and evaluating the gauge R&R(Reproducibility & Repeatability) using ANOVA(Analysis of Variance) of experimental design tools. The ten-step processes developed include experimental goal setting, the selection of characteristics(factors, levels), data model, ANOVA, EMS(Expected Mean Square), estimation of gauge precisions, and evaluation indexes. The three-factor combined measurement models are presented to show the processes developed in this paper.

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