• Title/Summary/Keyword: adjusted estimation

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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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On-line parameter estimation of continuous-time systems using a genetic algorithm (유전알고리즘을 이용한 연속시스템의 온라인 퍼래미터 추정)

  • Lee, Hyeon-Sik;Jin, Gang-Gyu
    • Journal of Institute of Control, Robotics and Systems
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    • v.4 no.1
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    • pp.76-81
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    • 1998
  • This paper presents an on-line scheme for parameter estimation of continuous-time systems, based on the model adjustment technique and the genetic algorithm technique. To deal with the initialisation and unmeasurable signal problems in on-line parameter estimation of continuous-time systems, a discrete-time model is obtained for the linear differential equation model and approximations of unmeasurable states with the observable output and its time-delayed values are obtained for the nonlinear state space model. Noisy observations may affect these approximation processes and degrade the estimation performance. A digital prefilter is therefore incorporated to avoid direct approximations of system derivatives from possible noisy observations. The parameters of both the model and the designed filter are adjusted on-line by a genetic algorithm, A set of simulation works for linear and nonlinear systems is carried out to demonstrate the effectiveness of the proposed method.

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Measuring the Long-run Stock Returns to Investors

  • Choi, Seung-Doo
    • 한국데이터정보과학회:학술대회논문집
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    • 2002.06a
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    • pp.75-84
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    • 2002
  • This paper compares long-run returns of privatization initial public offerings to those of domestic stock markets of respective countries using a sample of 196 privatization initial public offerings from 39 countries. The evidence indicates that the privatization initial public offerings (IPOs) significantly outperform their domestic stock markets. There are substantial differences in the long-run performance of privatization IPOs depending on the return estimation techniques, however. Evidence indicates that the inference based either on conventional t or on skewness-adjusted t statistics may yield misspecified test statistics. The quality of estimation tends to be improved by simply eliminating the outliers from the sample, especially for the buy-and-hold abnormal return technique.

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System Identification by Adjusted Least Squares Method (ALS법에 의한 시스템동정)

  • Lee, Dong-Cheol;Bae, Jong-Il;Chung, Hwung-Hwan;Jo, Bong-Hwan
    • Proceedings of the KIEE Conference
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    • 2002.07d
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    • pp.2216-2218
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    • 2002
  • A system identification is to measure the output in the presence of a adequate input for the controlled system and to estimate the mathematical model in the basic of input output data. In the system identification, it is possible to estimate the true parameter values by the adjusted least squares method in the input-output case of no observed noise, and it is possible to estimate the true parameter values by the total least squares method in the input-output case with the observed noise. In recent the adjusted least squares method is suggested as a consistent estimation method in the system identification not with the observed noise input but with the observed noise output. In this paper we have developed the adjusted least squares method from the least squares method and have made certain of the efficiency in comparing the estimating results with the generating data by the computer simulations.

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A study on non-response bias adjusted estimation for take-all stratum (전수층 무응답 편향보정 추정법에 관한 연구)

  • Chung, Hee Young;Shin, Key-Il
    • The Korean Journal of Applied Statistics
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    • v.33 no.4
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    • pp.409-420
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    • 2020
  • In business survey, modified cut-off sampling is commonly used to greatly increase the accuracy of the estimation while reducing the number of samples. However, non-response rate of take-all stratum has increased significantly and the sample substitution is not possible because the non-response in the take-all stratum affects the accuracy of the estimation. It is important to adjust the bias appropriately if non-response is affected by the variable of interest. In this study, a bias adjusted estimation is proposed as an appropriate method to deal with a non-response in the take-all stratum. In particular, the estimator proposed by Chung and Shin (2020) was applied to the bias adjustment for the take-all stratum; therefore, we suggest a new method to adjust properly for the take-all stratum. The superiority of the proposed estimator was examined through simulation studies and confirmed through actual data analysis.

Acoustic Echo Cancellation using the DUET Algorithm and Scaling Factor Estimation (잡음 상황에서 DUET 블라인드 신호 분리 알고리즘과 스케일 계수 추정을 이용한 음향 반향신호 제거)

  • Kim, K.J.;Seo, J.B.;Nam, S.W.
    • Proceedings of the KIEE Conference
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    • 2006.10c
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    • pp.416-418
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    • 2006
  • In this paper, a new acoustic echo cancellation approach based on the DUET algorithm and scaling factor estimation is proposed to solve the scaling ambiguity in case of blind separation based acoustic echo cancellation in a noisy environment. In hands-free full-duplex communication system. acoustic noises picked up by the microphone are mixed with echo signal. For this reason, the echo cancellation system may provide poor performance. For that purpose, a degenerate unmixing estimation technique, adjusted in the time-frequency domain, is employed to separate undesired echo signals and noises. Also, since scaling and permutation ambiguities have not been solved in the blind source separation algorithm, kurtosis for the desired signal selection and a scaling factor estimation algorithm are utilized in this rarer for the separation of an echo signal. Simulation results demonstrate that the proposed approach yields better echo cancellation and noise reduction performances, compared with conventional methods.

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Study on DAS-Based Time Synchronization for Improving Reliability of Section Load Estimation

  • Lee, In-tae;Lee, Ji-Hoon;Jung, Nam-Joon;Jung, Young-Beom;Lee, Byung-sung
    • KEPCO Journal on Electric Power and Energy
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    • v.1 no.1
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    • pp.61-65
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    • 2015
  • For effective distribution planning and operation, we need a reliable estimation of operation capacity. But it is difficult to ensure reliability due to the low accuracy of section load data, which is used as a basis in estimating the operation capacity. This paper discusses how to improve the accuracy of section load data by analyzing the existing method of estimating the section load, using statistical techniques to adjust the acquired data, and using the section load estimation algorithm to estimate the section load based on the adjusted data.

Research about Adjusted Step Size NLMS Algorithm Using SNR (신호 대 잡음비를 이용한 Adjusted Step Size NLMS알고리즘에 관한 연구)

  • Lee, Jae-Kyun;Park, Jae-Hoon;Lee, Chae-Wook
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.33 no.4C
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    • pp.305-311
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    • 2008
  • In this paper, we proposed an algorithm for adaptive noise cancellation (ANC) using the variable step size normalized least mean square (VSSNLMS) in real-time automobile environment. As a basic algorithm for ANC, the LMS algorithm has been used for its simplicity. However, the LMS algorithm has problems of both convergence speed and estimation accuracy in real-time environment. In order to solve these problems, the VSSLMS algorithm for ANC is considered in nonstationary environment. By computer simulation using real-time data acquisition system(USB 6009), VSSNLMS algorithm turns out to be more effective than the LMS algorithm in both convergence speed and estimation accuracy.

Discontinuous log-variance function estimation with log-residuals adjusted by an estimator of jump size (점프크기추정량에 의한 수정된 로그잔차를 이용한 불연속 로그분산함수의 추정)

  • Hong, Hyeseon;Huh, Jib
    • The Korean Journal of Applied Statistics
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    • v.30 no.2
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    • pp.259-269
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    • 2017
  • Due to the nonnegativity of variance, most of nonparametric estimations of discontinuous variance function have used the Nadaraya-Watson estimation with residuals. By the modification of Chen et al. (2009) and Yu and Jones (2004), Huh (2014, 2016a) proposed the estimators of the log-variance function instead of the variance function using the local linear estimator which has no boundary effect. Huh (2016b) estimated the variance function using the adjusted squared residuals by the estimated jump size in the discontinuous variance function. In this paper, we propose an estimator of the discontinuous log-variance function using the local linear estimator with the adjusted log-squared residuals by the estimated jump size of log-variance function like Huh (2016b). The numerical work demonstrates the performance of the proposed method with simulated and real examples.

Constraint-Combined Adaptive Complementary Filter for Accurate Yaw Estimation in Magnetically Disturbed Environments

  • Jung, Woo Chang;Lee, Jung Keun
    • Journal of Sensor Science and Technology
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    • v.28 no.2
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    • pp.81-87
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    • 2019
  • One of the major issues in inertial and magnetic measurement unit (IMMU)-based 3D orientation estimation is compensation for magnetic disturbances in magnetometer signals, as the magnetic disturbance is a major cause of inaccurate yaw estimation. In the proposed approach, a kinematic constraint is used to provide a measurement equation in addition to the accelerometer and magnetometer signals to mitigate the disturbance effect on the orientation estimation. Although a Kalman filter (KF) is the most popular framework for IMMU-based orientation estimation, a complementary filter (CF) has its own advantages over KF in terms of mathematical simplicity and ease of implementation. Accordingly, this paper introduces a quaternion-based CF with a constraint-combined correction equation. Furthermore, the weight of the constraint relative to the magnetometer signal is adjusted to adapt to magnetic environments to optimally deal with the magnetic disturbance. In the results of our validation experiments, the average and maximum of yaw errors were $1.17^{\circ}$ and $1.65^{\circ}$ from the proposed CF, respectively, and $8.88^{\circ}$ and $14.73^{\circ}$ from the conventional CF, respectively, showing the superiority of the proposed approach.