• Title/Summary/Keyword: estimation errors

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

  • Kim, Yeong-Hwa;Park, Wonseo
    • The Korean Journal of Applied Statistics
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    • v.26 no.2
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    • pp.237-252
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    • 2013
  • An estimation model for premiums and components is essential to determine reasonable insurance premiums. In this study, we introduce diverse models for the estimation of property damage premiums(premium, depth and frequency) that include a regression model using a dummy variable, additive independent variable model, autoregressive error model, seasonal ARIMA model and intervention model. In addition, the actual property damage premium data was used to estimate the premium, depth and frequency for each model. The estimation results of the models are comparatively examined by comparing the RMSE(Root Mean Squared Errors) of estimates and actual data. Based on real data analysis, we found that the autoregressive error model showed the best performance.

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

  • CHUNHWAN LEE;MINYOUNG KIM;SUMIN LEE
    • Journal of Hydrogen and New Energy
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    • v.34 no.1
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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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    • v.89 no.3
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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.

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

  • Kim, Namyong
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.16 no.3
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    • pp.2172-2177
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    • 2015
  • The DF-MZEP-CME (decision feedback - maximum zero-error probability for constant modulus errors) algorithm that makes the probability for constant modulus error (CME) close to zero and employs decision feedback (DF) structures shows more improved performance in channel distortion compensation. However the DF-MZEP-CME algorithm has a computational complexity proportional to a sample size for probability estimation and this property plays a role of an obstacle in practical implementation. In this paper, the gradient of DF-MZEP-CME is proposed to be estimated recursively and shown to solve the computational problem by making the algorithm independent of the sample size. For a sample size N, the conventional method has 10N multiplications but the proposed has only 20 regardless of N. Also the recursive gradient estimation for weight update is kept in continuity from the initial state to the steady state without any error propagation.

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

  • Lee, Do Gil;Kang, Moon Seong;Park, Jihoon;Ryu, Jeong Hoon
    • Journal of The Korean Society of Agricultural Engineers
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    • v.58 no.2
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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.

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

  • 엄태원;정수일
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.16 no.27
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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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    • v.28 no.5
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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.

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

  • 박찬규;신수정;이현옥
    • Korean Management Science Review
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    • v.20 no.2
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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
    • Journal of Biomedical Engineering Research
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    • v.26 no.2
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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.

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

  • Park, Chang-Hyun
    • Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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    • v.27 no.4
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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.