• Title/Summary/Keyword: model estimation

Search Result 9,476, Processing Time 0.037 seconds

The Least Absolute Deviations Estimation of the Contingent Valuation Model (조건부가치측정모형의 최소절대편차추정)

  • Kim, Dongil
    • Environmental and Resource Economics Review
    • /
    • v.10 no.4
    • /
    • pp.515-545
    • /
    • 2001
  • This paper introduces the least absolute deviations estimation of the contingent valuation model, which corresponds to the semi-parametric estimation of discrete choice models by Manski (1975, 1985) and Lee (1992). The least absolute deviations estimation is more robust to mis-specified distributional assumptions in the estimation of the contingent valuation model, compared to the maximum likelihood estimation. The full identification and strong consistency of the estimation are proved and its application to different formats of contingent valuation survey data is discussed. Simulation studies are designed to evaluate its operational characteristics including computational strategies, small sample properties and the efficiency gain of a follow-up question. The bias and efficiency of least absolute deviations and maximum likelihood estimation are compared in the presence of heteroskedasticity.

  • PDF

Measurement-based Estimation of the Composite Load Model Parameters

  • Kim, Byoung-Ho;Kim, Hong-Rae
    • Journal of Electrical Engineering and Technology
    • /
    • v.7 no.6
    • /
    • pp.845-851
    • /
    • 2012
  • Power system loads have a significant impact on a system. Although it is difficult to precisely describe loads in a mathematical model, accurately modeling them is important for a system analysis. The traditional load modeling method is based on the load components of a bus. Recently, the load modeling method based on measurements from a system has been introduced and developed by researchers. The two major components of a load modeling problem are determining the mathematical model for the target system and estimating the parameters of the determined model. We use the composite load model, which has both static and dynamic load characteristics. The ZIP model and the induction motor model are used for the static and dynamic load models, respectively. In this work, we propose the measurement-based parameter estimation method for the composite load model. The test system and related measurements are obtained using transient security assessment tool(TSAT) simulation program and PSS/E. The parameter estimation is then verified using these measurements. Cases are tested and verified using the sample system and its related measurements.

A Study on Change of Logistics in the region of Seoul, Incheon, Kyunggi (물류예측모형에 관한 연구 -수도권 물동량 예측을 중심으로-)

  • Roh Kyung-Ho
    • Management & Information Systems Review
    • /
    • v.7
    • /
    • pp.427-450
    • /
    • 2001
  • This research suggests the estimation methodology of Logistics. This paper elucidates the main problems associated with estimation in the regression model. We review the methods for estimating the parameters in the model and introduce a modified procedure in which all models are fitted and combined to construct a combination of estimates. The resulting estimators are found to be as efficient as the maximum likelihood (ML) estimators in various cases. Our method requires more computations but has an advantage for large data sets. Also, it enables to detect particular features in the data structure. Examples of real data are used to illustrate the properties of the estimators. The backgrounds of estimation of logistic regression model is the increasing logistic environment importance today. In the first phase, we conduct an exploratory study to discuss 9 independent variables. In the second phase, we try to find the fittest logistic regression model. In the third phase, we calculate the logistic estimation using logistic regression model. The parameters of logistic regression model were estimated using ordinary least squares regression. The standard assumptions of OLS estimation were tested. The calculated value of the F-statistics for the logistic regression model is significant at the 5% level. The logistic regression model also explains a significant amount of variance in the dependent variable. The parameter estimates of the logistic regression model with t-statistics in parentheses are presented in Table. The object of this paper is to find the best logistic regression model to estimate the comparative accurate logistics.

  • PDF

A Gompertz Model for Software Cost Estimation (Gompertz 소프트웨어 비용 추정 모델)

  • Lee, Sang-Un
    • The KIPS Transactions:PartD
    • /
    • v.15D no.2
    • /
    • pp.207-212
    • /
    • 2008
  • This paper evaluates software cost estimation models, and presents the most suitable model. First, we transformed a relevant model into variables to make in linear. Second, we evaluated model's performance considering how much suitable the cost data of the actual development software was. In the stage of model performance evaluation criteria, we used MMRE which is the relative error concept rather than the absolute error. Existing software cost estimation model follows Weibull, Gamma, and Rayleigh function. In this paper, Gompertz function model is suggested which is a kind of growth curve. Additionally, we verify the compatability of other different growth curves. As a result of evaluation of model's performance, Gompertz function was considered to be the most suitable for the cost estimation model.

Parameter Estimation of the Diffusion Model for Demand Side Management Monitoring System (DSM 모니터링을 위한 확산 모형의 계수 추정)

  • Kim, Jin-O;Choi, Cheong-Hun;Kim, Jung-Hoon;Lee, Chang-Ho;Kim, Chang-Seob
    • The Transactions of the Korean Institute of Electrical Engineers A
    • /
    • v.48 no.10
    • /
    • pp.1183-1189
    • /
    • 1999
  • This paper presents the method of parameter estimation of diffusion model for monitoring Demand-Side Management program. Bass diffusion model was applied in this paper, which has different values according to the following parameters; coefficients of innovation, imitation and potential adopters. Though it is very important to estimate three parameters precisely, there has been no empirical way in practice. Thus, this paper presents the method of parameter estimation in case of few data with constraints to reduce the possibility of bad estimation. The constraints can be empirical results or expert's decision. Case studies show the diffusion curves and forecasted values of the peak for the high-efficient lighting. The feedback and nonlinear least-square parameter estimation methods used in this paper enable us to evaluate the status and to predict the effect of DSM program.

  • PDF

Uncertainty Estimation Model for Heat Rate of Turbine Cycle (터빈 사이클 열소비율 정확도 추정 모델)

  • Choi, Ki-Sang;Kim, Seong-Kun;Choi, Kwang-Hee
    • Proceedings of the KSME Conference
    • /
    • 2004.11a
    • /
    • pp.1721-1726
    • /
    • 2004
  • Heat rate is a representative index to estimate the performance of turbine cycle in nuclear power plant. Accuracy of heat rate calculation is dependent on the accuracy of measurement for plant status variables. Uncertainty of heat rate can be modeled using uncertainty propagation model. We developed practical estimation model of heat rate uncertainty using the propagation and regression model. The uncertainty model is used in the performance analysis system developed for the operating nuclear power plant.

  • PDF

A study on the rigid bOdy placement task of robot system based on the computer vision system (컴퓨터 비젼시스템을 이용한 로봇시스템의 강체 배치 실험에 대한 연구)

  • 장완식;유창규;신광수;김호윤
    • Proceedings of the Korean Society of Precision Engineering Conference
    • /
    • 1995.10a
    • /
    • pp.1114-1119
    • /
    • 1995
  • This paper presents the development of estimation model and control method based on the new computer vision. This proposed control method is accomplished using a sequential estimation scheme that permits placement of the rigid body in each of the two-dimensional image planes of monitoring cameras. Estimation model with six parameters is developed based on a model that generalizes known 4-axis scara robot kinematics to accommodate unknown relative camera position and orientation, etc. Based on the estimated parameters,depending on each camers the joint angle of robot is estimated by the iteration method. The method is tested experimentally in two ways, the estimation model test and a three-dimensional rigid body placement task. Three results show that control scheme used is precise and robust. This feature can open the door to a range of application of multi-axis robot such as assembly and welding.

  • PDF

A Study on Mobile Target Estimation Resolution using Effects of Model Errors and Sensitivity Analysis

  • Lee, Kwan Hyeong
    • International journal of advanced smart convergence
    • /
    • v.2 no.1
    • /
    • pp.21-23
    • /
    • 2013
  • The antenna pattern in this case has a main beam pointed in the desired signal direction, and has a null in the direction of the interference.The conventional antenna pattern concepts of beam width, side lobes, and main beams are not used, as the antenna weights are designed to achieve a set performance criterion such as maximization of the output SNR.A new direction of arrival estimation method using effects of model errors and sensitivity analysis is proposed. Two subspaces are used to form a signal space whose phase shift between the reference signal and its effects of model error signal. Through simulation, the performance showed that the proposed method leads to increased resolution and improved accuracy of DOA estimation relative to those achieved with existing method. Since a desired signal is obtained after interference rejection through correction effects of model error, the effect of channel interference on the estimation is significantly reduced.

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
    • /
    • v.4 no.1
    • /
    • pp.76-81
    • /
    • 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.

  • PDF

A Study on Rigid body Placement Task of based on Robot Vision System (로봇 비젼시스템을 이용한 강체 배치 실험에 대한 연구)

  • 장완식;신광수;안철봉
    • Journal of the Korean Society for Precision Engineering
    • /
    • v.15 no.11
    • /
    • pp.100-107
    • /
    • 1998
  • This paper presents the development of estimation model and control method based on the new robot vision. This proposed control method is accomplished using the sequential estimation scheme that permits placement of the rigid body in each of the two-dimensional image planes of monitoring cameras. Estimation model with six parameters is developed based on the model that generalizes known 4-axis scara robot kinematics to accommodate unknown relative camera position and orientation, etc. Based on the estimated parameters, depending on each camera the joint angle of robot is estimated by the iteration method. The method is experimentally tested in two ways, the estimation model test and a three-dimensional rigid body placement task. Three results show that control scheme used is precise and robust. This feature can open the door to a range of application of multi-axis robot such as assembly and welding.

  • PDF