• Title/Summary/Keyword: model estimation

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Estimation of structural vector autoregressive models

  • Lutkepohl, Helmut
    • Communications for Statistical Applications and Methods
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    • v.24 no.5
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    • pp.421-441
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    • 2017
  • In this survey, estimation methods for structural vector autoregressive models are presented in a systematic way. Both frequentist and Bayesian methods are considered. Depending on the model setup and type of restrictions, least squares estimation, instrumental variables estimation, method-of-moments estimation and generalized method-of-moments are considered. The methods are presented in a unified framework that enables a practitioner to find the most suitable estimation method for a given model setup and set of restrictions. It is emphasized that specifying the identifying restrictions such that they are linear restrictions on the structural parameters is helpful. Examples are provided to illustrate alternative model setups, types of restrictions and the most suitable corresponding estimation methods.

A Software Maintenance Cost Estimation Model based on Real Maintenance Efforts (투입노력 양에 기반한 소프트웨어 유지보수 비용산정 모형)

  • Jeong, Eun-Joo;Yoo, Cheon-Soo
    • Journal of Information Technology Applications and Management
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    • v.19 no.2
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    • pp.181-196
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    • 2012
  • The cost of software maintenance occupies about two thirds in the software lifecycle. However, it is not easy to estimate the cost of software maintenance because of various viewpoints about software maintenance, unclear estimation methods, and complex procedures. Until now, the cost estimation model has used compensation factors for software characteristic and environment on the basis of program size. Especially, most of existing models use maintenance rate of total software cost as a main variable. This paper suggests the software maintenance cost estimation model that uses the result of calculating real maintenance efforts. In this paper, we classify functional maintenance and non-functional maintenance as software maintenance activity type. For functional maintenance, present function point of target software is needed to evaluate. The suggested maintenance cost evaluation model is applied to a software case in public sector. This paper discusses some differences between our model and other modes.

Model- Data Based Small Area Estimation

  • Shin, Key-Il;Lee, Sang Eun
    • Communications for Statistical Applications and Methods
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    • v.10 no.3
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    • pp.637-645
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    • 2003
  • Small area estimation had been studied using data-based methods such as Direct, Indirect, Synthetic methods. However recently, model-based such as based on regression or time series estimation methods are applied to the study. In this paper we investigate a model-data based small area estimation which takes into account the spatial relation among the areas. The Economic Active Population Survey in 2001 are used for analysis and the results from the model based and model-data based estimation are compared with using MSE(Mean squared error), MAE(Mean absolute error) and MB(Mean bias).

A Development of New Vehicle Model for Yaw Rate Estimation (요각속도 추정을 위한 새로운 차량 모델의 개발)

  • Bae, Sang-Woo;Shin, Moo-Hyun;Kim, Dae-Kyun;Lee, Jang-Moo;Lee, Jae-Hyung;Tak, Tae-Oh
    • Proceedings of the KSME Conference
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    • 2001.06b
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    • pp.565-570
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    • 2001
  • Vehicle dynamics control (VDC) system requires more information on driving conditions compared with ABS and/or TCS. In order to develop the VDC system, tire slip angles, vehicle side-slip angle, and vehicle lateral velocity as well as road friction coefficient are needed. Since there are not any cheap and reliable sensors, recent researches on parameter estimation have given rise to a number of parameter estimation techniques. This paper presents new vehicle model to estimate vehicle's yaw rate. This model is improved from the conventional 2 degrees of freedom vehicle model, so-called bicycle model, taking nonlinear effects into account. These nonlinear effects are: (i) tyre nonlinearity; (ii) lateral load transfer during cornering; (iii) variable gear ratio with respect to vehicle velocity. Estimation results are validated with the experimental results.

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Estimation Using Response Probability Under Callbacks

  • Park, Hyeon-Ah
    • Proceedings of the Korean Association for Survey Research Conference
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    • 2007.11a
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    • pp.213-230
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    • 2007
  • Although the response model has been frequently applied to nonresponse weighting adjustment or imputation, the estimation under callbacks has been relatively underdeveloped in the response model. The estimation method using the response probability is developed under callbacks. A replication method for the estimation of the variance of the proposed estimation is also developed. Since the true response probability is usually unknown, we study the estimation of the response probability. Finally, we propose an estimator under callbacks using the ratio imputation as well as the response probability. The simulation study illustrates our techniques.

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A Generalized Model on the Estimation of the Long - term Run - off Volume - with Special Reference to small and Medium Sized Catchment Areas- (장기만연속수수량추정모형의 실용화 연구 -우리나라 중소유역을 대상으로-)

  • 임병현
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.32 no.4
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    • pp.27-43
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    • 1990
  • This study aimed at developing a generalized model on the estimation of the long - term run - off volume for practical purpose. During the research period of last 3 years( 1986-1988), 3 types of estimation model on the long - term run - off volume(Effective rainfall model, unit hydrograph model and barne's model for dry season) had been developed by the author. In this study, through regressional analysis between determinant factors (bi of effective rainfall model, ai of unit hydrograph model and Wi of barne's model) and catchment characteris- tics(catchment area, distance round the catchment area, massing degree coefficient, river - exte- nsion, river - slope, river - density, infiltration of Watershed) of 11 test case areas by multiple regressional method, a new methodology on the derivation of determinant factors from catchment characteristics in the watershed areas having no hydrological station was developed. Therefore, in the resulting step, estimation equations on run - off volume for practical purpose of which input facor is only rainfall were developed. In the next stage, the derived equations were applied on the Kang - and Namgye - river catchment areas for checking of their goodness. The test results were as follows ; 1. In Kang - river area, average relative estimation errors of 72 hydrographs and of continuous daily run - off volume for 245 days( 1/5/1982 - 31/12) were calculated as 6.09%, 9.58% respectively. 2. In Namgye - river area, average relative estimation errors of 65 hydrographs and of conti- nuous daily run - off volume for 2fl days(5/4/1980-31/12) were 5.68%, 10.5% respectively. In both cases, relative estimation error was averaged as 7.96%, and so, the methodology in this study might be hetter organized than Kaziyama's formula when comparing with the relative error of the latter, 24~54%. However, two case studies cannot be the base materials enough for the full generalization of the model. So, in the future studies, many test case studies of this model should he carries out in the various catchment areas for making its generalization.

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Simplified Model for the Weight Estimation of Floating Offshore Structure Using the Genetic Programming Method (유전적 프로그래밍 방법을 이용한 부유식 해양 구조물의 중량 추정 모델)

  • Um, Tae-Sub;Roh, Myung-Il;Shin, Hyun-Kyung;Ha, Sol
    • Korean Journal of Computational Design and Engineering
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    • v.19 no.1
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    • pp.1-11
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    • 2014
  • In the initial design stage, the technology for estimating and managing the weight of a floating offshore structure, such as a FPSO (Floating, Production, Storage, and Off-loading unit) and an offshore wind turbine, has a close relationship with the basic performance and the price of the structure. In this study, using the genetic programming (GP), being used a lot in the approximate estimating model and etc., the weight estimation model of the floating offshore structure was studied. For this purpose, various data for estimating the weight of the floating offshore structure were collected through the literature survey, and then the genetic programming method for developing the weight estimation model was studied and implemented. Finally, to examine the applicability of the developed model, it was applied to examples of the weight estimation of a FPSO topsides and an offshore wind turbine. As a result, it was shown that the developed model can be applied the weight estimation process of the floating offshore structure at the early design stage.

Optimization of Pose Estimation Model based on Genetic Algorithms for Anomaly Detection in Unmanned Stores (무인점포 이상행동 인식을 위한 유전 알고리즘 기반 자세 추정 모델 최적화)

  • Sang-Hyeop Lee;Jang-Sik Park
    • Journal of the Korean Society of Industry Convergence
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    • v.26 no.1
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    • pp.113-119
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    • 2023
  • In this paper, we propose an optimization of a pose estimation deep learning model for recognition of abnormal behavior in unmanned stores using radio frequencies. The radio frequency use millimeter wave in the 30 GHz to 300 GHz band. Due to the short wavelength and strong straightness, it is a frequency with less grayness and less interference due to radio absorption on the object. A millimeter wave radar is used to solve the problem of personal information infringement that may occur in conventional CCTV image-based pose estimation. Deep learning-based pose estimation models generally use convolution neural networks. The convolution neural network is a combination of convolution layers and pooling layers of different types, and there are many cases of convolution filter size, number, and convolution operations, and more cases of combining components. Therefore, it is difficult to find the structure and components of the optimal posture estimation model for input data. Compared with conventional millimeter wave-based posture estimation studies, it is possible to explore the structure and components of the optimal posture estimation model for input data using genetic algorithms, and the performance of optimizing the proposed posture estimation model is excellent. Data are collected for actual unmanned stores, and point cloud data and three-dimensional keypoint information of Kinect Azure are collected using millimeter wave radar for collapse and property damage occurring in unmanned stores. As a result of the experiment, it was confirmed that the error was moored compared to the conventional posture estimation model.

Comparison of Benefit Estimation Models in Cost-Benefit Analysis: A Case of Chronic Hypertension Management Programs

  • Lim, Ji-Young;Kim, Mi-Ja;Park, Chang-Gi;Kim, Jung-Yun
    • Journal of Korean Academy of Nursing
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    • v.41 no.6
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    • pp.750-757
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    • 2011
  • Purpose: Cost-benefit analysis is one of the most commonly used economic evaluation methods, which helps to inform the economic value of a program to decision makers. However, the selection of a correct benefit estimation method remains critical for accurate cost-benefit analysis. This paper compared benefit estimations among three different benefit estimation models. Methods: Data from community-based chronic hypertension management programs in a city in South Korea were used. Three different benefit estimation methods were compared. The first was a standard deterministic estimation model; second, a repeated-measures deterministic estimation model; and third, a transitional probability estimation model. Results: The estimated net benefit of the three different methods were $1,273.01, $-3,749.42, and $-5,122.55 respectively. Conclusion: The transitional probability estimation model showed the most correct and realistic benefit estimation, as it traced possible paths of changing status between time points and it accounted for both positive and negative benefits.

A Study on 3D Data Model Development by Normalizing and Method of its Effective Use - Focused on Building Interior Construction - (정규화를 통한 3차원 데이터 모델 구축 및 활용성 향상 방안 연구 -건축 마감 공사 중심으로 -)

  • Lee, Myoung-Hoon;Ham, Nam-Hyuk;Kim, Ju-Hyung;Kim, Jae-Jun
    • Journal of The Korean Digital Architecture Interior Association
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    • v.10 no.3
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    • pp.11-18
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    • 2010
  • Cost estimation through fast and correct quantity take offs are crucial in the process of construction project. The existing methods for cost estimation are mainly based on 2D-based drawings and the estimation result tends to be different according to the estimator's experience, the quality and quantity of used information and estimation time. To solve these problems, the domestic construction industry have recently tried to use the data extracted from 3D data modeling based on BIM(Building Information Modeling) in order to achieve more accurate and objective cost estimation. However it tends to increase dramatically the quantity of information that can be used in cost estimation by estimators. Therefore in order to achieve quality information data from 3D data modeling, the characteristics of the project should be reflected on the 3D model and it is most important to extract information only for cost estimation from the whole 3D model fast and accurately. Thus this study aims to propose the 3D modeling method through Data Normalization which maximizes the usability of 3D Data modeling in cost estimation process.