• Proceedings of the Technology Innovation Conference
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• 2004.02a
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• pp.222-245
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• 2004

This paper has an intention of proposing useful parametric tables of each industry group within Korea. These parametric tables can be insightful criteria for those who are dealing with the exact valuation of company, technology or industry through Real Option Analysis (ROA) since the identification of the movement of underlying asset is the very first step to be done. To give the exact estimations of parameters and the most preferred model in each industry group, we cover topics on ROA, stochastic process, and parametric estimation method like Generalized Method of Moments (GMM) and Maximum Likelihood Estimation (MLE). Additionally, specific industry groups, such as, Internet service group and mobile telecommunication service group defined independently in this paper are also examined in terms of its property of movement with the suggesting of the most fitting stochastic model.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.35 no.10
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• pp.1291-1298
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• 2011

This paper proposes a new reliability estimation method for one-shot systems using quantal response data, which is based on a parametric estimation method. The proposed method considers the time-variant failure ratio of the quantal response data and it can overcome the problems in parametric estimation methods. Seven reliability estimation methods in the literature were compared with the proposed method in terms of the accuracy of reliability estimation in order to verify the proposed method. To compare the accuracy of reliability estimation, the SSEs (Sum of Squared Error) of the reliability estimation results for the different estimation methods were evaluated according to the various numbers of samples tested. The proposed method provided more accurate reliability estimation results than any of the other methods from the results of the accuracy comparison.

• Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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• v.38 no.6
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• pp.543-551
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• 2020

In this paper, we introduce a method to improve the accuracy of the length estimation of targets using a radar. The HRRP (High Resolution Range Profile) obtained from a received radar signal represents the one-dimensional scattering characteristics of a target, and peaks of the HRRP means the scattering centers that strongly scatter electromagnetic waves. By using the extracted scattering centers, the downrange length of the target, which is the length in the RLOS (Radar Line of Sight), can be estimated, and the real length of the target should be estimated considering the angle between the target and the RLOS. In order to improve the accuracy of the length estimation, parametric estimation methods, which extract scattering centers more exactly than the method using the HRRP, can be used. The parametric estimation method is applied after the number of scattering centers is determined, and is thus greatly affected by the accuracy of the number of scattering centers. In this paper, in order to improve the accuracy of target length estimation, the number of scattering centers is estimated by using AIC (Akaike Information Criteria), MDL (Minimum Descriptive Length), and GLE (Gerschgorin Likelihood Estimators), which are the source number estimation methods based on information theoretic criteria. Using the ESPRIT algorithm as a parameter estimation method, a length estimation simulation was performed for simple target CAD models, and the GLE method represented excellent performance in estimating the number of scattering centers and estimating the target length.

• 제어로봇시스템학회:학술대회논문집
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• 2003.10a
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• pp.502-507
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• 2003

Toward the development of practical methods for observed data oriented bispectral estimation, an automatic means for determining the smoothing bandwidth of bispectral windows is proposed, that can also provide an associated optimum bispectral estimate of stationary non-Gaussian signals, systematically only from an observed time series datum of finite length. For the conventional non-parametric bispectral estimation, the MSE (mean squared error) of the normalized estimate is reviewed under a certain mixing condition and sufficient data length, mainly from the viewpoint of the inverse relation between its bias and variance with respect to the smoothing bandwidth. Based on the fundamental relation, a systematic method not only for determining the bandwidth, but also for obtaining the optimum bispectral estimate is presented by newly introducing a MSE evaluation index of the estimate only from an observed time series datum of finite length. The effectiveness and fundamental features of the proposed method are illustrated by the basic results of numerical experiments.

• Proceedings of the Korean Geotechical Society Conference
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• 2010.03a
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• pp.1358-1365
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• 2010

Estimating condition of slope is difficult because of nonlinear time dependency and seasonal effects, which affect the displacements. Displacements and displacement patterns of landslides are highly variable in time and space, and a unique approach cannot be defined to model landslide movements. Characteristics of movements are obtained by using a statistical method called Principal Component Analysis(PCA). The PCA is a non-parametric method to separate unknown, statistically uncorrelated source processes from observed mixed processes. In the non-parametric approaches, no physical assumptions of target systems are required. Instead, since the "best" mathematical relationship is estimated for given data sets of the input and output measured from target systems. As a consequence, non-parametric approaches are advantageous in modeling systems whose geomechanical properties are unknown or difficult to be measured. Non-parametric approaches are consequently more flexible in modeling than parametric approaches. This method is expected to be a useful tool for the slope management of and alarm systems.

• Journal of the Korea Institute of Military Science and Technology
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• v.13 no.4
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• pp.594-600
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• 2010

In this paper, we introduced non-parametric statisticals method that could analyse the field data and proposed application ways such as repair-part demand forcasting, MTBF estimation and trend analysis, identity comparison with two populations using the analytical results. In addition, we applied that to real field data which has been collected for about ten years from K series tracked vehicle. After that, we compared the results with those using traditional parametric statistical method, and verified the usability of them.

• Proceedings of the Korean Geotechical Society Conference
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• 2006.03a
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• pp.980-987
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• 2006

Recently, twin-tunnel is often designed considering the aspects of disaster prevention and economic reasons. However, the design cases and the studies are relatively insufficient. By the twin-tunnel excavation, deviate stresses of pillar between tunnels are increased and the increased stresses induce the instability of the twin-tunnel. In this study, numerical analyses about the twin-tunnel behaviour are conducted while varying ground strength, width of pillar and depth of earth cover and a series of regression analyses are carried out by using the results of numerical analyses for the twin-tunnel. Based on the numerical analyses, an estimation method of derived stresses is suggested though the regression analyses. Also, based on the results of regression analyses, an quantitative estimation method considering the reinforcement effects is also suggested. Then various parametric studies are conducted to be considered the reinforcement type and various design parameters. Finally, the efficiency of the suggested method is verified through the results of parametric studies.

• International conference on construction engineering and project management
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• 2009.05a
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• pp.417-424
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• 2009

For a construction project to progress smoothly, effective cost estimation is vital, particularly in the conceptual and schematic design stages. In these early phases, despite the fact that initial estimates are highly sensitive to changes in project scope, owners require accurate forecasts which reflect their supplying information. Thus, cost estimators need effective estimation strategies. Practically, parametric cost estimates are the most commonly used method in these initial phases, which utilizes historical cost data (Karshenas 1984, Kirkham 2007). Hence, compilation of historical data regarding appropriate cost variance governing parameters is a prime requirement. However, precedent practice of data mining (data preprocessing) for denoising internal errors or abnormal values is needed before compilation. As an effort to deal with this issue, this research proposed a statistical methodology for data preprocessing and verified that data preprocessing has a positive impact on the enhancement of estimate accuracy and stability. Moreover, Statistically Preprocessed data Based Parametric (SPBP) cost models are developed based on multiple regression equations and verified their effectiveness compared with conventional cost models.

• Communications for Statistical Applications and Methods
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• v.29 no.6
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• pp.641-653
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• 2022

Penalized least squares methods are important tools to simultaneously select variables and estimate parameters in linear regression. The penalized maximum likelihood can also be used for the same purpose assuming that the error distribution falls in a certain parametric family of distributions. However, the use of a certain parametric family can suffer a misspecification problem which undermines the estimation accuracy. To give sufficient flexibility to the error distribution, we propose to use the symmetric log-concave error distribution with LASSO penalty. A feasible algorithm to estimate both nonparametric and parametric components in the proposed model is provided. Some numerical studies are also presented showing that the proposed method produces more efficient estimators than some existing methods with similar variable selection performance.

• The Korean Journal of Applied Statistics
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• v.31 no.6
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• pp.677-692
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• 2018

The total fertility rate of Korea was 1.05 in 2017, showing a return to the 1.08 level in the year 2005. 1.05 is a very low fertility level that is far from replacement level fertility or safety zone 1.5. The number may indicate a low fertility trap. It is therefore important to predict fertility than at any other time. In the meantime, we have predicted the age-specific fertility rate and total fertility rate by various statistical methods. When the data trend is disconnected or fluctuating, it applied a nonparametric method applying the smoothness and weight. In addition, the Bayesian method of using the pre-distribution of fertility rates in advanced countries with reference to the three-stage transition phenomenon have been applied. This paper examines which method is reasonable in terms of precision and feasibility by applying estimation, forecasting, and comparing the results of the recent variability of the Korean fertility rate with parametric, non-parametric and Bayesian methods. The results of the analysis showed that the total fertility rate was in the order of KOSTAT's total fertility rate, Bayesian, parametric and non-parametric method outcomes. Given the level of TFR 1.05 in 2017, the predicted total fertility rate derived from the parametric and nonparametric models is most reasonable. In addition, if a fertility rate data is highly complete and a quality is good, the parametric model approach is superior to other methods in terms of parameter estimation, calculation efficiency and goodness-of-fit.