• 국제학술발표논문집
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• The 5th International Conference on Construction Engineering and Project Management
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• pp.488-493
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• 2013

Accurate initial cost estimates are essential to effective management of construction projects where many decisions are made in the course of project management by referencing the estimates. In practice, the initial estimates are frequently derived from historical actual cost data, for which standard distribution-based techniques are widely applied in the construction industry to account for risk associated with the estimates. This approach assumes the same probability distribution of estimate errors for any selected estimates. This assumption, however, is not always satisfied. In order to account for the probabilistic nature of estimate errors, an alternative method for measuring the risk associated with a selected initial estimate is developed by applying the Bayesian probability approach. An application example include demonstrates how the method is implemented. A hypothesis test is conducted to reveal the robustness of the Bayesian probability model. The method is envisioned to effectively complement cost estimating methods that are currently in use by providing benefits as follows: (1) it effectively accounts for the probabilistic nature of errors in estimates; (2) it is easy to implement by using historical estimates and actual costs that are readily available in most construction companies; and (3) it minimizes subjective judgment by using quantitative data only.

• Water Engineering Research
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• 제2권1호
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• pp.1-10
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• 2001

The frequency analyses for the precipitation data in Korea were performed. We used daily maximum series, monthly maximum series, and annual series. For nonparametric frequency analyses, variable kernel estimators were used. Nonparametric methods do not require assumptions about the underlying populations from which the data are obtained. Therefore, they are better suited for multimodal distributions with the advantage of not requiring a distributional assumption. In order to compare their performance with parametric distributions, we considered several probability density functions. They are Gamma, Gumbel, Log-normal, Log-Pearson type III, Exponential, Generalized logistic, Generalized Pareto, and Wakeby distributions. The variable kernel estimates are comparable and are in the middle of the range of the parametric estimates. The variable kernel estimates show a very small probability in extrapolation beyond the largest observed data in the sample. However, the log-variable kernel estimates remedied these defects with the log-transformed data.

• Journal of the Korean Data and Information Science Society
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• 제4권
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• pp.121-130
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• 1993

불균형 일원 변량모형에서 AOV추정량과 사전값이 0, 1, ${\infty}$인 MINQUE에 국한하여 정규분포를 가정할 때 분산성분의 추정량이 음이 될 이론적 확률을 구하고, 비정규분포에 대해서는 모의실험을 통해 추정량이 음이 될 확률을 구하였다. 이 때 정차분포에서의 이론적 확률과 모의실험에 의해 계산된 확률간에 유의한 차이가 없고 표본수, 수준수 그리고 ${\rho}$가 커지면 각 추정량은 음이 될 확률이 작아지며, 고려된 추정량 중에서 AOV추정량이 대부분의 경우에 음이 될 확률이 가장 작게 나타났다.

• Communications for Statistical Applications and Methods
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• 제8권3호
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• pp.667-675
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• 2001

The usefulness of analysis of variance(ANOVA) estimates of variance components is impaired by the frequent occurrence of negative values. The probability of such an occurrence is therefore of interest. In this paper, we investigate a variety of reasons for negative estimates under one way random effects model. It can be shown, through simulation, that this probability increases when the number of treatments is too small for fixed total observations, unbalancedness of data is severe, ratio of variance components is too small, and data may contain many outliers.

• 대한수학회보
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• 제38권1호
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• pp.129-136
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• 2001

We consider a solution process of stochastic differential equation(SDE) driven by S'($R^d$)-valued Wiener process and study a large deviation type of estimates for the process. We get an upper bound in exit probability for such a process to leave a ball of radius $\tau$ before a finite time t. We apply the Ito formula to the SDE under the structure of nuclear space.

• 한국통신학회논문지
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• 제21권6호
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• pp.1501-1509
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• 1996

Mobile stations can be classified by the transmission power level in CDMA system. Different performance parameters will be given to each class of mobile stations so that the appropriate quality ofservices can be provided. In this paper, it is assumed that there are two clsses of mobile stations. with the classification of mobile stations, analytical models are presented for the estimates of the reverse link capacity and the blocking probability. From the model for the reverse link capacity, the maximum number of each class of mobile stations to be served is derived. It is shown that $E_{b/}$I reduction of 1 dB allows the capacity to be increased by 25% and the data transmission rate and the power control accuracy have a significant effect on the reverse link capacity and the blocking probability. Simulation results are provided for validating the anlaytical estimates of the blocking probability.ocking probability.y.

• 한국정보통신학회논문지
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• 제18권10호
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• pp.2562-2570
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• 2014

단백질의 기능을 유추할 수 있는 중요한 정보중의 하나는 단백질이 존재하는 세포내 위치이다. 최근에는 하나의 단백질이 동시에 존재하는 여러 세포내 위치를 예측하는 연구가 활발하다. 본 논문에서는 단백질이 존재하는 세포내의 다중위치를 예측하기 위해서 레이블 멱집합 방법을 개선한다. 레이블 멱집합 방법으로 분류한 다중위치들을 예측 확률에 따라 결합하여 최종적인 다중레이블로 분류한다. 각 다중위치에 대한 정확한 확률적 기여를 구하기 위하여 쌍별 비교와 오류정정 출력코드를 사용한 다중클래스 확률추정 방법을 적용하였다. 단백질 세포내 위치 예측 실험에 제안한 방법을 적용하여 성능이 향상됨을 보였다.

• 한국환경과학회지
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• 제20권3호
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• pp.321-327
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• 2011

Bootstrap methods is the computer-based resampling method that estimates the standard errors and confidence intervals of summary statistics using the plug-in principle for assessing the accuracy or uncertainty of statistical estimates, and the BCa method among the Bootstrap methods is known much superior to other Bootstrap methods in respect of the standards of statistical validation. Therefore this study suggests the method of the representation and treatment of uncertainty in flood risk assessment and water resources planning from the construction and application of rainfall frequency analysis model considersing the uncertainty based on the nonparametric BCa method among the Bootstrap methods for the assessement of the estimation of probability rainfall and the effect of uncertainty considering the uncertainty of the parameter estimation of probability in the rainfall frequency analysis that is the most fundamental in flood risk assessement and water resources planning.

• Communications for Statistical Applications and Methods
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• 제12권2호
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• pp.443-451
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• 2005

The studied in this paper is a new algorithm for searching the maximum likelihood estimate(MLE) in which probability density function is not explicitly expressed. Newton-Raphson's root-finding routine and a nonlinear numerical optimization algorithm with constraint (so-called feasible sequential quadratic programming) are used. This algorithm is applied to the Wakeby distribution which is importantly used in hydrology and water resource research for analysis of extreme rainfall. The performance comparison between maximum likelihood estimates and method of L-moment estimates (L-ME) is studied by Monte-carlo simulation. The recommended methods are L-ME for up to 300 observations and MLE for over the sample size, respectively. Methods for speeding up the algorithm and for computing variances of estimates are discussed.

• 정보과학회 논문지
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• 제43권6호
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• pp.718-723
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• 2016

스트리밍 데이터 분석에서 개념 변화가 일어나는 시점을 정확히 탐지하는 것은 분류 모델의 성능을 유지하는 데 있어서 매우 중요한 작업이다. 오류율은 스트리밍 데이터에서 개념 변화 탐지를 위해 많이 사용되는 척도이다. 그러나 0과 1로 이루어진 이진 값만으로 예측 결과를 묘사하는 것은 분류 모델의 행동 패턴을 나타내는 유용한 정보의 손실을 초래할 수 있다. 이 논문에서는 오류율을 이용하는 대신에 확률 예측치를 사용하여 분류기의 성능 패턴을 묘사하고 급격한 변화를 탐지하는 효과적인 개념 변화 탐지 방법을 제안한다. 합성데이터와 실제 스트리밍 데이터를 이용한 실험 결과는 제안한 방법이 개념 변화 시점을 탐지하는데 뛰어난 성능을 가짐을 보여준다.