• Title/Summary/Keyword: 추정 CBR

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Estimating VaR(Value-at-Risk) of non-listed and newly listed companies using Case Based Reasoning (사례기반추론을 이용한 비상장기업 및 신규상장기업의 VaR 추정)

  • 최경덕;노승종
    • Journal of Intelligence and Information Systems
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    • v.8 no.1
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    • pp.1-13
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    • 2002
  • Estimating the Value-at-Risk (VaR) of a non-listed or newly listed company in stock market is impossible due to lack of stock exchange data. This study employes Case-Based Reasoning (CBR) for estimating VaR's of those companies. CBR enables us to identify and select existing companies that have similar financial and non-financial characteristics to the unlisted target company. The VaR's of those selected companies can give estimates of VaR for the target company. We developed a system called VAS-CBR and showed how well the system estimates the VaR's of unlisted companies.

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A Study on the Relation between Dynamic Deflection Modulus and In-Situ CBR Using a Portable FWD (소형FWD를 이용한 노상토의 동적변형계수와 현장 CBR의 상관 연구)

  • Kang, Hee Bog;Kim, Kyo Jun;Park, Sung Kyoon;Kim, Jong Ryeol
    • Journal of the Korea institute for structural maintenance and inspection
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    • v.12 no.2
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    • pp.149-155
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    • 2008
  • The road construction, as part of effort to ease the worsening traffic, has been underway throughout the nation, while the existing road has been increasingly losing its load carrying capacity due to such factors as heavy traffic and weathering. In the case of site, the soil type, plasticity index, and specific gravity were SC, 12.2%, and 2.66, respectively. The maximum dry density, optimum moisture content and modified CBR were $1.895g/cm^3$ (Modified Compaction D), 13.6%, and 16.2%, respectively. A correlation of coefficient expressed good interrelationship by 0.90 between the CBR estimated from a dynamic penetration index of dynamic cone penetrometer test and a deformation modulus converted from a dynamic deflection modulus obtained from a portable FWD test.

Active Adjustment: An Approach for Improving the Search Performance of the TPR*-tree (능동적 재조정: TPR*-트리의 검색 성능 개선 방안)

  • Kim, Sang-Wook;Jang, Min-Hee;Lim, Sung-Chae
    • The KIPS Transactions:PartD
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    • v.15D no.4
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    • pp.451-462
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    • 2008
  • Recently, with the advent of applications using locations of moving objects, it becomes crucial to develop efficient index schemes for spatio-temporal databases. The $TPR^*$-tree is most popularly accepted as an index structure for processing future-time queries. In the $TPR^*$-tree, the future locations of moving objects are predicted based on the CBR(Conservative Bounding Rectangle). Since the areas predicted from CBRs tend to grow rapidly over time, CBRs thus enlarged lead to serious performance degradation in query processing. Against the problem, we propose a new method to adjust CBRs to be tight, thereby improving the performance of query processing. Our method examines whether the adjustment of a CBR is necessary when accessing a leaf node for processing a user query. Thus, it does not incur extra disk I/Os in this examination. Also, in order to make a correct decision, we devise a cost model that considers both the I/O overhead for the CBR adjustment and the performance gain in the future-time owing to the CBR adjustment. With the cost model, we can prevent unusual expansions of BRs even when updates on nodes are infrequent and also avoid unnecessary execution of the CBR adjustment. For performance evaluation, we conducted a variety of experiments. The results show that our method improves the performance of the original $TPR^*$-tree significantly.

Estimation of CTD and Peak-to-Peak CDV Allocation to Nodes in Domestic Region (국내영역에서 셀전달지연 추정 및 peak-to-peak CDV 노드별 할당)

  • Park, Chun-Kwan;Han, Jong-Seok
    • Journal of the Institute of Electronics Engineers of Korea TC
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    • v.38 no.2
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    • pp.6-12
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    • 2001
  • When CBR source traffics are loaded to ATM switch and broadband network termination, CTD values of ATM switch and broadband network termination are measured and then the values of CTD in the domestic region arc estimated. The estimation values of CTD satisfy the objective of CTD in the domestic region allocated by allocation rules of 1.356. The peak-to-peak CDV allocation method based On Chernoff accumulation method is proposed and applied to the nodes of national portion. From the result of numerical analysis, the proposed method is more accurate than the equal allocation method for peak -to-peak CDV in case that the CDVs at each node and the number of ATM nodes on the path increase.

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New Zealand's Catch Balancing Regime: A Model of Enforcement Strategies (뉴질랜드 어획량 균형 제도: 시행전략모델)

  • Nam, Jongoh;Dobrot, Gabriela
    • Environmental and Resource Economics Review
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    • v.17 no.4
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    • pp.775-812
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    • 2008
  • This paper provides a theoretical approach to the New Zealand's Catch-Balancing Regime (CBR) with a reporting requirement under the Individual Transferable Quota (ITQ) system. The enforcement strategy depicted draws on recent literature regarding practical applications of the Revelation Principle. New Zealand's use of CBR-specific instruments such as deemed values, remains to be improved. However, some of its features can constitute a valuable example for regulators seeking to improve their methods of dealing with issues as bycatch or overfishing in order to maintain Total Allowable Catch (TAC) levels under emerging ITQ systems. The enforcement strategy analyzed has the potential to provide a more sustainable and efficient management of the fish stock, reduce discarding and stabilize monitoring costs, while improving the level of reporting compliance.

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A Study on the Prediction of Recycled Aggregate Concrete Strength Using Case-Based Reasoning and Artificial Neural Network (사례기반 추론과 인공신경망을 적용한 순환골재콘크리트 강도 추정에 관한 비교 연구)

  • Kim Dae-Won;Choi hee-Bok;Kang Kyung-In
    • Proceedings of the Korean Institute of Building Construction Conference
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    • 2005.05a
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    • pp.119-124
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    • 2005
  • It is necessary for prediction of recycled aggregate concrete(RAC) strength at the early stage that facilitate concrete form removal and scheduling for construction. However, to predict RAC strength is difficult because of being influenced by complicated many factors. Therefore, this research suggest optimized estimation method that can reflect many factors. One way is Case-Based Reasoning(CBR) that solved new problems by adapting solutions to similar problems solved in the past, which are solved in the case library. Other way is Artificial Neural Networks(ANN) that solved new problems by training using a set of data, which is representative of problem domain. This study is to propose comparing accuracy of the estimating the compressive strength of recycled aggregate concrete using Case-Based Reasoning(CBR) and Artificial Neural Networks(ANN).

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A Study on the Estimation of Relative Compaction on the Subgrade using a Portable FWD (소형 FWD를 이용한 노상토의 다짐도 추정에 관한 연구)

  • Kang, Hee-Bog;Kim, Kyo-Jun;Kang, Jin-Tae;Kim, Jong-Ryeol
    • Journal of the Korea institute for structural maintenance and inspection
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    • v.11 no.6
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    • pp.213-219
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    • 2007
  • This study was intended to estimate of relative compaction on the ground under the load using of portable FWD. The outcome in the wake of the study is highlighted as below. Viewing the variation of dynamic deflection modulus depending on a number of compaction, when a number of compaction increased to 8 (18.3MPa) from 4 (15Mpa), a dynamic deflection modulus increased 27%, and when a number reached to 12 (27.9MPa), it doubled the value indicated in 4. Viewing the relationship between dry density and dynamic deflection modulus in line with the increase in a number of compaction, a number of compaction by the roller reaching to the degree of compaction equivalent to 95% of max dry density was 13, with a dynamic deflection modulus indicating 27MPa ~ 29MPa.

Software Development Effort Estimation Using Neural Network Model (신경망 기반의 소프트웨어 개발노력 추정모델 구축에 관한 연구)

  • Kim, Byung-Gwan;Baek, Seung
    • 한국IT서비스학회:학술대회논문집
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    • 2005.05a
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    • pp.372-380
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    • 2005
  • 소프트웨어 개발노력 추정에 대한 연구는 소프트웨어가 복잡해지고 범위가 크게 증가함에 따라서 그 중은 지속적으로 부각되고 있다. 관련 프로젝트를 발주하는 업체나, 이를 수주하고 개발을 진행하는 업체에게 원가를 고려하는 측면에서 매우 중요한 부분을 차지하고 있다. 이러한 개발노력 추정을 위하여 다양한 접근 방식들이 고려되어지고 있는데, 그중에서 많이 활용되어지고 있는 방식은 소프트웨어 규모에 기반을 둔 LOC(Line Of Code) 기반 COCOMO (Constructive Cost Model) 모델이나 기능점수(Function Point)를 기반으로 한 회귀분석 모델, 인공지능(Artificial Intelligence)을 활용한 신경망(Neural Network) 모델, 사례분석기법 (CBR, Case Based Reasoning) 등이 있다. 이중에서 최근에 기능점수를 활용한 개발노력 추정에 관한 연구들이 활발히 진행되고 있으나 개발노력 추정에는 소프트웨어 규모의 척도인 기능점수 뿐만 아니라, 개발환경을 구성하는 여러 가지 측면에 대한 고려가 추가되어져야 한다. 이에 본 논문은 최신의 소프트웨어 개발 사례들에 대하여 기능점수 및 추가적인 개발환경 요소들을 면밀히 분석하고, 분석한 내용에 대해서 전문가들의 설문을 통한 빈도분석 및 로지스틱 회귀분석, 데이터마이닝 기법인 신경망 분석 등을 활용하여 개발노력 추정 모델을 구축함으로써, 소프트웨어 개발의 다양한 측면의 중요성을 강조하고, 정확한 추정의 방안을 제시 하고자 노력 하였다.

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Resilient Modulus of Weathered Granite Soil in the Central Part of Korea (화강암풍화토의 동탄성계수에 관한 연구 -중부지역을 중심으로-)

  • 김주한;이종규
    • Geotechnical Engineering
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    • v.6 no.1
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    • pp.35-42
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    • 1990
  • Over the years, most pavement designs based on soil strength and permanent strain are almost independent of soil elasticity. However, it was found that plasticity and elasticity of soil have both effected on the failure of pavement structures. The elasticity of soil, hence, using the resilient modulus is reflected for recent pavement design. Although the current AASHTO specifications(1986) for pavement design had changed the soil support value to the resilient modulus, triaxial devices conducting the resilient modulus test have not been fully equipped in a great majority of laboratories. Thus, in the present work, such a resilient modulus is usually derived(from CBR, K values, etc.) by estimating equations. The purpose of this study is to evaluate the resilient modulus of weathered granite soils sampled from 4 points of the central region of Korea by means of AASHTO T 274-82. According to this, some empirical equations for predicting that of the weathered granite soil are proposed and then, the relationship to convert CBR into the resilient modulus is developed.

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Forward rate control of MPEG-2 video based on distortion-rate estimation (왜곡-비트율 추정에 근거한 MPEG-2 비디오의 순방향 비트율 제어)

  • 홍성훈;김성대;최재각;홍성용
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.23 no.8
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    • pp.2010-2024
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    • 1998
  • In video coding, it is important to improve the average picture quality as well as to maintain cosistent picture quality between consecutive pictures. In this paper, we propose a distortion-rate estimation method for MPEG-2 video and a forward rate control method, using the proposed estimation result, to be able to obtain the improved and consistent picture quality of CBR (Constant Bit Rate) encoded MPEG-2 video. The proposed distortion-rate estimation enable us to predict the distortion and the bits generated from an encoded picture at a given quantization step size and vice versa. The most attactive features of proposed distortion-rate estimation are its accuracy and low computational complexity enough to be applied to the practical video coding. In addition, the proposed rate control first determined a quantization parameter per frame by following procedure: distortion-rate estimation, target bit allocation, distortion constraint and VBV(Video Buffer Verification) constraint. And then this quantization parameter is applied to the encoding so that improved and consisten picture quality can be obtained. Furthermore the proposed rate control method can solve the error propagation problem caused by scene change or anchor picture degradation by using the B-picture skipping and the guarantee of the minimum bit allocation for the anchor picture. Experimental results, comparing the proposed forward rate control method with TM5 method, show that the proposed method makes more improed and consistent picture quality than TM5.

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