• 제목/요약/키워드: Estimating procedure

검색결과 404건 처리시간 0.031초

AR 프로세스를 이용한 도산예측모형 (Bankruptcy Prediction Model with AR process)

  • 이군희;지용희
    • 한국경영과학회지
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    • 제26권1호
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    • pp.109-116
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    • 2001
  • The detection of corporate failures is a subject that has been particularly amenable to cross-sectional financial ratio analysis. In most of firms, however, the financial data are available over past years. Because of this, a model utilizing these longitudinal data could provide useful information on the prediction of bankruptcy. To correctly reflect the longitudinal and firm-specific data, the generalized linear model with assuming the first order AR(autoregressive) process is proposed. The method is motivated by the clinical research that several characteristics are measured repeatedly from individual over the time. The model is compared with several other predictive models to evaluate the performance. By using the financial data from manufacturing corporations in the Korea Stock Exchange (KSE) list, we will discuss some experiences learned from the procedure of sampling scheme, variable transformation, imputation, variable selection, and model evaluation. Finally, implications of the model with repeated measurement and future direction of research will be discussed.

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Performance study of propensity score methods against regression with covariate adjustment

  • Park, Jincheol
    • Journal of the Korean Data and Information Science Society
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    • 제26권1호
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    • pp.217-227
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    • 2015
  • In observational study, handling confounders is a primary issue in measuring treatment effect of interest. Historically, a regression with covariate adjustment (covariate-adjusted regression) has been the typical approach to estimate treatment effect incorporating potential confounders into model. However, ever since the introduction of the propensity score, covariate-adjusted regression has been gradually replaced in medical literatures with various balancing methods based on propensity score. On the other hand, there is only a paucity of researches assessing propensity score methods compared with the covariate-adjusted regression. This paper examined the performance of propensity score methods in estimating risk difference and compare their performance with the covariate-adjusted regression by a Monte Carlo study. The study demonstrated in general the covariate-adjusted regression with variable selection procedure outperformed propensity-score-based methods in terms both of bias and MSE, suggesting that the classical regression method needs to be considered, rather than the propensity score methods, if a performance is a primary concern.

굴착유발 지반변위에 의한 인접구조물의 거동 및 손상도 예측 (Building Response to Excavation-Induced Ground Movements and Damage Estimation)

  • 손무락
    • 한국지반공학회:학술대회논문집
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    • 한국지반공학회 2006년도 춘계 학술발표회 논문집
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    • pp.249-256
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    • 2006
  • New infrastructures and buildings are being constructed increasingly in congested urban areas, and excavation-induced ground movements often cause distortion and damage to adjacent buildings. Protection of adjacent structures occupies a major part of the cost, schedule and third-party impacts of urban development. To limit damage or mitigate their effects on nearby structures, it is highly important to understand the whole mechanism from excavation to building damage, and to estimate building damage reliably before excavation and provide appropriate measures. This paper investigates the effects of excavation-induced ground movements on nearby structures, considering soil-structure interactions for ground and structures, and a building damage criterion, which is based on the state of strain, is proposed. The criterion is compared with other existing damage estimation criteria and a procedure is finally provided for estimating building damage due to excavation-induced ground movements.

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강제 석유 저장 탱크(KS B 6225)의 내진 설계 기준 개선 안 (Seismic Design Guidelines for Welded Steel Oil Storge Tank (KS B 6225))

  • 박종률;오택열
    • 대한기계학회:학술대회논문집
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    • 대한기계학회 2001년도 추계학술대회논문집A
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    • pp.166-173
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    • 2001
  • Recommended seismic design guide for the flat bottom vertical-cylindrical oil storage tanks in KS B 6225 is presented. Under earthquake excitations, the hydrodynamic pressure exerted on the tank walls produces overturning moment which may cause either a failure of the anchors or a buckling of the tank shell near its base. The basis for establishing design loads due to hydrodynamic pressure is described including seismic zone risk map in Korea, zone coefficients and the essential facilities factor. This procedure for calculating applied compressive stress on the shell base subjecting to seismic load and for estimating the allowable buckling stress is described.

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내부고장요인과 외부고장요인이 있는 제품에 대한 가속수명 시험의 분석 (Analysis of Accelerated Life Tests with Intrinsic and Extrinsic Failure Modes)

  • Kim, C. M.;D. S, Bai
    • 한국경영과학회:학술대회논문집
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    • 대한산업공학회/한국경영과학회 2000년도 춘계공동학술대회 논문집
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    • pp.381-384
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    • 2000
  • This paper proposes a method of estimating the lifetime distribution at use condition for constant stress accelerated lift tests when extrinsic failure mode as well as intrinsic one exists. A mixture of two log-normal distributions is introduced to describe these failure modes and it is assumed that a linear relation exists between the location parameter and stress. An estimation procedure using the expectation and maximization algorithm is proposed and a numerical example is given.

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액체저장탱크의 내진설계 프로그램 개발 (Seismic Design Program for Oil Storage Tank)

  • 박종률;오택열
    • 한국정밀공학회:학술대회논문집
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    • 한국정밀공학회 1997년도 추계학술대회 논문집
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    • pp.551-555
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    • 1997
  • IJnder earthquake excitations, the hydrodynamic pressure exerted on the flat bottom vertical-cylindrical oil storage tank walls produces overturning moment which may cause either a failure of the anchors or a buckling of the tank shell near its base. The basis for establishing design loads due to hydrodynamic pressure is described including seismic zone risk map in Korea. zone coefficients and the essential facilities factor. This procedure for calculating applied compressive stress on the shell base subjecting to seismic load and for estimating the allowable buckling stress is described. And seismic design program for the tanks is presented.

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역복사경계해석을 위한 다양한 조정법 비교 (Comparison of Regularization Techniques for an Inverse Radiation Boundary Analysis)

  • 김기완;신병선;길정기;여권구;백승욱
    • 대한기계학회논문집B
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    • 제29권8호
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    • pp.903-910
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    • 2005
  • Inverse radiation problems are solved for estimating the boundary conditions such as temperature distribution and wall emissivity in axisymmetric absorbing, emitting and scattering medium, given the measured incident radiative heat fluxes. Various regularization methods, such as hybrid genetic algorithm, conjugate-gradient method and finite-difference Newton method, were adopted to solve the inverse problem, while discussing their features in terms of estimation accuracy and computational efficiency. Additionally, we propose a new combined approach that adopts the hybrid genetic algorithm as an initial value selector and uses the finite-difference Newton method as an optimization procedure.

복합재료 다층 표면안테나구조의 설계 및 응력해석 (Design and Analysis of Composite Multilayer Surface-Antenna-Structure)

  • 유치상;황운봉
    • 한국정밀공학회:학술대회논문집
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    • 한국정밀공학회 2003년도 춘계학술대회 논문집
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    • pp.802-805
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    • 2003
  • Structural surface becomes an antenna. The integration of antennas into structural body panels is a new high payoff technology. It emerged from the need to improve structural efficiency and antenna performance. In this paper, we developed new design concept for the structural surface which transmits and receives the electromagnetic signals, and it is termed Surface-Antenna-Structure (SAS). Design procedure was presented including structure design. material selection and design of antenna elements, which was processed according to the communication with KORSAT satellite at Ku-Band (12.25-12.75 GHz). The final demonstration article was 350$\times$200$\times$7.5mm flat antenna panel. Experimental results for antenna performances were in good agreements with design requirements. Also structural analysis was performed with SAS. estimating stress distributions under simply supported condition with Laminated Plate Theories and Wavier Solutions. The SAS concept can be extended to give a useful guide to manufacturers of structural body panels as well as antenna designers. promising innovative future communication technology.

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제한적 상태지속시간을 갖는 HMM을 이용한 고립단어 인식 (Isolated Word Recognition Using Hidden Markov Models with Bounded State Duration)

  • 이기희;임인칠
    • 전자공학회논문지B
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    • 제32B권5호
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    • pp.756-764
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    • 1995
  • In this paper, we proposed MLP(MultiLayer Perceptron) based HMM's(Hidden Markov Models) with bounded state duration for isolated word recognition. The minimum and maximum state duration for each state of a HMM are estimated during the training phase and used as parameters of constraining state transition in a recognition phase. The procedure for estimating these parameters and the recognition algorithm using the proposed HMM's are also described. Speaker independent isolated word recognition experiments using a vocabulary of 10 city names and 11 digits indicate that recognition rate can be improved by adjusting the minimum state durations.

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임의 배열 안테나로 입사하는 협대역 코히어런트 신호의 분리를 위한 새로운 알고리즘 (A New Algorithm for Resolving Narrowband Coherent Signals Incident on a General Array)

  • 박형래;김영수
    • 전자공학회논문지B
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    • 제32B권7호
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    • pp.989-1002
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    • 1995
  • In this paper, we propose a new algorithm, so called the Signal Decorrelation via Virtual Translation of Array (SDVTA) algorithm, for estimating the directions of arrival(DOA's) of narrowband coherent signals incident on a general array. An effective procedure is composed of transforming the steering matrix of the original array into that of the virtually translated sensor array and taking the average of the transformed covariance matrices in order to decorrelate the coherent signals. The advantage of this approach is in that 1) it can estimate the DOA's of m-1 coherent signals(M : the number of array sensors) since the effective aperture size is never reduced. 2) a geometry of array is unrestricted for solving the narrowband coherency problem. 3) the efficiency of signal decorrelation does not depend on the phase differences between coherent signals unlike the Coherent Signal Subspace Method (CSM). Simulation results are illustrated to demonstrate the superior performance of this new algorithm in comparison with the normal MUSIC and examine the comparative performance with the various choices of the optimal transformation matrix under coherent signal environments.

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