• 한국건설관리학회논문집
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• 제21권6호
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• pp.113-124
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• 2020

노후화된 공동주택을 리모델링을 통하여 성능개선을 하고자 하는 사회적 움직임이 포착되고 있다. 이를 위해 리모델링의 공사비 분석, 구조 분석, 정치제도적 검토등이 진행되어 리모델링을 활성화방안이 제시되고 있다. 그러나 현재 공동주택 리모델링의 공사비 분석방법이 연구상으로 제시되고 있으나, 실무적 활용가능성에서 한계점이 존재하는 상황이다. 구체적으로, 실무적으로 활용되기 위해서는 현재 진행되었거나 진행 중인 사례에는 적용가능하지만 향후 발생할 사례 또한 공사비분석에 활용되기에 분석방법의 지속 가능성이 결여되어 있다. 따라서 본 연구에서는 공동주택 리모델링 공사비견적의 지속가능성을 위해 자동화된 견적방법을 제시하고자 한다. 공사비견적의 지속가능성을 위해서 Deep-Learning을 견적절차에 도입하였다. 구체적으로, 공동주택 리모델링에서 발생할 수 있는 설계요소,공종, 공사비 상승계수의 관계를 자동적으로 찾는 방안을 제시하였다. 추가적으로 Artificial Neural Network기반 견적의 태생적인 한계점인 불확실성 미반영을 보완하고자 Monte Carlo Simulation을 견적절차에 산입하였다. 사례가 누적될수록 더 높은 정확도를 제시하기 위하여 견적결과를 기존의 누적데이터와 비교를 하여 더 높은 정확도를 산출하는 방안 또한 제시되었다. 본 연구에서 제안한 자동화된 개산견적의 지속가능성을 검토하고자 13개 사례의 학습절차와 추가 2개 사례의 누적절차를 거쳤다. 결과적으로 추가된 2개 프로젝트의 특성이 반영된 새로운 공사비견적절차가 자동적으로 제시되었다. 본 연구에서는 15개의 사례를 활용하여 개산견적의 방안을 활용하였으나, 사례가 누적되어 반영될 경우 본 연구의 기대효과는 더욱 높아질 것으로 사료된다.

• Communications for Statistical Applications and Methods
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• 제7권2호
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• pp.574-574
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• 2000

Consider the problem of estimating regression function from a set of data which is contaminated by a long-tailed error distribution. The linear smoother is a kind of a local weighted average of response, so it is not robust against outliers. The kernel M-smoother and the lowess attain robustness against outliers by down-weighting outliers. However, the kernel M-smoother and the lowess requires the iteration for computing the robustness weights, and as Wang and Scott(1994) pointed out, the requirement of iteration is not a desirable property. In this article, we propose the robust nonparametic regression method which does not require the iteration. Robustness can be achieved not only by down-weighting outliers but also by transforming outliers. The rank transformation is a simple procedure where the data are replaced by their corresponding ranks. Iman and Conover(1979) showed the fact that the rank transformation is a robust and powerful procedure in the linear regression. In this paper, we show that we can also use the rank transformation to nonparametric regression to achieve the robustness.

• Communications for Statistical Applications and Methods
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• 제7권2호
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• pp.575-583
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• 2000

Consider the problem of estimating regression function from a set of data which is contaminated by a long-tailed error distribution. The linear smoother is a kind of a local weighted average of response, so it is not robust against outliers. The kernel M-smoother and the lowess attain robustness against outliers by down-weighting outliers. However, the kernel M-smoother and the lowess requires the iteration for computing the robustness weights, and as Wang and Scott(1994) pointed out, the requirement of iteration is not a desirable property. In this article, we propose the robust nonparametic regression method which does not require the iteration. Robustness can be achieved not only by down-weighting outliers but also by transforming outliers. The rank transformation is a simple procedure where the data are replaced by their corresponding ranks. Iman and Conover(1979) showed the fact that the rank transformation is a robust and powerful procedure in the linear regression. In this paper, we show that we can also use the rank transformation to nonparametric regression to achieve the robustness.

• 대한산업공학회지
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• 제38권1호
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• pp.17-24
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• 2012

We address some potential problems with the existing procedures of outlier detection in time series. Also we propose modifications in estimating model parameters and outlier effects in order to reduce the number of tests and to increase the detection accuracy. Experiments with some artificial data sets show that the proposed procedure significantly reduces the number of tests and enhances the accuracy of estimated parameters as well as the detection power.

• 경영과학
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• 제10권2호
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• pp.27-42
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• 1993

Markov chain models can be used to predict the state of the system in the future. We extend the existing Markov chain models in two ways. For the stationary model, we propose a procedure that obtains the transition probabilities by appling the empirical Bayes method, in which the parameters of the prior distribution in the Bayes estimator are obtained on the collaternal micro data. For non-stationary model, we suggest a procedure that obtains a time-varying transition probabilities as a function of the exogenous variables. To illustrate the effectiveness of our extended models, the models are applied to the macro and micro time-series data generated from actual survey. Our stationary model yields reliable parameter values of the prior distribution. And our non-stationary model can predict the variable transition probabilities effectively.

• Structural Engineering and Mechanics
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• 제38권1호
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• pp.125-140
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• 2011

This study presents an innovative method to estimate the reliability sensitivity based on the low-discrepancy sampling which is a new technique for structural reliability analysis. Two advantages are contributed to the method: one is that, by developing a general importance sampling procedure for reliability sensitivity analysis, the partial derivative of the failure probability with respect to the distribution parameter can be directly obtained with typically insignificant additional computations on the basis of structural reliability analysis; and the other is that, by combining various low-discrepancy sequences with the above importance sampling procedure, the proposed method is far more efficient than that based on the classical Monte Carlo method in estimating reliability sensitivity, especially for problems of small failure probability or problems that require a large number of costly finite element analyses. Examples involving both numerical and structural problems illustrate the application and effectiveness of the method developed, which indicate that the proposed method can provide accurate and computationally efficient estimates of reliability sensitivity.

• Journal of the Korean Statistical Society
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• 제25권4호
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• pp.529-544
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• 1996

This paper deals with the problem of estimating the autoregressive random coefficient of a first-order random coefficient autoregressive time series model applied to panel data of time series. The autoregressive random coefficients across individual units are assumed to be a random sample from a truncated normal distribution with the space (-1, 1) for stationarity. The estimates of random coefficients are obtained by an empirical Bayes procedure using the estimates of model parameters. Also, a Monte Carlo study is conducted to support the estimation procedure proposed in this paper. Finally, we apply our results to the economic panel data in Liu and Tiao(1980).

• 태양에너지
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• 제2권2호
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• pp.1-9
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• 1982

This paper presents a method. for estimating the useful output of solar heating sys-terns. Heating load calculations, climatic data and various conditions are used in this procedure to estimate the fraction of the monthly heating load supplied by solar energy for a particular system the design procedure presented in this paper referred to the f-chart method. The results of this study are as follows; 1) The collected energy is not rised lineary to collector area. 2) If the heating area has equivalent solar collector area, the solar energy utilization for space heating is over 90%. 3) Transmittance- absorptance product for radiation at normal incidence, (${\tau}{\alpha}$)/(${\tau}{\alpha}$)n, during most of the heating season is 0.92 for a two-cover collector. 4) Orientation of the collector has little effect on the annual performance of solar heating system within the $15^{\circ}$.

• 한국광학회지
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• 제8권2호
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• pp.88-94
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• 1997

감쇠최소자승법을 최적회 기법으로 사용하여 사진 렌즈계와 픽업 광학계용 비구면 대물렌즈를 설계하였다. 최적화 초기에 임의로 감쇠계수를 선택한 다음 최적화 과정의 수렴 속도와 안정성을 높이기 위하여 미분증가치의 최적성 평가법을 도입하였다. 최적성 평가법을 만족하는 미분증가치를 사용한 경우 최적화의 수렴성과 안정성이 증진되었으며, 최적화에 의해 설계된 렌즈계들의 성능은 설계 목표치를 잘 만족하였다.

• Journal of the Korean Data and Information Science Society
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• 제21권3호
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• pp.589-595
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• 2010

In discriminant analysis, we consider an intraclass correlation pattern by principal component analysis. We assume that the two populations are equally likely and the costs of misclassification are equal. In this situation, we consider two procedures, i.e., the test and proportion procedures, for selecting the principal components in classifica-tion. We compare the regular classification method and the proposed two procedures. We consider two methods for estimating error rate, i.e., the leave-one-out method and the bootstrap method.