• 제목/요약/키워드: estimate model

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A Study of a Combining Model to Estimate Quarterly GDP

  • Kang, Chang-Ku
    • 응용통계연구
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    • 제25권4호
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    • pp.553-561
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    • 2012
  • Various statistical models to Estimate GDP (measured as a nation's economic situation) have been developed. In this paper an autoregressive distributed lag model, factor model, and a Bayesian VAR model estimate quarterly GDP as a single model; the combined estimates were evaluated to compare a single model. Subsequently, we suggest that some combined models are better than a single model to estimate quarterly GDP.

Semi-Supervised Learning Using Kernel Estimation

  • Seok, Kyung-Ha
    • Journal of the Korean Data and Information Science Society
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    • 제18권3호
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    • pp.629-636
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    • 2007
  • A kernel type semi-supervised estimate is proposed. The proposed estimate is based on the penalized least squares loss and the principle of Gaussian Random Fields Model. As a result, we can estimate the label of new unlabeled data without re-computation of the algorithm that is different from the existing transductive semi-supervised learning. Also our estimate is viewed as a general form of Gaussian Random Fields Model. We give experimental evidence suggesting that our estimate is able to use unlabeled data effectively and yields good classification.

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Integer-Valued HAR(p) model with Poisson distribution for forecasting IPO volumes

  • SeongMin Yu;Eunju Hwang
    • Communications for Statistical Applications and Methods
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    • 제30권3호
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    • pp.273-289
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    • 2023
  • In this paper, we develop a new time series model for predicting IPO (initial public offering) data with non-negative integer value. The proposed model is based on integer-valued autoregressive (INAR) model with a Poisson thinning operator. Just as the heterogeneous autoregressive (HAR) model with daily, weekly and monthly averages in a form of cascade, the integer-valued heterogeneous autoregressive (INHAR) model is considered to reflect efficiently the long memory. The parameters of the INHAR model are estimated using the conditional least squares estimate and Yule-Walker estimate. Through simulations, bias and standard error are calculated to compare the performance of the estimates. Effects of model fitting to the Korea's IPO are evaluated using performance measures such as mean square error (MAE), root mean square error (RMSE), mean absolute percentage error (MAPE) etc. The results show that INHAR model provides better performance than traditional INAR model. The empirical analysis of the Korea's IPO indicates that our proposed model is efficient in forecasting monthly IPO volumes.

A STUDY ON DURATION ESTIMATE METHOD USING STOCHASTIC MODEL IN THE BIM ENVIRONMENT

  • Jae H. Park;Seok H. Yun;Joon H. Paek
    • 국제학술발표논문집
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    • The 3th International Conference on Construction Engineering and Project Management
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    • pp.1209-1215
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    • 2009
  • Recently, Construction Projects are being much bigger and more complex. So the importance of Construction Planning and Management is increasing and increasing because of the Construction Projects is involved in a variety of construction-related subjects. Competitive of the Construction Industry decided Cost, Construction Duration and Productivity. But they were just focused on Cost Saving instead of Construction Duration and Productivity. However, they have to finish construction projects using minimum cost and duration with quality and function of required level for successful Construction projects. Thus, current high exchange rate and high period, it is clear to decrease construction cost and to do economic construction in huge Construction Projects and it means more advanced Construction Schedule Management needs for economic construction. But Construction Scheduling Planning, basic of Construction Schedule Management, adjusted contract period without Pre-Planning, just depending on experience and ability of Construction Engineer. Because of that, this study suggests new Duration Estimate Method using Stochastic Model in BIM Environment for advanced Construction Schedule Management. Existing Duration Estimate Methods are just modified wrong points of them or analyzed effective factors of construction schedule. However, New Duration Estimate Method is just consists of Stochastic Model and BIM Environment without existing Duration Estimate Methods. So, new method has creativity and specialty. After this research, it would be a great model in construction industry field.

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국내 대형점의 매출추정모델 설정 방안 연구 (A Study on the Sale Estimate Model of a Large-Scale Store in Korea)

  • 윤명길;김종진;박철주;심규열
    • 유통과학연구
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    • 제11권12호
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    • pp.5-11
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    • 2013
  • Purpose - The purpose of this study was to construct a turnover estimation model by investigating research by Park et al. (2006) on the market area of domestic distribution. The study investigated distribution by using a new tool for the turnover estimation technique. This study developed and discussed the turnover estimation technique of Park et al. (2006), applying it to a large-scale retailer in "D"city that was suitable for on-the-spot distribution. It constructed the new model in accordance with test procedures keeping to this retail business location, to apply its procedures to a specific situation and improve the turn over estimation process. Further, it investigated the analysis and procedures of existing turnover estimation cases to provide problems and alternatives for turnover estimation for a large-scale retailer in "D"city. Finally, it also discussed problems and scope for further research. Research design, data, and methodology - This study was conducted on the basis of "virtue" studies. In other words, it took into account the special quality of the structure of Korea's trade zones. The researcher sought to verify a sale estimate model for use in a distribution industry's location. The main purpose was to enable the sale estimate model (that is, the individual model's presentation) to be practically used in real situations in Korea by supplementing processes and variables. Results - The sale estimate model is constructed, first, by conducting a data survey of the general trading area. Second, staying within the city's census of company operating areas, the city's total consumption expenditure is derived by applying the large-scale store index. Third, the probability of shopping is investigated. Fourth, the scale of sales is estimated using the process of singularity. The correct details need to be verified for the model construction and the new model will need to be a distinct sale estimate model, with this being a special quality for business conditions. This will need to be a subsequent research task. Conclusions - The study investigated, tested, and supplemented the turnover estimation model of Park et al. (2006) in a market area in South Korea. Supplementation of some procedures and variables could provide a turnover estimation model in South Korea that would be an independent model. The turnover estimation model is applied, first, by undertaking an investigation of the market area. Second, a census of the intercity market area is carried out to estimate the total consumption of the specific city. Consumption is estimated by applying indexes of large-scale retailers. Third, an investigation is undertaken on the probability of shopping. Fourth, the scale of turnover is estimated. Further studies should investigate each department as well as direct and indirect variables. The turnover estimation model should be tested to construct new models depending on the type of region and business. In-depth and careful discussion by researchers is also needed. An upgraded turnover estimation model could be developed for Korea's on-the-spot distribution.

신경망 모델을 이용한 차량 절대속도 추정 (Absolute Vehicle Speed Estimation using Neural Network Model)

  • 오경흡;송철기
    • 한국정밀공학회지
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    • 제19권9호
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    • pp.51-58
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    • 2002
  • Vehicle dynamics control systems are. complex and non-linear, so they have difficulties in developing a controller for the anti-lock braking systems and the auto-traction systems. Currently the fuzzy-logic technique to estimate the absolute vehicle speed is good results in normal conditions. But the estimation error in severe braking is discontented. In this paper, we estimate the absolute vehicle speed by using the wheel speed data from standard 50-tooth anti-lock braking system wheel speed sensors. Radial symmetric basis function of the neural network model is proposed to implement and estimate the absolute vehicle speed, and principal component analysis on input data is used. Ten algorithms are verified experimentally to estimate the absolute vehicle speed and one of those is perfectly shown to estimate the vehicle speed with a 4% error during a braking maneuver.

교육시설의 개념단계 공사비예측을 위한 인공신경망모델 개발에 관한 연구 (A Study on the Model of Artificial Neural Network for Construction Cost Estimation of Educational Facilities at Conceptual Stage)

  • 손재호;김청융
    • 한국건설관리학회논문집
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    • 제7권4호
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    • pp.91-99
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    • 2006
  • 본 연구는 신축 교육시설 프로젝트의 개념단계에서 공사비를 예측하기 위한 인공신경망모델의 제안을 목적으로 한다. 현행 공공 교육시설의 개념단계 공사비예측에는 기본인자인 연면적에 의한 단일변수 모델이 적용되고 있다. 그러나 개념단계에서 단일변수 공사비예측모델을 적용하여 예측된 공사비는 그 오차범위가 크고, 실시설계 완료 후 물량산출에 의해 산정된 상세공사비와 비교하여 큰 차이를 보일 경우 프로젝트의 수정이 불가피하며, 이는 프로젝트의 비용을 증가시키고 공기를 지연시킨다. 그러므로 본 연구에서는 교육시설 프로젝트의 사업계획 수립 및 예산확보 과정에서 공사비예측에 적용이 가능한다 변수 인공신경망모델을 제안하였다. 개발된 모델을 평가한 결과 평균오차율이 6.82%로써, 평균 93.18%의 정확도를 기록하였다. 제안된 인공신경망모델은 지난 5년간 신축된 교육시설의 공사예정금액을 실적자료로 사용하여 학습되었기 때문에, 차후 교육시설 신축공사의 예산편성에 그 활용이 기대된다.

A Comparative Study on the Spatial Statistical Models for the Estimation of Population Distribution

  • Oh, Doo-Ri;Hwang, Chul Sue
    • 한국측량학회지
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    • 제33권3호
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    • pp.145-153
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    • 2015
  • This study aims to accurately estimate population distribution more specifically than administrative unites using a RK (Regression-Kriging) model. The RK model is the areal interpolation technique that involves linear regression and the Kriging model. In order to estimate a population’s distribution using a sample region, four different models were used, namely; a regression model, RK model, OK (Ordinary Kriging) model and CK (Co-Kriging) model. The results were then compared with each other. Evaluation of the accuracy and validity of evaluation analysis results were the basis RMSE (Root Mean Square Error), MAE (Mean Absolute Error), G statistic and correlation coefficient (ρ). In the sample regions, every statistic value of the RK model showed better results than other models. The results of this comparative study will be useful to estimate a population distribution of the metropolitan areas with high population density

Estimation of solid friction in mechanical systems

  • Shimizu, Tomoharu;Ishihara, Tadashi;Inooka-Hikaru
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1992년도 한국자동제어학술회의논문집(국제학술편); KOEX, Seoul; 19-21 Oct. 1992
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    • pp.158-163
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    • 1992
  • This paper describes the estimation of the solid friction in mechanical systems by using the extended Kalman filtering techniques. We proposed two stochastic model for the estimation. The one is the 'parametric model' which represents the friction characteristics by an exponential function with unknown parameters. The other is the 'blind model' which does not assume an explicit model but regard the effect of the friction as an unknown input to a known dynamic system. For both models, we give estimation algorithms to generate the filtered estimate and the smoothed estimate with a fixed lag. The filtered estimate can be generated on-line for compensating the solid friction in mechanical systems. Although on-line applications are impossible, the smoothed estimate is more accurate and can be used to grasp precise friction characteristics. Simulation and experimental results arc presented to show the effectiveness of the proposed techniques.

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ESTIMATION OF SYSTEM RELIABLITY FOR REDUNDANT STRESS-STRENGTH MODEL

  • Choi, In-Kyeong
    • Journal of applied mathematics & informatics
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    • 제5권2호
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    • pp.277-284
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    • 1998
  • The reliability and an estimate for it are derived for series-parallel and parallel-deries stress-strength model under assumption that all components are subjected to a common stress. We also obtain the asymptotic normal distribution of the estimate.