• Title/Summary/Keyword: model estimation

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Identification of ARMAX Model and Linear Estimation Algorithm for Structural Dynamic Characteristics Analysis (구조동특성해석을 위한 ARMAX 모형의 식별과 선형추정 알고리즘)

  • Choe, Eui-Jung;Lee, Sang-Jo
    • Journal of the Korean Society for Precision Engineering
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    • v.16 no.7
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    • pp.178-187
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    • 1999
  • In order to identify a transfer function model with noise, penalty function method has been widely used. In this method, estimation process for possible model parameters from low to higher order proceeds the model identification process. In this study, based on linear estimation method, a new approach unifying the estimation and the identification of ARMAX model is proposed. For the parameter estimation of a transfer function model with noise, linear estimation method by noise separation is suggested instead of nonlinear estimation method. The feasibility of the proposed model identification and estimation method is verified through simulations, namely by applying the method to time series model. In the case of time series model with noise, the proposed method successfully identifies the transfer function model with noise without going through model parameter identification process in advance. A new algorithm effectively achieving model identification and parameter estimation in unified frame has been proposed. This approach is different from the conventional method used for identification of ARMAX model which needs separate parameter estimation and model identification processes. The consistency and the accuracy of the proposed method has been verified through simulations.

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An improvement of software sizing and cost estimation model with function point methods (기능 점수를 이용한 소프트웨어 규모 및 비용산정 방안에 관한 연구)

  • 김현수
    • Korean Management Science Review
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    • v.14 no.1
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    • pp.131-149
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    • 1997
  • Software cost estimation is an important both for buyers and sellers(developers). We reviewed domestic and foreign researches and practices on software cost estimation with function point method comprehensively, In this paper, we derived four promising alternative function point models. They are an IFPUG(International Function Point User Group)-based model(Model I), a shorthand model for client/sever software systems(Model II), a data-oricnted model for relatively large software projects(Model III), and a general- purpose function point model for non business application softwares as well as business applications(Model IV). Empirical data shows that Model I, II, and IV are very useful function point models. In particular, model II and IV look very useful models since they are concise and accurate. These models can be incorporated in a new improved guideline for software cost estimation. General opinion survey shows that Model I, II and IV are preferable. There are no significant differences in preference between buyers and sellers. The survey also shows that users think function point method is better than step(line of code)-oriented cost estimation methods in many ways including objectivity and estimation accuracy.

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A Study on Trip Distribution Estimation Model's Accuracy: Using Daegu City O-D Tables (통행분포 예측모형별 예측 정확도(精確度)에 관한 연구: 대구시 O-D표를 대상으로)

  • Ryu, Yeong-Geun;Woo, Yong Han
    • Journal of Korean Society of Transportation
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    • v.30 no.5
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    • pp.43-59
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    • 2012
  • It is generally assumed about trip distribution estimation model that growth factor model's estimation accuracy is higher than that of other models in short-term and that gravity model's estimation accuracy is higher than that of other models in long-term. For validation of such assumptions, this study compares estimation accuracies of each estimation model using 3year(1988, 1992, 2004) O-D tables from Daegu city. Each estimation model's accuracy were compared by mid-size and large-size zone as well as short-term and long-term target years. The results show that the trip distribution estimation model selection by usual assumption is not always right.

M-Estimation Functions Induced From Minimum L$_2$ Distance Estimation

  • Pak, Ro-Jin
    • Journal of the Korean Statistical Society
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    • v.27 no.4
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    • pp.507-514
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    • 1998
  • The minimum distance estimation based on the L$_2$ distance between a model density and a density estimator is studied from M-estimation point of view. We will show that how a model density and a density estimator are incorporated in order to create an M-estimation function. This method enables us to create an M-estimating function reflecting the natures of both an assumed model density and a given set of data. Some new types of M-estimation functions for estimating a location and scale parameters are introduced.

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A Study on the Relationship between Firm Characteristics and Information System Outsourcing Cost Estimation Model Preference (기업의 특성과 정보시스템 비용산정모델 선호도의 관계연구)

  • 박진수;김현수
    • Journal of Information Technology Applications and Management
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    • v.10 no.3
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    • pp.75-92
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    • 2003
  • In order to investigate IS(Information Systems) outsourcing cost estimation model preference of firms, this study reviews previous literatures on outsourcing and firm characteristics. The relationships between firm characteristics and IS outsourcing cost estimation model preference are analysed. Four major factors of firms characteristics are found and classified. IS outsourcing cost estimation model with SLA are found to have a strong relationship with organizational culture. Future research will be needed to verify the result of this exploratory study.

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Parameter Estimation of Runoff Model Using the Genetic Algorithm (유전자 알고리즘을 이용한 유출모형의 매개변수 추정)

  • 조현경;이영화
    • Journal of Environmental Science International
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    • v.12 no.10
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    • pp.1109-1116
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    • 2003
  • The genetic algorithm is investigated fer parameters estimation of SED (storage - effective drainage) model from the Wi-stream watershed in Nakdong river basin. In the practical application of model, as a number of watershed parameters do not measure directly, it is desirable to make a good estimation from the known rainfall and runoff data. For the estimation of parameters of the SED model using the genetic algorithm, parameters of Green-Ampt equation(SM, K$\_$s/) for the estimation of an effective rainfall and initial storage(y$\_$in/) used in SED model are obtained a regression equation with 5, 10, 20 days antecedent precipitation. And as a consequence of computation, the parameters were obtained to satisfy the proposed objective function. From the comparison of observed and computed hydrographs, it shows a good agreement in the shape and the rising limb, peak, falling limb of hydrograph, so the SED model using the genetic algorithm shows a suitable model for runoff analysis in river basin.

Estimation Model of Wind speed Based on Time series Analysis (시계열 자료 분석기법에 의한 풍속 예측 연구)

  • Kim, Keon-Hoon;Jung, Young-Seok;Ju, Young-Chul
    • 한국태양에너지학회:학술대회논문집
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    • 2008.11a
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    • pp.288-293
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    • 2008
  • A predictive model of wind speed in the wind farm has very important meanings. This paper presents an estimation model of wind speed based on time series analysis using the observed wind data at Hangyeong Wind Farm in Jeju island, and verification of the predictive model. In case of Hangyeong Wind Farm and Haengwon Wind Farm, The ARIMA(Autoregressive Integrated Moving Average) predictive model was appropriate, and the wind speed estimation model was developed by means of parametric estimation using Maximum likelihood Estimation.

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A Doubly Winsorized Poisson Auto-model

  • Jaehyung Lee
    • Communications for Statistical Applications and Methods
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    • v.5 no.2
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    • pp.559-570
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    • 1998
  • This paper introduces doubly Winsorized Poisson auto-model by truncating the support of a Poisson random variable both from above and below, and shows that this model has a same form of negpotential function as regular Poisson auto-model and one-way Winsorized Poisson auto-model. Strategies for maximum likelihood estimation of parameters are discussed. In addition to exact maximum likelihood estimation, Monte Carlo maximum likelihood estimation may be applied to this model.

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Developing a Security Systems Operation Cost Estimation Model with Approximate Sizing (근사규모 추정에 의한 증권시스템 운영비용 산정 모텔 개발)

  • 최원영;김현수
    • Journal of Information Technology Applications and Management
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    • v.11 no.1
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    • pp.39-51
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    • 2004
  • Application systems outsourcing is an important part of IT outsourcing services. Application systems outsourcing costs is determined by service levels of outsourcers. Recent researches show there is a strong need to build industry-specific cost estimation models. In this study, an industry-specific application systems operation cost estimation model is suggested. We reviewed operation cost models of previous researches, and proposed a cost estimation model for security industry. Industry-specific service factors are defined and service levels are determined by Interviews with experts. The proposed model is tested and adjusted with empirical data. The new model shows more accurate prediction than previous general models. Future research will be needed to develop outsourcing cost estimation models for other industries and to refine cost models developed in this study.

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

  • Youn, Myoung-Kil;Kim, Jong-Jin;Park, Chul-Ju;Shim, Kyu-Yeol
    • Journal of Distribution Science
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    • v.11 no.12
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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.