• International conference on construction engineering and project management
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• 2013.01a
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• pp.488-493
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• 2013

Accurate initial cost estimates are essential to effective management of construction projects where many decisions are made in the course of project management by referencing the estimates. In practice, the initial estimates are frequently derived from historical actual cost data, for which standard distribution-based techniques are widely applied in the construction industry to account for risk associated with the estimates. This approach assumes the same probability distribution of estimate errors for any selected estimates. This assumption, however, is not always satisfied. In order to account for the probabilistic nature of estimate errors, an alternative method for measuring the risk associated with a selected initial estimate is developed by applying the Bayesian probability approach. An application example include demonstrates how the method is implemented. A hypothesis test is conducted to reveal the robustness of the Bayesian probability model. The method is envisioned to effectively complement cost estimating methods that are currently in use by providing benefits as follows: (1) it effectively accounts for the probabilistic nature of errors in estimates; (2) it is easy to implement by using historical estimates and actual costs that are readily available in most construction companies; and (3) it minimizes subjective judgment by using quantitative data only.

• Water Engineering Research
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• v.2 no.1
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• pp.1-10
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• 2001

The frequency analyses for the precipitation data in Korea were performed. We used daily maximum series, monthly maximum series, and annual series. For nonparametric frequency analyses, variable kernel estimators were used. Nonparametric methods do not require assumptions about the underlying populations from which the data are obtained. Therefore, they are better suited for multimodal distributions with the advantage of not requiring a distributional assumption. In order to compare their performance with parametric distributions, we considered several probability density functions. They are Gamma, Gumbel, Log-normal, Log-Pearson type III, Exponential, Generalized logistic, Generalized Pareto, and Wakeby distributions. The variable kernel estimates are comparable and are in the middle of the range of the parametric estimates. The variable kernel estimates show a very small probability in extrapolation beyond the largest observed data in the sample. However, the log-variable kernel estimates remedied these defects with the log-transformed data.

• Journal of the Korean Data and Information Science Society
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• v.4
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• pp.121-130
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• 1993

For the One-way random effects model with unbalanced data, the AOV and MINQUE estimates of variance components are frequently found to be negative. The primary objective of present study is placed on the computation of the probability of the main effect variance component, being negative. The probability of negative estimators from AOV and MINQUE can be obtained by theoretical computation under the normality assumption. It is, however, difficult to compute the probability of negative estimates for these estimators under arbitrary distributions, and hence their probabilities of being negative were computed by simulation experiment in this study. It was shown that there was no significant difference between the theoretical probability under normality and calculated probability by simulation experiment, and that probability of negative estimates decreases as sample size, number of levels and the value of increase.

• Communications for Statistical Applications and Methods
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• v.8 no.3
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• pp.667-675
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• 2001

The usefulness of analysis of variance(ANOVA) estimates of variance components is impaired by the frequent occurrence of negative values. The probability of such an occurrence is therefore of interest. In this paper, we investigate a variety of reasons for negative estimates under one way random effects model. It can be shown, through simulation, that this probability increases when the number of treatments is too small for fixed total observations, unbalancedness of data is severe, ratio of variance components is too small, and data may contain many outliers.

• Bulletin of the Korean Mathematical Society
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• v.38 no.1
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• pp.129-136
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• 2001

We consider a solution process of stochastic differential equation(SDE) driven by S'($R^d$)-valued Wiener process and study a large deviation type of estimates for the process. We get an upper bound in exit probability for such a process to leave a ball of radius $\tau$ before a finite time t. We apply the Ito formula to the SDE under the structure of nuclear space.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.21 no.6
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• pp.1501-1509
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• 1996

Mobile stations can be classified by the transmission power level in CDMA system. Different performance parameters will be given to each class of mobile stations so that the appropriate quality ofservices can be provided. In this paper, it is assumed that there are two clsses of mobile stations. with the classification of mobile stations, analytical models are presented for the estimates of the reverse link capacity and the blocking probability. From the model for the reverse link capacity, the maximum number of each class of mobile stations to be served is derived. It is shown that $E_{b/}$I reduction of 1 dB allows the capacity to be increased by 25% and the data transmission rate and the power control accuracy have a significant effect on the reverse link capacity and the blocking probability. Simulation results are provided for validating the anlaytical estimates of the blocking probability.ocking probability.y.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.18 no.10
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• pp.2562-2570
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• 2014

One of the important hints for inferring the function of unknown proteins is the knowledge about protein subcellular localization. Recently, there are considerable researches on the prediction of subcellular localization of proteins which simultaneously exist at multiple subcellular localization. In this paper, label power-set classification is improved for the accurate prediction of multiple subcellular localization. The predicted multi-labels from the label power-set classifier are combined with their prediction probability to give the final result. To find the accurate probability estimates of multi-classes, this paper employs pair-wise comparison and error-correcting output codes frameworks. Prediction experiments on protein subcellular localization show significant performance improvement.

• Journal of Environmental Science International
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• v.20 no.3
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• pp.321-327
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• 2011

Bootstrap methods is the computer-based resampling method that estimates the standard errors and confidence intervals of summary statistics using the plug-in principle for assessing the accuracy or uncertainty of statistical estimates, and the BCa method among the Bootstrap methods is known much superior to other Bootstrap methods in respect of the standards of statistical validation. Therefore this study suggests the method of the representation and treatment of uncertainty in flood risk assessment and water resources planning from the construction and application of rainfall frequency analysis model considersing the uncertainty based on the nonparametric BCa method among the Bootstrap methods for the assessement of the estimation of probability rainfall and the effect of uncertainty considering the uncertainty of the parameter estimation of probability in the rainfall frequency analysis that is the most fundamental in flood risk assessement and water resources planning.

• Communications for Statistical Applications and Methods
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• v.12 no.2
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• pp.443-451
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• 2005

The studied in this paper is a new algorithm for searching the maximum likelihood estimate(MLE) in which probability density function is not explicitly expressed. Newton-Raphson's root-finding routine and a nonlinear numerical optimization algorithm with constraint (so-called feasible sequential quadratic programming) are used. This algorithm is applied to the Wakeby distribution which is importantly used in hydrology and water resource research for analysis of extreme rainfall. The performance comparison between maximum likelihood estimates and method of L-moment estimates (L-ME) is studied by Monte-carlo simulation. The recommended methods are L-ME for up to 300 observations and MLE for over the sample size, respectively. Methods for speeding up the algorithm and for computing variances of estimates are discussed.

• Journal of KIISE
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• v.43 no.6
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• pp.718-723
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• 2016

In streaming data analysis, detecting concept drift accurately is important to maintain the performance of classification model. Error rates are usually used for concept drift detection. However, by describing prediction results with only binary values of 0 or 1, useful information about a behavior pattern of a classifier can be lost. In this paper, we propose an effective concept drift detection method which describes performance pattern of a classifier by utilizing probability estimates for class prediction and detects a significant change in a classifier behavior. Experimental results on synthetic and real streaming data show the efficiency of the proposed method for detecting the occurrence of concept drift.