...
  • 主题
高级搜索  >
历史搜索 清空历史
首页> 外文期刊>Construction Management and Economics >A macro approach to estimating correlated random variables in engineering production projects
【24h】

A macro approach to estimating correlated random variables in engineering production projects

机译：估算工程生产项目中相关随机变量的宏方法

获取原文
获取原文并翻译 | 示例
           
页面导航
  • 摘要
  • 著录项
  • 相似文献
  • 相关主题

摘要

An important consideration in cost risk analysis is the amount of correlation between different cost elements. If correlation is ignored, both the probability and magnitude of costs overruns could be significantly underestimated. The two major difficulties in implementing correlation addressed are estimating correlation coefficients and providing an accurate theoretical risk analysis approach to account for these correlations. Since detailed correlation data are often difficult or impossible to obtain, an intuitive approach is proposed, which estimates correlations for cost estimates relative to several underlying macro factors. The correlation matrix obtained by this method is positive semi-definite and a case study based upon three macro factors is given. The cost risk distributions are computed and compared using the beta fit model and two other more complicated models. This study shows negligible differences in cost risk dollars when computed by the various models. This method of using macro factors to estimate correlation coefficients can account for significant additional cost risk dollars while not requiring external correlation data.
机译：成本风险分析中的重要考虑因素是不同成本要素之间的相关程度。如果忽略相关性，成本超支的可能性和幅度都可能被大大低估。实现相关性解决的两个主要困难是估计相关系数并提供一种准确的理论风险分析方法来解决这些相关性。由于通常很难获得或难以获得详细的相关性数据，因此提出了一种直观的方法，该方法相对于几个潜在的宏观因素来估算成本估算的相关性。通过该方法获得的相关矩阵为正半定值，并基于三个宏观因素进行了案例研究。使用beta拟合模型和其他两个更复杂的模型来计算和比较成本风险分布。这项研究表明，通过各种模型计算得出的成本风险美元差异可忽略不计。这种使用宏观因素估计相关系数的方法可以解决大量额外的成本风险，而无需外部相关数据。

著录项

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱：kefu@zhangqiaokeyan.com

京公网安备：11010802029741号 ICP备案号：京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有

  • 客服微信

  • 服务号