Using a computer simulation game to teach family time use concepts

A computer simulation game designed to give students insights into family time use concepts has been used in an introductory family resource management class at Ohio State University and other universities. The game allows for planning for time use changes over the family life cycle. The game can give students insights into economic and sociological models of time use. It is possible that future versions of the game could be used in family counseling.His research interests include derivation of optimal decision-making rules for families and family financial management.Her research interests include financial management over the life course including financial ratios, baby boomers, and retirement. She received her Ph.D. in 1993 from The Ohio State University in Family Resource Management.His research interests include the time trade-offs made between couples, financial planning over the life cycle, and the interaction of time and money between families and their home-based businesses. He received his Ph.D. in 1993 from The Ohio State University in Family Resource Management.     

考虑交通时间与设备转换时间的跨区域就医调度优化问题

在资源共享时代背景下,跨区域就医可以很好地解决患者日益增长的就医需求与医疗资源紧张的矛盾。本论文以医疗联盟为研究对象,在关键医疗资源共享的前提下,通过患者跨区域就医实现就医诊断延误最小化,以满足患者就医需求。本研究同时考虑了患者跨区域交通时间与基于患者诊断类型的设备转换时间,以最小化患者就医总延迟为目标,分配患者就诊医院及优化患者就诊/检查顺序。针对该问题,论文首次提出以最早交货期原则（EDD rule）为基础,以患者再分配为主导的EDD-ReAss1和EDD-ReAss2启发式算法,结合局部搜索算法以进一步提高就医调度方案的质量,缩短患者诊断/检查等待时间。实验结果表明,新启发式算法EDD-ReAss1和EDD-ReAss2算法性能显著好于EDD,SPT和LPT等调度规则;在较短运算时间内Swap局部搜索算法性能最优。     

Approximation of density functions by orthogonal series with grouped data

Summary Letg(x) andf(x) be continuous density function on (a, b) and let {ϕ_j} be a complete orthonormal sequence of functions onL ₂(g), which is the set of squared integrable functions weighted byg on (a, b). Suppose that over (a, b). Given a grouped sample of sizen fromf(x), the paper investigates the asymptotic properties of the restricted maximum likelihood estimator of density, obtained by setting all but the firstm of the ϑ_j’s equal to0. Practical suggestions are given for performing estimation via the use of Fourier and Legendre polynomial series. Research partially supported by: CNR grant, n. 93. 00837. CT10.     

Spatial variation in risk of disease: a nonparametric binary regression approach

A common problem in environmental epidemiology is the estimation and mapping of spatial variation in disease risk. In this paper we analyse data from the Walsall District Health Authority, UK, concerning the spatial distributions of cancer cases compared with controls sampled from the population register. We formulate the risk estimation problem as a nonparametric binary regression problem and consider two different methods of estimation. The first uses a standard kernel method with a cross-validation criterion for choosing the associated bandwidth parameter. The second uses the framework of the generalized additive model (GAM) which has the advantage that it can allow for additional explanatory variables, but is computationally more demanding. For the Walsall data, we obtain similar results using either the kernel method with controls stratified by age and sex to match the age–sex distribution of the cases or the GAM method with random controls but incorporating age and sex as additional explanatory variables. For cancers of the lung or stomach, the analysis shows highly statistically significant spatial variation in risk. For the less common cancers of the pancreas, the spatial variation in risk is not statistically significant.     

Curved Chaotic Map Time Series Models and Their Stochastic Reversals

This paper considers two types of chaotic map time series models, including the well-known tent, logistic and binary-shift maps as special cases; these are called curved tent and curved binary families. Deterministic behaviour is investigated by invariant distributions, Lyapunov exponents, and by serial dependency. Stochastic time reversal of the families is shown to produce models which have a broader range of stochastic and chaotic properties than their deterministic counterparts. The marginal distributions may have concentrations and restricted supports and are shown to be a non-standard class of invariant distribution. Dependenc y is generally weaker with the reversed stochastic models. The work gives a broad statistical account of deterministic and stochastically reversed map models, such as are emerging in random number generation, communica tion systems and cryptography     

北宋皇帝葬礼探考(上)

自汉迄唐,皇帝死后葬期长短不一,北宋一改旧观,恢复了“天子七月而葬”的儒家礼制;山陵役夫情况,正史中讳莫如深,作者从《金石萃编》等书中找出了有力证据;对山陵耗费,文章特别注意到“间接花费”和“山陵维护”等为常人所忽略的问题;嗣君为什么大建山陵?本文亦有自己的见解。     

A hybrid ARIMA and support vector machines model in stock price forecasting

Traditionally, the autoregressive integrated moving average (ARIMA) model has been one of the most widely used linear models in time series forecasting. However, the ARIMA model cannot easily capture the nonlinear patterns. Support vector machines (SVMs), a novel neural network technique, have been successfully applied in solving nonlinear regression estimation problems. Therefore, this investigation proposes a hybrid methodology that exploits the unique strength of the ARIMA model and the SVMs model in forecasting stock prices problems. Real data sets of stock prices were used to examine the forecasting accuracy of the proposed model. The results of computational tests are very promising.     

基于提前期的多阶通用件库存模型

针对单个企业内部应用通用件的环境,在假定一个多阶生产系统的基础上,对应用通用件的库存量水平及其成本进行了分析,建立了多阶通用件库存模型,提出通过对采用通用件和不采用通用件的成本差异的比较,来决策多阶生产系统中在哪一阶工序采用通用件,并求解出每一阶工序优化的基本库存水平。     

The Generalized Conditional Autoregressive Wishart Model for Multivariate Realized Volatility

It is well known that in finance variances and covariances of asset returns move together over time. Recently, much interest has been aroused by an approach involving the use of the realized covariance (RCOV) matrix constructed from high-frequency returns as the ex-post realization of the covariance matrix of low-frequency returns. For the analysis of dynamics of RCOV matrices, we propose the generalized conditional autoregressive Wishart (GCAW) model. Both the noncentrality matrix and scale matrix of the Wishart distribution are driven by the lagged values of RCOV matrices, and represent two different sources of dynamics, respectively. The GCAW is a generalization of the existing models, and accounts for symmetry and positive definiteness of RCOV matrices without imposing any parametric restriction. Some important properties such as conditional moments, unconditional moments, and stationarity are discussed. Empirical examples including sequences of daily RCOV matrices from the New York Stock Exchange illustrate that our model outperforms the existing models in terms of model fitting and forecasting.