Copula‐based semiparametric analysis for time series data with detection limits

The analysis of time series data with detection limits is challenging due to the high‐dimensional integral involved in the likelihood. Existing methods are either computationally demanding or rely on restrictive parametric distributional assumptions. We propose a semiparametric approach, where the temporal dependence is captured by parametric copula, while the marginal distribution is estimated non‐parametrically. Utilizing the properties of copulas, we develop a new copula‐based sequential sampling algorithm, which provides a convenient way to calculate the censored likelihood. Even without full parametric distributional assumptions, the proposed method still allows us to efficiently compute the conditional quantiles of the censored response at a future time point, and thus construct both point and interval predictions. We establish the asymptotic properties of the proposed pseudo maximum likelihood estimator, and demonstrate through simulation and the analysis of a water quality data that the proposed method is more flexible and leads to more accurate predictions than Gaussian‐based methods for non‐normal data. The Canadian Journal of Statistics 47: 438–454; 2019 © 2019 Statistical Society of Canada     

Climate regime shift detection with a trans‐dimensional,sequential Monte Carlo,variational Bayes method

We present an application study which exemplifies a cutting edge statistical approach for detecting climate regime shifts. The algorithm uses Bayesian computational techniques that make time‐efficient analysis of large volumes of climate data possible. Output includes probabilistic estimates of the number and duration of regimes, the number and probability distribution of hidden states, and the probability of a regime shift in any year of the time series. Analysis of the Pacific Decadal Oscillation (PDO) index is provided as an example. Two states are detected: one is associated with positive values of the PDO and presents lower interannual variability, while the other corresponds to negative values of the PDO and greater variability. We compare this approach with existing alternatives from the literature and highlight the potential for ours to unlock features hidden in climate data.     

Importance sampling type estimators based on approximate marginal Markov chain Monte Carlo

We consider importance sampling (IS) type weighted estimators based on Markov chain Monte Carlo (MCMC) targeting an approximate marginal of the target distribution. In the context of Bayesian latent variable models, the MCMC typically operates on the hyperparameters, and the subsequent weighting may be based on IS or sequential Monte Carlo (SMC), but allows for multilevel techniques as well. The IS approach provides a natural alternative to delayed acceptance (DA) pseudo-marginal/particle MCMC, and has many advantages over DA, including a straightforward parallelization and additional flexibility in MCMC implementation. We detail minimal conditions which ensure strong consistency of the suggested estimators, and provide central limit theorems with expressions for asymptotic variances. We demonstrate how our method can make use of SMC in the state space models context, using Laplace approximations and time-discretized diffusions. Our experimental results are promising and show that the IS-type approach can provide substantial gains relative to an analogous DA scheme, and is often competitive even without parallelization.     

震后伤员救援车辆两阶段规划模型及算法研究

不确定情景下的应急物资配送和车辆路径优化问题是目前国内研究的一大热点，其中 震后伤员运送车辆调度及路径优化问题随着近几年地震等自然灾害的频繁发生也逐渐引起人 们的重视． 本文采用聚合优化算法对灾区进行应急救援区域划分，建立了以总救援时间最短和 相对综合救援权重值最大为目标的救援车辆两阶段数学规划模型，设计了带三角函数变异的 离散型萤火虫优化算法进行求解，并与常规算法求解结果做了对比分析． 通过算例进行模拟实 验表明，所提出的模型和算法可以有效解决地震情景下的伤员救援车辆调度问题，且改进算法 的全局搜索性能更优．     

Bi-objective multi-resource scheduling problem for emergency relief operations

Abstract

Resource scheduling for emergency relief operations is complex as it has many constraints. However, an effective allocation and sequencing of resources are crucial for the minimization of the completion times in emergency relief operations. Despite the importance of such decisions, only a few mathematical models of emergency relief operations have been studied. This article presents a bi-objective mixed integer programming (MIP) that helps to minimize both the total weighted time of completion of the demand points and the makespan of the total emergency relief operation. A two-phase method is developed to solve the bi-objective MIP problem. Additionally, a case study of hospital network in the Melbourne metropolitan area is used to evaluate the model. The results indicate that the model can successfully support the decisions required in the optimal resource scheduling of emergency relief operations.     

考虑实时预倒箱的出口箱堆场多场桥调度优化

在出口集装箱堆场的实际作业过程中，倒箱是制约场桥作业效率的瓶颈之一。为提高出口箱堆场的作业效能，减少船舶装船作业时间，采用实时预倒来降低倒箱的影响，研究出口箱堆场多场桥调度优化问题。考虑待提箱作业次序固定、场桥间保持安全距离及不可跨越的现实约束，兼顾内集卡的等待上限，侧重场桥作业过程中的实时预倒箱，构建了以带惩罚因子的内集卡总等待时间最少为目标的混合整数线性规划模型。基于问题自身的特点设计了混合和声模拟退火算法，得出了各场桥的行走路径与实时预倒箱方案。在算例实验中，通过与不考虑实时预倒箱的方案、FCFS方案以及下界进行对比，验证了考虑实时预倒箱的场桥调度模型及算法的有效性，为集装箱码头出口箱堆场的场桥调度提供参考。     

Applying kaizen to the schedule in a concurrent environment

Not only ETO (Engineering to Order), but even serial production industry should know how to deal with projects and their schedule: plant commissioning, shutdown, introducing new products and similar circumstances should be managed with adequate planning and resource allocation techniques to create a schedule useful in decision making during the execution. The current complex reality, with evolving technologies and fierce pressure to reach the market as soon as possible, pushes the project managers to use more advanced techniques than waterfall planning, such as agile or lean. It also requires them to take a holistic view and manage concurrent tasks in complex projects. The contributions of this paper are two: the proposal to control specific parallel groups of waterfall activities under uncertain environments, which can lead to iterations and reworks, as a single concurrent Activity Managed by Kanban Methods (AMKM). This activity can be subsequently embedded into traditional scheduling approaches as CPM-PERT. The second contribution is the feasibility of its application in industrial environments due to the affordability of simulation software. Two use cases are shown as evidence. It is not a disruptive proposal, but a kaizen action based on very mature technologies. Finally, it is suggested some improvements to be implemented in Project Management Software due to this ‘kaizen’ proposal.     

多渠道医疗门诊挂号的时间策略研究

现阶段多种门诊挂号方式并存时，根据患者特性制定不同的等待时间策略尤为重要。本文考虑门诊挂号的三种渠道：直接排队挂号渠道、电话预约挂号渠道与O2O预约挂号渠道。在价格外生前提下，综合考虑患者的渠道偏好程度、时间敏感性与提前支付敏感性，基于效用理论构建患者的渠道选择模型。根据该模型推导得出不同市场条件下医院的需求，医院再据此制定患者的等待时间策略以达到利润最大化的目的。研究发现：当医院仅开通单一挂号渠道时，若患者的时间敏感度越大、渠道偏好程度越小，等待时间均越小；开通某两种挂号渠道时，还需考虑患者对两种渠道的偏好比例，偏好某种渠道的患者比例增加，选择该渠道的患者等待时间增加，选择另一渠道的患者等待时间减小；同时开通三种渠道时，最偏好某渠道的患者比例越大，选择该渠道的患者的等待时间也越大；在所有情况下，患者对提前支付的敏感度均不影响最优等待时间的制定。     

Modifications of sequential designs in bioequivalence trials

Bioequivalence (BE) studies are designed to show that two formulations of one drug are equivalent and they play an important role in drug development. When in a design stage, it is possible that there is a high degree of uncertainty on variability of the formulations and the actual performance of the test versus reference formulation. Therefore, an interim look may be desirable to stop the study if there is no chance of claiming BE at the end (futility), or claim BE if evidence is sufficient (efficacy), or adjust the sample size. Sequential design approaches specially for BE studies have been proposed previously in publications. We applied modification to the existing methods focusing on simplified multiplicity adjustment and futility stopping. We name our method modified sequential design for BE studies (MSDBE). Simulation results demonstrate comparable performance between MSDBE and the original published methods while MSDBE offers more transparency and better applicability. The R package MSDBE is available at https://sites.google.com/site/modsdbe/ . Copyright © 2015 John Wiley & Sons, Ltd.