A program to support the construction and evaluation of resilience indicators

The main objective of this work is to propose a method and a tool to support the development of indicators able to inform an organization about the state of its resilience through a cyclical process of identifying its resilience factors, proposing resilience indicators, assessing its organizational resilience followed by assessing and improving the resilience indicators. The research uses concepts from complex adaptive systems and from resilience engineering to establish an initial set of indicators able to assess elements that contribute to organizational resilience, and structures them temporarily as a hierarchy. A software application to support indicator definition and structuring, questionnaire generation, and result assessment activities was built to assist in speeding up the experiment-adjust cycle. Prototype indicators were instantiated with helicopter operating companies in mind, and were reviewed by a domain expert.     

Ergonomic evaluation of processes and products in the manufacture of upholstery

This study aimed to perform an ergonomic evaluation of industrial processes and products - upholstered sofas - produced in the furniture cluster of Ubá-MG. The used material was collected from two sofas upholstered industries associated with the union of the furniture industries of Ubá region, located in Minas Gerais estate, Brazil. As for the product were evaluated dimensionally 29 upholstered sofas, with 12 being produced by industry "A" and 17 being produced by industry "B". As for the process, were evaluated: the socioeconomic profile of the worker and environmental factors of lighting and noise. The main results of this study showed that the upholstered sofas produced by industries, in general, fulfilled to the recommendations set out in the work in relation to the backrest height and useful seat depth. All the sofas, however, proved to be inadequate in relation to the seat height to the floor and the dimensions of the armrests Regarding environmental aspects, it was observed that in both industries, the activities in most jobs are performed under adverse conditions to the health and safety of workers and nonconformity with the limits set by Brazilian regulatory standard used in this work.     

Quality of Life Experienced by Human Capital: An Assessment of European Cities

This paper aims to provide an assessment of urban quality of life (QoL) of European cities from the perspective of qualified human resources. The competitiveness of cities relies increasingly in their capacity to attract highly educated workers, as they are important assets for firms when choosing a location. Qualified human resources, on the other hand, tend to value QoL over other urban features. This is why policymakers and urban planners need to evaluate QoL of cities and be provided with tools that can guide action to improvements in this area. We assess urban QoL by means of a composite indicator constructed using data envelopment analysis, based on Urban Audit data and Mercer’s framework of analysis, to give account of 246 European cities. Besides presenting a ranking of the best and the worst scores of QoL, this methodology allows benchmarking strategies.     

Skew-normal distribution for growth curve models in presence of a heteroscedasticity structure

In general, growth models are adjusted under the assumptions that the error terms are homoscedastic and normally distributed. However, these assumptions are often not verified in practice. In this work we propose four growth models (Morgan–Mercer–Flodin, von Bertalanffy, Gompertz, and Richards) considering different distributions (normal, skew-normal) for the error terms and three different covariance structures. Maximum likelihood estimation procedure is addressed. A simulation study is performed in order to verify the appropriateness of the proposed growth curve models. The methodology is also illustrated on a real dataset.     

Structured orthogonal families of one and two strata prime basis factorial models

The models in structured families correspond to the treatments of a fixed effects base design \(\pi \) . Then the action of factors in \(\pi \) , on the fixed effects parameters of the models, is studied. Analyzing such a families enables the study of the action of nesting factors on the effects and interactions of nested factors. When \(\pi \) has an orthogonal structure, the family of models is said to be orthogonal. The models in the family can have one, two or more strata. Models with more than one stratum are obtained through nesting of one stratum models. A general treatment of the case in which the base design has orthogonal structure is presented and a special emphasis is given to the families of prime basis factorials models. These last models are, as it is well known, widely used in fertilization trials.     

Modeling Interval Time Series with Space–Time Processes

We consider interval-valued time series, that is, series resulting from collecting real intervals as an ordered sequence through time. Since the lower and upper bounds of the observed intervals at each time point are in fact values of the same variable, they are naturally related. We propose modeling interval time series with space–time autoregressive models and, based on the process appropriate for the interval bounds, we derive the model for the intervals’ center and radius. A simulation study and an application with data of daily wind speed at different meteorological stations in Ireland illustrate that the proposed approach is appropriate and useful.     

Sequential asymmetric auctions with endogenous participation

In this paper we suggest a model of sequential auctions with endogenous participation where each bidder conjectures about the number of participants at each round. Then, after learning his value, each bidder decides whether or not to participate in the auction. In the calculation of his expected value, each bidder uses his conjectures about the number of participants for each possible subgroup. In equilibrium, the conjectured probability is compatible with the probability of staying in the auction. In our model, players face participation costs, bidders may buy as many objects as they wish and they are allowed to drop out at any round. Bidders can drop out at any time, but they cannot come back to the auction. In particular we can determine the number of participants and expected prices in equilibrium. We show that for any bidding strategy, there exists such a probability of staying in the auction. For the case of stochastically independent objects, we show that in equilibrium every bidder who decides to continue submits a bid that is equal to his value at each round. When objects are stochastically identical, we are able to show that expected prices are decreasing.     

Threshold Cointegration and the PPP Hypothesis

Self-Exciting Threshold Autoregressive (SETAR) models are a non-linear variant of conventional linear Autoregressive (AR) models. One advantage of SETAR models over conventional AR models lies in its flexible nature in dealing with possible asymmetric behaviour of economic variables. The concept of threshold cointegration implies that the Error Correction Mechanism (ECM) at a particular interval is inactive as a result of adjustment costs, and active when deviations from equilibrium exceed certain thresholds. For instance, the presence of adjustment costs can, in many circumstances, justify the fact that economic agents intervene to recalibrate back to a tolerable limit, as in the case when the benefits of adjustment are superior to its costs. We introduce an approach that accounts for potential asymmetry and we investigate the presence of the relative version of the purchasing power parity (PPP) hypothesis for 14 countries. Based on a threshold cointegration adaptation of the unit root test procedure suggested by Caner & Hansen (2001), we find evidence of an asymmetric adjustment for the relative version of PPP for eight pairs of countries.     

On Asymptotic Normality of the Local Polynomial Regression Estimator with Stochastic Bandwidths

Nonparametric density and regression estimators commonly depend on a bandwidth. The asymptotic properties of these estimators have been widely studied when bandwidths are non stochastic. In practice, however, in order to improve finite sample performance of these estimators, bandwidths are selected by data driven methods, such as cross-validation or plug-in procedures. As a result, nonparametric estimators are usually constructed using stochastic bandwidths. In this article, we establish the asymptotic equivalence in probability of local polynomial regression estimators under stochastic and nonstochastic bandwidths. Our result extends previous work by Boente and Fraiman (1995 Boente , G. , Fraiman , R. ( 1995 ). Asymptotic distribution of data-driven smoothers in density and regression estimation under dependence . Can. J. Statist. 23 : 383 – 397 .[Crossref], [Web of Science ®] , [Google Scholar]) and Ziegler (2004 Ziegler , K. ( 2004 ). Adaptive kernel estimation of the mode in nonparametric random design regression model . Probab. Mathemat. Statist. 24 : 213 – 235 . [Google Scholar]).