Unique decomposition of low-order time series

ABSTRACT

We give necessary and sufficient conditions on the parameters of processes ARMA(1, 1) and ARMA(2, 1) for representation of each as unique sums of independent simpler ARMA processes, including deduction from the sum process of the innovation variances of these summands. This work on inversion is motivated by examples in the article of Granger and Morris (1976 Granger, C.W.J., Morris, M.J. (1976). Time series modelling and interpretation. J. Roy. Statist. Soc., Ser. A 139:246–257.[Crossref] , [Google Scholar]) and by our earlier article (Ku and Seneta, 1998 Ku, S., Seneta, E. (1998). Practical estimation from the sum of AR(1) processes. Commun. Statist. Simul. Computat. 27:981–998.[Taylor & Francis Online], [Web of Science ®] , [Google Scholar]), to which the present article is a self-contained sequel. The theory is illustrated by the analysis of tree ring data.     

与供应商共赢

零售商跟供应商一快速消费品公司一向来是敌手。双方会在价格上磨来磨去,促销活动上斤斤计较,市场预算上讨价还价,长期分歧上拉锯作战。结果,关系破坏了,收益减少了一次年,再重开谈判。     

Investigating the Moderating Effects of Leader–Member Exchange in the Psychological Contract Breach–Employee Performance Relationship: A Test of Two Competing Perspectives

Leader–member exchange (LMX) has been characterized as a form of social support capable of buffering the effects of negative work experiences. However, employees with high‐quality relationships with leaders in the organization may have stronger negative reactions when psychological contracts are breached. Thus, while a social support perspective would suggest that LMX minimizes the adverse impact of psychological contract breach on employee performance, a betrayal perspective proposes that high LMX would aggravate the negative effects. Using cross‐sectional and longitudinal research designs, results across three samples provided support for the betrayal perspective. That is, breach had a stronger negative relationship with organizational citizenship behaviours and in‐role performance under conditions of high LMX. Implications of these results and future research directions are discussed.     

Shiftwork effects in nuclear power workers: A field study using portable computers

Abstract

This field study of nuclear power shiftworkers reports the use of hand-held computers to record alertness levels, cognitive task performance and workload ratings. Subjective ratings and performance tasks (Search and Memory-5 (SAM-5); Choice Reaction Time (CRT) were completed on the computers at 2-h intervals during selected shifts in the work schedule by maintenance crews and reactor operators. Sleep duration and quality data were also obtained during the 35-day shift cycle. Workload remained relatively stable across shifts. The night-shift was associated with shorter sleep durations and poorer sleep quality. Significantly lower levels of alertness and poorer perforniance for components of the performance tasks were also observed on the night-shift. Tinic-on-shift effects on alertness were evident, where by for the night-shift, especially, alertness dropped dramatically during the early hours. Components of SAM-5 performance showed differential time-on-shift patterning relative to each shift whereas CRT was unresponsive to time-on-shift effects. Significant variations were observed in alertness and performance components during the 12-h night-shift. Perhaps paradoxically, performance on the 12-h night-shift appeared to improve rather than deteriorate during the early-hour period that was associated with the greatest drop in alertness. This was suggestive of extra effort expenditure during this critical period.     

Governing inter-organisational R&D supplier collaborations: a study at Jaguar Land Rover

This article discusses the importance of collaboration with suppliers and partners during research and development (R&D) technology projects. It details how this can be accomplished using the collaborative enterprise governance (CEG) concept to manage a technology project. CEG is based on the premise that parts of companies work with parts of other companies, which are reconfigured on dynamic bases according to a variety of different internal and external factors. This article presents an overview of the founding literature, the CEG and its methodology, and examples based at Jaguar Land Rover in the UK. CEG has been used here to explain why some technology projects have succeeded while others have done less well. This article concludes by offering new propositions, inducted through grounded theory, relating to the successful management of R&D projects, which should be picked up by future research studies in the area.     

The use of a personal development plan and the undertaking of learning activities,expertise-growth,flexibility and performance: the role of supporting assessment conditions

In the current search for tools that encourage and assess learning and development, personal development plans (PDPs) are being used ever more frequently by organizations. A PDP is an assessment tool used by the employee to reflect on, to document the competencies s/he has been working on and to present his/her plans for further development. This study conducted among employees working in a governmental organization in the Netherlands (N = 287) focused on the PDP practice as conceptualized by three supporting conditions: learning and reflection, information and feedback and the motivating supervisor. It examined which of these features enhance the undertaking of learning activities, expertise-growth, flexibility towards changing circumstances and performance. Results from the hierarchical regression analyses indicate that a motivating supervisor, information and feedback and reflection by the employee on the basis of his/her PDP affect whether or not a PDP contributes to the four measured output variables. Next, by conducting mediation analyses evidence is found for the mediating role of undertaking learning activities in the relation between the PDP practice and two output variables.     

Intergroup leadership

Strong leadership within a group can increase the likelihood of conflict with other groups. This ingroup/outgroup leadership trade-off, occurring in contexts from businesses and political parties to ethnic groups and nations, raises questions about how a different kind of leadership can improve intergroup relations. Although leadership theory often focuses on a single group, sidelining questions of intergroup dynamics, some leadership literature addresses intergroup relations. Concurrently, some intergroup relations literature directly addresses leadership. Here, we synthesize and attempt to catalyze research on leadership that promotes positive intergroup relations: intergroup leadership. We begin by reviewing the ingroup/outgroup leadership trade-off. Next, we examine five theoretical approaches to leadership that show potential to promote positive intergroup relations. Finally, we identify six characteristics of the literature as it has developed and might develop in the future. These serve as possible directions for research to further illuminate the science and practice of intergroup leadership.