季节性需求下受资源限制及缺货之存货模型

目前,没有任何研究同时对季节性需求、允许缺货及受资源限制之存货管理问题加以探讨.所以,此研究使用整数规划之方法来求解此一存货管理问题,使用此方法所建立的模型不仅容易应用于现实生活之中.除此之外,决策者也可轻易地将限制式加入模型之内以符合其实际情况.最后,使用范例以说明如何实际应用此模型.     

Effect of neglected deterministic seasonality on unit root tests

Whenever deterministic seasonality is ignored, the distribution of the Dickey-Fuller test is shifted to the left, with lower dispersion at the same time. When accounting for serial correlation, the distortions become less predictable. A Monte Carlo study confirms that the (augmented) Dickey-Fuller test without seasonal dummies is oversized and has little power at the same time, due to the need of lag augmentation. The effect of neglecting seasonal deterministics on the KPSS test for stationarity depends on the way the long-run variance is estimated. This is a shorter version of a working paper containing additional experimental evidence and the proofs of the propositions. The working paper is available online under http://www.wiwi.uni-frankfurt.de/~deme/ends_urt.pdf.     

The effects of additive outliers on the seasonal KPSS test: a Monte Carlo analysis

This article builds on the test proposed by Lyhagen [The seasonal KPSS statistic, Econom. Bull. 3 (2006), pp. 1–9] for seasonal time series and having the null hypothesis of level stationarity against the alternative of unit root behaviour at some or all of the zero and seasonal frequencies. This new test is qualified as seasonal-frequency Kwiatkowski–Phillips–Schmidt–Shin (KPSS) test and it is not originally supported by a regression framework.

The purpose of this paper is twofold. Firstly, we propose a model-based regression method and provide a clear illustration of Lyhagen's test and we establish its asymptotic theory in the time domain. Secondly, we use the Monte Carlo method to study the finite-sample performance of the seasonal KPSS test in the presence of additive outliers. Our simulation analysis shows that this test is robust to the magnitude and the number of outliers and the statistical results obtained cast an overall good performance of the test finite-sample properties.     

Individual-level modeling of the spread of influenza within households

A class of individual-level models (ILMs) outlined by R. Deardon et al., [Inference for individual level models of infectious diseases in large populations, Statist. Sin. 20 (2010), pp. 239–261] can be used to model the spread of infectious diseases in discrete time. The key feature of these ILMs is that they take into account covariate information on susceptible and infectious individuals as well as shared covariate information such as geography or contact measures. Here, such ILMs are fitted in a Bayesian framework using Markov chain Monte Carlo techniques to data sets from two studies on influenza transmission within households in Hong Kong during 2008 to 2009 and 2009 to 2010. The focus of this paper is to estimate the effect of vaccination on infection risk and choose a model that best fits the infection data.     

中国上市公司“规模效应”的实证研究

本文回顾了异象中公司规模效应的研究历程,分别基于流通值和总市值对深市和沪市的规模效应进行实证分析,研究表明:①作为市值度量的流通值和总市值的选择对不同规模组合收益率的排序没有本质的影响。②深市无论是从总市值还是流通市值的规模排序,其组合呈现出“规模效应”即收益率与规模成反比;而沪市的中盘股投资组合收益率明显好于其它两个组合。③深、沪两市收益率均不存在“季节效应”。     

Some exact results on the sample autocovariances of a seasonal ARIMA model

A seasonal random walk is an ARIMA process such that the first difference of order s (s ≥ 1) is a white noise. Given a series of observations from a particular linear transformation of a seasonal random walk, we study the autocovariances c'(k) based on uncentered data and the autocovariances c(k) based on centered data. In both cases, we provide exact, explicit formulae for the mean, variance, and covariance of the sample autocovariances. It is seen that the moments of the c(k)'s are different from those of the c'(k)'s, even asymptotically. Several analytical results presented in the paper were derived by using a symbolic manipulation program.     

Seasonal life cycle and autogeny in the mosquitoAedes togoi in northern Kyushu, Japan, with experimental analysis of the effects of temperature, photoperiod and food on life-history traits

We studied seasonal changes in the larval population structure, adult size, and autogeny (egg production without a bloodmeal) of the mosquitoAedes togoi on the seacoast of northern Kyushu, Japan. The effects of temperature, photoperiod and food conditions on larval development, adult size and autogeny were studied in the laboratory.Aedes togoi overwintered in both the egg and larval stages and was multivoltine. Adult size was greater in spring and autumn and smaller in summer. Autogeny occurred in spring and autumn but not in summer. Autogenous females were larger than anautogenous females, and larger autogenous females produced more eggs. Laboratory experiments showed that autogeny was promoted under low temperature and short-day conditions which corresponded with spring/autumn conditions in the field. Experimental food limitation in the larval stage greatly reduced adult size and autogenous egg production. In the field, large inter-pool variations in adult size and autogeny rate probably resulted from variations in nutrient and crowding conditions. Seasonal autogeny ofAedes togoi was discussed in terms of life-history strategy under fluctuating environmental conditions where relative advantages of autogenous and anautogenous reproduction alternate seasonally.     

An introduction experiment of an herbivorous lady beetle: Characteristics of the adult population

In May 1971, 45 adults of an herbivorous lady beetleEpilachna niponica (Coleoptera: Coccinellidae) from Asiu Experimental Forest were introduced into a botanical garden of Kyoto University, where is 10 km south of the southern limits of its distribution with being 3–5°C warmer than the original site. The introduced population of the lady beetle was thus investigated from 1975 to 1981. Mark-release-recapture experiments were applied to individual adult beetles, to estimate population size and daily survival rate. Overwintering adults emerged from hibernation around early April, reaching peak numbers in late April to early May, then gradually declined to late June. No adults remained at the end of June. Adult survival was maintained at a high level to early May, and declined consistently until late in the reproductive season. New adults began to emerge in late June and quickly reached a peak in early July; thereafter they decreased in number and had entered hibernation by late October. In spite of seasonally deteriorating food resources and heat stress in summer, new adults showed moderately high survival during the inimical period. New adults which emerged later in the season tended to be smaller in body size than those that emerged early. The proportion of females in the new adult population gradually increased throughout the pre-hibernating period, suggesting that male-biased mortality occurred during this period. When compared to the source population, the introduced population had a higher rate of population growth. Coupled with the improved population growth, heavy leaf damage during the larval period suggested that intensive intraspecific competition was most likely to occur among larvae in the introduced population.     

Influenza vaccine efficacy trials: a simulation approach to understand failures from the past

The success of a seasonal influenza vaccine efficacy trial depends not only upon the design but also upon the annual epidemic characteristics. In this context, simulation methods are an essential tool in evaluating the performances of study designs under various circumstances. However, traditional methods for simulating time‐to‐event data are not suitable for the simulation of influenza vaccine efficacy trials because of the seasonality and heterogeneity of influenza epidemics. Instead, we propose a mathematical model parameterized with historical surveillance data, heterogeneous frailty among the subjects, survey‐based heterogeneous number of daily contact, and a mixed vaccine protection mechanism. We illustrate our methodology by generating multiple‐trial data similar to a large phase III trial that failed to show additional relative vaccine efficacy of an experimental adjuvanted vaccine compared with the reference vaccine. We show that small departures from the designing assumptions, such as a smaller range of strain protection for the experimental vaccine or the chosen endpoint, could lead to smaller probabilities of success in showing significant relative vaccine efficacy. Copyright © 2015 John Wiley & Sons, Ltd.     

The effect of World War I and the 1918 influenza pandemic on cohort life expectancy of South Australian males born in 1881–1900

Cohort lifetime distribution functions have been estimated for the twenty separate calendar year cohorts of South Australian males born in 1881–1900. A cohort life expectancy at birth was calculated from each of these distribution functions, and a composite assessment made of the reduction in cohort life expectancy at birth due to both World War I 1914–1918 and the 1918 Influenza Pandemic. By partitioning each cohort, the cohort life expectancy at birth of the subgroup that had overseas military service is estimated to be 85 to 90 per cent of the cohort life expectancy at birth of the subgroup that remained in South Australia.