Reverse Regression and Employment Discrimination

The importance of interval forecasts is reviewed. Several general approaches to calculating such forecasts are described and compared. They include the use of theoretical formulas based on a fitted probability model (with or without a correction for parameter uncertainty), various “approximate” formulas (which should be avoided), and empirically based, simulation, and resampling procedures. The latter are useful when theoretical formulas are not available or there are doubts about some model assumptions. The distinction between a forecasting method and a forecasting model is expounded. For large groups of series, a forecasting method may be chosen in a fairly ad hoc way. With appropriate checks, it may be possible to base interval forecasts on the model for which the method is optimal. It is certainly unsound to use a model for which the method is not optimal, but, strangely, this is sometimes done. Some general comments are made as to why prediction intervals tend to be too narrow in practice to encompass the required proportion of future observations. An example demonstrates the overriding importance of careful model specification. In particular, when data are “nearly nonstationary,” the difference between fitting a stationary and a nonstationary model is critical.     

A low-cost approach to computer-integrated manufacturing in a small chemical unit

Many firms are considering CIM as a means of reducing costs and increasing quality. Sometimes, however, a major problem in this kind of project seems to be the high investments involved. In this paper a methodology for developing a low-cost CIM application is presented. The proposed methodology was successfully experimented in a small chemical unit of one of the leading producers of nylon in the world. The paper reports on the design and implementation of the computer-integrated manufacturing and the associated costs and benefits.     

Simulating Properties of the Likelihood Ratio Test for a Unit Root in an Explosive Second-Order Autoregression

This paper provides a means of accurately simulating explosive autoregressive processes and uses this method to analyze the distribution of the likelihood ratio test statistic for an explosive second-order autoregressive process of a unit root. While the standard Dickey-Fuller distribution is known to apply in this case, simulations of statistics in the explosive region are beset by the magnitude of the numbers involved, which cause numerical inaccuracies. This has previously constituted a bar on supporting asymptotic results by means of simulation, and analyzing the finite sample properties of tests in the explosive region.     

Comparison of permutation methods for the partial correlation and partial mantel tests

This study compares empirical type I error and power of different permutation techniques that can be used for partial correlation analysis involving three data vectors and for partial Mantel tests. The partial Mantel test is a form of first-order partial correlation analysis involving three distance matrices which is widely used in such fields as population genetics, ecology, anthropology, psychometry and sociology. The methods compared are the following: (1) permute the objects in one of the vectors (or matrices); (2) permute the residuals of a null model; (3) correlate residualized vector 1 (or matrix A) to residualized vector 2 (or matrix B); permute one of the residualized vectors (or matrices); (4) permute the residuals of a full model. In the partial correlation study, the results were compared to those of the parametric t-test which provides a reference under normality. Simulations were carried out to measure the type I error and power of these permutatio methods, using normal and non-normal data, without and with an outlier. There were 10 000 simulations for each situation (100 000 when n = 5); 999 permutations were produced per test where permutations were used. The recommended testing procedures are the following:(a) In partial correlation analysis, most methods can be used most of the time. The parametric t-test should not be used with highly skewed data. Permutation of the raw data should be avoided only when highly skewed data are combined with outliers in the covariable. Methods implying permutation of residuals, which are known to only have asymptotically exact significance levels, should not be used when highly skewed data are combined with small sample size. (b) In partial Mantel tests, method 2 can always be used, except when highly skewed data are combined with small sample size. (c) With small sample sizes, one should carefully examine the data before partial correlation or partial Mantel analysis. For highly skewed data, permutation of the raw data has correct type I error in the absence of outliers. When highly skewed data are combined with outliers in the covariable vector or matrix, it is still recommended to use the permutation of raw data. (d) Method 3 should never be used.     

A Note on the Moments and Computer Generation of the Shifted Gompertz Distribution

In this paper we give a class of row-column designs with the property that the i-th row and the j-th column have precisely r treatments in common. A conjecture that such designs are quasi-factorial is disproved by showing that the designs given in this paper are not quasi-factorial. It is also shown that the designs given here are nearly optimal.     

Experiences and issues in evaluating tool requirements using genetic algorithms

This paper is concerned with the optimization of tool requirements in flexible manufacturing systems (FMSs). The main aim is to determine the best tool spectrum (i.e. the number of duplicates for each tool type to be provided) considering different layouts of the tool management area (tool rooms). The optimization method is based on the reciprocal interaction between a genetic algorithm (GA) and the simulation model of the FMS considered. Thus, the results proposed refer to the efficacy of the technique adopted and its practical application to tool management.     

竞合形态的仿真研究

文章采用DLA分形模型对企业间的竞舍形态进行模拟。模拟结果表明企业间通过竞合关系形成的的分形体具有树枝状标度不变的复杂结构；竞合的初始状态对竞合形态有直接影响。     

The effects of different choices of order for autoregressive approximation on the Gaussian likelihood estimates for ARMA models

This paper investigates, by means of Monte Carlo simulation, the effects of different choices of order for autoregressive approximation on the fully efficient parameter estimates for autoregressive moving average models. Four order selection criteria, AIC, BIC, HQ and PKK, were compared and different model structures with varying sample sizes were used to contrast the performance of the criteria. Some asymptotic results which provide a useful guide for assessing the performance of these criteria are presented. The results of this comparison show that there are marked differences in the accuracy implied using these alternative criteria in small sample situations and that it is preferable to apply BIC criterion, which leads to greater precision of Gaussian likelihood estimates, in such cases. Implications of the findings of this study for the estimation of time series models are highlighted.     

基于模拟退火的进化算法性能对比研究

将模拟退火算法和遗传算法、粒子群优化算法分别进行结合,形成模拟退火—遗传算法以及模拟退火—粒子群优化算法,并作性能对比分析。研究结果表明,这两种算法都在进化代数和全局寻优能力方面有较大突破,在找寻最佳个体解的效率上,模拟退火—粒子群优化算法更突出。     

Lek mating system and its impact on male annihilation technique

Summary Simulation models were presented which describe the matings inside a lek. The size of the lek was assumed to follow a poisson distribution, the dominance factor of each of the males was drawn from a gamma distribution, and the mating probability for each male was determined by its mating effectiveness raised to female mating factor divided by the sum of all the mating effectivenesses raised to this power. The mating probatility for each male and the actual matings were determined by Monte Carlo simulation. Based on the simulation data, the effects of female mating factor and size of the lek on the frequency of actual matings accomplished by the males inside the lek were discussed. In the case of male annihilation, the mean number of effective matings per male in the lek, calculated from the frequency of actual matings weighted by the effective mating ratio, was used to evaluate the efficiency of male annihilation method.