The dynamic plant layout problem: Incorporating rolling horizons and forecast uncertainty

To the best of our knowledge, research in the dynamic plant layout problem (DPLP) assumes that the planning horizon is fixed and that material flows are known with certainty. But in practice, many companies use rolling planning horizons. Further, they have to deal with the effect of uncertainty in material flow forecasts. This paper investigates the performance of algorithms under fixed and rolling horizons, under different shifting costs and flow variability, and under forecast uncertainty. Nearly 1800 problems were run using different algorithms. The results show that algorithms that dominated under fixed horizons may not work as well under rolling horizons. Also it is difficult to identify an algorithm that performs well under all situations. Thus the development of efficient and effective heuristics might be useful in solving the rolling horizon problem. It also appears that increasing the planning horizon under rolling plans does not offer any advantage. Further forecast uncertainty may not significantly affect the performance of algorithms and in some cases may be beneficial.     

财务分析师盈余预测乐观倾向成因研究综述

财务分析师报告的盈余预测是其向市场传递信息的重要途径,同时也是向客户提供服务的主要内容,得到了理论界和实务届的广泛关注。然而,大量国内外实证研究表明,分析师提供的盈余预测带有乐观倾向。本文采用文献调查的研究方法,回顾了国外关于分析师盈余预测乐观倾向成因的相关研究。该研究对加强我国财务分析师行业建设,提高资本市场投资者的投资效率,以及资本市场相关理论研究都有一定的参考价值。     

The Complexity of Forecast Testing

Consider a weather forecaster predicting a probability of rain for the next day. We consider tests that, given a finite sequence of forecast predictions and outcomes, will either pass or fail the forecaster. Sandroni showed that any test which passes a forecaster who knows the distribution of nature can also be probabilistically passed by a forecaster with no knowledge of future events. We look at the computational complexity of such forecasters and exhibit a linear‐time test and distribution of nature such that any forecaster without knowledge of the future who can fool the test must be able to solve computationally difficult problems. Thus, unlike Sandroni's work, a computationally efficient forecaster cannot always fool this test independently of nature.     

论城市的“内公外私”产权性质——兼论中外城市性质之比较

城市历来是作为独立系统同企业分开研究的,然而理论分析表明城市和企业具有共同的本质,都属于长期稳定多边契约组合的社会生产组织.城市和许多企业一样也属于"内公外私"产权,即对内公有或部分公有,对外具有私有性质,这就可以解释为什么城市之间有市场竞争,为什么可以经营城市和需要提高城市竞争力.中国初期市场经济同成熟市场经济的城市性质存在重要区别,即前者属于地方或城市政府主导型市场经济,而后者属于城市市民主导型市场经济.     

Precision,bias, and uncertainty for state population forecasts: an exploratory analysis of time series models

Many researchers have used time series models to construct population forecasts and prediction intervals at the national level, but few have evaluated the accuracy of their forecasts or the out-of-sample validity of their prediction intervals. Fewer still have developed models for subnational areas. In this study, we develop and evaluate six ARIMA time series models for states in the United States. Using annual population estimates from 1900 to 2000 and a variety of launch years, base periods, and forecast horizons, we construct population forecasts for four states chosen to reflect a range of population size and growth rate characteristics. We compare these forecasts with population counts for the corresponding years and find precision, bias, and the width of prediction intervals to vary by state, launch year, model specification, base period, and forecast horizon. Furthermore, we find that prediction intervals based on some ARIMA models provide relatively accurate forecasts of the distribution of future population counts but prediction intervals based on other models do not. We conclude that there is some basis for optimism regarding the possibility that ARIMA models might be able to produce realistic prediction intervals to accompany population forecasts, but a great deal of work remains to be done before we can draw any firm conclusions.     

论道德回报

中西方古代伦理思想与社会生活都浸渗着德得相通、德福一致的思想,现代社会力图实现“善有善报,恶有恶报”。但是,这种道德回报的思想与做法在理论上并没有得到很好的系统的认识、阐述和宣传,实践中也远没有达到自觉、规范与统一。从实现道德的最终目的、保证伦理公正、建立良序社会的角度出发,我们应该建立良性的社会道德赏罚机制。     

科技指标预测方法研究--以广州市R&D经费投入预测为例

随着我国科技创新步伐的日益加快,不论是科技管理者还是研究者,都希望尽快获得能够监测、评价或制定科技计划与政策的关键指标的预测信息。本文以广州市R&D经费投入为例,研究科技指标的预测方法,建立了广州市R&D经费内部支出的年度增长率预测模型、时间序列法预测模型、相关关系法预测模型、分执行部门预测模型,以及以上预测模型的组合预测模型。根据两个年度的预测结果显示,本文的方法具有可行性和推广价值。