Load-Oriented Order Release (LOOR) revisited: bringing it back to the state of the art

In the workload control literature, the Load-Oriented Order Release (LOOR) approach has been neglected since its robustness was questioned at the end of the 1990s. This paper revisits LOOR and evaluates whether its performance can be improved in two ways. First, an intermediate pull release mechanism is added to avoid starvation between periodic release events. This mechanism was recently shown to be effective at improving the performance of a state-of-the-art release method known as LUMS COR. Second, an integer linear programming model is used to manage the trade-off between the timing and load balancing functions of order release. The two refinements are assessed using simulations of different shop configurations, which allow us to evaluate robustness. Results demonstrate that the refinements contribute to improving the performance of LOOR such that it can even outperform LUMS COR. Perhaps counter-intuitively, putting more emphasis on load balancing than on the urgency of individual orders is shown to lead to a lower percentage of tardy orders. Overall, the improvements mean that concerns about LOOR’s robustness are no longer valid – it now appears suitable for a wide range of shops found in practice.     

Size distortion of asymmetric unit root tests in the presence of level shifts

The finite-sample size properties of momentum-threshold autoregressive (MTAR) asymmetric unit root tests are examined in the presence of level shifts under the null hypothesis. The original MTAR test using a fixed threshold is found to exhibit severe size distortion when a break in level occurs early in the sample period, leading to an increased probability of an incorrect inference of asymmetric stationarity. For later breaks the test is also shown to suffer from undersizing. In contrast, the use of consistent-threshold estimation results in a test which is relatively robust to level shifts.     

Simulating random variables using moment-generating functions and the saddlepoint approximation

When we are given only a transform such as the moment-generating function of a distribution, it is rare that we can efficiently simulate random variables. Possible approaches such as the inverse transform using numerical inversion of the transform are computationally very expensive. However, the saddlepoint approximation is known to be exact for the Normal, Gamma, and inverse Gaussian distribution and remarkably accurate for a large number of others. We explore the efficient use of the saddlepoint approximation for simulating distributions and provide three examples of the accuracy of these simulations.     

Flexible simulation of competing risks data following prespecified subdistribution hazards

In recent years different approaches for the analysis of time-to-event data in the presence of competing risks, i.e. when subjects can fail from one of two or more mutually exclusive types of event, were introduced. Different approaches for the analysis of competing risks data, focusing either on cause-specific or subdistribution hazard rates, were presented in statistical literature. Many new approaches use complicated weighting techniques or resampling methods, not allowing an analytical evaluation of these methods. Simulation studies often replace analytical comparisons, since they can be performed more easily and allow investigation of non-standard scenarios. For adequate simulation studies the generation of appropriate random numbers is essential. We present an approach to generate competing risks data following flexible prespecified subdistribution hazards. Event times and types are simulated using possibly time-dependent cause-specific hazards, chosen in a way that the generated data will follow the desired subdistribution hazards or hazard ratios, respectively.     

超长钢板桩围堰合理内支撑施工方案

钢板桩围堰合理的内支撑施工方案对施工安全、工期长短、成本大小均有一定的影响。以阜阳至六安铁路颍河特大桥深水基础超长钢板桩围堰施工实践为例，通过建立钢板桩、内支撑和土层相互作用的三维整体有限元模型，根据封底混凝土施工时机的不同，选择4种施工方案，对超长钢板桩围堰内支撑施工方案进行了探讨。结果表明：封底混凝土施工越早，对围堰结构的整体安全越有利；实际采用的施工方案要根据桥址处工程地质条件，结合实际工程情况，经方案比选和分析论证以后确定。     

A new metamodel-based method for solving semi-expensive simulation optimization problems

In this article, a new algorithm for rather expensive simulation problems is presented, which consists of two phases. In the first phase, as a model-based algorithm, the simulation output is used directly in the optimization stage. In the second phase, the simulation model is replaced by a valid metamodel. In addition, a new optimization algorithm is presented. To evaluate the performance of the proposed algorithm, it is applied to the (s,S) inventory problem as well as to five test functions. Numerical results show that the proposed algorithm leads to better solutions with less computational time than the corresponding metamodel-based algorithm.     

Pricing arithmetic Asian option under a two-factor stochastic volatility model with jumps

This paper presents an efficient Monte Carlo simulation scheme based on the variance reduction methods to evaluate arithmetic average Asian options in the context of the double Heston's stochastic volatility model with jumps. This paper consists of two essential parts. The first part presents a new flexible stochastic volatility model, namely, the double Heston model with jumps. In the second part, by combining two variance reduction procedures via Monte Carlo simulation, we propose an efficient Monte Carlo simulation scheme for pricing arithmetic average Asian options under the double Heston model with jumps. Numerical results illustrate the efficiency of our method.     

Partial unit root and surplus-lag Granger causality testing: A Monte Carlo simulation study

Previous literature has shown that the addition of an untested surplus-lag Granger causality test can provide highly robust to stationary, non stationary, long memory, and structural break processes in the forcing variables. This study extends this approach to the partial unit root framework by simulation. Results show good size and power. Therefore, the surplus-lag approach is also robust to partial unit root processes.     

All pairwise comparisons of exponential location parameters under type i censoring — equal scale parameter case

In this paper, procedures for all pairwise comparisons of location parameters of negative exponential populations are developed when the common scale parameter is known or unknown using large sample distributional approximations of the relevant random variables. The small sample performance of these procedures are then examined using Monte Carlo simulation.     

基于ANSYS的压力容器表面凹坑缺陷安全评定分析

采用通用有限元程序ANSYS建立了移动式压力容器筒体外壁表面凹坑（轴向和周向）的有限元模型。结合筒体表面凹坑的应力理论计算，研究探讨了在恒定内压下，筒体表面凹坑缺陷处的应力分布与凹坑几何尺寸之间的关系。以第三强度理论作为仿真终止判据，获取凹坑各几何参量的阈值，利用MATLAB对阈值进行最小二乘拟合，绘制出凹坑缺陷的安全评估参考曲线。拟合结果表明：轴向和周向凹坑对筒体局部结构强度的影响不同，对应的安全评估参考曲线存在区别。