Inverse gaussian accelerated test models based on cumulative damage

The failure of a system under environmental stress often can be described by an accelerated test model which incorporates the environmental variable L. Here, the failure of such a system at environmental level L is modeled as the first passage of accumulated damage to a critical threshold value. Assuming a discrete additive damage model leads to a Birnbaum–Saunders-type distribution for the failure time which can be closely approximated by an inverse Gaussian-type model. However, if a continuous damage model based on a Gaussian process is assumed, a more general family of inverse Gaussian accelerated test models is obtained. Three sets of failure data are discussed to illustrate the usefulness of this general family.     

Flexible work planning of service agents with load balancing

This work emerged from the need to better plan the daily work of 29 travelling service agents, who provide 1090 services to 412 customers in 283 sites, on daily average. A handy and flexible tool was developed and is presented herein. A major contribution of this study is an explicit consideration of the multi-dimensional nature of the problem by the inclusion of workload balancing, which may stand in conflict to cost minimisation. Further, the geographical distribution of the demand is highly irregular. Therefore, two load measures are required and balanced. This required to fitting a proper planning scheme. The planning tool has been applied successfully by the commercial service provider. Improvements in the order of 20% and more were obtained in key performance measures. Moreover, cost reductions, service improvement and load balance were obtained simultaneously: the standard deviations of the service times and working day’s duration were reduced by 18 and 58%, respectively. This enables to reduce the number of agents with no significant harm in performance. Additional practical advantages of the proposed tool are also discussed and demonstrated, for example, the ability to cope with geographical distributions and the flexibility to respond to daily variations in demand.     

The Effects of Detrending in Granger Causality Tests

Nonstationary time series are frequently detrended in empirical investigations by regressing the series on time or a function of time. The effects of the detrending on the tests for causal relationships in the sense of Granger are investigated using quarterly U.S. data. The causal relationships between nominal or real GNP and M1, inferred from the Granger–Sims tests, are shown to depend very much on, among other factors, whether or not series are detrended. Detrending tends to remove or weaken causal relationships, and conversely, failure to detrend tends to introduce or enhance causal relationships. The study suggests that we need a more robust test or a better definition of causality.     

Exponentiality test based on Renyi distance between equilibrium distributions

ABSTRACT

On the basis of Csiszar's φ-divergence discrimination information, we propose a measure of discrepancy between equilibriums associated with two distributions. Proving that a distribution can be characterized by associated equilibrium distribution, a Renyi distance of the equilibrium distributions is constructed that made us to propose an EDF-based goodness-of-fit test for exponential distribution. For comparing the performance of the proposed test, some well-known EDF-based tests and some entropy-based tests are considered. Based on the simulation results, the proposed test has better powers than those of competing entropy-based tests for the alternatives with decreasing hazard rate function. The use of the proposed test is evaluated in an illustrative example.     

NONPARAMETRIC TWO SAMPLE TESTS BASED ON AREA STATISTICS

ABSTRACT

Area statistics are sample versions of areas occurring in a probability plot of two distribution functions F and G. This paper presents a unified basis for five statistics of this type. They can be used for various testing problems in the framework of the two sample problem for independent observations, such as testing equality of distributions against inequality or testing stochastic dominance of distributions in one or either direction against nondominance. Though three of the statistics considered have already been suggested in literature, two of them are new and deserve our interest. The finite sample distributions of the statistics (under F=G) can be calculated via recursion formulae. Two tables with critical values of the new statistics are included. The asymptotic distribution of the properly normalized versions of the area statistics are functionals of the Brownian bridge. The distribution functions and quantiles thereof are obtained by Monte Carlo simulation. Finally, the power functions of the two new tests based on area statistics are compared to the power functions of the tests based on the corresponding supremum statistics, i.e., statistics of the Kolmogorov–Smirnov type.     

Improving TAIEX forecasting using fuzzy time series with Box–Cox power transformation

Box–Cox together with our newly proposed transformation were implemented in three different real world empirical problems to alleviate noisy and the volatility effect of them. Consequently, a new domain was constructed. Subsequently, universe of discourse for transformed data was established and an approach for calculating effective length of the intervals was then proposed. Considering the steps above, the initial forecasts were performed using frequently used fuzzy time series (FTS) methods on transformed data. Final forecasts were retrieved from initial forecasted values by proper inverse operation. Comparisons of the results demonstrate that the proposed method produced more accurate forecasts compared with existing FTS on original data.     

Discrete Linnik Weibull distribution

Abstract

We introduce a new family of distributions using truncated discrete Linnik distribution. This family is a rich family of distributions which includes many important families of distributions such as Marshall–Olkin family of distributions, family of distributions generated through truncated negative binomial distribution, family of distributions generated through truncated discrete Mittag–Leffler distribution etc. Some properties of the new family of distributions are derived. A particular case of the family, a five parameter generalization of Weibull distribution, namely discrete Linnik Weibull distribution is given special attention. This distribution is a generalization of many distributions, such as extended exponentiated Weibull, exponentiated Weibull, Weibull truncated negative binomial, generalized exponential truncated negative binomial, Marshall-Olkin extended Weibull, Marshall–Olkin generalized exponential, exponential truncated negative binomial, Marshall–Olkin exponential and generalized exponential. The shape properties, moments, median, distribution of order statistics, stochastic ordering and stress–strength properties of the new generalized Weibull distribution are derived. The unknown parameters of the distribution are estimated using maximum likelihood method. The discrete Linnik Weibull distribution is fitted to a survival time data set and it is shown that the distribution is more appropriate than other competitive models.     

全面建设小康社会与加快民族地区发展

民族地区地域广大 ,资源丰富 ,潜在市场广阔 ,在全面建设小康社会中具有十分重要的战略地位。同时 ,民族地区经济社会发展的滞后又给全面建设小康社会带来了许多困难。只有切实克服这些困难和问题 ,才能有效地推进全面建设小康社会的伟大事业。应加大国家的扶持力度 ,认真贯彻党的民族政策 ,解放思想 ,发挥优势 ,依靠科技进步 ,采取一系列措施 ,实现民族地区的跨越式发展。     

跨跃式发展是黑龙江省民族地区全面建设小康社会的关键

本文在分析黑龙江省民族地区社会经济发展存在的差距基础之上,提出跨跃式发展是黑龙江省实现全面建设小康社会的关键,同时就促使民族地区社会经济跨跃式发展阐述了自己的看法。     

论我国民族地区的跨越式发展

跨越式发展是民族发展的一种形式,也是加快我国民族地区经济文化发展的有效途径。文章结合我国国情,分析了我国民族地区要实现跨越式发展的原因和条件,并提出了具体措施和建议。