Minimum cost linear trend-free 12-run fractional factorial designs

Time trend resistant fractional factorial experiments have often been based on regular fractionated designs where several algorithms exist for sequencing their runs in minimum number of factor-level changes (i.e. minimum cost) such that main effects and/or two-factor interactions are orthogonal to and free from aliasing with the time trend, which may be present in the sequentially generated responses. On the other hand, only one algorithm exists for sequencing runs of the more economical non-regular fractional factorial experiments, namely Angelopoulos et al. [1 P. Angelopoulos, H. Evangelaras, and C. Koukouvinos, Run orders for efficient two-level experimental plans with minimum factor level changes robust to time trends, J. Statist. Plann. Inference 139 (2009), pp. 3718–3724. doi: 10.1016/j.jspi.2009.05.002[Crossref], [Web of Science ®] , [Google Scholar]]. This research studies sequential factorial experimentation under non-regular fractionated designs and constructs a catalog of 8 minimum cost linear trend-free 12-run designs (of resolution III) in 4 up to 11 two-level factors by applying the interactions-main effects assignment technique of Cheng and Jacroux [3 C.S. Cheng and M. Jacroux, The construction of trend-free run orders of two-level factorial designs, J. Amer. Statist. Assoc. 83 (1988), pp. 1152–1158. doi: 10.1080/01621459.1988.10478713[Taylor &; Francis Online], [Web of Science ®] , [Google Scholar]] on the standard 12-run Plackett–Burman design, where factor-level changes between runs are minimal and where main effects are orthogonal to the linear time trend. These eight 12-run designs are non-orthogonal but are more economical than the linear trend-free designs of Angelopoulos et al. [1 P. Angelopoulos, H. Evangelaras, and C. Koukouvinos, Run orders for efficient two-level experimental plans with minimum factor level changes robust to time trends, J. Statist. Plann. Inference 139 (2009), pp. 3718–3724. doi: 10.1016/j.jspi.2009.05.002[Crossref], [Web of Science ®] , [Google Scholar]], where they can accommodate larger number of two-level factors in smaller number of experimental runs. These non-regular designs are also more economical than many regular trend-free designs. The following will be provided for each proposed systematic design:

• (1) The run order in minimum number of factor-level changes.

• (2) The total number of factor-level changes between the 12 runs (i.e. the cost).

• (3) The closed-form least-squares contrast estimates for all main effects as well as their closed-form variance–covariance structure.

In addition, combined designs of each of these 8 designs that can be generated by either complete or partial foldover allow for the estimation of two-factor interactions involving one of the factors (i.e. the most influential).     

补货能力影响部分短缺量拖后率的边补货边需求EOQ模型

Based on the hypothesis of time-dependent partial backlogging,the effect of the waiting time between the next replenishment and the satisfaction of the backlogging demand on the rate of partial backlog-grog was investigated in this paper. Then the backlogging rate influenced by the replenishment capacity and the total of backlogging demand was proposed. Based on this new standpoint,an EOQ model of replenishment with the replenishment capacity affecting the partial backlogging was built up.At last,an emulator was performed and the results showed:improving the replenishment capacity could reduce the replenishment times to a lower constant level;this effect may increase the waiting time before the next replenishment,but it could decrease the waiting time after the start of reple山shment;so the trend of the lostsales varying with the replenishment capacity was not very distinct at the medium level of the replenishment capacity;However,the more adequate replenishment capacity could reduce the number of lostsales and improve the rate of partial backlogging during shortage period than the less one.     

Study of redundancy of vector variables in canonical correlations

Fujikoshi (1982) obtained the necessary and sufficient conditions for the increased number of variables in the two sets of vectors not affecting the original nonzero canonical correlations and used these to obtain the likelihood ratio test procedure. He assumed a nonsingular covariance matrix due to random variables. Here, we study the same problem when the covariance matrix is singular and establish some further results. In this study, we note that the unit canonical correlations have to be separated in some of the situations. These results are valid for complex random vector variables and in some situations, the test for redundancy is given for complex random variables.     

Nonparametric estimation of response coefficients

In this paper we propose a nonparametric kernel method of estimating response coefficients in the stochastic regressors model. The method is straightforward, and the estimator is easy to calculate. The asymptotic normality of the proposed estimator is established, and an illustrative example is presented.     

Single replicate orthogonal block designs for circulant partial diallel crosses

Some incomplete block designs for partial diallel crosses have been given in the literature. These designs are obtained by regarding the number of crosses as treatments, and consequently require several replications of each cross. The need for resorting to a partial diallel cross itself implies that it is desired to have fewer crosses. A method for constructing single replicate incomplete block designs for circulant partial diallel crosses is provided in this paper. The designs are orthogonal, and thus they retain full efficiency for estimation of the contrasts of interest.     

Testing for a Change of the Innovation Distribution in Nonparametric Autoregression: The Sequential Empirical Process Approach

We consider a nonparametric autoregression model under conditional heteroscedasticity with the aim to test whether the innovation distribution changes in time. To this end, we develop an asymptotic expansion for the sequential empirical process of nonparametrically estimated innovations (residuals). We suggest a Kolmogorov–Smirnov statistic based on the difference of the estimated innovation distributions built from the first ?ns?and the last n ? ?ns? residuals, respectively (0 ≤ s ≤ 1). Weak convergence of the underlying stochastic process to a Gaussian process is proved under the null hypothesis of no change point. The result implies that the test is asymptotically distribution‐free. Consistency against fixed alternatives is shown. The small sample performance of the proposed test is investigated in a simulation study and the test is applied to a data example.     

技术经济研究中的系统分析模型方法创新

随着技术经济现实问题的日趋复杂,基于数学规划方法和市场均衡理论的一系列系统分析模型在实际应用中得以演化与完善。通过对技术经济研究领域中农户模型、生态经济模型、可计算一般均衡模型以及局部均衡模型等典型系统分析模型特点及应用的述评,揭示出技术经济研究从重视经济效益评价转向经济、生态与社会效益的整体评价,不同模型可以相互衔接与综合应用,并根据时空环境变化而不断完善,在技术经济学研究中已展现出重要的研究价值和应用潜力。     

Treatments of non-metric variables in partial least squares and principal component analysis

This paper reviews various treatments of non-metric variables in partial least squares (PLS) and principal component analysis (PCA) algorithms. The performance of different treatments is compared in an extensive simulation study under several typical data generating processes and associated recommendations are made. Moreover, we find that PLS-based methods are to prefer in practice, since, independent of the data generating process, PLS performs either as good as PCA or significantly outperforms it. As an application of PLS and PCA algorithms with non-metric variables we consider construction of a wealth index to predict household expenditures. Consistent with our simulation study, we find that a PLS-based wealth index with dummy coding outperforms PCA-based ones.