正则长波方程的同宿轨道

在对一类正则长波方程定性分析的基础上,得到了其全局相图.由此推知,此类方程具有渐近值相同的钟状孤波解,并求得了其精确孤立波解,即此正则长波方程的同宿轨道.     

Computational Method for Jackknifed Generalized Ridge Tuning Parameter based on Generalized Maximum Entropy

In this article, a new method to estimate the Jackknifed generalized ridge tuning parameter, based on the Jackknifed Ridge-trace and an analytical method borrowed from generalized maximum entropy, is presented. The ideas in the article are illustrated and evaluated using to the well-known Portland cement data set and simulations.     

Economic Production Lot Sizing with Periodic Costs and Overtime*

Traditional approaches for modeling economic production lot‐sizing problems assume that a single, fixed equipment setup cost is incurred each time a product is run, regardless of the quantity manufactured. This permits multiple days of production from one production setup. In this paper, we extend the model to consider additional fixed charges, such as cleanup or inspection costs, that are associated with each time period's production. This manufacturing cost structure is common in the food, chemical, and pharmaceutical industries, where process equipment must be sanitized between item changeovers and at the end of each day's production. We propose two mathematical problem formulations and optimization algorithms. The models' unique features include regular time production constraints, a fixed charge for each time period's production, and the availability of overtime production capacity. Experimental results indicate the conditions under which our algorithms' performance is superior to traditional approaches. We also test the procedures on a set of lot‐sizing problems facing a national food processor and document their potential economic benefit.     

Flow Coordination and Information Sharing in Supply Chains: Review,Implications, and Directions for Future Research

Advances in information technology, particularly in the e‐business arena, are enabling firms to rethink their supply chain strategies and explore new avenues for inter‐organizational cooperation. However, an incomplete understanding of the value of information sharing and physical flow coordination hinder these efforts. This research attempts to help fill these gaps by surveying prior research in the area, categorized in terms of information sharing and flow coordination. We conclude by highlighting gaps in the current body of knowledge and identifying promising areas for future research.     

An evaluation of ridge estimator in linear mixed models: an example from kidney failure data

This paper is concerned with the ridge estimation of fixed and random effects in the context of Henderson's mixed model equations in the linear mixed model. For this purpose, a penalized likelihood method is proposed. A linear combination of ridge estimator for fixed and random effects is compared to a linear combination of best linear unbiased estimator for fixed and random effects under the mean-square error (MSE) matrix criterion. Additionally, for choosing the biasing parameter, a method of MSE under the ridge estimator is given. A real data analysis is provided to illustrate the theoretical results and a simulation study is conducted to characterize the performance of ridge and best linear unbiased estimators approach in the linear mixed model.     

Multivariate Tests of Mean-Variance Efficiency and Spanning With a Large Number of Assets and Time-Varying Covariances

We develop a finite-sample procedure to test the mean-variance efficiency and spanning hypotheses, without imposing any parametric assumptions on the distribution of model disturbances. In so doing, we provide an exact distribution-free method to test uniform linear restrictions in multivariate linear regression models. The framework allows for unknown forms of nonnormalities as well as time-varying conditional variances and covariances among the model disturbances. We derive exact bounds on the null distribution of joint F statistics to deal with the presence of nuisance parameters, and we show how to implement the resulting generalized nonparametric bounds tests with Monte Carlo resampling techniques. In sharp contrast to the usual tests that are not even computable when the number of test assets is too large, the power of the proposed test procedure potentially increases along both the time and cross-sectional dimensions.     

An Empirical Analysis of Life Jacket Effectiveness in Recreational Boating

This article gives a measure of life jacket (LJ) effectiveness in U.S. recreational boating. Using the U.S. Coast Guard's Boating Accident Report Database from 2008 to 2011, we find that LJ wear is one of the most important determinants influencing the number of recreational boating fatalities, together with the number of vessels involved, and the type and engine of the vessel(s). We estimate a decrease in the number of deceased per vessel of about 80% when the operator wears their LJs compared to when they do not. The odds of dying are 86% higher than average if the accident involves a canoe or kayak, but 80% lower than average when more than one vessel is involved in the accident and 34% lower than average when the operator involved in the accident has more than 100 hours of boating experience. Interestingly, we find that LJ effectiveness decreases significantly as the length of the boat increases and decreases slightly as water temperature increases. However, it increases slightly as the operator's age increases. We find that between 2008 and 2011, an LJ regulation that requires all operators to wear their LJs—representing a 20% increase in wear rate—would have saved 1,721 (out of 3,047) boaters or 1,234 out of 2,185 drowning victims. The same policy restricted to boats 16–30 feet in length would have saved approximately 778 victims. Finally, we find that such a policy would reduce the percentage of drowning victims compared to other causes of death.     

Reliability Evaluation for a Multi-State System Under Stress-Strength Setup

The two most commonly used reliability models in engineering applications are binary k-out-of-n:G and consecutive k-out-of-n:G systems. Multi-state k-out-of-n:G and multi-state consecutive k-out-of-n:G systems have been proposed as an extension of these systems and they have been found to be more flexible tool for modeling engineering systems. In this article, multi-state systems, in particular, multi-state k-out-of-n:G and multi-state consecutive k-out-of-n:G, are considered in a stress-strength setup. The states of the system are classified considering the number of components whose strengths above (below) the multiple stresses available in an environment. The exact state probabilities are provided and the results are illustrated for various stress-strength distributions. Maximum likelihood estimators of state probabilities are also presented.     

The Impact of E‐Replenishment Strategy on Make‐to‐Order Supply Chain Performance

This research investigates the impact of electronic replenishment strategy on the operational activities and performance of a two‐stage make‐to‐order supply chain. We develop simulation‐based rolling schedule procedures that link the replenishment processes of the channel members and apply them in an experimental analysis to study manual, semi‐automated, and fully automated e‐replenishment strategies in decentralized and coordinated decision‐making supply chain structures. The average operational cost reductions for moving from a manual‐based system to a fully automated system are 19.6, 29.5, and 12.5%, respectively, for traditional decentralized, decentralized with information sharing, and coordinated supply chain structures. The savings are neither equally distributed among participants, nor consistent across supply chain structures. As expected, for the fully coordinated system, total costs monotonically decrease with higher levels of automation. However, for the two decentralized structures, under which most firms operate today, counter‐intuitive findings reveal that the unilateral application of e‐procurement technology by the buyer may lower his purchasing costs, but increase the seller's and system's costs. The exact nature of the relationship is determined by the channel's operational flexibility. Broader results indicate that while the potential economic benefit of e‐replenishment in a decentralized system is substantial, greater operational improvements maybe possible through supply chain coordination.     

On the predictive power of the term structure of interest rates for future inflation changes in the presence of political instability: the Turkish economy

This study investigates whether the term structure contains useful information about future inflation for Turkey during 1990–2000, a period of high inflation, high budget deficits, and political instability. Constant parameter and time varying parameter models are rejected by the data. The relationship between term structure of interest rates and inflation changes is found to be explained by a time-varying-parameter model with Markov-switching heteroskedastic disturbances. Thus, the term structure of interest rates is limited as a guide for monetary policy in an economy subject to regime changes such as that of Turkey. Stability can be achieved only by reducing inflation through circumscribing substantial government budget deficits and the political instability underlying them.