We discuss specification, frequency domain estimation and application of flexible fractionally integrated seasonal long memory time series models, which allow for 'chi-squared' (seasonal) unit root testing. We suggest periodogram regression and approximate ML estimation. We successfully apply a...

This report is the second part of a PhD project entitled "The Econometrics of Maritime Safety – Recommendations to Enhance Safety at Sea" which is based on 183,000 port state control inspections and 11,700 casualties from various data sources. Its overall objective is to provide...

We analyze periodic and seasonal cointegration models for bivariate quarterly observed time series in an empirical forecasting study. We include both single equation and multiple equation methods. A VAR model in first differences with and without cointegration restrictions is also included in...

Experts may have domain-specific knowledge that is not included in a statistical model and that can improve forecasts. While one-step-ahead forecasts address the conditional mean of the variable, model-based forecasts for longer horizons have a tendency to convert to the unconditional mean of a...

In 1982, Slater defined path subgraph analogues to the center, median, and (branch or branchweight) centroid of a tree. We define three families of central substructures of trees, including three types of central subtrees of degree at most D that yield the center, median, and centroid for D = 0...

The FAMAS-Newcon project aims at developing new logistic control structures for a container terminal capable of handling jumbo container ships within 24 hours. In one of the subprojects stacking aspects is studied. This report describes a generator model in which on the basis of a global...

In Vohra, European J. Operational Research 90 (1996) 78 – 84, a characterization of the absolute median of a tree network using three simple axioms is presented. This note extends that result from tree networks to cube-free median networks. A special case of such networks is the grid...

During the last two decades, many heuristic procedures for the joint replenishment problem have appeared in the literature. The only available optimal solution procedure was based on an enumerative approach and was computationally prohibitive. In this paper we present an alternative optimal...

Experts frequently adjust statistical model-based forecasts. Sometimes this leads to higher forecast accuracy, but expert forecasts can also be dramatically worse. We explore the potential drivers of the relevance and quality of experts' added knowledge. For that purpose, we examine a very large...

In this paper we analyze the worst case performance of heuristics for the classical economic lot-sizing problem with time-invariant cost parameters. We consider a general class of on-line heuristics that is often applied in a rolling horizon environment. We develop a procedure to systematically...