Showing 101 - 110 of 934
__Abstract__ A median (antimedian) of a profile of vertices on a graph $G$ is a vertex that minimizes (maximizes) the remoteness value, that is, the sum of the distances to the elements in the profile. The median (or antimedian) function has as output the set of medians (antimedians) of a...
Persistent link: https://www.econbiz.de/10011185629
__Abstract__ This paper puts forward a new data collection method to measure daily consumer confidence at the individual level. The data thus obtained allow to statistically analyze the dynamic correlation of such a consumer confidence indicator and to draw inference on transition rates. The...
Persistent link: https://www.econbiz.de/10011185630
__Abstract__ Ordinal data sets often contain a certain amount of non-monotone noise. This paper proposes three algorithms for removing these non-monotonicities by relabeling the noisy instances. The first one is a naive algorithm. The second one is a refinement of this naive algorithm which...
Persistent link: https://www.econbiz.de/10011185631
__Abstract__ Traditional extensions of the binary support vector machine (SVM) to multiclass problems are either heuristics or require solving a large dual optimization problem. Here, a generalized multiclass SVM called GenSVM is proposed, which can be used for classification problems where the...
Persistent link: https://www.econbiz.de/10011185632
__Abstract__ A least-squares bilinear clustering framework for modelling three-way data, where each observation consists of an ordinary two-way matrix, is introduced. The method combines bilinear decompositions of the two-way matrices into overall means, row margins, column margins and...
Persistent link: https://www.econbiz.de/10011194246
This paper considers a dynamic lot-sizing problem with storage capacity limitation in which backlogging is allowed. For general concave production and inventory costs, we present an O(T2) dynamic programming algorithm where T is the length of the planning horizon. Furthermore, for fixed-charge...
Persistent link: https://www.econbiz.de/10011240733
Diffuse priors lead to pathological posterior behavior when used in Bayesian analyses of Simultaneous Equation Models (SEMs). This results from the local nonidentification of certain parameters in SEMs. When this, a priori known, feature is not captured appropriately, an a posteriori favor for...
Persistent link: https://www.econbiz.de/10010731562
The standard RFM models used by direct marketers include behavioral variables, but ignore the role of marketing communications. In addition, RFM models allow customer responsiveness to vary across different customers, but not across diiferent time periods. Hence, the authors first extend RFM...
Persistent link: https://www.econbiz.de/10010731563
In this paper we propose a Bayesian analysis of seasonal unit roots in quarterly observed time series. Seasonal unit root processes are useful to describe economic series with changing seasonal fluctuations. A natural alternative model for similar purposes contains deterministic seasonal mean...
Persistent link: https://www.econbiz.de/10010731564
We consider a class of stochastic mathematical programs with complementarity constraints, in which both the objective and the constraints involve limit functions or expectations that need to be estimated or approximated. Such programs can be used for modeling "average" or steady-state behavior...
Persistent link: https://www.econbiz.de/10010731565