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Simultaneous Capacity and Production Management of Short-Life-Cycle, Produce-to-Stock Goods Under Stochastic Demand

Angelus, Alexandar; Porteus, Evan L. - In: Management Science 48 (2002) 3, pp. 399-413

This paper derives the optimal simultaneous capacity and production plan for a shortlife-cycle, produce-to-stock good under stochastic demand. Capacity can be reduced as well as added, at exogenously set unit prices. In both cases studied, with and without carryover of unsold units, a target...

Persistent link: https://www.econbiz.de/10009204358

A State Space Model of the Economic Fundamentals

Craine, Roger; Bowman, David - Institute of Business and Economic Research (IBER), … - 1988

Persistent link: https://www.econbiz.de/10010677832

РОБАСТНОЕ УПРАВЛЕНИЕ НЕСТАЦИОНАРНЫМИ НЕЛИНЕЙНЫМИ СТРУКТУРНО НЕОПРЕДЕЛЕННЫМИ ОБЪЕКТАМИ

БОРИСОВИЧ, ФУРТАТ ИГОРЬ; … - In: Проблемы управления (2008) 3, pp. 2-7

Решена задача робастного управления нестационарными нелинейными объектами по выходу в условиях априорной, функциональной и структурной неопределенности. В...

Persistent link: https://www.econbiz.de/10011238338

Contemporary Issues in Estimating Yield Distributions

Pujula, Aude Liliana; Maradiaga, David Isaias; Dicks, … - Southern Agricultural Economics Association - SAEA - 2010

In the research area of crop yield density estimation and in particular in risk analysis, little emphasis has been given to the appropriateness of transformation methods (e.g., removing a linear trend) and how such transformations impact the reliability of the empirical distribution functions...

Persistent link: https://www.econbiz.de/10008922541

The Finite Horizon Nonstationary Stochastic Inventory Problem: Near-Myopic Bounds, Heuristics, Testing

Morton, Thomas E.; Pentico, David W. - In: Management Science 41 (1995) 2, pp. 334-343

Nonstationary stochastic periodic review inventory problems with proportional costs occur in a number of industrial …

Persistent link: https://www.econbiz.de/10009208900

Note--Computing Time-Dependent Waiting Time Probabilities in M(t)/M/s(t) Queuing Systems

Green, Linda V.; Soares, João - In: Manufacturing & Service Operations Management 9 (2007) 1, pp. 54-61

In this note we present algorithms that compute, exactly or approximately, time-dependent waiting time tail probabilities and the time-dependent expected waiting time in M(t)/M/s(t) queuing systems.

Persistent link: https://www.econbiz.de/10009218698

Unit Root Hypothesis in the Presence of Stochastic Volatility, a Bayesian Analysis

Zhang, Jin-Yu; Li, Yong; Chen, Zhu-Ming - In: Computational Economics 41 (2013) 1, pp. 89-100

simulations show that the test size is seriously distorted if nonstationary stochastic volatility is ignored. To improve the … performance of the test, we propose a Bayesian test for unit root that is robust in the presence of stationary and nonstationary …

Persistent link: https://www.econbiz.de/10010866836

Fault diagnosis of wind turbine planetary gearbox under nonstationary conditions via adaptive optimal kernel time–frequency analysis

Feng, Zhipeng; Liang, Ming - In: Renewable Energy 66 (2014) C, pp. 468-477

hence highly nonstationary. Conventional spectral analysis and demodulation analysis methods are unable to identify the … characteristic frequency of gear fault from such nonstationary signals. As such, this paper presents a time–frequency analysis … methods to reveal the constituent frequency components of nonstationary signals and their time-varying features for WT …

Persistent link: https://www.econbiz.de/10010806449

Asymptotics for the conditional-sum-of-squares estimator in multivariate fractional time series models

Nielsen, Morten Ørregaard - Economics Department, Queen's University - 2011

This paper proves consistency and asymptotic normality for the conditional-sum-of-squares estimator, which is equivalent to the conditional maximum likelihood estimator, in multivariate fractional time series models. The model is parametric and quite general, and, in particular, encompasses the...

Persistent link: https://www.econbiz.de/10008800763

Nonstationary modeling for multivariate spatial processes

Kleiber, William; Nychka, Douglas - In: Journal of Multivariate Analysis 112 (2012) C, pp. 76-91

We derive a class of matrix valued covariance functions where the direct and cross-covariance functions are Matérn. The parameters of the Matérn class are allowed to vary with location, yielding local variances, local ranges, local geometric anisotropies and local smoothnesses. We discuss...

Persistent link: https://www.econbiz.de/10010594221