Suriyakat, W; Areepong, Y; Sukparungsee, S; Mititelu, G(International Association of Engineers, 2012-01)
The Exponentially Weighted Moving Average (EWMA) procedure are used for monitoring and detecting small shifts in the process mean which performs quicker than the Shewhart control chart. Usually, the common assumption of ...
Zhang, J; Zhang, N; Crowther, AR(Kinokuniya Co Ltd, 2011-01)
Brake groan is a friction-induced vibration occurring on the contact surface between rotor and brake in a vehicle. In this paper, a two degree-of-freedom rotor and brake model driven by a displacement input is adopted to ...
We consider the fate of output in the Cournot oligopoly model when the equilibrium is locally unstable. We discuss types of nonlinearities which may be present to bound the motion and introduce time lags in production and ...
Heterogeneous agent models (HAMs) in finance and economics are often characterised by high dimensional nonlinear stochastic differential or difference systems. Because of the complexity of the interaction between the ...
In this paper we provide an annotated bibliography of about 140 papers which have appeared in journals in a variety of areas in the last 5 years and in which a fractional factorial design has been used. For each reference, ...
In this study, the two-machine bicriteria flowshop scheduling problem is addressed. The objective is to minimize a weighted sum of total flowtime and makespan. Different branch-and-bound algorithms have already appeared ...
Novikov, A; Christensen, S; Irle, A(Taylor and Francis, 2011-01)
Optimal stopping problems form a class of stochastic optimization problems that has a wide range of applications in sequential statistics and mathematical finance. Here we consider a general optimal stopping problem with ...
Elashoff, M; Ryan, LM(American Statistical Association, 2004-01)
This article presents an algorithm for accommodating missing data in situations where a natural set of estimating equations exists for the complete data setting. The complete data estimating equations can correspond to the ...
The analysis of data arising from environmental health studies which collect a large number of measures of exposure can benefit from using latent variable models to summarize exposure information. However, difficulties ...
Yeh, W; Ho, H; Chen, Y; Yeh, Y(I C I C International, 2012-01)
Evaluating network reliability is an important topic in the planning, designing and control of network systems. Modications are common for network expansion or reinforcement evaluation and planning. A modied network is an ...
We consider in this article the arbitrage free pricing of double knock-out barrier options with payoffs that are arbitrary functions of the underlying asset, where we allow exponentially time-varying barrier levels in an ...
Many business decision problems involve multiple objectives and can thus be described by multiple objective linear programming (MOLP) models. When a MOLP problem is being formulated, the parameters of objective functions ...
In this study, a special situation involving a computationally di$cult #owshop scheduling problem is discussed. The objective of this problem is to minimize a weighted combination of job #owtime and schedule makespan. An ...
Breast cancer is one of the leading causes of death among the women in many parts of the world. In 2007, approximately 178,480 women in the United States have been found to have invasive breast cancer. In this paper, we ...
A new method for pricing lookback options (a.k.a.hindsightoptions) is presented, which simplifies the derivation of analytical formulas for this class of exotics in the Black-Scholes framework. Underlying the method is the ...
We propose a Newton-GMREStype algorithm to solve the discrete von Karman problem. We show that this algorithm is efficient both in memory andcomputation time and robust in the neighborhood of the singular points of the ...
The problem of testing a dose-response relationship in the presence of exchangeably correlated binary data has been addressed using a variety of models. Most commonly used approaches are derived from likelihood or generalized ...
Molenberghs, G; Ryan, LM(John Wiley & Sons Ltd, 1999-01)
This paper focuses on the analysis of clustered multivariate binary data that arise from developmental toxicity studies. In these studies, pregnant mice are exposed to chemicals to assess possible adverse effects on ...