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1
Salman, Youssef. "Testing a class of time-varying coefficients CHARN models with application to change-point study". Electronic Thesis or Diss., Université de Lorraine, 2022. http://www.theses.fr/2022LORR0170.
Abstract (sommario):
Dans cette thèse, nous étudions un test du rapport de vraisemblance pour détecter les ruptures faibles dans la moyenne conditionnelle d'une classe de modèles CHARN à coefficients dépendants du temps. Nous établissons la structure de normalité asymptotique locale (LAN) de la famille de vraisemblances étudiées. Nous montrons l'optimalité asymptotique du test et donnons une expression explicite de sa puissance locale en fonction des potentiels points de rupture et des amplitudes des ruptures. Nous décrivons des stratégies de détection des ruptures et d'estimation de leurs localisations. Les estimateurs sont obtenus comme indices de temps rendant maximal un estimateur de la puissance locale. Les simulations numériques que nous faisons montrent de bonnes performances de notre méthode sur les exemples considérésIn this thesis, we study a likelihood ratio test for detecting multiple weak changes in the conditional mean of a class of time-dependent coefficients CHARN models.We establish the locally asymptotically normality (LAN) structure of the family of likelihoods under study. We prove that the test is asymptotically optimal, and we give an explicit form of its asymptotic local power as a function of candidates change locations and changes magnitudes. We describe some strategies for weak change-points detection and their location estimates. The estimates are obtained as the time indices maximizing an estimate of the local power. The simulation study we conduct shows the good performance of our methods on the examples considered
2
Modarres-Mousavi, Shabnam. "Monitoring Markov Dependent Binary Observations with a Log-Likelihood Ratio Based CUSUM Control Chart". Diss., Virginia Tech, 2006. http://hdl.handle.net/10919/26235.
Abstract (sommario):
Our objective is to monitor the changes in a proportion with correlated binary observations. All of the published work on this subject used the first-order Markov chain model for the data. Increasing the order of dependence above one by extending a standard Markov chain model entails an exponential increase of both the number of parameters and the dimension of the transition probability matrix. In this dissertation, we develop a particular Markov chain structure, the Multilevel Model (MLM), to model the correlation between binary data. The basic idea is to assign a lower probability to observing a 1 when all previous correlated observations are 0â s, and a higher probability to observing a 1 as the last observed 1 gets closer to the current observation. We refer to each of the distinct situations of observing a 1 as a â levelâ . For a given order of dependence, , at most different values of conditional probabilities of observing a 1 can be assigned. So the number of levels is always less than or equal to . Compared to a direct extension of the first-order Markov model to higher orders, our model is considerably parsimonious. The number of parameters for the MLM is only one plus the number of levels, and the transition probability matrix is .
We construct a CUSUM control chart for monitoring a proportion with correlated binary observations. First, we use the probability structure of a first-order Markov chain to derive a log-likelihood ratio based CUSUM control statistic. Then, we model this CUSUM statistic itself as a Markov chain, which in turn allows for designing a control chart with specified statistical properties: the Markov Binary CUSUM (MBCUSUM) chart. We generalize the MBCUSUM to account for any order of dependence between binary observations through implying MLM to the data and to our CUSUM control statistic. We verify that the MBCUSUM has a better performance than a curtailed Shewhart chart. Also, we show that except for extremely large changes in the proportion (of interest) the MBCUSUM control chart detects the changes faster than the Bernoulli CUSUM control chart, which is designed for independent observations.Ph. D.
3
Frühwirth-Schnatter, Sylvia. "Bayesian Model Discrimination and Bayes Factors for Normal Linear State Space Models". Department of Statistics and Mathematics, WU Vienna University of Economics and Business, 1993. http://epub.wu.ac.at/108/1/document.pdf.
Abstract (sommario):
It is suggested to discriminate between different state space models for a given time series by means of a Bayesian approach which chooses the model that minimizes the expected loss. Practical implementation of this procedures requires a fully Bayesian analysis for both the state vector and the unknown hyperparameters which is carried out by Markov chain Monte Carlo methods. Application to some non-standard situations such as testing hypotheses on the boundary of the parameter space, discriminating non-nested models and discrimination of more than two models is discussed in detail. (author's abstract)Series: Forschungsberichte / Institut für Statistik
4
Fayez, Mohamed. "AN AUTOMATED METHODOLOGY FOR A COMPREHENSIVE DEFINITION OF THE SUPPLY CHAIN USING GENERIC ONTOLOGICAL COMPONENTS". Doctoral diss., University of Central Florida, 2005. http://digital.library.ucf.edu/cdm/ref/collection/ETD/id/2509.
Abstract (sommario):
Today, worldwide business communities are in the era of the Supply Chains. A Supply Chain is a collection of several independent enterprises that partner together to achieve specific goals. These enterprises may plan, source, produce, deliver, or transport materials to satisfy an immediate or projected market demand, and may provide the after sales support, warranty services, and returns. Each enterprise in the Supply Chain has roles and elements. The roles include supplier, customer, or carrier and the elements include functional units, processes, information, information resources, materials, objects, decisions, practices, and performance measures. Each enterprise, individually, manages these elements in addition to their flows, their interdependencies, and their complex interactions. Since a Supply Chain brings several enterprises together to complement each other to achieve a unified goal, the elements in each enterprise have to complement each other and have to be managed together as one unit to achieve the unified goal efficiently. Moreover, since there are a large number of elements to be defined and managed in a single enterprise, then the number of elements to be defined and managed when considering the whole Supply Chain is massive. The supply chain community is using the Supply Chain Operations Reference model (SCOR model) to define their supply chains. However, the SCOR model methodology is limited in defining the supply chain. The SCOR model defines the supply chain in terms of processes, performance metrics, and best practices. In fact, the supply chain community, SCOR users in particular, exerts massive effort to render an adequate supply chain definition that includes the other elements besides the elements covered in the SCOR model. Also, the SCOR model is delivered to the user in a document, which puts a tremendous burden on the user to use the model and makes it difficult to share the definition within the enterprise or across the supply chain. This research is directed towards overcoming the limitations and shortcomings of the current supply chain definition methodology. This research proposes a methodology and a tool that will enable an automated and comprehensive definition of the Supply Chain at any level of details. The proposed comprehensive definition methodology captures all the constituent parts of the Supply Chain at four different levels which are, the supply chain level, the enterprise level, the elements level, and the interaction level. At the Supply Chain level, the various enterprises that constitute the supply chain are defined. At the enterprise level, the enterprise elements are identified. At the enterprises' elements level, each element in the enterprise is explicitly defined. At the interaction level, the flows, interdependence, and interactions that exist between and within the other three levels are identified and defined. The methodology utilized several modeling techniques to generate generic explicit views and models that represents the four levels. The developed views and models were transformed to a series of questions and answers, where the questions correspond to what a view provides and the answers are the knowledge captured and generated from the view. The questions and answers were integrated to render a generic multi-view of the supply chain. The methodology and the multi-view were implemented in an ontology-based tool. The ontology includes sets of generic supply chain ontological components that represent the supply chain elements and a set of automated procedures that can be utilized to define a specific supply chain. A specific supply chain can be defined by re-using the generic components and customizing them to the supply chain specifics. The ontology-based tool was developed to function in the supply chain dynamic, information intensive, geographically dispersed, and heterogeneous environment. To that end, the tool was developed to be generic, sharable, automated, customizable, extensible, and scalable.Ph.D.
Department of Industrial Engineering and Management Systems
Engineering and Computer Science
Industrial Engineering and Management Systems
5
Hao, Yan. "Automated Reductions of Markov Chain Models of Calcium Release Site Models". W&M ScholarWorks, 2012. https://scholarworks.wm.edu/etd/1539623353.
Abstract (sommario):
Markov chain models have played an important role in understanding the relationship between single channel gating of intracellular calcium (Ca2+) channels, specifically 1,4,5-trisphosphate receptors (IP3Rs) and ryanodine receptors (RyRs), and the stochastic dynamics of Ca2+ release events, known as Ca2+ puffs and sparks. Mechanistic Ca2+ release site models are defined by the composition of single channel models whose transition probabilities depend on the local calcium concentration and thus the state of the other channels. Unfortunately, the large state space of such compositional models impedes simulation and computational analysis of the whole cell Ca2+ signaling in which the stochastic dynamics of localized Ca2+ release events play an important role. This dissertation introduces, implements and validates the application of several automated model reduction techniques that significantly reduce the computational cost of mechanistic compositionally defined Ca2+ release site models.;A common feature of Ca2+ channel models is the separation of time scales. For example, the well-known bell-shaped equilibrium open probability of IP3Rs can be reproduced by Markov Chain models that include transitions mediated by fast Ca2+ activation and slower Ca2+ inactivation. Chapter 2 introduces an automated model reduction technique that is based on fast/slow analysis that leverages these time scale differences. Rate constants in the single channel model are categorized as either fast or slow, groups of release site states that are connected by fast transitions are identified and lumped, and transition rates between reduced states are chosen consistent with the conditional probability distributions among states within each group. The fast/slow reduction approach is validated by the fact that puff/spark statistics can be efficiently computed from reduced Ca2+ release site models with small and transient error.;For Markov chain Ca2+ release site models without time-scale separation, the manner in which the full model states should be aggregated for optimal reduction is difficult to determine a priori. In Chapter 3, a genetic algorithm based approach that mimics the inheritance, mutation and selection processes of natural evolution is implemented to reduce these models. Given a full model of interest and target reduced model size, this genetic algorithm searches for set partitions, each corresponding to a potential scheme for state aggregation, that lead to reduced models that well-approximate the full model. A whole cell model with coupled local and global Ca2+ signaling is simplified by replacing a compositionally defined full Ca2+ release site model with a reduced model obtained through the genetic algorithm.;In Chapter 4, a Langevin formulation of Ca2+ release sites is introduced as an alternative model reduction technique that is applicable when the number of channels per Ca2+ release site is too large for the previously discussed reduction methods, but not so large that the stochasticity of Ca2+ release is negligible. The Langevin formulation for coupled intracellular Ca2+ channels results in stochastic differntial equations that well-approximate the corresponding Markov chain models when release sites possess as few as 20 channels, and the agreement improves as the number of channels per release site increases. Importantly, the computational time required by the Langevin approach does not increase with the size of Ca2+ release site.
6
Miazhynskaia, Tatiana, Sylvia Frühwirth-Schnatter e Georg Dorffner. "A comparison of Bayesian model selection based on MCMC with an application to GARCH-type models". SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, 2003. http://epub.wu.ac.at/586/1/document.pdf.
Abstract (sommario):
This paper presents a comprehensive review and comparison of five computational methods for Bayesian model selection, based on MCMC simulations from posterior model parameter distributions. We apply these methods to a well-known and important class of models in financial time series analysis, namely GARCH and GARCH-t models for conditional return distributions (assuming normal and t-distributions). We compare their performance vis--vis the more common maximum likelihood-based model selection on both simulated and real market data. All five MCMC methods proved feasible in both cases, although differing in their computational demands. Results on simulated data show that for large degrees of freedom (where the t-distribution becomes more similar to a normal one), Bayesian model selection results in better decisions in favour of the true model than maximum likelihood. Results on market data show the feasibility of all model selection methods, mainly because the distributions appear to be decisively non-Gaussian.Series: Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science"
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Ahlin, Mikael, e Felix Ranby. "Predicting Marketing Churn Using Machine Learning Models". Thesis, Umeå universitet, Institutionen för matematik och matematisk statistik, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-161408.
Abstract (sommario):
For any organisation that engages in marketing actions there is a need to understand how people react to communication messages that are sent. Since the introduction of General Data Protection Regulation, the requirements for personal data usage have increased and people are able to effect the way their personal information is used by companies. For instance people have the possibility to unsubscribe from communication that is sent, this is called Opt-Out and can be viewed as churning from communication channels. When a customer Opt-Out the organisation loses the opportunity to send personalised marketing to that individual which in turn result in lost revenue. The aim with this thesis is to investigate the Opt-Out phenomena and build a model that is able to predict the risk of losing a customer from the communication channels. The risk of losing a customer is measured as the estimated probability that a specic individual will Opt-Out in the near future. To predict future Opt-Outs the project uses machine learning algorithms on aggregated communication and customer data. Of the algorithms that were tested the best and most stable performance was achieved by an Extreme Gradient Boosting algorithm that used simulated variables. The performance of the model is best described by an AUC score of 0.71 and a lift score of 2.21, with an adjusted threshold on data two months into the future from when the model was trained. With a model that uses simulated variables the computational cost goes up. However, the increase in performance is signicant and it can be concluded that the choice to include information about specic communications is considered relevant for the outcome of the predictions. A boosted method such as the Extreme Gradient Boosting algorithm generates stable results which lead to a longer time between model retraining sessions.
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Yang, GuoLu. "Modèle de transport complet en rivière avec granulométrie étendue". Grenoble 1, 1989. http://www.theses.fr/1989GRE10011.
Abstract (sommario):
Les variations des lignes d'eau et du lit des rivieres alluvionnaires dans le cas du transport complet (charriage+suspension) des sediments en granulometrie etendue sont etudiees par un modele mathematique uni-dimensionnel. Dans ce modele le charriage et la suspension sont consideres comme deux phenomenes du transport en tenant compte d'un terme source-puits qui represente l'echange entre eux. Le terme source-puits est formule par un modele d'echanges stochastiques considerant trois etats: suspension, charriage et immobilite, les probabilites des etats sont obtenues par le processus de chaine de markov. Le modele conceptuel d'une "couche melangee" est introduit pour reproduire les phenomenes de pavage et de triage. Le systeme d'equations a resoudre est analyse par la methode des caracteristiques. Une solution numerique decouplee du systeme est presentee. Un nouvel algorithme, assurant le calcul couple du transport par convection-diffusion-reaction, est developpe. Des tests du modele mathematique sont systematiquement effectues afin d'examiner la sensibilite et montrer la precision du modele
9
Trávníček, Jan. "Tvorba spolehlivostních modelů pro pokročilé číslicové systémy". Master's thesis, Vysoké učení technické v Brně. Fakulta informačních technologií, 2013. http://www.nusl.cz/ntk/nusl-236226.
Abstract (sommario):
This thesis deals with the systems reliability. At First, there is discussed the concept of reliability itself and its indicators, which can specifically express reliability. The second chapter describes the different kinds of reliability models for simple and complex systems. It further describes the basic methods for construction of reliability models. The fourth chapter is devoted to a very important Markov models. Markov models are very powerful and complex model for calculating the reliability of advanced systems. Their suitability is explained here for recovered systems, which may contain absorption states. The next chapter describes the standby redundancy. Discusses the advantages and disadvantages of static, dynamic and hybrid standby. There is described the influence of different load levels on the service life. The sixth chapter is devoted to the implementation, description of the application and description of the input file in XML format. There are discussed the results obtaining in experimental calculations.
10
Wu, Claudia. "Total supply chain cost model". Thesis, Massachusetts Institute of Technology, 2005. http://hdl.handle.net/1721.1/34869.
Abstract (sommario):
Thesis (M.B.A.)--Massachusetts Institute of Technology, Sloan School of Management; and, (S.M.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science; in conjunction with the Leaders for Manufacturing Program at MIT, 2005.Includes bibliographical references (leaves 72-73).
Sourcing and outsourcing decisions have taken on increased importance within Teradyne to improve efficiency and competitiveness. This project delivered a conceptual framework and a software tool to analyze supply chain costs associated with a specified supply chain design. Determining total supply chain cost is a complex challenge. This work developed the concept of a hierarchical, inter-related, multi-level supply chain cost architecture. Within this architecture, supply chain costs can be expressed as a sum of only 5 supply chain cost factors (material, labor, logistics, inventory holding, and overhead costs). The reduction of a large number of potential cost factors eases communication about total supply chain costs within an organization. An interactive Excel VBA software was developed which allows the user to experimentally model changes to a specific supply chain design. The VBA program automatically recalculates the supply chain costs based on the changes made. The output of the program is a comparison of costs associated with different supply chain designs. In a case study, the total supply chain cost model was applied to evaluate different supply chain node locations in Southeast Asia for one of Teradyne's testers.
by Claudia Wu.
S.M.
M.B.A.
11
Li, Tang, e 李唐. "Markov chain models for re-manufacturing systems and credit risk management". Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2008. http://hub.hku.hk/bib/B40203700.
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Gollisch, Tim. "The auditory transduction chain". Doctoral thesis, Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät I, 2004. http://dx.doi.org/10.18452/15044.
Abstract (sommario):
Auditorische Transduktion beschreibt die Umwandlung von Schall in elektrische Signale in Rezeptorzellen. Dies geschieht durch eine Kette biophysikalischer Prozesse: mechanische Ankopplung der Schallwelle, Öffnung von mechanosensitiven Ionenkanälen in den Rezeptorzellen, Ansammlung des Membranpotentials und Auslösung von Aktionspotentialen. In dieser Arbeit wird die damit verbundene Signalverarbeitung am Beispiel der Rezeptorzellen im Ohr von Heuschrecken untersucht. Die Transduktion wird dazu als Kaskade einzelner funktioneller Module beschrieben. Es wird gezeigt, wie derartige Module aus der Beobachtung der System-Antwort, hier der Aktionspotentiale im auditorischen Nerv, mit Hilfe der Iso-Antwort-Methode charakterisiert werden können. Dabei werden im Experiment unterschiedliche akustische Reize ermittelt, die die gleiche System-Antwort liefern. In drei aufeinander aufbauenden experimentellen Untersuchungen führt dies zu folgenden Ergebnissen: 1) Für stationäre Signale wird die Feuerrate der Rezeptorzellen durch die Energie der Trommelfell-Schwingung reguliert. 2) Die auditorische Transduktion lässt sich durch eine Kaskade aus zwei linearen Filtern und zwei nicht-linearen Transformationen (LNLN-Kaskade) beschreiben. Die involvierten Prozesse agieren im sub-Millisekunden-Bereich und können mit der beschriebenen Methode - trotz der auf etwa eine Millisekunde beschränkten Präzision der Aktionspotentiale - mit einer Genauigkeit von ca. 10 Mikrosekunden vermessen werden. 3) Die Adaptation der Feuerrate enthält neben einem dominierenden rückgekoppelten Prozess, der durch die Feuerrate selbst gesteuert wird, auch eine Komponente, die direkt durch das Eingangssignal, die Schallintensität, ausgelöst wird und mechanischer Natur ist. Die Ergebnisse spiegeln die hohen Anforderungen an das zeitliche Auflösungsvermögen im Ohr wider. Die verwendete Methodik ist jedoch auch auf viele andere systemtheoretische Untersuchungen biophysikalischen Kaskaden anwendbar.Auditory transduction describes the conversion of sound into electrical signals in receptor cells. A sequence of biophysical processes is involved: the mechanical coupling of the sound-pressure wave, the opening of mechanosensory ion channels in the receptor cells, the accumulation of membrane potential and the generation of action potentials. In this work, the signal processing in receptor cells is investigated. The ears of grasshoppers serve as a model system, and transduction is described as a cascade of functional modules. It is shown how such modules can be characterized by the iso-response method from observations of the system''s response. To this end, different acoustic stimuli are determined experimentally that trigger the same response. In three consecutive experimental investigations, this approach leads to the following results: 1) For stationary signals, the firing rate of the receptor neurons is governed by the energy of the ear-drum vibrations. 2) Auditory transduction can be described by a cascade that consists of two linear filters and two nonlinear transformations (LNLN cascade). The processes involved act on sub-millisecond time scales and can be analyzed by the described method with a resolution of around 10 microseconds - despite the limited precision of the action potentials near one millisecond. 3) Spike-frequency adaptation is governed by a feedback process, which is governed by the firing rate, but also contains a feedforward component triggered by the system''s input, the sound intensity. This component is of mechanical origin. The results reflect the high demands for temporal resolution in the ear. The applied method, however, can also be used for a large range of further system-theoretical investigations of biophyical cascades.
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Butler, Renee J. "Supply chain design for new products". Diss., Georgia Institute of Technology, 2003. http://hdl.handle.net/1853/25652.
14
Sonntag, Dag. "Chain Graphs : Interpretations, Expressiveness and Learning Algorithms". Doctoral thesis, Linköpings universitet, Databas och informationsteknik, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-125921.
Abstract (sommario):
Probabilistic graphical models are currently one of the most commonly used architectures for modelling and reasoning with uncertainty. The most widely used subclass of these models is directed acyclic graphs, also known as Bayesian networks, which are used in a wide range of applications both in research and industry. Directed acyclic graphs do, however, have a major limitation, which is that only asymmetric relationships, namely cause and effect relationships, can be modelled between their variables. A class of probabilistic graphical models that tries to address this shortcoming is chain graphs, which include two types of edges in the models representing both symmetric and asymmetric relationships between the variables. This allows for a wider range of independence models to be modelled and depending on how the second edge is interpreted, we also have different so-called chain graph interpretations. Although chain graphs were first introduced in the late eighties, most research on probabilistic graphical models naturally started in the least complex subclasses, such as directed acyclic graphs and undirected graphs. The field of chain graphs has therefore been relatively dormant. However, due to the maturity of the research field of probabilistic graphical models and the rise of more data-driven approaches to system modelling, chain graphs have recently received renewed interest in research. In this thesis we provide an introduction to chain graphs where we incorporate the progress made in the field. More specifically, we study the three chain graph interpretations that exist in research in terms of their separation criteria, their possible parametrizations and the intuition behind their edges. In addition to this we also compare the expressivity of the interpretations in terms of representable independence models as well as propose new structure learning algorithms to learn chain graph models from data.
15
Qu, Ting, e 屈挺. "Analytical target cascading for decentralized supply chain configuration". Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2008. http://hub.hku.hk/bib/B40988168.
16
Huang, Ximin, e 黄曦敏. "Mathematical models for coordination in supply chain management". Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2011. http://hub.hku.hk/bib/B46604856.
17
Sonksen, Michael David. "Bayesian Model Diagnostics and Reference Priors for Constrained Rate Models of Count Data". The Ohio State University, 2011. http://rave.ohiolink.edu/etdc/view?acc_num=osu1312909127.
18
Toriello, Alejandro. "Time decomposition of multi-period supply chain models". Diss., Georgia Institute of Technology, 2010. http://hdl.handle.net/1853/42704.
Abstract (sommario):
Many supply chain problems involve discrete decisions in a dynamic environment. The inventory routing problem is an example that combines the dynamic control of inventory at various facilities in a supply chain with the discrete routing decisions of a fleet of vehicles that moves product between the facilities.
We study these problems modeled as mixed-integer programs and propose a time decomposition based on approximate inventory valuation. We generate the approximate value function with an algorithm that combines data fitting, discrete optimization and dynamic programming methodology. Our framework allows the user to specify a class of piecewise linear, concave functions from which the algorithm chooses the value function. The use of piecewise linear concave functions is motivated by intuition, theory and practice. Intuitively, concavity reflects the notion that inventory is marginally more valuable the closer one is to a stock-out. Theoretically, piecewise linear concave functions have certain structural properties that also hold for finite mixed-integer program value functions. (Whether the same properties hold in the infinite case is an open question, to our knowledge.) Practically, piecewise linear concave functions are easily embedded in the objective function of a maximization mixed-integer or linear program, with only a few additional auxiliary continuous variables. We evaluate the solutions generated by our value functions in a case study using maritime inventory routing instances inspired by the petrochemical industry.
The thesis also includes two other contributions. First, we review various data fitting optimization models related to piecewise linear concave functions, and introduce new mixed-integer programming formulations for some cases. The formulations may be of independent interest, with applications in engineering, mixed-integer non-linear programming, and other areas. Second, we study a discounted, infinite-horizon version of the canonical single-item lot-sizing problem and characterize its value function, proving that it inherits all properties of interest from its finite counterpart. We then compare its optimal policies to our algorithm's solutions as a proof of concept.
19
Fiala, Jan. "Statistical Mechanics of Farey Fraction Spin Chain Models". Fogler Library, University of Maine, 2004. http://www.library.umaine.edu/theses/pdf/FialaJ2004.pdf.
20
Derrick, Deborah Chippington. "Models, methods and algorithms for supply chain planning". Thesis, Brunel University, 2011. http://bura.brunel.ac.uk/handle/2438/6024.
Abstract (sommario):
An outline of supply chains and differences in the problem types is given. The motivation for a generic framework is discussed and explored. A conceptual model is presented along with it application to real world situations; and from this a database model is developed. A MIP and CP implementations are presented; along with alternative formulation which can be use to solve the problems. A local search solution algorithm is presented and shown to have significant benefits. Problem instances are presented which are used to validate the generic models, including a large manufacture and distribution problem. This larger problem instance is not only used to explore the implementation of the models presented, but also to explore the practically of the use of alternative formulation and solving techniques within the generic framework and the effectiveness of such methods including the neighbourhood search solving method. A stochastic dimension to the generic framework is explored, and solution techniques for this extension are explored, demonstrating the use of solution analysis to allow problem simplification and better solutions to be found. Finally the local search algorithm is applied to the larger models that arise from inclusion of scenarios, and the methods is demonstrated to be powerful for finding solutions for these large model that were insoluble using the MIP on the same hardware.
21
郭慈安 e Chi-on Michael Kwok. "Some results on higher order Markov Chain models". Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1988. http://hub.hku.hk/bib/B31208654.
22
Brown, Jay R. "Stochastic and Discrete Green Supply Chain Delivery Models". Thesis, Kent State University, 2014. http://pqdtopen.proquest.com/#viewpdf?dispub=3618916.
Abstract (sommario):
Green supply chain models and carbon emissions tracking have become increasingly prevalent in the supply chain management literature and in corporate strategies. In this dissertation, carbon emissions are integrated into cost-based freight transportation models that can be used to assist operations and supply chain managers in solving the "last mile problem". The models presented herein serve to provide the decision maker with choices on which strategy to implement depending on the strength of the management's desire to reduce carbon emissions. By comparing the optimal solutions that result from using different delivery strategies, this research provides a basis for evaluating an appropriate trade-off between transportation cost and carbon emissions.
This dissertation contributes to academia and the literature in several ways. The discrete supply chain models provide a method for decision makers to analyze and compare the lowest cost delivery option with the lowest carbon footprint option. The stochastic last mile framework that is introduced provides a method for researchers and practitioners to measure the expected carbon footprint and compare probabilistic costs, carbon emissions, delivery mileage, and delivery times in order to make decisions regarding the most appropriate delivery strategy. This framework is then applied to two different problem settings. The first involves optimizing a delivery fleet to produce the lowest total cost with carbon emissions integrated into the total cost equation. The second compares the carbon footprint resulting from last mile delivery (ecommerce retailing involving a central store delivering to end customers) to customer pick up (conventional shopping at a brick-and-mortar retail location); the break-even number of customers for carbon emissions equivalence provides a basis for companies to determine the environmental impact of last mile delivery and to determine the feasibility of last mile delivery based on objectives related to minimizing carbon emissions.
23
Groff, Jeffrey R. "Markov chain models of calcium puffs and sparks". W&M ScholarWorks, 2008. https://scholarworks.wm.edu/etd/1539623333.
Abstract (sommario):
Localized cytosolic Ca2+ elevations known as puffs and sparks are important regulators of cellular function that arise due to the cooperative activity of Ca2+-regulated inositol 1,4,5-trisphosphate receptors (IP3Rs) or ryanodine receptors (RyRs) co-localized at Ca2+ release sites on the surface of the endoplasmic reticulum or sarcoplasmic reticulum. Theoretical studies have demonstrated that the cooperative gating of a cluster of Ca2+-regulated Ca 2+ channels modeled as a continuous-time discrete-state Markov chain may result in dynamics reminiscent of Ca2+ puffs and sparks. In such simulations, individual Ca2+-release channels are coupled via a mathematical representation of the local [Ca2+] and exhibit "stochastic Ca2+ excitability" where channels open and close in a concerted fashion. This dissertation uses Markov chain models of Ca 2+ release sites to advance our understanding of the biophysics connecting the microscopic parameters of IP3R and RyR gating to the collective phenomenon of puffs and sparks.;The dynamics of puffs and sparks exhibited by release site models that include both Ca2+ coupling and nearest-neighbor allosteric coupling are studied. Allosteric interactions are included in a manner that promotes the synchronous gating of channels by stabilizing neighboring closed-closed and/or open-open channel pairs. When the strength of Ca2+-mediated channel coupling is systematically varied, simulations that include allosteric interactions often exhibit more robust Ca2+ puffs and sparks. Interestingly, the changes in puff/spark duration, inter-event interval, and frequency observed upon the random removal of allosteric couplings that stabilize closed-closed channel pairs are qualitatively different than the changes observed when open-open channel pairs, or both open-open and closed-closed channel pairs are stabilized. The validity of a computationally efficient mean-field reduction applicable to the dynamics of a cluster of Ca2+-release Ca2+ channels coupled via the local [Ca2+] and allosteric interactions is also investigated.;Markov chain models of Ca2+ release sites composed of channels that are both activated and inactivated by Ca2+ are used to clarify the role of Ca2+ inactivation in the generation and termination of puffs and sparks. It is found that when the average fraction of inactivated channels is significant, puffs and sparks are often less sensitive to variations in the number of channels at release sites and the strength of Ca2+ coupling. While excessively fast Ca2+ inactivation can preclude puffs and sparks moderately fast Ca2+ inactivation often leads to time-irreversible puff/sparks whose termination is facilitated by the recruitment of inactivated channels throughout the duration of the puff/spark event. On the other hand, Ca2+ inactivation may be an important negative feedback mechanism even when its time constant is much greater than the duration of puffs and sparks. In fact, slow Ca 2+ inactivation can lead to release sites with a substantial fraction of inactivated channels that exhibit nearly time-reversible puffs and sparks that terminate without additional recruitment of inactivated channels.
24
Brown, Jay R. "Stochastic and Discrete Green Supply Chain Delivery Models". Kent State University / OhioLINK, 2013. http://rave.ohiolink.edu/etdc/view?acc_num=kent1366635130.
25
Boubaker, Selmen. "Models for assessing and improving supply chain agility". Thesis, Université Paris-Saclay (ComUE), 2019. http://www.theses.fr/2019SACLC099.
Abstract (sommario):
Dans cette thèse, sous étudions qualitativement et quantitativement le concept de l’agilité dans les supply chains. Notre travail est réalisé avec des professionnels de la chaire supply chain de CentraleSupélec, qui regroupe quatre groupes industriels (Sanofi, Safran LVMH et Carrefour). L'agilité est modélisée en fonction de deux éléments fondamentaux, la stimulation qui affecte l'activité de la supply chain et qui doit être traitée rapidement (c'est-à-dire les situations qui nécessitent agilité SNA), et les outils et méthodes permettant de répondre à ces stimulations (c'est-à-dire les leviers d'agilité). À partir d'une étude bibliographique et d'une enquête auprès de responsables en supply chain venant de divers secteurs industriels, nous proposons deux listes de situations qui nécessitent l'agilité et des leviers d'agilité. En utilisant les deux listes, nous construisons une matrice d'agilité qui permet d'évaluer qualitativement l'agilité de la supply chain.Par ailleurs, dans le but d'évaluer quantitativement l'agilité des supply chain, nous définissons deux nouveaux indicateurs permettant d'évaluer l'agilité d'une supply chain face à une situation nécessitant l’agilité. Pour calculer ces indicateurs, nous proposons une modélisation des flux physiques et d'information de la supply chain. Ensuite, nous implémentons le modèle en utilisant le langage VBA pour simuler le mouvement des flux informationnels et physiques de la supply chain lors de l'occurrence d'une situation de besoin d'agilité. De plus, nous développons un modèle d'optimisation, implémenté à l'aide de CPLEX, qui permet d’identifier les améliorations possibles de l'agilité, en tenant compte des contraintes financières. En conclusion, nous présentons un processus d'évaluation et d'amélioration de l'agilité de la supply chain qui utilise différents outils développésThis thesis addresses the topic of supply chain agility. Our work is carried out with professionals of the Supply Chain Management Chair of Centralesupelec that includes four industrial groups (Sanofi, Safran LVMH And Carrefour). We propose qualitative and quantitative approaches allowing to evaluate and improve agility, in the context of an end-to-end supply chain. First, we identify different situations that may affect the supply chain activity and that need to be treated rapidly (i.e. situations needing agility: SNA) as well as tools and methods allowing to respond to such situations (i.e. agility levers). We end up with two lists of situations needing agility and agility levers. Using the two lists, we build an agility matrix that allows to evaluate qualitatively the agility of a supply chain. Secondly, aiming to evaluate quantitatively supply chain agility, we define two new metrics that allow to assess the agility of a supply chain facing an SNA.To calculate these metrics, we propose a supply chain model that integrates parameters related to the physical and information flows such as production and transportation capacities and lead times, frozen planning horizons, safety stocks, etc. As another contribution, we develop an optimization model, implemented using CPLEX, that optimizes supply chain agility, taking into account financial constraints. Finally, we present a process for the evaluation and improvement of supply chain agility that is based on the different tools developed. The process includes eight steps going from the identification of a critical situation needing agility, to the validation of the actions to put in place to improve the agility of the supply chain facing it. Various theoretical and real cases studies are presented in the manuscript allowing to illustrate models and tools developed in this work
26
Kwok, Chi-on Michael. "Some results on higher order Markov Chain models /". [Hong Kong] : University of Hong Kong, 1988. http://sunzi.lib.hku.hk/hkuto/record.jsp?B12432076.
27
Tome, Murilo Francisco. "Resolução do modelo leptonico de Charon". [s.n.], 1987. http://repositorio.unicamp.br/jspui/handle/REPOSIP/307450.
Abstract (sommario):
Orientador: Jose Mario MartinezDissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Matematica, Estatistica e Computação Científica
Made available in DSpace on 2018-07-15T13:01:08Z (GMT). No. of bitstreams: 1 Tome_MuriloFrancisco_M.pdf: 1185715 bytes, checksum: 3aea7add26a28f1c7c55e24d6fa590b5 (MD5) Previous issue date: 1987
Resumo: Não informado
Abstract: Not informed
Mestrado
Mestre em Matemática Aplicada
28
SILVA, THAIS ROSA DA. "A SUPPLY CHAIN MATURITY MODEL TOOL". PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2018. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=36265@1.
Abstract (sommario):
O mercado competitivo exige sistematicamente custos reduzidos e mais flexibilidade das organizações contemporâneas que, por sua vez, podem alcançar melhores resultados ao focarem no desenvolvimento de suas cadeias de suprimento. Sendo assim, os modelos de maturidade em supply chain se apresentam como aliados no processo de alavancagem das organizações. Apesar do crescente número de modelos neste campo de conhecimento, a literatura aponta para uma lacuna na criação de modelos híbridos, adaptativos e que se predispõem a medir a cadeia de suprimentos de forma ampla. A partir desta carência, o objetivo desta dissertação foi desenvolver um modelo de maturidade em gestão de cadeias de suprimentos com uma ferramenta de medição associada. Para isso, foi desenvolvida uma metodologia subdividida em três fases, abrangendo: os estudos introdutórios, a pesquisa bibliográfica e o desenvolvimento efetivo do modelo e ferramenta. O resultado desta pesquisa foi a criação do produto tecnológico, com registro no Instituto Nacional da Propriedade Industrial (INPI), Supply Chain Management Maturity Model (SCM3). SCM3 é um modelo de caráter interdisciplinar, multidimensional e composto por 6 dimensões de aplicação: gestão de fornecedores, gestão da operação e clientes, gestão das atividades logísticas, recursos humanos, sistemas tecnológicos e sistema de medição de performance. O SCM3 utiliza o conceito de pontos chave de transição para mudança de nível de maturidade, o que confere maior pragmatismo ao modelo. A operacionalização deste modelo exigiu também o desenvolvimento de um método de apoio às organizações para sua implantação. O protótipo de ferramenta computacional associada ao SCM3 gera resultados compatíveis e comparáveis, reunindo 153 questões e 5 funcionalidades. A etapa de validação do modelo contou com a participação de especialista tanto do mercado, quanto da academia, que avaliaram aspectos inerentes à interface, conteúdo, encadeamento lógico, viabilidade e aceitabilidade do modelo. O modelo foi aplicado em ambiente organizacional em duas grandes empresas, líderes do setor de telecomunicações brasileiro, contando com a participação da camada gerencial das companhias. A aplicação se demonstrou relevante para organizações e acadêmicos, sendo capaz de realizar inúmeras análises para organizações alavancarem suas cadeias e apoiar estudo futuros de benchmarking em maturidade em supply chain.The competitive marketplace systematically demands reduced costs and more flexibility from contemporary organizations which, in turn, can achieve better results by focusing on the development of their supply chains. Thus, supply chain maturity models present themselves as allies in the leverage process of organizations. Despite the increasing number of models in this field of knowledge, the literature points to a gap in the creation of hybrid, adaptive models that are predisposed to measure the supply chain in a broad way. From this gap, the objective of this dissertation was to develop a maturity model in supply chain management with an associated measurement tool. For this, a methodology was developed subdivided in three phases, covering: the introductory studies, the bibliographical research and the effective development of the model and tool. The result of this research was the creation of the technological product, with registration in the National Institute of Industrial Property (INPI), Supply Chain Management Maturity Model (SCM3). SCM3 is interdisciplinary, multidimensional and composed of 6 application dimensions: supplier management, operation and customer management, logistic activities management, human resources, technological systems and performance measurement system. The SCM3 uses the concept of turning points to change maturity level, which confers greater pragmatism to the model. The operationalization of this model also required the development of a method to support organizations for the implementation. The computational tool prototype associated to SCM3 generates compatible and comparable results, gathering 153 questions and 5 functionalities. The validation stage of the model was attended by specialists from both the market and academy, who evaluated aspects inherent to the interface, content, logical linkage, viability and acceptability of the model. The model was applied in an organizational environment in two large companies, leaders of the Brazilian telecommunications sector, counting with the participation of the managerial layer of the companies. The application has proved to be relevant for organizations and academics, being able to perform numerous analyzes for organizations to leverage their chains and support future benchmarking studies in supply chain maturity.
29
Maura, Alessandro <1994>. "Circular business model and supply chain". Master's Degree Thesis, Università Ca' Foscari Venezia, 2020. http://hdl.handle.net/10579/16603.
Abstract (sommario):
La ricerca approfondisce le tematiche dello Strategy Innovation Workshop, evento tenutosi presso il Campus di San Giobbe in data 11 giugno 2019, inerenti all’economia circolare. Viene analizzato l’impatto dell’economia circolare sui modelli di business tradizionali, mettendo in evidenza, in particolar modo, le opportunità che si celano dietro all’applicazione di soluzioni sostenibili per lo sviluppo di nuovi prodotti e processi interrogandosi su quali effetti abbiano le azioni dell’impresa sull’ambiente e, più in generale, sulla società. La tesi è così strutturata in capitoli:
I - introduzione sull’innovazione strategica e su come questo processo porti a ridisegnare il modello di business delle imprese. Descrizione del framework sviluppato per il ridisegno dei modelli di business e dei building block di cui lo stesso si compone.
II - Viene spiegato cosa è e perché l’economia circolare può rappresentare un driver di sostenibilità ambientale e contemporaneamente di innovazione strategica per le imprese. Vengono esposte le strategie e le tecnologie abilitanti l’economia circolare che risultano dalla letteratura scientifica.
III - si definisce quale sia la proposta di valore dei modelli di business circolari e le best practices facilitanti la transizione da un modello lineare a uno circolare anche attraverso la descrizione di casi studio.
IV - sono riportati gli impatti dell’economia circolare sul ridisegno delle filiere produttive riportando casi studio specifici inerenti al tema.
30
Nilsson, Oscar. "On Stochastic Volatility Models as an Alternative to GARCH Type Models". Thesis, Uppsala universitet, Statistiska institutionen, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-297173.
Abstract (sommario):
For the purpose of modelling and prediction of volatility, the family of Stochastic Volatility (SV) models is an alternative to the extensively used ARCH type models. SV models differ in their assumption that volatility itself follows a latent stochastic process. This reformulation of the volatility process makes however model estimation distinctly more complicated for the SV type models, which in this paper is conducted through Markov Chain Monte Carlo methods. The aim of this paper is to assess the standard SV model and the SV model assuming t-distributed errors and compare the results with their corresponding GARCH(1,1) counterpart. The data examined cover daily closing prices of the Swedish stock index OMXS30 for the period 2010-01-05 to 2016- 03-02. The evaluation show that both SV models outperform the two GARCH(1,1) models, where the SV model with assumed t-distributed error distribution give the smallest forecast errors.
31
Beraún, Caballero Alvaro Manuel. "Las prácticas de las cadenas de suministro de las empresas productoras de uva en Ica y su relación con las exportaciones al mercado de Estados Unidos durante el periodo 2012 al 2018". Bachelor's thesis, Universidad Peruana de Ciencias Aplicadas (UPC), 2020. http://hdl.handle.net/10757/652905.
Abstract (sommario):
Key words: [Supply chain, Correlation, Exports, SCOR Model]El presente estudio tiene como objetivo principal encontrar la relación entre las etapas integradas de las empresas productoras de uva situadas en Ica y las exportaciones hacia Estados Unidos. El primer capítulo muestra el producto a analizar relacionado al ámbito internacional. Posteriormente, muestra investigaciones previas basadas en estudios referentes al impacto de las prácticas integradas de la cadena de suministro en diferentes organizaciones. Asimismo, presenta bases teóricas acerca de la cadena de suministro, teorías de exportación y de comercio internacional. En el segundo capítulo, se ha desarrollado el plan de investigación, donde presentaremos el problema a tratar, junto con los objetivos e hipótesis de la investigación, además de incluir la situación de la problemática donde tocaremos más a fondo la importancia del presente estudio. El tercer capítulo presenta el enfoque de la investigación a desarrollar, en este caso cuantitativo, asimismo el diseño no experimental de tipo transversal o transaccional correlacional. En el desarrollo de la investigación, el capítulo cuatro, se procesa la información proveniente de las encuestas, para validar las variables utilizadas. Finalmente, en el quinto y último capítulo, se ha de presentar el análisis de los resultados del estudio los cuales señalan las variables más influyentes en las exportaciones según los expertos del sector. El principal hallazgo de esta investigación refiere que de todas las prácticas que forman parte integral de la cadena de suministros de las 30 empresas analizadas, solo aquellas relacionadas con la planificación de ventas y operaciones si tienen relación con sus exportaciones de uva fresca a los Estados Unidos durante el periodo 2012 a 2018.
The present study has as main object to find the relationship between the integrated phases of the grape producing companies located in Ica and the exportations to the United States. The first chapter shows the product to be analyzed related to the international arena. Subsequently, it shows previous research based on studies regarding the impact of integrated supply chain practices in different organizations. It also presents theoretical bases about the supply chain, export theories and international trade. In the second chapter, the research plan has been developed, where we will present the problem to be addressed, together with the research objectives and hypotheses, in addition to including the situation of the problem where we will touch more fully on the importance of the present study. The third chapter presents the research approach to be developed, in this quantitative case, as well as the descriptive and correlational non-experimental cross-sectional or transactional design, by collecting forms to carry out a factor analysis. In the development of the investigation, chapter four, the information from the surveys is processed, to validate the variables used. Finally, in the fifth and last chapter, the analysis of the results of the study must be presented, which indicate the most influential variables in exports according to industry experts. The most important finding of this research concludes that of all the practices that are an integral part of the supply chain of the 30 companies analyzed, only those related to sales and operations planning are related to their fresh grape exports to the United States during the period 2012 to 2018.
Tesis
32
Yenice-Ay, Berna. "Green supply chain modeling for multinational companies". Diss., Georgia Institute of Technology, 2002. http://hdl.handle.net/1853/20790.
33
Calder, Brian. "Bayesian spatial models for SONAR image interpretation". Thesis, Heriot-Watt University, 1997. http://hdl.handle.net/10399/1249.
Abstract (sommario):
This thesis is concerned with the utilisation of spatial information in processing of high-frequency sidescan SONAR imagery, and particularly in how such information can be used in developing techniques to assist in mapping functions. Survey applications aim to generate maps of the seabed, but are time consuming and expensive; automatic processing is required to improve efficiency. Current techniques have had some success, but utilise little of the available spatial information. Previously, inclusion of such knowledge was prohibitively expensive; recent improvements in numerical simulations techniques has reduced the costs involved. This thesis attempts to exploit these improvements into a method for including spatial information in SONAR processing and in general to image and signal analysis. Bayesian techniques for inclusion of prior knowledge and structuring complex problems are developed and applied to problems of texture segmentation, object detection and parameter extraction. It is shown through experiments on groundtruth and real datasets that the inclusion of spatial context can be very effective in improving poor techniques or, conversely in allowing simpler techniques to be used with the same objective outcome (with obvious computational advantages). The thesis also considers some of the implementation problems with the techniques used, and develops simple modifications to improve common algorithms.
34
Gardiner, Michael William. "Local government marketing model". University of Southern Queensland, Faculty of Business, 2005. http://eprints.usq.edu.au/archive/00001428/.
Abstract (sommario):
Local government is one of three tiers of government that operate in Australia. This research investigates how marketing can be applied to local government in a holistic manner. To achieve this goal, theory needed to be reviewed and developed with one particular outcome being a model outlining the components of the marketing environments that need understanding prior to the application of marketing practice. Local government was selected as the context of this study as much is written about the marketing of not-for-profit, social and public sector organisations but the literature on the integration of these practices in a holistic approach for local government is very limited. Further local government has a major economic impact on the viability and longevity of many rural and semi-rural areas of Australia. Equally in the metropolitan areas, local government accounts for a considerable proportion of the employment and impact on growth and development of these regions. Traditional marketing theory has been found wanting in the local government area, as traditional marketing practices is being applied in a piecemeal approach. This practice has caused local governments to have conflicting messages and product offerings to the community. However the review of marketing derivatives theory shows that no one derivative addressed the scope of products and activities managed by local government. Reviewing these derivatives show that marketing core concepts are relevant to local government, but the complexity lies in the application of marketing where the components of added complexity were derived from the organisational focus, structure and target market definitions. The theoretical process to develop this understanding of local government marketing and to develop a proposed model for the application of local government marketing was derived from the literature relating to the core traditional marketing concepts and the marketing derivatives of public, not-for-profit and social marketing. This review of the literature aided in defining the complexities of local government marketing and helped found the preliminary local government marketing model. With the use of case analysis three local government cases were explored. The first case, a metropolitan local government, used convergent interviewing to determine the factors relevant to the development of the holistic local government marketing model. Confirmatory case analysis was used for the remaining two cases, one semirural and one rural, to refine the developing model. Ultimately, the model was confirmed in principle but minor changes were required to make the model robust across the three cases. From a theoretical perspective the research identified that the marketing derivatives used in the development of the local government marketing model were relevant and further sets local government apart from but integrated with the three derivatives studied. From a practical perspective the development of the local government marketing model goes some way to developing practices that are coordinated and integrated across the local government organisation, thus providing local government with the advantages of having an integrated local government marketing approach.
35
Spracklin, Christopher John. "Model char studies on nitrogen release during coal char combustion". Thesis, University of Newcastle Upon Tyne, 1999. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.297655.
36
Banisch, Sven [Verfasser]. "Markov chain aggregation for agent-based models / Sven Banisch". Bielefeld : Universitätsbibliothek Bielefeld, 2014. http://d-nb.info/1057957089/34.
37
Fung, Siu-leung, e 馮紹樑. "Higher-order Markov chain models for categorical data sequences". Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2003. http://hub.hku.hk/bib/B26666224.
38
Zhu, Dongmei, e 朱冬梅. "Construction of non-standard Markov chain models with applications". Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2014. http://hdl.handle.net/10722/202358.
Abstract (sommario):
In this thesis, the properties of some non-standard Markov chain models and their corresponding parameter estimation methods are investigated. Several practical applications and extensions are also discussed.
The estimation of model parameters plays a key role in the real-world applications of Markov chain models. Some widely used estimation methods for Markov chain models are based on the existence of stationary vectors. In this thesis, some weaker sufficient conditions for the existence of stationary vectors for highorder Markov chain models, multivariate Markov chain models and high-order multivariate Markov chain models are proposed. Furthermore, for multivariate Markov chain models, a new estimation method based on minimizing the prediction error is proposed. Numerical experiments are conducted to demonstrate the efficiency of the proposed estimation methods with an application in demand prediction.
Hidden Markov Model (HMM) is a bivariate stochastic process such that one of the process is hidden and the other is observable. The distribution of observable sequence depends on the hidden sequence. In a traditional HMM, the hidden states directly affect the observable states but not vice versa. However, in reality, observable sequence may also have effect on the hidden sequence. For this reason, the concept of Interactive Hidden Markov Model (IHMM) is introduced, whose key idea is that the transitions of the hidden states depend on the observable states too. In this thesis, efforts are devoted in building a highorder IHMM where the probability laws governing both observable and hidden states can be written as a pair of high-order stochastic difference equations. We also propose a new model by capturing the effect of observable sequence on the hidden sequence through using the threshold principle. In this case, reference probability methods are adopted in estimating the optimal model parameters, while for unknown threshold parameter, Akaike Information Criterion (AIC) is used. We explore asset allocation problems from both domestic and foreign perspective where asset price dynamics follows autoregressive HMM. The object of an investor is not only to maximize the expected utility of the terminal wealth, but also to ensure that the risk of the portfolio described by the Value-at-Risk (VaR) does not exceed a specified level.
In many decision processes, fuzziness is a major source of imprecision. As a perception of usual Markov chains, the definition of fuzzy Markov chains is introduced. Compared to traditional Markov chain models, fuzzy Markov chains are relatively new and many properties of them are still unknown. Due to the potential applications of fuzzy Markov chains, we provide some characterizations to ensure the ergodicity of these chains under both max-min and max-product compositions.published_or_final_version
Mathematics
Doctoral
Doctor of Philosophy
39
Zaretsky, M. (Marina). "Essays on variational inequalities and competitive supply chain models". Thesis, Massachusetts Institute of Technology, 2004. http://hdl.handle.net/1721.1/28859.
Abstract (sommario):
Thesis (Ph. D.)--Massachusetts Institute of Technology, Sloan School of Management, Operations Research Center, 2004.Includes bibliographical references (p. 103-107).
In the first part of the thesis we combine ideas from cutting plane and interior point methods to solve variational inequality problems efficiently. In particular, we introduce "smarter" cuts into two general methods for solving these problems. These cuts utilize second order information on the problem through the use of a gap function. We establish convergence results for both methods, as well as complexity results for one of the methods. Finally, we compare the performance of an approach that combines affine scaling and cutting plane methods with other methods for solving variational inequalities. The second part of the thesis considers a supply chain setting where several capacitated suppliers compete for orders from a single retailer in a multi-period environment. At each period the retailer places orders to the suppliers in response to the prices and capacities they announce. Our model allows the retailer to carry inventory. Furthermore, suppliers can expand their capacity at an additional cost; the retailer faces exogenous, price-dependent, stochastic demand. We analyze discrete as well as continuous time versions of the model: (i) we illustrate the existence of equilibrium policies; (ii) we characterize the structure of these policies; (iii) we consider coordination mechanisms; and (iv) we present some computational results. We also consider a modified model that uses option contracts and finally present some extensions.
by Marina Zaretsky.
Ph.D.
40
DeRemigio, Hilary. "Markov chain models of instantaneously coupled intracellular calcium channels". W&M ScholarWorks, 2008. https://scholarworks.wm.edu/etd/1539623334.
Abstract (sommario):
Localized calcium elevations known as calcium puffs or sparks are cellular signals arising from cooperative activity of clusters of inositol 1,4,5-trisphosphate receptors (IP3Rs) or ryanodine receptors (RyRs) located at calcium release sites on the endoplasmic or sarcoplasmic reticulum membrane. When Markov chain models of these intracellular calcium-regulated calcium channels are coupled via a mathematical representation of the calcium microdomain, simulated calcium release sites may exhibit the phenomenon of "stochastic calcium excitability" where the IP3Rs or RyRs open and close in a concerted fashion. Although the biophysical theory relating the kinetics of single channels to the collective phenomena of puffs and sparks is only beginning to be developed, Markov chain models of coupled intracellular channels give insight into the dynamics of calcium puffs and sparks.;Interestingly, under some conditions simulated puffs and sparks can be observed even when the single channel model used does not include slow calcium inactivation or any long-lived closed state. In this case termination of the localized calcium elevation occurs when all of the intracellular channels at a release site simultaneously close through a process called stochastic attrition. This dissertation investigates the statistical properties of stochastic attrition viewed as an absorption time on a terminating Markov chain that represents a calcium release site composed of two-state channels that are activated by calcium. Assuming that the local calcium concentration experienced by a channel depends only on the number of open channels at the calcium release site, the probability distribution function for the time until stochastic attrition occurs is derived and an analytical formula for the expectation of this random variable is presented. Also explored is how the contribution of stochastic attrition to the termination of calcium puffs and sparks depends on the number of channels at a release site, the source amplitude of the channels, the background calcium concentration, channel kinetics, and the cooperativity of calcium binding.;This dissertation also studies whether single channel models with calcium inactivation are less sensitive to the details of release site ultrastructure than models that lack a slow calcium-inactivation process. Release site dynamics obtained from simulated calcium release sites composed of instantaneously coupled calcium-regulated calcium channels whose random spatial locations were chosen from a uniform distribution on a disc of specified radius are compared to simulations with channels arranged on hexagonal lattices. Analysis of puff/spark statistics confirms that puffs and sparks are less sensitive to the spatial organization of release sites when the single channel model includes a slow inactivation process. The validity of several different mean-field reductions that do not explicitly account for the details of release site ultrastructure is also investigated.;Calcium release site models are stochastic automata networks that involve many functional transitions, that is, the transition probabilities of each channel depend on the local calcium concentration and thus the state of the other channels. A Kronecker structured representation for calcium release site models is presented and benchmark stationary distribution calculations using both exact and approximate iterative numerical solution techniques that leverage this structure are performed. When it is possible to obtain an exact solution, response measures such as the number of channels in a particular state converge more quickly using the iterative numerical methods than occupation measures calculated via Monte Carlo simulation. When an exact solution is not feasible, iterative approximate methods based on the Power method may be used, with performance similar to Monte Carlo estimates.
41
Huang, Wei. "Optimization models for sourcing decisions in supply chain management". [Gainesville, Fla.] : University of Florida, 2004. http://purl.fcla.edu/fcla/etd/UFE0006605.
42
Drton, Mathias. "Maximum likelihood estimation in Gaussian AMP chain graph models and Gaussian ancestral graph models /". Thesis, Connect to this title online; UW restricted, 2004. http://hdl.handle.net/1773/8952.
43
Chan, Hing-kai, e 陳慶佳. "Impacts of flexibility in delivery quantity and due date on supply chain dynamics". Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2006. http://hub.hku.hk/bib/B3857651X.
44
Browne, William J. "Applying MCMC methods to multi-level models". Thesis, University of Bath, 1998. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.268210.
45
Kuhn, Leandro Daniel. "Abordagem estratégica de um modelo integrado de gestão de supply chain e contribuições do modelo Scor". Universidade do Vale do Rio dos Sinos, 2015. http://www.repositorio.jesuita.org.br/handle/UNISINOS/3792.
Abstract (sommario):
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Nos últimos anos tem crescido o nível de importância atribuída aos processos sob a responsabilidade do Supply Chain. Para muitas empresas o Supply Chain tem se tornado um fator crítico para ganhar vantagem competitiva nos mercados e um relevante alvo para a estratégia. Esta dissertação de mestrado teve por objetivo identificar a proposição estratégica e o delineamento da estrutura de processos utilizados na condução de um modelo integrado de gestão de Supply Chain e analisar as contribuições do modelo SCOR ao contexto da empresa estudada. A estratégia de pesquisa utilizada foi o estudo de caso de caráter exploratório em uma empresa que oportunizasse a geração de evidências a partir de seu modelo de gestão. Inicialmente foi realizada a pesquisa documental, a fim de identificar o contexto organizacional, elencando os eventos ocorridos, a organização dos processos que suportam o modelo integrado de gestão, e a motivação organizacional e estratégica que levaram à criação da função do Supply Chain. Através da análise de conteúdo em categorias que abordavam temas como estratégia, desempenho e modelo integrado de Supply Chain, identificou-se o alinhamento entre as estratégias e iniciativas do Supply Chain, as proposições de desempenho e o conceito de criação de valor do negócio, e o realinhamento da estrutura funcional num conceito integrado de processos suportados por práticas e uma visão estendida de atuação. Tendo como base a pesquisa documental e análise de conteúdo, foram recomendadas contribuições com base no SCOR ao modelo atual de gestão de Supply Chain da empresa estudada, visando colaborar na evolução do modelo integrado atual de gestão do Supply Chain. A utilização do SCOR para análise das operações de Supply Chain e modelo integrado de gestão se justifica por entender que não seria possível realizar os posicionamentos e contribuições acerca das operações do Supply Chain sem a utilização de um modelo conceitual e de processos como referência. Com o estudo de caso realizado foi possível identificar que o Supply Chain passou a ser visto de forma estratégica quando ocorreu o alinhamento da gestão do Supply Chain com os objetivos do negócio e a partir da definição do Supply Chain como uma competência essencial à competitividade da empresa, desenvolvendo uma organização de processos e estrutura que suportasse a estratégia proposta.
The level of importance given to processes under Supply Chain responsibility has increased in the last few years. For many companies the Supply Chain has become a critical factor when it comes to achieving competitive advantage in the markets and a rather relevant target for strategy. This master’s dissertation had the objective to identify the strategy proposition and the outline of the structure of processes used to build a Supply Chain integrated model of management as well as to analyze the contributions of the SCOR model towards the context of the researched company. The research strategy used herewith was an exploratory case study within a company that would provide the means for evidence from its management model. A documentary research was firstly carried out so as to identify the organizational context, listing the events that took place, the organization of the processes that support the integrated management model and the organizational and strategic motivation that led to the setup of the Supply Chain footprint. It was possible to identify the strategies and Supply Chain initiatives alignment through the analysis of content in categories that covered issues such as strategy, performance and integrated supply chain model, performance propositions and the concept of business value, and the realignment of the functional structure within an integrated concept of processes supported by practices and an extended vision of performance. Based on the documentary research and content analysis some contributions were recommended having the SCOR model applied to the current supply chain management model of the company analyzed, with the intention of collaborating with the improvement of the current integrated supply chain management model. The SCOR model analysis of Supply Chain operations and integrated management model is justified because it would not be possible to defend a position and offer contributions to Supply Chain operations without using a conceptual model or processes as reference. This case study allowed for the observation that Supply Chain started to be viewed in a strategic way when the Supply Chain management and business objectives alignment took place and from the definition of Supply Chain as an essential competence to the company’s market competition, developing an organization of processes and structure to support the proposed strategy.
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Chakraborty, Promita. "A Computational Framework for Interacting with Physical Molecular Models of the Polypeptide Chain". Diss., Virginia Tech, 2014. http://hdl.handle.net/10919/47932.
Abstract (sommario):
Although nonflexible, scaled molecular models like Pauling-Corey's and its descendants have made significant contributions in structural biology research and pedagogy, recent technical advances in 3D printing and electronics make it possible to go one step further in designing physical models of biomacromolecules: to make them conformationally dynamic. We report the design, construction, and validation of a flexible, scaled, physical model of the polypeptide chain, which accurately reproduces the bond rotational degrees-of-freedom in the peptide backbone. The coarse-grained backbone model consists of repeating amide and alpha-carbon units, connected by mechanical bonds (corresponding to phi and psi angles) that include realistic barriers to rotation that closely approximate those found at the molecular scale. Longer-range hydrogen-bonding interactions are also incorporated, allowing the chain to easily fold into stable secondary structures.
This physical model can serve as the basis for linking tangible bio-macromolecular models directly to the vast array of existing computational tools to provide an enhanced and interactive human-computer interface. We have explored the boundaries of this direction at the interface of computational tools and physical models of biological macromolecules at the nano-scale. Using a CAD-biocomputational framework, we have provided a methodology to design and build physical protein models focusing on shape and dynamics. We have also developed a workflow and an interface implemented for such bio-modeling tools. This physical-digital interface paradigm, at the intersection of native state proteins (P), computational models (C) and physical models (P), provides new opportunities for building an interactive computational modeling tool for protein folding and drug design. Furthermore, this model is easily constructed with readily obtainable parts and promises to be a tremendous educational aid to the intuitive understanding of chain folding as the basis for macromolecular structure.Ph. D.
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Su, Wei, e 蘇薇. "Partner selection and production-distribution planning for the design of optimal supply chain networks". Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2008. http://hub.hku.hk/bib/B41757853.
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Gomes, Pedro Joel Costa. "Development of an Evaluation Model for Reverse Supply Chain Business Models". Dissertação, 2015. http://hdl.handle.net/10216/78418.
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Gomes, Pedro Joel Costa. "Development of an Evaluation Model for Reverse Supply Chain Business Models". Master's thesis, 2015. https://repositorio-aberto.up.pt/handle/10216/89778.
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Cairoli, Louis Henry. "Chain binomial epidemic models". 1988. http://hdl.handle.net/2097/23889.