Search results for "Operations Research"
showing 10 items of 1297 documents
Dynamic error-components models with autocorrelated disturbances : a brief survey
1997
Studying dynamic error component models with autocorrelated disturbances has started very recently in econometrics analysis of panel data. There is no article or book which tackles this topic exhaustively. In this study, a brief survey of these models is presented. The within, between, OLS, GLS, maximum likelihood and instrumental variable estimators are especially analysed, and the particular characteristics of these models are underlined each time.
Do commodity assets hedge uncertainties? What we learn from the recent turbulence period?
2022
AbstractThis study analyses the impact of different uncertainties on commodity markets to assess commodity markets' hedging or safe-haven properties. Using time-varying dynamic conditional correlation and wavelet-based Quantile-on-Quantile regression models, our findings show that, both before and during the COVID-19 crisis, soybeans and clean energy stocks offer strong safe-haven opportunities against cryptocurrency price uncertainty and geopolitical risks (GPR). Soybean markets weakly hedge cryptocurrency policy uncertainty, US economic policy uncertainty, and crude oil volatility. In addition, GSCI commodity and crude oil also offer a weak safe-haven property against cryptocurrency uncer…
Externalities and article citations: experience of a national public health journal (Gaceta Sanitaria)
2016
Purpose: The purpose of the study was to analyze the determinants of citations such as publication year, article type, article topic, article selected for a press release, number of articles previously published by the corresponding author, and publication language in a Spanish journal of public health. Methods: Observational study including all articles published in Gaceta Sanitaria during 2007-2011. We retrieved the number of citations from the ISI Web of Knowledge database in June 2013 and also information on other variables such as number of articles published by the corresponding author in the previous 5 years (searched through PubMed), selection for a press release, publication langua…
Autoencoders and Recurrent Neural Networks Based Algorithm for Prognosis of Bearing Life
2018
Bearings are one of the most critical components in electric motors, gearboxes and wind turbines. Therefore, bearing fault detection and prognosis of remaining useful life are important to prevent productivity losses. In this study, a novel method is proposed for prognosis of bearing life using an autoencoder and recurrent neural networks-based prediction algorithm. Promising results have been obtained from the experimental data. A monotonic upward trend of the produced health indicator is obtained for all test cases, being one of critical indicators of a proper prognosis. The remaining useful life estimation is moderately accurate under a limited data.
A Lagrangian Decomposition Approach to Solve Large Scale Multi-Sector Energy System Optimization Problems
2020
We consider the capacity and operations planning of a European energy supply system with a high share of renewable energy. Our model includes the energy sectors electricity, heat, and transportation and it considers numerous types of consumers and power generation, storage, and transformation technologies, which participate in these energy sectors. Given time series for the regional demands in each sector and the potential renewable production, the goal is to simultaneously optimize the strategic dimensioning and the hourly operation of all components in the system such that the overall costs are minimized.
Viral marketing through e-mail: the link company-consumer
2013
Purpose – The purpose of this paper is to identify the antecedents that may determine the opening of e-mails from companies that endeavour to promote their products, and what may motivate individuals to forward such messages to others. Design/methodology/approach – The paper presents exploratory research to approach the nature of the viral process and descriptive research for testing the proposed hypotheses. Findings – The opening of an e-mail is determined by the value that an individual may perceive that the message might contain. Forwarding of the message is determined by its opening, and by the individual's perception about the value of the message it may provide to others, besides the…
Insights from a Simulation Model of Disaster Response: Generalization and Action Points
2016
In a prior paper we presented a system dynamics model that simulates responder behavior in a Norwegian landslide. The model shows how a set of vicious feedback loops caused by following standard organizational procedures that do not fit the disaster situation initially increases errors in response. Eventually learning and sensemaking in an improvisation/experimentation process leads to new emergent dynamics whereby the loops act virtuously. In this paper we aim to generalize this initial study by explaining in more detail how the model can describe large scale disaster responses of different types and how it relates to the wider disaster response literature. We discuss what types of levers,…
Ant colony optimisation for planning safe escape routes
2013
Published version of a chapter from the volume: Recent Trends in Applied Artificial Intelligence. Also available on SpringerLink: http://dx.doi.org/10.1007/978-3-642-38577-3_6 An emergency requiring evacuation is a chaotic event filled with uncertainties both for the people affected and rescuers. The evacuees are often left to themselves for navigation to the escape area. The chaotic situation increases when a predefined escape route is blocked by a hazard, and there is a need to re-think which escape route is safest. This paper addresses automatically finding the safest escape route in emergency situations in large buildings or ships with imperfect knowledge of the hazards. The proposed so…
The exploratory factor analysis of items: guided analysis based on empirical data and software
2017
El objetivo del presente trabajo es ilustrar cómo la aplicación adecuada o inadecuada del análisis factorial exploratorio (AFE) puede llevar a conclusiones muy diferentes. Para ello se evalúa el grado en que cuatro paquetes estadísticos diferentes que permiten realizar AFE de ítems, en concreto SPSS, FACTOR, PRELIS y MPlus, permiten o limitan la aplica- ción de los estándares actualmente recomendados en materia de análisis factorial. Asimismo se analizan y comparan los resultados que ofrecen di- chos programas cuando se factorizan datos empíricos de escalas que ajus- tan, según el caso, de manera inadecuada, ambigua u óptima a los supuestos del modelo AFE lineal clásico, a través de las dis…
A Bayesian network model for evacuation time analysis during a ship fire
2013
We present an evacuation model for ships while a fire happens onboard. The model is designed by utilizing Bayesian networks (BN) and then simulated in GeNIe software. In our proposed model, the most important factors that have significant influence on a rescue process and evacuation time are identified and analyzed. By applying the probability distribution of the considered factors collected from the literature including IMO, real empirical data and practical experiences, the trend of the rescue process and evacuation time can be evaluated and predicted using the proposed model. The results of this paper help understanding about possible consequences of influential factors on the security o…