QUASI‐LIKELIHOOD INFERENCE FOR NEGATIVE BINOMIAL TIME SERIES MODELS

We study inference and diagnostics for count time series regression models that include a feedback mechanism. In particular, we are interested in negative binomial processes for count time series. We study probabilistic properties and quasi‐likelihood estimation for this class of processes. We show that the resulting estimators are consistent and asymptotically normally distributed. These facts enable us to construct probability integral transformation plots for assessing any assumed distributional assumptions. The key observation in developing the theory is a mean parameterized form of the negative binomial distribution. For transactions data, it is seen that the negative binomial distribution offers a better fit than the Poisson distribution. This is an immediate consequence of the fact that transactions can be represented as a collection of individual activities that correspond to different trading strategies.     

如何实现广义成本管控

广义成本管控是一项跨学科、跨层次、跨领域的开放、延伸、交融的全新成本管控的系统工程;仅局限于人力资源、物力资源和费用开支进行有效控制,仅关注于作业流程、关键设备、消耗指标进行节点管理,仅拘泥于捡芝麻、抱西瓜的思想认知的逐步提高,均不适应高度市场化经济条件下成本管理的新格局。成本管控除了要对可控制、可量化目标进行有效控制外,还要就企业管理全过程所产生的边际成本、机会成本、风险成本以及其他无形成本进行监控,从而形成一种跳出为抓成本而抓成本的新思路;其旨在强调对企业生产经营的各个方面,各个环节以及各个阶段的所有成本进行高效控制,从而形成全员、全方位、宽领域管控成本的理念。     

The proper generalized decomposition for the simulation of delamination using cohesive zone model

The use of cohesive zone models is an efficient way to treat the damage especially when the crack path is known a priori. It is the case in the modeling of delamination in composite laminates. However, the simulations using cohesive zone models are expensive in a computational point of view. When using implicit time integration or when solving static problems, the non‐linearity related to the cohesive model requires many iteration before reaching convergence. In explicit approaches, an important number of iterations are also needed because of the time step stability condition. In this article, a new approach based on a separated representation of the solution is proposed. The proper generalized decomposition is used to build the solution. This technique coupled with a cohesive zone model allows a significant reduction of the computational cost. The results approximated with the proper generalized decomposition are very close the ones obtained using the classical finite element approach. Copyright © 2014 John Wiley & Sons, Ltd.     

Transient responses of generalized magnetothermoelasto-diffusive problems with rotation using Laplace transform–finite element method

This article is mainly devoted to the transient response analysis of generalized magnetothermoelasto-diffusive problems with rotation in the context of the generalized thermoelastic diffusion theory. Due to the complexity of governing equations, Laplace transform–finite element method is applied to solve them. As a numerical example, a thermally and electrically conducting rotating half-space whose surface is subjected to a zonal time-dependent thermal and chemical shock is investigated. The transient responses, i.e., dimensionless temperature, chemical potential, displacement as well as stresses, are obtained and illustrated graphically. The parametric studies are performed to evaluate the rotation effect on the transient magnetothermoelasto-diffusive responses.     

On optimality and duality for multiple-objective optimization under generalized type I univexity

In this paper, we deal with the multiple-objective optimization problems, considering an improved definition of generalized type I univex function. Some optimality conditions as well as some duality relations are established.     

Interior point gradient algorithm for totally nonnegative least-squares problems in inequality sense

In this paper we study a scaled interior-point gradient algorithm for totally nonnegative least-squares problems in the inequality sense. The global convergence of the algorithm is established. Finally, extensive computational comparison with the so-called generalized Newton algorithm is given showing the superior performance of the gradient-based algorithm.     

Analytical modeling of Transmission Control Protocol NewReno using Generalized Stochastic Petri Nets

This paper presents a novel analytical model of Transmission Control Protocol (TCP) using a generalized stochastic Petri net (GSPN). Extensive simulation work has been done for the performance evaluation of TCP NewReno protocol. In view of the limitations of the simulation technique, we present an analytical approach using GSPN. A GSPN is a useful mathematical tool that solves continuous time Markov chains for complex systems and evaluates the stationary behavior. In this paper, we analyze the slow‐but‐steady variant of TCP NewReno. The model captures the behavioral aspects of the slow start and the congestion avoidance phase together with the fast retransmit and recovery capabilities of TCP NewReno. Performance metrics such as throughput, goodput, and task completion time of the system are obtained. The effect of variation in the model parameters on the performance is studied. The results are validated using the network simulator, and their accuracy is verified by evaluating the confidence interval. The performance of the proposed model is compared with that of TCP Reno. The performance of the proposed model is also compared with one of the previous models. The numerical illustrations and comparison of the proposed technique with simulation validates the accuracy, efficiency, and competence of the GSPN technique. While GSPN modeling for TCP is investigated in depth for the TCP NewReno and TCP Reno variant in this paper, other protocols could be also analyzed similarly. Copyright © 2013 John Wiley & Sons, Ltd.     

The social implications of casual online gaming: Examining the effects of competitive setting and performance outcome on player perceptions

The theory of bounded generalized reciprocity has recently been applied to the study of video games, particularly those that offer cooperative and competitive settings. Emphasizing casual online gameplay, this study investigates how individuals respond to manipulated performance feedback in either a competitive or cooperative game play setting. An interaction between competitive setting and performance feedback was detected on measures of interpersonal liking and perceived competence. Specifically, perceptions of partners and competitors were relatively favorable in the cooperation/success and competition/failure conditions, respectively. On the other hand, participants rated their partners and competitors less favorably during cooperative failure and competitive success, possibly reflecting a unique self-serving bias. The results also suggest that individuals in a cooperative setting experience greater enjoyment than those in a competitive setting. The effectiveness of the two manipulations in this study may also have important implications for the design of serious or educational games, which often have the goal of strategically motivating players in an attempt to promote desired outcomes.     

Parameter estimation with variable sampling time via generalized block pulse functions

Abstract

Parameter estimation with variable sampling time is developed in this paper, using a continuous model. The input‐output variables are approximated by using generalized block pulse series expansion. A method of determining the sampling interval is proposed. The algorithm depends on the variations of the input and output variables. Parameter estimation is carried out by using a least‐squares estimation with exponential data weighting. Two examples are presented to demonstrate that the method exhibits satisfactory results.     

Reliability simulation of solar concentrator receiver

The reliability of solar concentrator is investigated using finite element (FE) modelling. An FE model of the receiver absorber is built and simulated using latin hypercube sampling. A transient thermal structural simulation is conducted, and the maximum thermal stress affecting the absorber is determined. Based on the failure criterion, the most effective parameters are determined and assigned as random variables. A stochastic simulation is performed resulting in a probability density function (PDF) of the thermal stress-life. The PDF is used to estimate the reliability of the absorber. Different designs and materials of the absorber tubes are investigated. Consequently, methods to improve the reliability of the absorber are identified.