Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series

This article proposes new bootstrap procedures for detecting multiple persistence shifts in a time series driven by non-stationary volatility. The assumed volatility process can accommodate discrete breaks, smooth transition variation as well as trending volatility. We develop wild bootstrap sup-Wald tests of the null hypothesis that the process is either stationary [I(0)] or has a unit root [I(1)] throughout the sample. We also propose a sequential procedure to estimate the number of persistence breaks based on ordering the regime-specific bootstrap p-values. The asymptotic validity of the advocated procedures is established both under the null of stability and a variety of persistence change alternatives. A comparison with existing tests that assume homoskedasticity illustrates the finite sample improvements offered by our methods. An application to OECD inflation rates highlights the empirical relevance of the proposed approach and weakens the case for persistence change relative to existing procedures.     

Carbon,nitrogen and phosphorus recovery from liquid swine wastes: a review

Due to the pollution characteristics of the wastewater generated in piggeries, these waste streams have to be treated before discharging into the environment. These wastes have a high content of organic matter, nitrogen and phosphorus that can be converted or recovered into valuable products. The valuation of swine waste by anaerobic digestion has already been assessed, but no systematic review on the technologies used for recovering nutrients from this waste has been reported to date. Therefore, the present work has the goal of presenting the most studied technologies to different scales of recovery of carbon (i.e. organic matter), nitrogen and phosphorus from swine waste. The main characteristics and parameters of the processes involved in these technologies (mainly air stripping, membrane, enhance biological phosphorus removal and struvite formation) are also highlighted, pointing out its advantages and disadvantages and posing some final feasibility considerations on the subject addressed. Experiments reported in the literature proved that technologies used for nutrient recovery from swine waste are mostly applied to the effluents previously treated by anaerobic digestion as a primary treatment, and greater effort is required for the future implementation of these technologies in large scale. © 2020 Society of Chemical Industry     

The influence of sodium caseinate on the physical properties of spray‐dried honey

The aim of this work was to spray dry honey (rape and buckwheat varieties) with Arabic gum (AG) as a carrier alone or in combination with sodium caseinate (1% and 2% w/w NaCas) as a drying aid. Powder recovery ranged from 66.2 ± 0.7% to 75.8 ± 4.9%, and the values were significantly higher for samples containing NaCas. Powders were characterised by good flowability, the addition of NaCas had positive impact on this factor. However, the hygroscopicity of protein‐containing powders was higher, especially at 2% w/w of NaCas. Powders hygroscopicity was related to particle size: AG powder of the smallest particle size was the most hygroscopic, while the particle size did not affected flowability, which was strongly related to the feed solution composition. Based on the obtained results, it was concluded that the addition of 1% w/w of NaCas as a drying aid during buckwheat and rape honey spray drying with Arabic gum as a carrier is favourable, while the further increase of protein content does not give additional benefits.     

Lagrangian relaxation hybrid with evolutionary algorithm for short-term generation scheduling

Short-term generation scheduling is an important function in daily operational planning of power systems. It is defined as optimal scheduling of power generators over a scheduling period while respecting various generator constraints and system constraints. Objective of the problem includes costs associated with energy production, start-up cost and shut-down cost along with profits. The resulting problem is a large scale nonlinear mixed-integer optimization problem for which there is no exact solution technique available. The solution to the problem can be obtained only by complete enumeration, often at the cost of a prohibitively computation time requirement for realistic power systems. This paper presents a hybrid algorithm which combines Lagrangian Relaxation (LR) together with Evolutionary Algorithm (EA) to solve the problem in cooperative and competitive energy environments. Simulation studies were carried out on different systems containing various numbers of units. The outcomes from different algorithms are compared with that from the proposed hybrid algorithm and the advantages of the proposed algorithm are briefly discussed.     

Understanding value creation in closed loop supply chains – Past findings and future directions

The topic of value creation through the recovery of returned products in closed loop supply chains is scattered across various bodies of literature. We undertake a systematic literature review of 144 articles in relevant green, reverse and closed loop supply chain literature to synchronize existing knowledge on value creation. Value manifestations of four types of value, namely economic, environmental, information and customer value, are identified. Value adding concepts from the forward- and reverse supply chain may leverage the process of value creation. They are classified into six subclasses, namely partnerships and collaboration, product design characteristics, service concepts, IT solutions, supply chain processes and organizational characteristics. We present a conceptual framework on a strategic level. In this way companies can create competitive advantages by closing the loop. The results of the literature analysis suggest avenues for future research on the operational and strategic level.     

注采比对“二三结合”开发模式渗流特征的影响

大庆油田的开发逐渐进入高含水阶段,厚油层动用程度低,"二三结合"开发模式是有效的提高厚油层动用程度,改善水驱开发效果,提高油田采收率的有效手段。在"二三结合"开发模式注聚阶段中注采比对井间压力、含水饱和度等变化有重要影响。为了探究注采比对开发层位的井间压力及饱和度的影响,利用油藏数值模拟方法,模拟了相同的开发模式不同注采比的生产情况,绘制了不同注采比情况下,不同层位的井间压力及含水饱和度变化情况,为维持地层压力平衡,保持油田稳定生产提供有力的依据。     

A two stage heuristic algorithm for the integrated aircraft and crew schedule recovery problems

Airline disruptions incurred huge cost for airlines and serious inconvenience for travelers. In this paper, we study the integrated aircraft and crew schedule recovery problem. A two stage heuristic algorithm for the integrated recovery problem is proposed. In the first stage, the integrated aircraft recovery and flight-rescheduling model with partial crew consideration is built. This model is based on the traditional multi-commodity network model for the aircraft schedule recovery problem. The objective of this model also includes minimization of the original crew connection disruption. In the second stage, the integrated crew schedule recovery and flight re-scheduling model with partial aircraft consideration is built. We proposed a new multi-commodity model for the crew schedule recovery. The main advantage of such model is that it is much more efficient to integrate the flight-scheduling and aircraft consideration. New constraints are incorporated to guarantee that the aircraft connections generated in the stage 1 are still feasible. Two stages are run iteratively until no improvement can be achieved. Experimental results show that our method can provide better recovery solutions compared with the benchmark algorithms.     

Hydrogen production from thermal decomposition of ammonia-contaminated acid gas using a detailed reaction mechanism

The increase in the production of acid gas consisting of H₂S, CO₂, and associated impurities such as ammonia and hydrocarbons from oil and gas plants and gasification facilities has stimulated the interest in the development of alternative means of acid gas utilization to produce hydrogen and sulfur, simultaneously. The present literature lacks a detailed reaction mechanism that can reliably predict the thermal destruction of NH₃ and its blend with H₂S and CO₂ to facilitate process optimization and commercialization. In this paper, a detailed mechanism of NH₃ pyrolysis is developed and is merged with the reactions of NH₃ oxidation and H₂S/CO₂ thermal decomposition from our previous works. The mechanism is validated successfully using different sets of experimental data on the pyrolysis and oxidation of NH₃, H₂S, and CO₂. The proposed mechanism predicts the experimental data on NH₃ pyrolysis remarkably better than the existing mechanisms in the literature. The mechanism is used to investigate the effects of NH₃ concentration (0–20%) and reactor temperature (1000–1800 K) on the thermal decomposition of H₂S and CO₂. A synergistic effect is observed in the simultaneous decomposition of NH₃ and CO₂, i.e., NH₃ conversion is improved in the presence of CO₂ and the decomposition CO₂ to CO is enhanced in the presence of NH₃. The presence of H₂S suppressed NH₃ conversion, while the conversion of H₂S remained unchanged with increasing NH₃ concentration at temperature below 1400 K due to the low conversion of NH₃ (up to 18%). At temperature above 1400 K, NH₃ conversion increased rapidly and it triggered a decrease in H₂S conversion as well as the yields of H₂ and S₂. The major reactions involved in the decomposition of H₂S, CO₂, and NH₃ and the production of major products such as H₂, S₂, and CO are identified. The detailed reaction mechanism can facilitate the design and optimization of acid gas thermal decomposition to produce hydrogen and sulfur, simultaneously.