TESTING FOR TREND STATIONARITY VERSUS DIFFERENCE STATIONARITY

Abstract. Testing the null hypothesis that a process is difference stationary has received considerable attention in the past decade. Recently, there has been some interest in testing the null hypothesis that a process is a sum of a linear trend and a stationary invertible noise sequence. In this paper we present procedures for testing the null hypothesis that a process is trend stationary against the alternative that the process is difference stationary. A Monte Carlo study is presented to study the behavior of the proposed test criteria. Average global temperature data are used to illustrate the test criteria.     

Dynamic analysis of bridge–vehicle system with uncertainties based on the finite element model

A new method of dynamic analysis on the bridge–vehicle interaction problem considering uncertainties is proposed in this paper. The bridge is modeled as a simply supported Euler–Bernoulli beam with Gaussian random elastic modulus and mass density of material with moving forces on top. These forces are time varying with a coefficient of variation at each time instance and they are considered as Gaussian random processes. The mathematical model of the bridge–vehicle system is established based on the finite element model in which the Gaussian random processes are represented by the Karhunen–Loéve expansion and the equations will be solved by the Newmark  -β$\beta$ method. The proposed method is compared with the Monte Carlo method in numerical simulations with good agreements for cases with different vehicle speed and level of uncertainties in the excitation and system parameters. The mean value and variance of the structural responses are found to be very accurate even with large uncertainties in the excitation forces. The proposed method is also found to have superior performance in the computational efficiency compared with the Monte Carlo method.     

Comparing deconcentrating poverty policies in the United States and the Netherlands: A critical reply to Stal and Zuberi

This paper is a critical reply to an article by Stal and Zuberi, in which they compare two policies which deconcentrate poverty in the US and the Netherlands. By drawing lessons from a renewal program in the Netherlands, they suggest several ways to help break the ‘cycle of poverty’. We distinguish at least three fundamental flaws in their argument. After discussing these flaws, we discuss renewal in Dutch cities and issues related to displacement and social networks. We conclude with a reflection on the nature of comparative urban research.     

Optimizing the tactical planning in the Fast Moving Consumer Goods industry considering shelf-life restrictions

This paper addresses the optimization of the tactical planning for the Fast Moving Consumer Goods industry using an MILP model. To prevent unnecessary waste and missed sales, shelf-life restrictions are introduced using three methods. The direct method tracks the age of products directly. While it provides optimal solutions, it is computationally inefficient. The indirect method forces products to leave inventory before the end of their shelf-life. It obtains solutions within a few percent of optimality. Moreover, compared to the direct method, the computational time was on average reduced by a factor 32. The hybrid method models the shelf-life directly in the first and indirectly in the second storage stage. It obtains near optimal solutions and, on average, reduces the required computational time by a factor 5 compared to the direct method. Cases containing up to 25, 100, and 1000 SKUs were optimized using the direct, hybrid and indirect method respectively.     

Wavelet-based robust filtering of process data

A robust filtering methodology is proposed that reliably preserves the information encapsulated in a process signal corrupted with noise and outliers. The method is proven to be effective on benchmark examples and implemented successfully in real-time on a pilot-scale distillation column.     

Solution of PBE by MOM in finite size domains

A new approach to solve PBE (Population Balance Equations), FCMOM (Finite size domain Complete set of trial functions Method Of Moments), is presented. The solution of the PBE is sought, instead of the [0,∞] range, in the finite interval between the minimum and maximum particle size; their evolution is tracked imposing moving boundaries conditions. After reformulating the PBE in the standard interval [-1,1], the size distribution function is represented as a series expansion by a complete system of orthonormal functions. Moments evolution equations are developed from the PBE in the interval [-1,1]. The FCMOM is implemented through an efficient algorithm and provides the solution of the PBE both in terms of the moments and in terms of the size distribution function. The FCMOM was validated with applications to particle growth (constant, linear, diffusion-controlled), simultaneous particle growth and nucleation, particle dissolution, particle aggregation (constant, sum, product, Brownian kernels) and simultaneous particle aggregation and growth.     

Comparing the Adomian decomposition method and the Runge–Kutta method for solutions of the Stefan problem

The solution of the one-phase Stefan problem is presented. A Stefan's task is first approximated with a system of ordinary differential equations. A comparison between the Adomian decomposition method and the fourth-order Runge–Kutta method for solving this system is then presented.