A practical assessment of risk-averse approaches in production lot-sizing problems

ABSTRACT

This paper presents an empirical assessment of four state-of-the-art risk-averse approaches to deal with the capacitated lot-sizing problem under stochastic demand. We analyse two mean-risk models based on the semideviation and on the conditional value-at-risk risk measures, and alternate first and second-order stochastic dominance approaches. The extensive computational experiments based on different instances characteristics and on a case-study suggest that CVaR exhibits a good trade-off between risk and performance, followed by the semideviation and first-order stochastic dominance approach. For all approaches, enforcing risk-aversion helps to reduce the cost-standard deviation substantially, which is usually accomplished via increasing production rates. Overall, we can say that very risk-averse decision-makers would be willing to pay an increased price to have a much less risky solution given by CVaR. In less risk-averse settings, though, semideviation and first-order stochastic dominance can be appealing alternatives to provide significantly more stable production planning costs with a marginal increase of the expected costs.     

Real-time organic aerosol chemical speciation in the indoor environment using extractive electrospray ionization mass spectrometry

Understanding the sources and composition of organic aerosol (OA) in indoor environments requires rapid measurements, since many emissions and processes have short timescales. However, real-time molecular-level OA measurements have not been reported indoors. Here, we present quantitative measurements, at a time resolution of five seconds, of molecular ions corresponding to diverse aerosol-phase species, by applying extractive electrospray ionization mass spectrometry (EESI-MS) to indoor air analysis for the first time, as part of the highly instrumented HOMEChem field study. We demonstrate how the complex spectra of EESI-MS are screened in order to extract chemical information and investigate the possibility of interference from gas-phase semivolatile species. During experiments that simulated the Thanksgiving US holiday meal preparation, EESI-MS quantified multiple species, including fatty acids, carbohydrates, siloxanes, and phthalates. Intercomparisons with Aerosol Mass Spectrometer (AMS) and Scanning Mobility Particle Sizer suggest that EESI-MS quantified a large fraction of OA. Comparisons with FIGAERO-CIMS shows similar signal levels and good correlation, with a range of 100 for the relative sensitivities. Comparisons with SV-TAG for phthalates and with SV-TAG and AMS for total siloxanes also show strong correlation. EESI-MS observations can be used with gas-phase measurements to identify co-emitted gas- and aerosol-phase species, and this is demonstrated using complementary gas-phase PTR-MS observations.     

Mining statistically significant associations for exploratory analysis of human sleep data.

We introduce a specialized association rule mining technique that can extract patterns from complex sleep data comprising polysomnographic recordings, clinical summaries, and sleep questionnaire responses. The rules mined can describe associations among temporally annotated events and questionnaire or summary data; e.g., the likelihood that an occurrence of a rapid eye movement (REM) sleep stage during the second 100 sleep epochs of the night is associated with moderate caffeine intake. We use chi2 analysis to ensure statistical significance of the mined rules at the level P < 0.05. Our results, obtained by mining sleep-related data from 242 human subjects, reveal clinically interesting associations among the polysomnographic and summary variables. Our experience suggests that association mining may also be useful for selection of variables prior to using logistic regression.     

Viral dynamics of primary viremia and antiretroviral therapy in simian immunodeficiency virus infection

Mathematical modeling of viral replication dynamics, based on sequential measurements of levels of virion-associated RNA in plasma during antiretroviral treatment, has led to fundamental new insights into human immunodeficiency virus type 1 pathogenesis. We took advantage of the simian immunodeficiency virus (SIV)-infected macaque model to perform detailed measurements and mathematical modeling during primary infection and during treatment of established infection with the antiretroviral drug (R)-9-(2-phosphonylmethoxypropyl)adenine (PMPA). The calculated clearance half-life for productively infected cells during resolution of the peak viremia of primary infection was on the order of 1 day, with slightly shorter clearance half-lives calculated during PMPA treatment. Viral reproduction rates upon discontinuation of PMPA treatment after 2 weeks were approximately twofold greater than those obtained just prior to initiation of treatment in the same animals, likely reflecting accumulation of susceptible target cells during treatment. The basic reproductive ratio (R0) for the spread of SIV infection in vivo, which represents the number of productively infected cells derived from each productively infected cell at the beginning of infection, was also estimated. This parameter quantifies the extent to which antiviral therapy or vaccination must limit the initial spread of virus to prevent establishment of chronic disseminated infection. The results thus provide an important guide for efforts to develop vaccines against SIV and, by extension, human immunodeficiency virus.     

Structure and stability of an immunoglobulin superfamily domain from twitchin, a muscle protein of the nematode Caenorhabditis elegans

The NMR solution structure of an immunoglobulin superfamily module of twitchin (Ig 18') has been determined and the kinetic and equilibrium folding behaviour characterised. Thirty molecular coordinates were calculated using a hybrid distance geometry-simulated annealing protocol based on 1207 distance and 48 dihedral restraints. The atomic rms distributions about the mean coordinate for the ensemble of structures is 0.55( +/- 0.09) A for backbone atoms and 1.10( +/- 0.08) A for all heavy atoms. The protein has a topology very similar to that of telokin and the titin Ig domains and thus it falls into the I set of the immunoglobulin superfamily. The close agreement between the predicted and observed structures of Ig 18' demonstrates clearly that the I set profile can be applied in the structure prediction of immunoglobulin-like domains of diverse modular proteins. Folding studies reveal that the protein has relatively low thermodynamic stability, deltaG(H2O)U-F = 4.0 kcal mol(-1) at physiological pH. Unfolding studies suggest that the protein has considerable kinetic stability, the half life of the unfolding is greater than 40 minutes in the absence of denaturant.     

Evidence for the presence of sodium- and potassium-dependent adenosine triphosphatase alpha1 and beta1 subunit isoforms and their probable role in blastocyst expansion in the preattachment horse conceptus

Two Caribbean hair sheep breeds, the St. Croix (SC) and Barbados Blackbelly (BB), are found in the United States, and the SC has led to the development of the Katahdin (K), a synthetic breed of hair sheep. These breeds have mature ewe BW ranging from 32 to 54 kg (for BB and SC) and from 55 to 73 kg (K). Hair sheep and hair sheep crosses have lower rectal temperatures and respiration rates than wool breeds and a lower DMI and water intake. There are indications of increased resistance to internal parasites in hair sheep. Although hair sheep are seasonal breeders under U.S. photoperiodic conditions, they tend to perform better under accelerated lambing systems than traditional wool breeds. Fertility, prolificacy, and lamb survival is high in BB and SC, but hair x wool crossbred ewes tend to have a higher level of fertility than hair and wool parent breeds. Ewe productivity is also higher in hair x wool crosses than in wool crosses, particularly when adjusted for ewe BW or under accelerated lambing systems. Hair sheep have a lower ADG and intake of high-energy diets, as well as a lower gain/feed ratio, than wool breeds. Growth rates tend to be higher in SC than in BB. Differences in carcass characteristics are inconsistent between hair and wool breeds. Production characteristics of hair sheep, particularly hair x wool crosses, make them suitable for low-input, sustainable production systems that do not require high growth rates and large carcasses. There is a need to preserve the existing U.S. hair sheep germplasm base in support of such systems.     

Korsakoff's syndrome, cognition and clonidine

Eighteen patients suffering from Alcoholic Korsakoff's Syndrome participated in a placebo-controlled double-blind cross-over trial of clonidine 0.3 mg b.d. for two weeks versus matched placebo for two weeks. A detailed neuropsychological assessment was carried out at the end of each treatment phase and staff ratings of behaviour were also obtained. Clonidine treatment resulted in no significant improvement over placebo on any of the cognitive measures employed. The results contradict previous smaller studies which had suggested that chronic treatment with clonidine had a memory-enhancing effect in Korsakoff's syndrome.     

An integrated system to remote monitor and control anaerobic wastewater treatment plants through the internet.

The TELEMAC project brings new methodologies from the Information and Science Technologies field to the world of water treatment. TELEMAC offers an advanced remote management system which adapts to most of the anaerobic wastewater treatment plants that do not benefit from a local expert in wastewater treatment. The TELEMAC system takes advantage of new sensors to better monitor the process dynamics and to run automatic controllers that stabilise the treatment plant, meet the depollution requirements and provide a biogas quality suitable for cogeneration. If the automatic system detects a failure which cannot be solved automatically or locally by a technician, then an expert from the TELEMAC Control Centre is contacted via the internet and manages the problem.