不确定需求与产出供应链回购契约决策

针对市场需求的不确定性和供应商产出产品合格率的不确定性,提出供应商产出量小于销售商订购量时需再生产满足销售商的订购,以及供应商生产过量和回购的产品通过折扣市场出售,建立以供应链期望利润为目标函数,以回购单价为决策变量的供应链回购契约决策模型.通过模型的分析,证明了模型存在最优的期望利润,给出了最优回购单价满足的方程;同时,也证明了最优订购量,最优生产量和销售商最优期望利润是回购单价的增函数.最后,通过算例验证了模型的有效性.     

ITS示范工程对城市交通畅通性的贡献率研究

通过分析城市交通畅通性的影响因素及其与ITS(智能交通系统)的关系,挖掘ITS对城市交通畅通性的贡献率指标.搜集实证研究对象数据,采用灰色预测模型预测贡献率指标的数值,将ITS示范工程实施前后的数值进行对比,计算得到ITS示范工程对城市交通畅通性的贡献率.由贡献率结果判断ITS示范工程对城市交通畅通性的作用及ITS示范工程的实施效果如何,为未来ITS的发展提供相应的参考建议.     

The role of cloud tracking and passive microwave techniques in the short-term prediction of flood hazard on a regional scale

The role of remote sensing in enhancing the monitoring capabilities and the short-term prediction of the risk of flooding on a regional scale is addressed in this paper by means of the application of storm identification and cloud tracking techniques to a few case studies where cluster analysis based on infrared satellite imagery is used as the primary source of information. Polar satellite sensors, which provide passive microwave images, were also proposed in the literature for application in flood forecasting operational problems, though the accuracy of passive microwave techniques is only acceptable when rainfall estimates are integrated over quite large spatial and temporal scales. Climatological studies are well suited to make use of such data while the measure of instantaneous rainfall is still lacking of an adequate validation. A theoretical and numerical framework for the assessment of the reliability of passive microwave estimates of instantaneous rainfall within the typical resolution scales of polar satellite sensors is provided in the paper.

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Sommario Il ruolo delle tecniche di monitoraggio da sensori remoti nell'incrementare le potenzialità di previsione a breve termine del rischio di inondazione a scala regionale è analizzato nel presente lavoro attraverso l'applicazione di tecniche di identificazione ed inseguimento dei corpi nuvolosi ad alcuni casi di studio in cui le immagini satellitarie nella banda dell'infrarosso termico sono utilizzate come principale strumento di monitoraggio. In letteratura viene inoltre proposta l'utilizzazione, in applicazioni operative di previsione delle inondazioni, di sensori alle microonde passive montati su satelliti ad orbita polare: l'accuratezza di tali tecniche è tuttavia accettabile solo quando le stime di precipitazione vengono integrate su ampie scale spaziali e temporali. Mentre l'uso di tali tecniche per studi climatologici è di notevole utilità, la misura della precipitazione alle piccole scale spazio-temporali necessita ancora di un adeguato processo di validazione. Nel presente lavoro viene proposto un approccio teorico per la stima dell'affidabilità di tali stime di precipitazione alle scale tipiche della risoluzione spaziale del sensore.

     

A step-by-step guide to building two-population stochastic mortality models

Two-population stochastic mortality models play a crucial role in the securitization of longevity risk. In particular, they allow us to quantify the population basis risk when longevity hedges are built from broad-based mortality indexes. In this paper, we propose and illustrate a systematic process for constructing a two-population mortality model for a pair of populations. The process encompasses four steps, namely (1) determining the conditions for biological reasonableness, (2) identifying an appropriate base model specification, (3) choosing a suitable time-series process and correlation structure for projecting period and/or cohort effects into the future, and (4) model evaluation.For each of the seven single-population models from Cairns et al. (2009), we propose two-population generalizations. We derive criteria required to avoid long-term divergence problems and the likelihood functions for estimating the models. We also explain how the parameter estimates are found, and how the models are systematically simplified to optimize the fit based on the Bayes Information Criterion. Throughout the paper, the results and methodology are illustrated using real data from two pairs of populations.     

The synthesis of new tetrabenzo- and tetranaphthoporphyrins via the addition reactions of 4,7-dihydroisoindole

The double bond in 4,7-dihydroisoindole derivatives was shown to be a useful reaction site to afford new porphyrinogenic pyrrolic precursors bearing substituted annelated rings via various addition reactions. These precursors are further used to afford new extended porphyrins substituted in the annelated rings. The Sharpless osmium-catalyzed dihydroxylation of dihydroisoindole system was shown to be useful in the synthesis of non-ionogenic water-soluble porphyrin, as well as tetrabenzoporphyrin bearing acetoxy-substituents in benzo-rings. The reverse electron-demand Diels-Alder reaction with tetrachlorothiophene-1,1-dioxide afforded new polychlorosubstituted tetranaphthoporphyrin.     

Native biofilm cultured under controllable condition and used in mediated method for BOD measurement

In this article, we developed a native biofilm (NBF) bioreactor used for biochemical oxygen demand mediated method (BOD_Med). There were two innovations differed from previous BOD_Med assay. Firstly, the immobilization of microorganisms was adopted in BOD_Med. Secondly, the NBF was introduced for BOD measurement. The NBF bioreactor has been characterized by optical microscopy. A culture condition of NBF with 24 h, 35 °C and pH 7 was optimized. Furthermore, a measuring condition with 35 °C, pH 7 and 55 mM ferricyanide in 1 h incubation were optimized. Based on the optimized condition, the real wastewater samples from local sewage treatment plant had been measured. Performances of the NBFs proposed at different culture conditions were recorded for 110 d, and the results indicated that long-term storage stability was obtained. With the proposed method, an uncontaminated native microbial source solution can be obtained from a wastewater treatment plant. In this way, we can ensure that the microbial species of all in the NBF are same as that in the target to be measured.     

Price-sensitive demand for perishable items - an EOQ model

This paper develops a finite time-horizon deterministic EOQ (Economic Order Quantity) model where the rate of demand decreases quadratically with selling price. Prices at different periods are considered as decision variables. The objective is to find the optimal ordering quantity and optimal sales prices that maximizes the vendor’s total profit. The results are discussed with numerical examples. Sensitivity analysis of the optimal solution with respect to the key parameters of the system is carried out.     

Hybrid evolutionary algorithms in a SVR traffic flow forecasting model

Accurate urban traffic flow forecasting is critical to intelligent transportation system developments and implementations, thus, it has been one of the most important issues in the research on road traffic congestion. Due to complex nonlinear data pattern of the urban traffic flow, there are many kinds of traffic flow forecasting techniques in literature, thus, it is difficult to make a general conclusion which forecasting technique is superior to others. Recently, the support vector regression model (SVR) has been widely used to solve nonlinear regression and time series problems. This investigation presents a SVR traffic flow forecasting model which employs the hybrid genetic algorithm-simulated annealing algorithm (GA-SA) to determine its suitable parameter combination. Additionally, a numerical example of traffic flow data from northern Taiwan is used to elucidate the forecasting performance of the proposed SVRGA-SA model. The forecasting results indicate that the proposed model yields more accurate forecasting results than the seasonal autoregressive integrated moving average (SARIMA), back-propagation neural network (BPNN), Holt-Winters (HW) and seasonal Holt-Winters (SHW) models. Therefore, the SVRGA-SA model is a promising alternative for forecasting traffic flow.     

Pre-operational forecasting of sea level height for the Río de la Plata

This paper presents the implementation and calibration of a pre-operational numerical model for the Río de la Plata river. This model is capable of predicting sea level variations in the Río de la Plata, and therefore constitutes a numerical tool of great value for the fluvial–maritime navigation and regional environmental management. A two-dimensional model (MOHID) with nested domains was used to simulate the hydrodynamics. This model was forced with a meso-scale atmospheric model (WRF) and a global tidal model (FES2004). The results obtained include astronomic and meteorological sea level variations in the Río de la Plata. Comparisons of modeled water levels with data have shown very good qualitative and quantitative agreement. The pre-operational test presented in this paper, a 4-day hydrodynamic forecast, was conducted in approximately 18 h.     

Optimal policy for deteriorating items with trapezoidal type demand and partial backlogging

Inventory model for time-dependent deteriorating items with trapezoidal type demand rate and partial backlogging is considered in this paper. The demand rate is defined as a continuous trapezoidal function of time, and the backlogging rate is a non-increasing exponential function of the waiting time up to the next replenishment. We proposed an optimal replenishment policy for such inventory model, numerical examples to illustrate the solution procedure.