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《European Journal of Operational Research》2020,280(1):25-33
Anomalies in flow shop scheduling are rare; only two anomalies have been reported. We present five new anomalies for the permutation flow shop models with the minimum makespan objective and seven more anomalies for the minimum total flow time objective. These anomalies (including the existing ones) are divided into three types corresponding to an increased processing time of a single operation, the addition of a job and the addition of a machine. We derive two properties which, when satisfied, eliminate the possibility of certain anomalies. We conclude that restrictions such as no-delay schedules, no job waiting or no machine idle time (after it starts processing) often result in anomalies. We also show that anomalies can also occur in non-permutation flow shops (four new anomalies presented). 相似文献
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《European Journal of Operational Research》2020,280(1):179-190
This paper presents an exhaustive study of the arrivals process at eight major European airports. Using inbound traffic data, we define, compare, and contrast a data-driven in-homogeneous Poisson and Pre-Scheduled Random Arrivals (PSRA) point process with respect to their ability to predict future demand. As part of this analysis, we show the weaknesses and difficulties of using a non-homogeneous Poisson process to model the arrivals stream. On the other hand, our novel and simple data-driven (PSRA) model captures and predicts the main properties of the typical arrivals stream with good accuracy. These results have important implication for the modeling and simulation-based analyses of inbound traffic and can improve the use of available capacity, thus reducing air traffic delays. In a nutshell, the results lead to the conclusion that, in the European context, the (PSRA) model provides more accurate predictions. 相似文献
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《European Journal of Operational Research》2020,280(1):152-163
We are interested in the stochastic modeling of a condition-based maintained system subject to continuous deterioration and maintenance actions such as inspection, partial repair and replacement. The partial repair is assumed dependent on the past in the sense that it cannot bring the system back into a deterioration state better than the one reached at the last repair. Such a past-dependency can affect (i) the selection of a type of maintenance actions, (ii) the maintenance duration, (iii) the deterioration level after a maintenance, and (iv) the restarting system deterioration behavior. In this paper, all these effects are jointly considered in an unifying condition-based maintenance model on the basis of restarting deterioration states randomly sampled from a probability distribution truncated by the deterioration levels just before a current repair and just after the last repair/replacement. Using results from the semi-regenerative theory, the long-run maintenance cost rate is analytically derived. Numerous sensitivity studies illustrate the impacts of past-dependent partial repairs on the economic performance of the considered condition-based maintained system. 相似文献
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《European Journal of Operational Research》2005,163(1):177-191
The paper is concerned with the efficiency of hedging stock portfolios using futures stock indices covering the period January 1995–December 2001. The hedged portfolios consisted of the assets of seventeen investment companies quoted on the London Stock Exchange and two portfolios, which were assumed to match exactly the corresponding cash index. Two futures indices were used to hedge the funds namely FTSE100 and FTSE250 futures indices which are quoted on LIFFE. Weekly observations were used providing 365 observations for each variable.The total sample was split into two sections. The first 261 observations were used to estimate the optimal hedge ratio (i.e. the in-sample period) providing 260 returns for each variable and the remaining 104 (i.e. the post-sample period) observations utilised to check the efficiency of the estimated hedge ratio. In addition a second estimation window was tried using the last 30 observations of the in-sample period. A variety of methods were tried to estimate the optimal hedge ratio including ordinary least squares (OLS), methods allowing for the existence of Autoregressive Conditional Heteroskedasticity, and an Exponential Weighted Moving Average (EWMA).The general conclusions reached were that for the portfolios within the data set (i) that the EWMA method of estimation provided the best estimate of the optimal hedge (ii) the shorter estimation window was no more efficient than the longer window and (ii) the FTESE250 futures index was the best hedging vehicle for these portfolios. 相似文献
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The contagion credit risk model is used to describe the contagion effect among different financial institutions. Under such a model, the default intensities are driven not only by the common risk factors, but also by the defaults of other considered firms. In this paper, we consider a two-dimensional credit risk model with contagion and regime-switching. We assume that the default intensity of one firm will jump when the other firm defaults and that the intensity is controlled by a Vasicek model with the coefficients allowed to switch in different regimes before the default of other firm. By changing measure, we derive the marginal distributions and the joint distribution for default times. We obtain some closed form results for pricing the fair spreads of the first and the second to default credit default swaps (CDSs). Numerical results are presented to show the impacts of the model parameters on the fair spreads. 相似文献
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针对现有两层无线传感器网络隐私保护范围查询协议存在数据安全低、感知节点通信能耗较高,且较少针对多维数据的问题,提出了一种基于交叉0-1编码和质数融合的两层无线传感器网络隐私保护范围查询协议。在数据提交阶段,感知节点采集多维数据并根据属性维度分组,采用交叉0-1编码、质数融合等方法优化比较因子的计算方式,用AES算法构建加密约束链,提高数据安全性,降低计算和通信能耗。在查询处理阶段,Sink节点对查询范围值采用交叉0-1编码和质数融合操作产生比较因子,将查询单元格与比较因子作为查询指令送至存储节点;存储节点根据交叉0-1编码比较规则将采集数据与查询范围值的比较因子比较,完成多维数据范围查询,结果发送给Sink节点。在结果验证阶段,Sink节点根据多维加密约束链中的采集周期时间和特性,验证查询结果的真实性完整性。在实验部分,采用Cortex-M4和Cortex-A9内核开发板实现协议内容,验证了数据提交、隐私数据查询、隐私数据查询结果真实性和完整性验证等功能。通过对本文协议与CSRQ（communication-efficient secure range queries）协议在感知节点通信能耗数据的实验结果对比,表明在同等实验环境下本文协议的通信能耗比CSRQ协议低20%左右。 相似文献
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针对传统的DEA模型在评估过程中并未考虑决策者对相关指标权重的偏好,将最优最差方法(BWM)嵌入到传统DEA模型中,基于决策者偏好排序的判断矩阵,构建一种含有偏好的DEA-BWM评价方法。首先在保持传统DEA方法的优势基础上,构建了CCR-BWM评价模型对各DMU进行评价。同时考虑为了便于各决策单元在统一权重基础上相互比较,构建了CSW-BWM公共权重模型。另外考虑决策单元自评和互评,构建了NCE-BWM中立型交叉效率。然后采用min-max方法分别将上述三种多目标评价模型转换为单目标线性规划进行求解。最后,选择一组算例对三种模型的有效性与合理性进行验证。 相似文献
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In this paper, we prove that two-parameter Volterra multifractional process can be approximated in law in the topology of the anisotropic Besov spaces by the family of processes{B_n(s,t)},n∈N defined by B_n(s,t)=∫_0~s ∫_0~tk_(a(s))(s,u)K_(β(t))(t,u)θ_(n(u,v))dudv,here {θ_n(u, v)}n∈N is a family of processes, converging in law to a Brownian sheet as n→∞,based on the well known Donsker's theorem. 相似文献