Variances of the Foster–Stuart round-trip test statistics

The Foster–Stuart test is often used in the analysis of time series to determine trends. The test is based on calculating the lower and upper time series records x₁, …, x_n. Unlike other tests of randomness, tests based on records are not invariant under a reversal of the direction of the time variable. To construct invariant round-trip tests, it is necessary to count the records in both forward and backward time variables. Thus far, the construction of this test has been impossible because the variances of test statistics were not known when the null hypothesis was true. Variances for Foster–Stuart round-trip test statistics D and S have been found in the present paper. The test was designed to identify positive and negative trends in means and variances of x₁, …, x_n time series. Dispersions of S and D test statistics have been found under the H₀ randomness null hypothesis. Asymptotic approximations were obtained for dispersions. Thus, it has turned out to be possible to construct a full-fledged invariant test for two-sided alternatives. The Foster–Stuart round-trip test application example has been reviewed.     

Extendability of Contractible Configurations for Nowhere-Zero Flows and Modulo Orientations

Let H be a connected graph and G be a supergraph of H. It is trivial that for any k-flow (D, f) of G, the restriction of (D, f) on the edge subset E(G / H) is a k-flow of the contracted graph G / H. However, the other direction of the question is neither trivial nor straightforward at all: for any k-flow \((D',f')\) of the contracted graph G / H, whether or not the supergraph G admits a k-flow (D, f) that is consistent with \((D',f')\) in the edge subset E(G / H). In this paper, we will investigate contractible configurations and their extendability for integer flows, group flows, and modulo orientations. We show that no integer flow contractible graphs are extension consistent while some group flow contractible graphs are also extension consistent. We also show that every modulo \((2k+1)\)-orientation contractible configuration is also extension consistent and there are no modulo (2k)-orientation contractible graphs.     

Optimal retailer's ordering policies in the EOQ model under trade credit financing

The main purpose of this note is to modify the assumption of the trade credit policy in previously published results to reflect the real-life situations. All previously published models implicitly assumed that the supplier would offer the retailer a delay period, but the retailer would not offer the trade credit period to his/her customer. In most business transactions, this assumption is debatable. In this note, we assume that the retailer also adopts the trade credit policy to stimulate his/her customer demand to develop the retailer's replenishment model. Furthermore, we assume that the retailer's trade credit period offered by supplier M is not shorter than the customer's trade credit period offered by retailer N(M?N). Under these conditions, we model the retailer's inventory system as a cost minimization problem to determine the retailer's optimal ordering policies. Then a theorem is developed to determine efficiently the optimal ordering policies for the retailer. We deduce some previously published results of other researchers as special cases. Finally, numerical examples are given to illustrate the theorem obtained in this note.     

On the technique for passing to the limit in nonlinear elliptic equations

We consider the problem of passing to the limit in a sequence of nonlinear elliptic problems. The “limit” equation is known in advance, but it has a nonclassical structure; namely, it contains the p-Laplacian with variable exponent p = p(x). Such equations typically exhibit a special kind of nonuniqueness, known as the Lavrent’ev effect, and this is what makes passing to the limit nontrivial. Equations involving the p(x)-Laplacian occur in many problems of mathematical physics. Some applications are included in the present paper. In particular, we suggest an approach to the solvability analysis of a well-known coupled system in non-Newtonian hydrodynamics (“stationary thermo-rheological viscous flows”) without resorting to any smallness conditions.     

Optimal linear estimator of origin-destination flows with redundant data

Suppose given a network endowed with a multiflow. We want to estimate some quantities connected with this multiflow, for instance the value of an s–t flow for one of the sources–sinks pairs s–t, but only measures on some arcs are available, at least on one s–t cocycle (set of arcs having exactly one endpoint in a subset X of vertices with s∈X and t?X). These measures, supposed to be unbiased, are random variables whose variances are known. How can we combine them optimally in order to get the best estimator of the value of the s–t flow?This question arises in practical situations when the OD matrix of a transportation network must be estimated. We will give a complete answer for the case when we deal with linear combinations, not only for the value of an s–t flow but also for any quantity depending linearly from the multiflow. Interestingly, we will see that the Laplacian matrix of the network plays a central role.     

Generalized additive games

A transferable utility (TU) game with n players specifies a vector of \(2^n-1\) real numbers, i.e. a number for each non-empty coalition, and this can be difficult to handle for large n. Therefore, several models from the literature focus on interaction situations which are characterized by a compact representation of a TU-game, and such that the worth of each coalition can be easily computed. Sometimes, the worth of each coalition is computed from the values of single players by means of a mechanism describing how the individual abilities interact within groups of players. In this paper we introduce the class of Generalized additive games (GAGs), where the worth of a coalition \(S { \subseteq } N\) is evaluated by means of an interaction filter, that is a map \(\mathcal {M}\) which returns the valuable players involved in the cooperation among players in S. Moreover, we investigate the subclass of basic GAGs, where the filter \(\mathcal {M}\) selects, for each coalition S, those players that have friends but not enemies in S. We show that well-known classes of TU-games can be represented in terms of such basic GAGs, and we investigate the problem of computing the core and the semivalues for specific families of GAGs.     

Tomography models of random convex polygons

Combinatorial integral geometry possesses some results that can be interpreted as belonging to the field of Geometric Tomography. The main purpose of the present paper is to present a case of parallel X-ray approach to tomography of random convex polygons. However, the Introduction reviews briefly some earlier results by the author that refer to reconstruction of (non-random) convex domains by means of a point X-ray. The main tool in treating the parallel X-rays is disintegrated Pleijel identity, or rather, its averaged version, whose derivation is represented in complete detail. The paper singles out a class of random polygons called tomography models, that offer essential advantages for the analysis. The definition of a tomography model is given in terms of stochastic independence. Fortunately, random translation-invariant Poisson processes of lines in IR ² suggest a class of examples. We recall that each such line process is determined by its rose of directions ρ(?). For rather general ρ(?), the number weighted typical polygon in the polygonal partition of the plane generated by the corresponding Poisson line process happens to be a tomography model. For general tomography models, a differential equation is derived for the Laplace transform for parallel X-rays, that rises several interesting computational problems.     

Slow entropy for some smooth flows on surfaces

We study slow entropy in some classes of smooth mixing flows on surfaces. The flows we study can be represented as special flows over irrational rotations and under roof functions which are C² everywhere except one point (singularity). If the singularity is logarithmic asymmetric (Arnol’d flows), we show that in the scale a_n(t) = n(log n)^t slow entropy equals 1 (the speed of orbit growth is n log n) for a.e. irrational α. If the singularity is of power type (x^?γ, γ ∈ (0, 1)) (Kochergin flows), we show that in the scale a_n(t) = n^t slow entropy equals 1 + γ for a.e. α.We show moreover that for local rank one flows, slow entropy equals 0 in the n(log n)^t scale and is at most 1 for scale n^t. As a consequence we get that a.e. Arnol’d and a.e Kochergin flow is never of local rank one.     

Model Design Based on the Systems Approach

It is shown how the (extended) systems approach can be successfully used to design mathematical models in a highly systematic way. The systems approach supports interdisciplinarity in that it encourages participation of non-mathematicians in the model design process. The systems approach also leads to a clear documentation of a model.The basic principle explained in this paper is that indices of a model represent elements of an element set of a system, and that variables and constants of a model represent attributes of the elements. Multi-indexed variables and constants refer to attributes of ‘complex entities’ (from extended systems terminology) which cover the information between the elements.     

Investment evaluation within project management: an information systems perspective

This paper is seeking to make a contribution through exploring project managementfrom the perspective of information systems (IS) investment evaluation.Organizational investments in IS are significant in financial terms and, as aresult, management would appear set to increasingly scrutinize such expenditurethrough tighter forms of decision-making and corporate governance. Inturn, this has increased the motivation of project managers toappropriately evaluate the impact of their IS before,during and after the investments are signed off. Thisperspective is not restricted to any one industry sector, with the authorseeking motivation for a better understanding of investment evaluation within aproject management context. This paper sets out to explain why andhow investment evaluation should be embedded in project managementin order to support an increase in the effectiveness of project management,thereby increasing the prospects of project success. While doing so,the reader will be provided with several touch-points that serve to outline thepurpose and challenges facing those seeking to evaluate their investments. Theauthor starts off with a contextualization of project management and its phasedactivities, such that a clear understanding of the contribution that investmentevaluation plays within robust project management can be demonstrated. Then, theperspective of investment versus consumption is presented, groundedwithin the strategic grid, which classifies information technology-basedprojects as either: strategic, turnaround, factory or support. The author thenpresents evaluation as a life-cycle process, where evaluation is classified intofour distinctive phases, namely ex-ante evaluation, metrics,command and control and ex-post evaluation, in doing so,emphasizing that evaluation needs to be seen as a process that runs through thelife cycle of a project rather than as a hurdle that needs to be cleared toensure financial approval.     

Optimal Due-Date Determination and Sequencing of <Emphasis Type="Italic">n</Emphasis> Jobs on a Single Machine

Given a set of n jobs with deterministic processing times and the same ready times, the problem is to find the optimal processing-time multiple k* for the T.W.K. due-date assignment method, and the optimal sequence σ* to minimize the total amount of missed due-dates. It is found that k* is a constant for a given job set and σ* should be in S.P.T. sequence. After the theoretical treatment, a numerical example is given for discussion. The optimal results can readily be extended to situations in which the processing times are random variables with known means and having the same coefficient of variation. From a practical point of view, the main merit of this paper is that it demonstrates how, under certain production environments in which completion times of the jobs can be anticipated, to determine the optimal due-dates and obtain the optimal sequence.     

A simple and effective recursive procedure for the manufacturer's pallet loading problem

In this paper we present a simple and effective heuristic to solve the problem of packing the maximum number of rectangles of sizes (l,w) and (w,l) into a larger rectangle (L,W) without overlapping. This problem appears in the loading of identical boxes on pallets, namely the manufacturer's pallet loading (MPL), as well as in package design and truck or rail car loading. Although apparently easy to be optimally solved, the MPL is claimed to be NP-complete and several authors have proposed approximate methods to deal with it. The procedure described in the present paper can be seen as a refinement of Bischoff and Dowsland's heuristic and can easily be implemented on a microcomputer. Using moderate computational resources, the procedure was able to find the optimal solution of 99.9% of more than 20?000 examples analysed.     

Analysis of the stochastic cash balance problem using a level crossing technique

The simple cash management problem includes the following considerations: the opportunity cost of holding too much cash versus the penalty cost of not having enough cash to meet current needs; the cost incurred (or profit generated) when making changes to cash levels by increasing or decreasing them when necessary; the uncertainty in timing and magnitude of cash receipts and cash disbursements; and the type of control policy that should be used to minimize the required level of cash balances and related costs. In this paper, we study a version of this problem in which cash receipts and cash disbursements occur according to two independent compound Poisson processes. The cash balance is monitored continuously and an order-point, order-up-to-level, and keep-level \( \left( {s, S, M} \right) \) policy is used to monitor the content, where \( s \le S \le M \). That is, (a) if, at any time, the cash level is below s, an order is immediately placed to raise the level to S; (b) if the cash level is between s and M, no action is taken; (c) if the cash level is greater than M, the amount in excess of M is placed into an earning asset. We seek to minimize the expected total costs per unit time of running the cash balance. We use a level-crossing approach to develop a solution procedure for finding the optimal policy parameters and costs. Several numerical examples are given to illustrate the tradeoffs.     

Comparing reinforcement learning approaches for solving game theoretic models: a dynamic airline pricing game example

Games can be easy to construct but difficult to solve due to current methods available for finding the Nash Equilibrium. This issue is one of many that face modern game theorists and those analysts that need to model situations with multiple decision-makers. This paper explores the use of reinforcement learning, a standard artificial intelligence technique, as a means to solve a simple dynamic airline pricing game. Three different reinforcement learning approaches are compared: SARSA, Q-learning and Monte Carlo Learning. The pricing game solution is surprisingly sophisticated given the game's simplicity and this sophistication is reflected in the learning results. The paper also discusses extra analytical benefit obtained from applying reinforcement learning to these types of problems.     

Edge-colouring of graphs and hereditary graph properties

Edge-colourings of graphs have been studied for decades. We study edge-colourings with respect to hereditary graph properties. For a graph G, a hereditary graph property P and l ? 1 we define \(X{'_{P,l}}\)(G) to be the minimum number of colours needed to properly colour the edges of G, such that any subgraph of G induced by edges coloured by (at most) l colours is in P. We present a necessary and sufficient condition for the existence of \(X{'_{P,l}}\)(G). We focus on edge-colourings of graphs with respect to the hereditary properties O_k and S_k, where O_k contains all graphs whose components have order at most k+1, and S_k contains all graphs of maximum degree at most k. We determine the value of \(X{'_{{S_k},l}}(G)\) for any graph G, k ? 1, l ? 1, and we present a number of results on \(X{'_{{O_k},l}}(G)\).     

On the <Emphasis Type="Italic">q</Emphasis>-Pell sequences and sums of tails

We examine the q-Pell sequences and their applications to weighted partition theorems and values of L-functions. We also put them into perspective with sums of tails. It is shown that there is a deeper structure between two-variable generalizations of Rogers-Ramanujan identities and sums of tails, by offering examples of an operator equation considered in a paper published by the present author. The paper starts with the classical example offered by Ramanujan and studied by previous authors noted in the introduction. Showing that simple combinatorial manipulations give rise to an identity published by the present author, a weighted form of a Lebesgue partition theorem is given as the main application to partitions. The conclusion of the paper summarizes some directions for further research, pointing out that certain conditions on the q-polynomial would be desired, and also possibly looking at the operator equation in the present paper from the position of using modular forms.     

Multivariate exponential analysis from the minimal number of samples

The problem of multivariate exponential analysis or sparse interpolation has received a lot of attention, especially with respect to the number of samples required to solve it unambiguously. In this paper we show how to bring the number of samples down to the absolute minimum of (d +?1)n where d is the dimension of the problem and n is the number of exponential terms. To this end we present a fundamentally different approach for the multivariate problem statement. We combine a one-dimensional exponential analysis method such as ESPRIT, MUSIC, the matrix pencil or any Prony-like method, with some linear systems of equations because the multivariate exponents are inner products and thus linear expressions in the parameters.     

A new model for record values

A new mathematical model of record values, named confirmed records, is constructed. It is based on the notion of kth record values, which, in turn, is a generalization of ordinary mathematical records and extremal order statistics. Confirmed records are considered for arbitrary k = 1, 2, ... under the assumption that the original random variables X ₁, X ₂, ... are independent and have the same continuous distribution function. For new record values, two representations are obtained in the most important special cases where the original variables have the exponential and the uniform distribution. For uniform and exponential confirmed records, means and variances are found.