Wavelet based correlation coefficient of time series of Saudi Meteorological Data

In this paper, wavelet concepts are used to study a correlation between pairs of time series of meteorological parameters such as pressure, temperature, rainfall, relative humidity and wind speed. The study utilized the daily average values of meteorological parameters of nine meteorological stations of Saudi Arabia located at different strategic locations. The data used in this study cover a period of 16 years between 1990 and 2005. Besides obtaining wavelet spectra, we also computed the wavelet correlation coefficients between two same parameters from two different locations and show that strong correlation or strong anti-correlation depends on scale. The cross-correlation coefficients of meteorological parameters between two stations were also calculated using statistical function. For coastal to costal pair of stations, pressure time series was found to be strongly correlated. In general, the temperature data were found to be strongly correlated for all pairs of stations and the rainfall data the least.     

环境监测优化布点的一种新方法

本文提出一个新的统计方法——主成分子集合选择法．这一方法用于环境监测优化布点研究，通过逐次提取测点所反映的环境质量信息的主成分，定量系统地进行寻优分析、筛选测点．本方法在厦门市取得成功应用，证明简单可行．本文给出了应用实例．     

Asymmetric information A laboratory experimental analysis

Modern information systems technology, including expanded availability of local area networks, provides potentially fertile means for studying information related problems across functional business areas. Our work demonstrates the development and use of a networked system designed to investigate a traditionally controversial problem in financial markets, the impact of insider information. The research methodology used to tackle this issue incorporates the use of a networked system that we developed to conduct carefully controlled laboratory experiments. We emphasize this methodology as an alternative to techniques using recorded historical market data. The latter approaches are limited by an inability to accurately identify which traders possess and access inside information. Our system incorporates a communication and recording network among work stations with each station possessing stand alone decision support system capabilities. We demonstrate use of the system and present the results and accompanying analyses of a series of experiments relating to impacts of inside information.     

Optimal use of excess capacity in two interconnected queues

We consider a two-stage tandem queueing network where jobs from station 1 join station 2 with a certain probability. Each job incurs a linear holding cost, different for each station. Each station is attended by a dedicated server, and there is an additional server that is either constrained to serve in station 1 or can serve in both stations. Assuming no switching or other operating costs for the additional server, we seek an allocation strategy that minimizes expected holding costs. For a clearing system we show that the optimal policy is characterized by a switching curve for which we provide a lower bound on its slope. We also specify a subset of the state space where the optimal policy can be explicitly determined.     

Server allocation for zero buffer tandem queues

In this paper we consider the problem of allocating servers to maximize throughput for tandem queues with no buffers. We propose an allocation method that assigns servers to stations based on the mean service times and the current number of servers assigned to each station. A number of simulations are run on different configurations to refine and verify the algorithm. The algorithm is proposed for stations with exponentially distributed service times, but where the service rate at each station may be different. We also provide some initial thoughts on the impact on the proposed allocation method of including service time distributions with different coefficients of variation.     

Bottleneck analysis in multiclass closed queueing networks and its application

Asymptotic behavior of queues is studied for large closed multi-class queueing networks consisting of one infinite server station with K classes and M processor sharing (PS) stations. A simple numerical procedure is derived that allows us to identify all bottleneck PS stations. The bottleneck station is defined asymptotically as the station where the number of customers grows proportionally to the total number of customers in the network, as the latter increases simultaneously with service rates at PS stations. For the case when K=M=2, the set of network parameters is identified that corresponds to each of the three possible types of behavior in heavy traffic: both PS stations are bottlenecks, only one PS station is a bottleneck, and a group of two PS stations is a bottleneck while neither PS station forms a bottleneck by itself. In the last case both PS stations are equally loaded by each customer class and their individual queue lengths, normalized by the large parameter, converge to uniformly distributed random variables. These results are directly generalized for arbitrary K=M. Generalizations for K≠M are also indicated. The case of two bottlenecks is illustrated by its application to the problem of dimensioning bandwidth for different data sources in packet-switched communication networks. An engineering rule is provided for determining the link rates such that a service objective on a per-class throughput is satisfied. This revised version was published online in June 2006 with corrections to the Cover Date.     

Dynamic control of a flexible server in an assembly-type queue with setup costs

We consider a queueing system with multiple stations attended by a single flexible server. An order arriving at this system needs to go through each station only once but there is no particular precedence relationship among these stations. One can also think of this system as an assembly system where each station processes a different component of an order and once all the components associated with an order are processed they are assembled instantaneously. A holding cost is charged for keeping the orders in the system and there is a penalty associated with the switches of the server between stations. Our objective is to minimize the long-run average costs by dynamically assigning the server to stations based on the system state. Using sample-path arguments, we provide partial characterizations of the optimal policy and provide sufficient conditions under which a simple state-independent policy that works on one order at a time is optimal. We also propose three simple threshold policies and present a numerical study that provides supporting evidence for the superior performance of our double-threshold heuristic.     

A fuzzy clustering application to precise orbit determination

In recent years, fuzzy logic techniques have been successfully applied in geodesy problems, in particular to GPS. The aim of this work is to test a fuzzy-logic method with an enhanced probability function as a tool to provide a reliable criteria for weighting scheme for satellite-laser-ranging (SLR) station observations, seeking to optimize their contribution to the precise orbit determination (POD) problem. The data regarding the stations were provided by the International Laser Ranging Service (ILRS), NASA/Crustal Dynamics Data Information System (CDDIS) provided the satellite data for testing the method. The software for processing the data is GEODYN II provided by NASA/Goddard Space Flight Center (GSFC). Factors to be considered in the fuzzy-logic clustering are: the total number of LAGEOS passes during the past 12 months, the stability measure of short- and long-term biases, the percentage of LAGEOS normal points that were accepted in CSR weekly LAGEOS analysis, and the RMS uncertainty of the station coordinates. A fuzzy-logic statistical method allows classifying the stations through a clear ‘degree of belonging’ to each station group. This degree of belonging translates into a suitable weight to be assigned to each station in the global solution. The first tests carried out showed improvements in the RMS of the global POD solution as well as individual stations, to within a few millimeters. We expect further work would lead to further improvements.     

Mixed integer formulations for a routing problem with information collection in wireless networks

We study a routing-collecting problem where a system of stations is considered. A vehicle is responsible for collecting information generated continuously in the stations and to deliver it to a base station. The objective is to determine the vehicle route and the collection operations, both physical and wireless, in order to maximize the amount of information collected during a time horizon. Three mixed integer programming models are introduced and a computational study is reported to compare the performance of a solver based on each one of the models.     

A heuristic for the multi-period petrol station replenishment problem

In the multi-period petrol station replenishment problem (MPSRP) the aim is to optimize the delivery of several petroleum products to a set of petrol stations over a given planning horizon. One must determine, for each day of the planning horizon, how much of each product should be delivered to each station, how to load these products into vehicle compartments, and how to plan vehicle routes. The objective is to maximize the total profit equal to the revenue, minus the sum of routing costs and of regular and overtime costs. This article describes a heuristic for the MPSRP. It contains a route construction and truck loading procedures, a route packing procedure, and two procedures enabling the anticipation or the postponement of deliveries. The heuristic was extensively tested on randomly generated data and compared to a previously published algorithm. Computational results confirm the efficiency of the proposed methodology.     

Sequencing and scheduling in flowshops with task redistribution

In some manufacturing situations, station tasks or operations can be shifted or redistributed to adjacent stations. This can be done when these stations have the appropriate equipment, and the workers on that station can perform the shifted work to a reasonable level of competency. This paper addresses such an environment and provides a general framework for applying the shifting or redistribution of tasks methodology to the intermediate storage, no-intermediate storage and no-wait flowshop problems. The outcome of this research is a way in which to utilise more efficiently the general-purpose facilities of this type of production environment. It includes mathematical models, recurrence equations and solution techniques for sequencing and scheduling. From an extensive numerical investigation, the benefits achieved by the application of this methodology are detailed.     

The threshold method for estimating total rainfall

The threshold method estimates the total rainfall F _G in a region G using the area B _G of the subregion where rainfall intensity exceeds a certain threshold value c. We model the rainfall in a region by a marked spatial point process and derive a correlation formula between F _G and B _G. This correlation depends not only on the rainfall distribution but also on the variation of number of raining sites, showing the importance of taking account of the spatial character of rainfall. In the extreme case where the variation of number of raining sites is dominant, the threshold method may work regardless of rainfall distributions and even regardless of threshold values. We use the lattice gas model from statistical physics to model raining sites and show a huge variation in the number of raining sites is theoretically possible if a phase transition occurs, that is, physically different states coexist. Also, we show by radar observation datasets that there are huge variations of raining sites actually.     

Complexity of Workforce Scheduling in Transfer Lines

Consider a production system that consists of m assembly stations arranged in series. All jobs enter the assembly line at station 1 and proceed with subsequent stations in the same order as in a flow shop. Each job spends a fixed amount of time c in each station, known as the production cycle. This production system is synchronous or paced because jobs move one station forward synchronously, every c time units. To ensure that all required work is performed in precisely c periods, the appropriate number of workers is assumed to be known for every task in each station. Hence, each job is specified by an m-tuple of workforce requirements. We are interested in ``level' workforce schedules where workforce size fluctuations are minimal during the production horizon. In this article we define level workforce scheduling objectives and analyze the complexity status of the associated problems. We find that most of these problems are NP-complete even when m=2.     

Optimal assignment of servers to tasks when collaboration is inefficient

Consider a Markovian system of two stations in tandem with finite intermediate buffer and two servers. The servers are heterogeneous, flexible, and more efficient when they work on their own than when they collaborate. We determine how the servers should be assigned dynamically to the stations with the goal of maximizing the system throughput. We show that the optimal policy depends on whether or not one server is dominant (i.e., faster at both stations) and on the magnitude of the efficiency loss of collaborating servers. In particular, if one server is dominant then he must divide his time between the two stations, and we identify the threshold policy the dominant server should use; otherwise each server should focus on the station where he is the faster server. In all cases, servers only collaborate to avoid idleness when the first station is blocked or the second station is starved, and we determine when collaboration is preferable to idleness as a function of the efficiency loss of collaborating servers.     

A Tandem Queue with Coupled Processors: Computational Issues

In Resing and Örmeci [16] it is shown that the two-stage tandem queue with coupled processors can be solved using the theory of boundary value problems. In this paper we consider the issues that arise when calculating performance measures like the mean queue length and the fraction of time a station is empty. It is assumed that jobs arrive at the first station according to a Poisson process and require service at both stations before leaving the system. The amount of work that a job requires at each of the stations is an independent, exponentially distributed random variable. When both stations are nonempty, the total service capacity is shared among the stations according to fixed proportions. When one of the stations becomes empty, the total service capacity is given to the nonempty station. We study the two-dimensional Markov process representing the numbers of jobs at the two stations. The problem of finding the generating function of the stationary distribution can be reduced to two different Riemann-Hilbert boundary value problems, where both problems yield a complete analytical solution. We discuss the similarities and differences between the two problems, and relate them to the computational aspects of obtaining performance measures.     

共享单车调度优化问题研究

针对共享单车站点经常出现的供需不平衡问题,提出人工调度策略,以提高单车利用率和用户满足率.首先将一天划分为几个用车高峰时段,根据每个站点的单车使用历史数据,计算各站点在每个时段的需求量区间;在区域内单车总投放量不变的前提下,基于每个时段初期各个站点存放的单车数量,确定单车调出站点和单车调入站点,进一步以站点之间的单车调度数量为决策变量,建立共享单车调度问题的整数规划模型,使区域内各个单车站点的供需量基本达到平衡,并且总调度成本最小.利用北京市海淀区共享单车数据进行模拟计算,对比分析了调度优化前后的共享单车利用率和用户满足率.结果显示,调度优化后,单车利用率平均提高7.78%,用户满足率平均提高13.09%;综合考虑企业调度成本和收入情况可以发现,通过调度优化,企业的平均利润增长率为7.53%.本文的研究结果可以帮助共享单车企业提升管理水平,增加利润.     

Dynamics of 2-worker bucket brigade assembly line with blocking and instantaneous walk-back

We analyze the dynamics of 2-worker m-stations bucket brigade assembly lines where the velocities of the workers on the stations are arbitrary, albeit fixed constants over each station. We provide a complete characterization of the dynamics under blocking and instantaneous walk-back.     

Work-Conserving Tandem Queues

Consider a tandem queue of two single-server stations with only one server for both stations, who may allocate a fraction α of the service capacity to station 1 and 1−α to station 2 when both are busy. A recent paper treats this model under classical Poisson, exponential assumptions.Using work conservation and FIFO, we show that on every sample path (no stochastic assumptions), the waiting time in system of every customer increases with α. For Poisson arrivals and an arbitrary joint distribution of service times of the same customer at each station, we find the average waiting time at each station for α = 0 and α = 1. We extend these results to k ≥ 3 stations, sample paths that allow for server breakdown and repair, and to a tandem arrangement of single-server tandem queues.This revised version was published online in June 2005 with corrected coverdate     

US Coast Guard air station location with respect to distress calls: A spatial statistics and optimization based methodology

We study the problem of suitably locating US Coast Guard air stations to respond to emergency distress calls. Our goal is to identify robust locations in the presence of uncertainty in distress call locations. Our analysis differs from the literature primarily in the way we model this uncertainty. In our optimization and simulation based methodology, we develop a statistical model and demonstrate our procedure using a real data set of distress calls. In addition to guiding strategic decisions of placement of various stations, our methodology is also able to provide guidance on how the resources should be allocated across stations.