Forecasting call frequency at a financial services call centre

A forecasting model is developed for the number of daily applications for loans at a financial services telephone call centre. The purpose of the forecasts and the associated prediction intervals is to provide effective staffing policies within the call centre. The model building process is constrained by the availability of only 2 years and 7 months of data. The distinctive feature of the data is that demand is driven in the main by advertising. The analysis given focuses on applications stimulated by press advertising. Unlike previous analyses of broadly similar data, where ARIMA models were used, a model with a dynamic level, multiplicative calendar effects and a multiplicative advertising response is developed and shown to be effective.     

Estimation of multivariate binary density using orthogonal functions

In this paper, the authors studied certain properties of the estimate of Liang and Krishnaiah (1985, J. Multivariate Anal. 16, 162–172) for multivariate binary density. An alternative shrinkage estimate is also obtained. The above results are generalized to general orthonormal systems.     

A warehouse-based design model for reverse logistics

In this paper, an MILP formulation is proposed for the design of a reverse logistics network based on a warehouse location–allocation model, which optimizes, simultaneously, the forward and reverse networks. A single product model with unlimited capacity is first defined. Subsequently, the model is extended to a multi-product capacitated recovery network model, where capacity limitations and a multi-product system can be considered. The proposed model is compared to published work in the field, where different model assumptions have been proposed. Two cases are described so as to gain a better insight into the model and allow a comparative analysis.     

Quadratic data envelopment analysis

Data Envelopment Analysis (DEA) offers a piece-wise linear approximation of the production frontier. The approximation tends to be poor if the true frontier is not concave, eg in case of economies of scale or of specialisation. To improve the flexibility of the DEA frontier and to gain in empirical fit, we propose to extend DEA towards a more general piece-wise quadratic approximation, called Quadratic Data Envelopment Analysis (QDEA). We show that QDEA gives statistically consistent estimates for all production frontiers with bounded Hessian eigenvalues. Our Monte-Carlo simulations suggest that QDEA can substantially improve efficiency estimation in finite samples relative to standard DEA models.     

Rigidity and finiteness under Ricci curvature and volume controls

Consider the class of closed Riemannian manifolds M of dimension dim(M) \geqq 3 \dim(M) \geqq 3 , Ricci curvature Ric(M) \geqq -(n - 1) \textrm{Ric}(M) \geqq -(n - 1) , diameter diam(M) < D and almost maximal volume. We show that the isomorphism types of fundamental groups characterize the diffeomorphism types of manifolds in such a class. In particular, it can be viewed as a generalization of the well-known Mostow‘s rigidity theorem and a finiteness theorem.     

Applications of coupled LC-GC: A review

Although coupled liquid chromatographygas chromatography (LC-GC) was first demonstrated ten years ago, only in the last few years has there been a sudden surge of interest in the technique. Approximately 70% of the total number of LC-GC applications have been published in the last two years (1987–88) alone. This review categorizes LC-GC publications into four main application areas: fossil fuels, foods, environmental samples, biologiical/pharmaceutical samples, and miscellaneous samples. Multidimensional separations carried out using other coupled-column chromatographic techniques (such as supercritical fluid chromatography (SFC) with GC, and on-line trace enrichment-GC) have also been included in this review.     

A Language for Teaching Discrete-event Simulation

Courses which teach discrete-event simulation are based on many different simulation languages. The requirements for a language to support teaching simulation are discussed. In particular, it is recommended that such languages separate into distinct modules those aspects of simulation which are taught as separate topics. Implementation of the separation is discussed. The SEESIM language, developed as a teaching aid, is described, and examples of its use are given. Straightforward use of SEESIM can be learned quickly, yet the language provides facilities for a staged introduction to advanced concepts of simulation.     

Development and investigation of perovskite (ABO3)-type oxides for power generation

Critical problems of the present approach of electrolytes for Solid Oxide Fuel Cells (SOFCs) for commercialization are discussed. Major progress is expected from the development of materials based on the “SEA (Single Element Arrangement)” concept. The galvanic cell consists in this case basically of a single chemically homogeneous compound, which functions as electrodes at high and low activity and as electrolyte at intermediate activities of the electroactive component. In view of the large structural flexibility of the chemical nature of the constitutents, we explored perovskite (ABO₃)-type compounds to be used as SEAs for SOFCs. Results of studies on Pr-substituted LSGM and Fe-substituted SrSnO₃ perovskite-type oxides are presented. For instance, SrSn_1-xFe_xO_3-δ with x=0.1 exhibits p and n-type electronic conduction at the cathode and anode sides of the SOFC, respectively, while oxide ion conduction prevails at intermediate oxygen partial pressures. The SEA concept is also applicable for other devices in the field of Ionics.