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.     

The polar ionosphere at Zhongshan station on May 11, 1999, the day the solar wind almost disappeared

The solar wind almost disappeared on May 11, 1999: the solar wind plasma density and dynamic pressure were less than 1cm⁻³ and 0.1 nPa respectively, while the interplanetary magnetic field was northward. The polar ionospheric data observed by the multi-instruments at Zhongshan Station in Antarctica on such special event day was compared with those of the control day (May 14). It was shown that geomagnetic activity was very quiet on May 11 at Zhongshan. The magnetic pulsation, which usually occurred at about magnetic noon, did not appear. The ionosphere was steady and stratified, and the F₂ layer spread very little. The critical frequency of day-side F₂ layer, f₀F₂, was larger than that of control day, and the peak of f₀F₂ appeared 2 hours earlier. The ionospheric drift velocity was less than usual. There were intensive auroral E_s appearing at magnetic noon. All this indicates that the polar ionosphere was extremely quiet and geomagnetic field was much more dipolar on May 11. There were some signatures of auroral substorm before midnight, such as the negative deviation of the geomagnetic H component, accompanied with auroral E_s and weak Pc3 pulsation.

     

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.     

大学物理课程网络辅助教学系统的构建与应用

本文介绍了上海交通大学大学物理课程网络辅助教学系统的设计思想、整体结构和主要的功能模块，概述了运用网络辅助教学系统实施“课堂教学＋网络辅助教学”：这种教学模式的应用情况．     

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.     

赛跑运动的牛顿力学分析

本文介绍一种用牛顿力学研究赛跑运动的物理模型,给出两种情形下跑步时间的最优化结果.这一结果与优秀运动员的实际比赛成绩很好地相符.     

非负定阵元素的扰动和正定完备化

在保持非负定性不变的前提下,本文对矩阵每一元素容许多大的扰动作了进一步的研究, 将本文的结论和C．R．Johnson提出的部分正定阵的正定完备化进行比较,容易发现对已知的正定矩阵求扰动,本文的结论比用C．R.Johnson的正定完备化计算扰动形式上更简单,同时也给出了不同于C．R．Johnson的部分正定阵的正定完备化表示的另外一个公式,推出了这些正定完备化矩阵应具有的若干性质．     

Complete ideals and singularities of space curves

We consider complete ideals supported on finite sequences of infinitely near points, in regular local rings with dimensions greater than two. We study properties of factorizations in Lipman special *-simple complete ideals. We relate it to a type of proximity, linear proximity, of the points, and give conditions in order to have unique factorization. Several examples are presented. Received: 2 February 2000 / in final form: 14 March 2001 / Published online: 18 January 2002