查看更多>>摘要：The scheduling problem in surgery is difficult because,in addition of the planning of the operating rooms which are the most expensive resources in hospitals,each surgery requires a combination of human and material resources.In this paper,the authors address a surgery scheduling problem which arises in operated health care facility.Moreover,the authors consider simultaneously materiel and human resources.This problem is a three-stages flow shop scheduling environment.The first stage(ward)contains a limited number of resources of the same type(beds);The second stage contains different resources with limited capacity(operating rooms,surgeons,nurses,anesthesiologists)and the third stage contains a limited number of recovery beds.There is also a limited number of transporters(porters)between the ward and the other stages.The objective of the problem is to minimize the completion time of the last patient(makespan).The authors formulate this NP-Hard problem in a mixed integer programming model and conduct computational experiments to evaluate the performance of the proposed model.
查看更多>>摘要：Following the framework of E-N model(Eisenberg and Noe,2001),the authors consider a new clearing mechanism based on net liabilities among financial institutions since the liabilities between the counterparties should be deducted accordingly when clearing in practice.As the basis for systemic risk measurement,similar to the original E-N model,the authors first establish some good properties for the clearing payment vector according to a more general model.Then,the authors investigate how risk spreads among institutions through the liability network forming the risk contagion channel.Finally,the authors illustrate with a specific example that the original E-N clearing mechanism may misidentify the systemic important institutions,and theoretically show that it may also overestimate the risk compared with the netting clearing mechanism.
查看更多>>摘要：Micro triadic structure is an important motif and serves the building block of complex networks.In this paper,the authors define structure entropy for a social network and explain this concept by using the coded triads proposed by Davis and Leinhardt in 1972.The proposed structure entropy serves as a new macro-evolution index to measure the network's stability at a given timestamp.Empirical analysis of real-world network structure entropy discloses rich information on the mechanism that yields given triadic motifs frequency distribution.This paper illustrates the intrinsic link between the micro dyadic/triadic motifs and network structure entropy.Importantly,the authors find that the high proportion of reciprocity and transitivity results in the emergence of hierarchy,order,and cooperation of online social networks.
查看更多>>摘要：Under China's"Dual Carbon"target(DCT),"clean replacement"on the energy supply side and"electric energy replacement"on the energy consumption side are the ways to achieve energy transformation.However,energy projects have a long construction period,complex technology cate-gories,and investment risks that greatly affect the development of energy transformation.Correctly judging the effect of investment changes on primary energy production is of great practical significance to the realization of the DCT.Based on this,NARDL and TVP-SV-VAR models are innovatively used to reveal the nonlinear effect of fixed-asset investment on China's primary energy production.The results show that the marginal effect of investment growth on coal production is about 1.44 times that of investment reduction.Similarly,the marginal effect of oil and gas investment growth is about 1.21 times that of investment reduction.Due to the influence of resource constraints,China's traditional fossil energy still has varying degrees of path dependence on the investment-driven development model.For non-fossil energy,investment in hydropower and nuclear power has an inverse correlation with the change in production.Negative marginal efficiency and diseconomies of scale have hindered the development of the hydropower and nuclear power industries.In addition,the asymmetric effect is not yet significant for the short development time and technical constraints of wind and solar power.From the impulse response results,the impact curves of investment in wind and solar power are generally positive,and investment has different degrees of time-delay and time-varying effects on various energy production,which verifies the heterogeneity of investment adjustment mechanisms in different energy industries.
查看更多>>摘要：Structural change in panel data is a widespread phenomena.This paper proposes a fluc-tuation test to detect a structural change at an unknown date in heterogeneous panel data models with or without common correlated effects.The asymptotic properties of the fluctuation statistics in two cases are developed under the null and local alternative hypothesis.Furthermore,the consistency of the change point estimator is proven.Monte Carlo simulation shows that the fluctuation test can control the probability of type Ⅰ error in most cases,and the empirical power is high in case of small and moderate sample sizes.An application of the procedure to a real data is presented.
查看更多>>摘要：This paper studies customer joining behavior and system regulation strategy in non-exhaustive visible M/M/m queues with synchronous vacations of a part of the servers.Once this part of the servers are idle,they take multiple vacations simultaneously(vacation period).Until there are customers waiting in the queue,they are reactivated and all servers are busy or idle(busy period).The authors call this part of the servers as"partial servers".In view of the fully visible queue and the almost visible queue,the authors obtain customers'equilibrium joining threshold strategies and their socially optimal joining threshold strategies,respectively,and observe that customer joining behavior in equilibrium generally makes the system overcrowded,which makes the equilibrium social welfare lower than the optimal social welfare.After regulation,interestingly,for optimizing social welfare,the system manager hopes not only customers arriving in vacation period pay attention to the number of partial servers,but also customers arriving in busy period should care about it rather than ignore.Moreover,arranging more servers for vacation does not necessarily lead to the decrease of social welfare on condition that the number of partial servers is close to m.As for the information advantage of the fully visible case,it is not obvious for increasing social welfare and even unfavorable to servers'profit unless the number of partial servers is big enough.Furthermore,given the different composition of so-cial welfare,there exists the optimal number of partial servers and the optimal arrival rate of customers for maximizing social welfare.
查看更多>>摘要：Strong orthogonal arrays(SOAs)were recently introduced and studied as a class of space-filling designs for computer experiments.To surely realize better space-filling properties,SOAs of strength three or higher are desirable.In addition,orthogonality is also an important property for designs of computer experiments,because it guarantees that the estimates of the main effects are un-correlated.This paper first provides a systematic study on the construction of(nearly)orthogonal strength-three SOAs with better space-filling properties.The newly proposed strength-three SOAs en-joy almost the same space-filling properties of strength-four SOAs,and can accommodate much more columns than the latter.Moreover,they are(nearly)orthogonal and flexible in run sizes.The construc-tion methods are straightforward to implement,and their theoretical supports are well established.In addition to the theoretical results,many designs are tabulated for practical needs.
查看更多>>摘要：In this paper,the authors propose a two-stage online debiased lasso estimation and statisti-cal inference method for high-dimensional quantile regression(QR)models in the presence of streaming data.In the first stage,the authors modify the QR score function based on kernel smoothing and ob-tain the online lasso smoothed QR estimator through iterative algorithms.The estimation process only involves the current data batch and specific historical summary statistics,which perfectly accommo-dates to the special structure of streaming data.In the second stage,an online debiasing procedure is carried out to eliminate biases caused by the lasso penalty as well as the accumulative approximation error so that the asymptotic normality of the resulting estimator can be established.The authors conduct extensive numerical experiments to evaluate the performance of the proposed method.These experiments demonstrate the effectiveness of the proposed method and support the theoretical results.An application to the Beijing PM2.5 Dataset is also presented.
查看更多>>摘要：Curve interpolation with B-spline is widely used in various areas.This problem is classic and recently raised in application scenario with new requirements such as path planning following the tangential vector field under certified error in CNC machining.This paper proposes an algorithm framework to solve Hausdorff distance certified cubic B-spline interpolation problem with or without tangential direction constraints.The algorithm has two stages:The first stage is to find the initial cubic B-spine fitting curve which satisfies the Hausdorff distance constraint;the second stage is to set up and solve the optimization models with certain constraints.Especially,the sufficient conditions of the global Hausdorff distance control for any error bound are discussed,which can be expressed as a series of linear and quadratic constraints.A simple numerical algorithm to compute the Hausdorff distance between a polyline and its B-spline interpolation curve is proposed to reduce our computation.Experimental results are presented to show the advantages of the proposed algorithms.
查看更多>>摘要：A new necessary and sufficient condition for the existence of minor left prime factorizations of multivariate polynomial matrices without full row rank is presented.The key idea is to establish a relationship between a matrix and any of its full row rank submatrices.Based on the new result,the authors propose an algorithm for factorizing matrices and have implemented it on the computer algebra system Maple.Two examples are given to illustrate the effectiveness of the algorithm,and experimental data shows that the algorithm is efficient.
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