[PDF] A Critique Of Models In Linear Aggregation Structures eBook

Author : Michael Mizrach
Publisher :
Page : 220 pages
File Size : 42,49 MB
Release : 1985
Category :
ISBN :

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A decision support system for the management of a production organization must include an explicit model or models of the production system. When the organization faces a dynamic environment, dynamic models are most appropriate. The document presents dynamic models of production at two levels of details. First, it extends existing activity analysis models for detailed networks to include the common situation of significant, finite processing times at each activity. This extension shows that dynamic activity analysis models require different indexing functions for the application of labor and machine services and for the application of raw materials and intermediate products. It is demonstrated that the improved accuracy of this model is very significant when the typical processing time in the system exceeds the planning time-grid intervals. The importance of this development is in the identification of the underlying assumptions and range of appropriateness of the existing models and in the extension of these models to non-instantaneous production processes. Additional keywords: operations research; scheduling heuristics; dynamic linear activity analysis; models; mathematical programming; industrial engineering.

Author : Maxwell L. King
Publisher : Routledge
Page : 366 pages
File Size : 30,36 MB
Release : 2018-03-05
Category : Business & Economics
ISBN : 1351140671

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Originally published in 1987. This collection of original papers deals with various issues of specification in the context of the linear statistical model. The volume honours the early econometric work of Donald Cochrane, late Dean of Economics and Politics at Monash University in Australia. The chapters focus on problems associated with autocorrelation of the error term in the linear regression model and include appraisals of early work on this topic by Cochrane and Orcutt. The book includes an extensive survey of autocorrelation tests; some exact finite-sample tests; and some issues in preliminary test estimation. A wide range of other specification issues is discussed, including the implications of random regressors for Bayesian prediction; modelling with joint conditional probability functions; and results from duality theory. There is a major survey chapter dealing with specification tests for non-nested models, and some of the applications discussed by the contributors deal with the British National Accounts and with Australian financial and housing markets.

Author : Zhengming Wang
Publisher : CRC Press
Page : 556 pages
File Size : 35,90 MB
Release : 2011-12-06
Category : Mathematics
ISBN : 1439853789

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Measurement Data Modeling and Parameter Estimation integrates mathematical theory with engineering practice in the field of measurement data processing. Presenting the first-hand insights and experiences of the authors and their research group, it summarizes cutting-edge research to facilitate the application of mathematical theory in measurement and control engineering, particularly for those interested in aeronautics, astronautics, instrumentation, and economics. Requiring a basic knowledge of linear algebra, computing, and probability and statistics, the book illustrates key lessons with tables, examples, and exercises. It emphasizes the mathematical processing methods of measurement data and avoids the derivation procedures of specific formulas to help readers grasp key points quickly and easily. Employing the theories and methods of parameter estimation as the fundamental analysis tool, this reference: Introduces the basic concepts of measurements and errors Applies ideas from mathematical branches, such as numerical analysis and statistics, to the modeling and processing of measurement data Examines methods of regression analysis that are closely related to the mathematical processing of dynamic measurement data Covers Kalman filtering with colored noises and its applications Converting time series models into problems of parameter estimation, the authors discuss modeling methods for the true signals to be estimated as well as systematic errors. They provide comprehensive coverage that includes model establishment, parameter estimation, abnormal data detection, hypothesis tests, systematic errors, trajectory parameters, and modeling of radar measurement data. Although the book is based on the authors’ research and teaching experience in aeronautics and astronautics data processing, the theories and methods introduced are applicable to processing dynamic measurement data across a wide range of fields.

Author : Engelbert Plassmann
Publisher : Springer Science & Business Media
Page : 209 pages
File Size : 50,37 MB
Release : 2012-12-06
Category : Business & Economics
ISBN : 3642573363

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The introduction of a single European currency constitutes a remarkable instance of internationalization of monetary policy. Whether a concomitant internationalization can be detected also in the econometric foundations of monetary policy is the topic dealt with in this book. The basic theoretical ingredients comprise a data-driven approach to econometric modelling and a generalized approach to cross-sectional aggregation. The empirical result is a data-consistent structural money demand function isolated within a properly identified, dynamic macroeconomic system for Europe. The book itself evolved from a research project within the former Son derforschungsbereich SFB 178 "Internationalization of the Economy" at the University of Konstanz. Its finalization entails a due amount of gratitude to be extended into several directions: I am personally indebted, first of all, to my academic supervisor, Professor Dr. Nikolaus Laufer, for originally inspiring this work and for meticulously perusing its eventual result. Professor Dr. Win fried Pohlmeier, as a second supervisor, provided valuable confidence bounds around an earlier draft. The comments of both supervisors contributed substantially to the present shape of the book. I am institutionally indebted to the University of Konstanz, notably its Faculty of Economics and Statistics, for continuous provision of an excellent research environment, and to the Deutsche Forschungsgemeinschaft in Bonn for generous sponsorship of the former SFB, whose financial support dur ing that period is gratefully acknowledged. I am also indebted to Dresdner Bank AG Frankfurt, Risk Methodology Trading, for benign tolerance of all distractions associated with the preparation of the final manuscript.

Author : Lutz Kilian
Publisher : Cambridge University Press
Page : 757 pages
File Size : 12,19 MB
Release : 2017-11-23
Category : Business & Economics
ISBN : 1107196574

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This book discusses the econometric foundations of structural vector autoregressive modeling, as used in empirical macroeconomics, finance, and related fields.

Author : Marco Pepe
Publisher : Springer
Page : 178 pages
File Size : 17,7 MB
Release : 2015-12-12
Category : Technology & Engineering
ISBN : 3319264737

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This book reports on the physical and mechanical characterization of Recycled Aggregate Concrete (RAC), produced through a partial-to-total replacement of ordinary aggregates with what have been dubbed Recycled Concrete Aggregates (RCAs). It proposes a theoretical framework for understanding the relationships between RCAs and RCA, and for predicting the resulting behavior of RAC. The book demonstrates that in the case of RAC two additional parameters have to be taken into account than with ordinary aggregates, due to the composite nature and higher porosity of RCAs. By extending Abrams’ Law for Recycled Aggregate Concrete, it represents a first step in the formulation of a general model for predicting the properties of RAC. The theoretical approach presented here addresses an important gap in the literature and is expected to stimulate new research on the use of this more sustainable form of concrete in structural applications.