bluuebunny/crossref_metadata_2025_split huggingface dataset:
A rational random behaviour model of choice
Authors: Vanhonacker Wilfried R. , Winer Russell S. 
Published: May 2007

AbstractIn this paper, a multinomial‐Dirichlet‐geometric model of consumer brand choice is developed. This individual‐level stochastic choice model is derived as an extension of Theil's theory of rational random behaviour. These behavioural assumptions permit modelling of changes in likelihood of purchase as consumers are confronted with environmental factors whose occurrence and exact nature could not be anticipated at the planning stage of a shopping trip. Moreover, the model allows for uncertainties about future events which might affect actual choice to be built into the choice process alongside a traditional choice model which reflects preferences and/or utilities (and potential uncertainties surrounding them). Empirical results using consumer diary purchase panel data indicate a strong superiority of the model developed compared with previous models which assume stationary preference vectors.
Stochastic models for two‐mode compartmental systems and their asymptotic reduction
Authors: Bruni C. , Koch G. 
Published: May 2007

AbstractWe consider a class of population models, which will be named “two‐mode” and is suitable to represent phenomena characterized by the interaction of two compartment groups. The two groups, both containing the same number of compartments, may exhibit some difference in their behaviour (“mode”), described in terms of transition rates. We conventionally denote them as “active” and “inactive” compartments.Exchanges between compartments are modelled by a multidimensional jump Markov process. Within both active and inactive subsystems the exchanges of individuals may occur in all possible ways. On the other hand, each active compartment communicates in both directions with just one inactive compartment. Such exchanges have indeed to be considered as transitions of “status” (mode) for the individuals; with this interpretation, a special feature of our model is that they occur much faster than exchanges within each subsystem.Possible non‐linear interactions among compartments (for instance due to crowding effects) are included in the model by letting the exchange rates depend on the total numbers of individuals in the pair of corresponding active and inactive compartments. Birth/reproduction and death phenomena are also accounted for.We show that, as the rate of mode transition diverges, an instantaneous relationship (in the mean value sense) links the number of individuals Xakt and Xikt in each pair of active and inactive compartments.A stronger result is proved to hold for the “pooled variables” Xakt+ Xakt, which converge weakly (in the sense of distributions on the path space) to the solution of a reduced n‐dimensional model.In the paper, Section 1 is devoted to discussing the peculiar features of the model and to motivate its relevance in a variety of possible applications fields. Section 2 contains a formal presentation of the original and reduced models, along with an intermediate model (equivalent to the original one) which helps in clarifying connections between the above‐mentioned ones. The aim of Section 2 is also to ascertain that these models are well defined. In Section 3 the convergence results are proved.
Interpreting multiple correspondence analysis
Authors: Greenacre Michael J. 
Published: May 2007

AbstractThe practical aspects of interpreting multiple correspondence analysis are reviewed. The geometric concepts associated with simple correspondence analysis are shown to be inadequate for multiple correspondence analysis. An alternative approach, called joint correspondence analysis, is shown to be a more natural generalization of the simple case. The practical interpretation of homogeneity analysis is also discussed and a compromise is proposed between classical multiple correspondence analysis and joint correspondence analysis, preserving the optimal scaling properties of homogeneity analysis. A simple example is used throughout the discussion to illustrate the issues involved.
Comparative regression analysis coupled with rational verification for forecasting night cooling
Authors: Michaelides Silas Chr. 
Published: May 2007

AbstractA set of linear regression equations has been developed for forecasting night‐time minimum temperatures. The predictors used in each regression are the dry‐bulb and wet‐bulb temperatures recorded at various times during the day. This set of regression equations can be used to begin estimating the expected minimum temperature early in the day and then update the estimate in the course of the day. It is shown that these regression equations are quite insensitive to small deviations in the input data and some special cases are discussed. The usefulness of simple or multiple regression is also examined. Under certain conditions, linear regression on hygrometrically derived humidity parameters have been transformed into non‐linear expressions of dry and wet‐bulb temperatures. It is shown by an example that these non‐linear relationships may fit the data equally as well as the linear relationships. Comparative verification of the scheme has shown that successive updating of the predicted minimum temperature has certain advantages. Questions associated with the representativeness of the data base are also discussed. The effect of the turbulent mixing by the wind on the night cooling is incorporated in the scheme as a further upgrading of the method.
Estimating a reduced rank regression model for non‐normal variables
Authors: Bijleveld Catrien C. J. H. , Van Montfort Kees 
Published: May 2007

AbstractA method using third order moments for estimating the regression coefficients as well as the latent state scores of the reduced‐rank regression model when the latent variable(s) are non‐normally distributed is presented in this paper. It is shown that the factor analysis type indeterminacy of the regression coefficient matrices is eliminated. A real life example of the proposed method is presented. Differences of this solution with the reduced‐rank regression eigen solution are discussed.
A note about the Gaussian property of the Brownian bridge
Authors: Gutiérrez Ramón , Valderrama Mariano J. 
Published: May 2007

AbstractThe Gaussian property of the Brownian bridge is characterized as an application of Ramachandran's theorem in terms of the independence of the random variables that appear in the Karhunen‐Loéve expansion of the process. A reference about the construction of the Brownian bridge by means of functional transformations is also included.
Linear‐quadratic efficient frontiers for portfolio optimization
Authors: King Alan J. , Jensen David L. 
Published: May 2007

AbstractFinding portfolios with given mean return and minimal lower partial mean or variance, two risk criteria of interest in the theory of optimal portfolio selection, is a stochastic linear‐quadratic program that can be converted to a large‐scale linear or quadratic program when the asset returns are finitely distributed. These efficient frontiers can be computed on presently available platforms for problems of reasonable size; we discuss our experience with a problem involving one thousand assets. Asymptotic statistics for stochastic programs can be applied to justify sampling as a means to approximate continuous distributions by finite distributions.
Product forms for availability models
Authors: Smeitink Eric , van Dijk Nico M. , Haverkort Boudewijn R. 
Published: May 2007

AbstractThis paper shows and illustrates that product form expressions for the steady state distribution, as known for queueing networks, can also be extended to a class of availability models. This class allows breakdown and repair rates from one component to depend on the status of other components. Common resource capacities and repair priorities, for example, are included. Conditions for the models to have a product form are stated explicitly. This product form is shown to be insensitive to the distributions of the underlying random variables, i.e. to depend only on their means. Further it is briefly indicated how queueing for repair can be incorporated. Novel product form examples are presented of a simple series/parallel configuration, a fault tolerant database system and a multi‐stage interconnection network.
A modified candecomp algorithm for fitting the latent class model: Implementation and evaluation
Authors: Carroll J. Douglas , De Soete Geert , Kamensky Victor 
Published: May 2007

AbstractIn this paper an implementation is discussed of a modified CANDECOMP algorithm for fitting Lazarsfeld's latent class model. The CANDECOMP algorithm is modified such that the resulting parameter estimates are non‐negative and ‘best asymptotically normal’. In order to achieve this, the modified CANDECOMP algorithm minimizes a weighted least squares function instead of an unweighted least squares function as the traditional CANDECOMP algorithm does. To evaluate the new procedure, the modified CANDECOMP procedure with different weighting schemes is compared on five published data sets with the widely‐used iterative proportional fitting procedure for obtaining maximum likelihood estimates of the parameters in the latent class model. It is found that, with appropriate weights, the modified CANDECOMP algorithm yields solutions that are nearly identical with those obtained by means of the maximum likelihood procedure. While the modified CANDECOMP algorithm tends to be computationally more intensive than the maximum likelihood method, it is very flexible in that it easily allows one to try out different weighting schemes.
Fractional brownian motion modelling of pressure fluctuations in multiphase flow systems
Authors: Neogi D. , Nassar R. , Fan L. T. 
Published: May 2007

AbstractMultiphase flow systems lend themselves to a stochastic description due to their random behaviour. Fluidized beds and bubble columns are notable examples of such systems wherein random generation and coalescence of bubbles lead to pressure and density fluctuations. Analyses of these systems utilizing short‐memory models based on Markovian assumptions have been widely reported. Nevertheless, a review of the available data and the results of preliminary experiments have indicated that the time series of pressure fluctuation signals from various multiphase flow systems exhibit a a long‐term correlation. These signals appear to be better described by a long‐memory model, specifically “fractional Brownian motion” (FBM) comprising fractional Gaussian noise (FGN). In the present work, pressure fluctuations in a gas‐solid fluidized bed and a bubble column have been analysed and modelled by resorting to the relatively new concept of FBM. The stochastic model developed visualizes the bubble motion in a multiphase flow system to be composed of a random movement, generating irregular signals, and a linear movement, generating wave‐like signals. Autocorrelation and spectral density functions have been derived from the model. Comparison between the model‐based and experimentally determined autocorrelation functions has indicated that FBM is indeed a viable model for pressure fluctuations in multiphase flow systems.
Analysis of a closed‐loop manufacturing system with finite buffers
Authors: Bouhchouch Abdellatif , Frein Yannick , Dallery Yves 
Published: May 2007

AbstractIn this paper, we are interested in the analysis of a closed loop manufacturing system with finite buffers. More precisely, the system we consider is a production line consisting of a series of machines separated by buffers of finite capacity. In addition, parts need to be mounted onto pallets during their processing through the production line. Our aim is to develop an analytical method for performance evaluation of this class of manufacturing systems. The main performance parameter of interest when designing such a system is the production capacity, i.e. the maximal production rate that can be obtained. It is a function of the processing times at the different machines, the buffer sizes, as well as the total number of pallets that are available. For this purpose, we model the system as a closed queuing network with finite capacity queues. We propose a new approximation method to calculate the performance of such queuing networks. The principle is to decompose the closed queuing network into a set of subsystems, each subsystem modelling the flow of material in one of the buffers of the network. The population constraint of the closed network is taken into account by ensuring that the sum of the average queue lengths of the different subsystems is equal to the number of the customers of the network. We present numerical results that show that the method has a fairly good qualitative as well as quantitative behaviour.
A language for numerical construction of applied stochastic models via redundant data
Authors: Samaratunga P. Chand 
Published: May 2007

AbstractA language is described for rapid implementation of algebraic operations on random variables that can be used for numerical construction of stochastic models. A “data object” describing the probability distribution function of a random variable may consist of mutually redundant data‐sets such as: a sampling of its probability distribution function, coefficients of the moment generator function, fast Fourier transform of a sampling of the probability density function, a set of bilateral PHase (BPH) coefficients, fast Fourier transform of a set of BPH coefficients, a set of Laguerre transform coefficients, and other representations. We exploit this redundancy of data representations in implementing our language and in obtaining a computational speed‐up for random variable manipulations. If X and Y are two random variables, the operation of addition to evaluate X + Y is implemented in a simple high‐level language construct “+”. The language is also provided with the capability of easily supporting other user‐defined algebraic operations for random variables. This language (RANL) is a powerful computational tool that can be used to build complex and realistic numerical stochastic models rapidly. The operators used in RANL for manipulation of random variables are extensions of arithmetic operators for real numbers.
Assessing the predictive effectiveness of the variety seeking and reinforcement models
Authors: Sarigöllü Emine 
Published: May 2007

AbstractPrediction of customer choice behaviour has been a big challenge for marketing researchers. They have adopted various models to represent customers purchase patterns. Some researchers considered simple zero–order models. Others proposed higher–order models to represent explicitly customers tendency to seek [variety] or [reinforcement] as they make repetitive choices. Nevertheless, the question [Which model has the highest probability of representing some future data?] still prevails. The objective of this paper is to address this question. We assess the predictive effectiveness of the well–known customer choice models. In particular, we compare the predictive ability of the [dynamic attribute satiation] (DAS) model due to McAlister (Journal of Consumer Research, 91, pp. 141–150, 1982) with that of the well–known stochastic variety seeking and reinforcement behaviour models. We found that the stochastic [beta binomial] model has the best predictive effectiveness on both simulated and real purchase data. Using simulations, we also assessed the effectiveness of the stochastic models in representing various complex choice processes generated by the DAS. The beta binomial model mimicked the DAS processes the best. In this research we also propose, for the first time, a stochastic choice rule for the DAS model.
Time series analysis for ground penetrating radar (GPR) asphalt thickness profile
Authors: Nii. Attoh‐Okine B. 
Published: May 2007

AbstractTime series obtained from the waveform profiles of the ground penetrating radar (GPR) thickness of the asphaltic concrete layers of in–service pavement holds a key to the understanding of thickness variation and the presence of cavities within and below the pavement surface. In this paper, the fundamental techniques of time series modelling—(i) identification, (ii) estimation and (iii) diagnostics—are applied to the GPR thickness profile of three types of pavement—(a) fully–designed (b) partially–designed and (c) compositely designed pavement. Actual applications are made using data from in–service pavement in the state of Kansas. The main purpose of this study is to investigate the mechanism that drives the data and to compare the model errors and statistics of the thickness profiles of different types of flexible pavement. In the present study, the time series is replaced by a distance scale, but the name time series is retained.
Evaluating departures from fair representation
Authors: Bondarczuk Z. , Kowalczyk T. , Pleszczyńska E. , Szczesny W. 
Published: May 2007

AbstractComputer–intensive estimates are introduced to evaluate departures from proportionality between the numbers of electors in a partition of a voting population and the numbers of representatives in the corresponding partition of the elected representation. At the first stage a pair of indices is proposed, one to evaluate the total strength of the departures and the other to indicate to what extent they are due to over–representation increasing (or decreasing) with the number of electors in a group. The properties of the indices are examined in suitably defined stochastic models which describe this type of over–representation. Since the values of the indices are strongly influenced by the distribution of electors in the given partition, a second stage of estimation is performed in order to get some [partition–free] information on the existence of a monotone size representation, and, if it exists, on its strength. The relevant transformation is based on intensive computer simulation in the introduced models. The methods proposed are applied to the results of the 1991 election of the Polish Scientific Research Council, which distributes funds among universities, scientific institutions and individual groups of researchers.
Examples of fitting structured phase–type distributions
Authors: Faddy M. J. 
Published: May 2007

AbstractA sub–class of phase–type distributions is defined in terms of a Markov process with sequential transitions between transient states and transitions from these states to absorption. Such distributions form a very rich class; they can be fitted to data, and any structure revealed by the parameter estimates used to develop more parsimonious re–parametrizations. Several example data sets are used as illustrations.
Periodicity of equilibrium structures in a time dependent markov model under stochastic environment
Authors: Tsantas N. , Georgiou A. C. 
Published: May 2007

AbstractThe problem of periodicity for a non–homogeneous Markov model in a stochastic environment is studied. The stochastic concept is established through the notion of optional scenarios applied on the transition process. It is proved that the sequence of so–called aggregate structures follows a certain periodic pattern that can split into converging subsequences according to alternative policies. These limits are highly influenced by the different scenarios utilized in the model, but always lie on a convex region that also depends on the pool of alternatives.
Dynamic modelling of life table data
Authors: Janssen J. , Skiadas C. H. 
Published: May 2007

AbstractIn this paper we formulate a dynamic model expressing the human life table data by using the first‐passage‐time theory for a stochastic process. The model is derived analytically and then is applied to the mortality data in Belgium and France. A stochastic simulation is also performed for the ‘health state function’ proposed and the related stochastic paths. Furthermore the implications of the proposed model and the results derived for pension funds and option theory are discussed.
A periodic cointegration model of quarterly consumption
Authors: Franses Philip Hans , Kloek Teun 
Published: May 2007

AbstractA periódic cointegration model is proposed to describe quarterly observed consumption. This model allows the cointegrating vectors and the adjustment parameters to vary with the seasons. Its links are discussed with an often considered standard economic theoretical model for macroeconomic variables like consumption. A simple empirical model specification strategy is given and applied to Austrian consumption and income data.
Textilbewehrter Beton: Tragverhalten, Bemessung und Anwendung
Authors: Hegger Josef , Horstmann Michael , Voss Stefan , Will Norbert 
Published: June 2007

AbstractGegenwärtig ist ein zunehmendes Interesse von Architekten und Planern am Einsatz von textilbewehrtem Beton als Konstruktionswerkstoff zu beobachten. Die Anwendung bei filigranen, selbsttragenden Vorhangfassaden stellt derzeit den Stand der Technik dar. In aktuellen Untersuchungen werden auch Potenziale für leichte Tragstrukturen bewertet. Die für eine zielsichere Bemessung der Bauteile erforderlichen Modelle sind Gegenstand der Forschungsarbeiten im Sonderforschungsbereich 532 an der RWTH Aachen. Eine Zusammenfassung wesentlicher Forschungsergebnisse und deren Umsetzung in ersten Anwendungsprojekten wird nachfolgend vorgestellt.
Intra-anal application of l-erythro methoxamine gel increases anal resting pressure in patients with incontinence
Authors: Nisar P J , Gruss H-J , Bush D , Acheson A G , Scholefield J H 
Published: June 2007

Abstract

Background
This study examined the effects of a single dose of intra-anal l-erythro methoxamine on mean anal resting pressure (MARP) and cardiovascular variables in patients with faecal incontinence.

Methods
Patients had anorectal physiology tests and ultrasonography before participating. Six patients received 0·3 and 1 per cent gels on separate days, two patients received 0·3 per cent gel, and two patients received 1 per cent gel. MARP, blood pressure, pulse rate and plasma drug concentrations were measured for 6 h after application.

Results
Intra-anal 0·3 per cent gel caused a rapid, significant rise in MARP lasting 2 h (P = 0·036). In four of these patients, the response was sufficient to increase MARP to within the normal range at 2 h. Application of 1 per cent gel caused a significant rise in MARP for 4 h after application (P = 0·028). There was a significant decrease in pulse at 2 and 1 h respectively after application of 0·3 and 1 per cent gels.

Conclusion
Intra-anal application of l-erythro methoxamine can be used to increase MARP in patients with faecal incontinence. Application of 1 per cent l-erythro methoxamine gel produced a rapid, sustained rise in MARP, which raises the possibility of therapeutic application.
Die Synthese von Mandelsäure‐Analogen, II. Mitteil.: Über Styrylglykolsäuren
Authors: Nerdel Friedrich , Rachel Hans 
Published: June 2007

AbstractEs wird über die Darstellung und optische Spaltung von Styrylglykolsäure und [3‐Nitro‐styryl]‐glykolsäure berichtet. Die Rotationsdispersionen der Säuren und ihrer Derivate werden mitgeteilt. Der konfigurative Zusammenhang dieser Säuren mit der α‐Hydroxy‐γ‐phenyl‐buttersäure wird ermittelt und deren absolute Konfiguration wahrscheinlich gemacht.
Zur Kenntnis der Amadori‐Umlagerung
Authors: Micheel Fritz , Schleppinghoff Bernhard 
Published: June 2007

AbstractDie Fähigkeit aromatischer N‐Glykoside, die Amadori‐Umlagerung einzugehen, wird durch o/p‐dirigierende Substituenten in der 2‐ oder 4‐Stellung zum N‐Atom begünstigt, durch m‐dirigierende in 2‐oder 4‐Stellung erschwert. Umgekehrt wirken o/p‐dirigierende in 3‐Stellung erschwerend, m‐dirigierende in 3‐Stellung jedoch fördernd. Chlor‐Substitution in 3‐ oder 4‐Stellung wirkt erschwerend. Die Amadori‐Produkte zeigen im IR‐Spektrum eine charakteristische Bande bei 3570 cm−1.
Über Einige Urankomplexe der Formazyl‐ und der Azomethin‐Reihe
Authors: Seyhan Muvaffak , Fernelius W. Conard 
Published: June 2007

AbstractEs wird die Darstellung dreier Urankomplexe der Formazyl‐ und der Azomethin‐Reihe beschrieben. Die Konstitution der beiden Urankomplexe der Formazyl‐Reihe wird ermittelt.