Estimation methods, Questionnaire design. Topics include seasonal adjustment, decomposition, exponential smoothing, moving average, and autoregression as well as model identification, estimation, diagnostics, and adaptive forecasting illustrations using real data. Application areas include production, scheduling, distribution, marketing, finance. Potential topics include applications and extensions of mathematical programming, stochastic processes, discrete programming, networks models, and the application of statistical techniques. Includes linear, integer, stochastic, nonlinear, and dynamic programming and network optimization.
Treatment includes formulation, optimality conditions, duality theory, solution algorithms.
Applications to production, scheduling, marketing, finance, and equipment replacement. Focuses on development and application of queuing theory and discrete event simulation. The seminar is generally concerned with unpublished areas of research and is conducted by visiting professors and departmental faculty.