87 resultados para unit pricing
Resumo:
This article describes the work of Newry Student Unit which operates in the Southern Health and Social Care Trust. The background to the unit is outlined and its development is discussed in the context of practice learning provision in Northern Ireland. The operation of the unit in providing Family and Child Care practice learning opportunities (PLOs) for student social workers is outlined and findings from evaluation questionnaires completed by students, college tutors and team leaders are presented. The paper highlights both the advantages and disadvantages of this model of PLO provision and concludes that it is a valuable resource for practice learning. Proposals for the development of the unit are discussed and it is suggested that the model has the potential be replicated in other areas of Northern Ireland.
Resumo:
Objectives: Acute lung injury and the acute respiratory distress syndrome are characterized by noncardiogenic pulmonary edema, which can be assessed by measurement of extravascular lung water. Traditionally, extravascular lung water has been indexed to actual body weight (mL/kg). Because lung size is dependent on height rather than weight, we hypothesized indexing to predicted body weight may be a better predictor of mortality in acute lung injury/acute respiratory distress syndrome.
Resumo:
Introduction Delirium in the intensive care unit (ICU) is associated with increased morbidity and mortality. Using an assessment tool has been shown to improve the ability of clinicians in the ICU to detect delirium. The confusion assessment method for the ICU (CAM-ICU) is a validated delirium-screening tool for critically ill intubated patients. The aim of this project was to establish the feasibility of routine delirium screening using the CAM-ICU and to identify the incidence of delirium in a UK critical care unit.
Resumo:
The three-dimensional (3D) weaving process offers the ability to tailor the mechanical properties via design of the weave architecture. One repeat of the 3D woven fabric is represented by the unit cell. The model accepts basic weaver and material manufacturer data as inputs in order to calculate the geometric characteristics of the 3D woven unit cell. The specific weave architecture manufactured and subsequently modelled had an angle interlock type binding configuration. The modelled result was shown to have a close approximation compared to the experimentally measured values and highlighted the importance of the representation of the binder tow path.
Resumo:
An architecture to simultaneously affect both amplitude and phase control from a reflectarray element using an impedance transformation unit is demonstrated. It is shown that a wide range of control is possible from a single element, removing the conventional necessity for variable sized elements across an array in order to form a desired reflectarray far-field pattern. Parallel plate waveguide measurements for a 2.2 GHz prototype element validate the phase and amplitude variation available from the element. It is demonstrated that there is sufficient control of the element's reflection response to allow Dolph-Tschebyscheff weighting coefficients for major-lobe to side-lobe ratios of up to 36 dB to be implemented.
Resumo:
This paper examines the finite sample properties of three testing regimes for the null hypothesis of a panel unit root against stationary alternatives in the presence of cross-sectional correlation. The regimes of Bai and Ng (2004), Moon and Perron (2004) and Pesaran (2007) are assessed in the presence of multiple factors and also other non-standard situations. The behaviour of some information criteria used to determine the number of factors in a panel is examined and new information criteria with improved properties in small-N panels proposed. An application to the efficient markets hypothesis is also provided. The null hypothesis of a panel random walk is not rejected by any of the tests, supporting the efficient markets hypothesis in the financial services sector of the Australian Stock Exchange.
Resumo:
The consideration of the limit theory in which T is fixed and N is allowed to go to infinity improves the finite-sample properties of the tests and avoids the imposition of the relative rates at which T and N go to infinity.
Resumo:
This paper studies the dynamic pricing problem of selling fixed stock of perishable items over a finite horizon, where the decision maker does not have the necessary historic data to estimate the distribution of uncertain demand, but has imprecise information about the quantity demand. We model this uncertainty using fuzzy variables. The dynamic pricing problem based on credibility theory is formulated using three fuzzy programming models, viz.: the fuzzy expected revenue maximization model, a-optimistic revenue maximization model, and credibility maximization model. Fuzzy simulations for functions with fuzzy parameters are given and embedded into a genetic algorithm to design a hybrid intelligent algorithm to solve these three models. Finally, a real-world example is presented to highlight the effectiveness of the developed model and algorithm.
Resumo:
This paper studies a problem of dynamic pricing faced by a retailer with limited inventory, uncertain about the demand rate model, aiming to maximize expected discounted revenue over an infinite time horizon. The retailer doubts his demand model which is generated by historical data and views it as an approximation. Uncertainty in the demand rate model is represented by a notion of generalized relative entropy process, and the robust pricing problem is formulated as a two-player zero-sum stochastic differential game. The pricing policy is obtained through the Hamilton-Jacobi-Isaacs (HJI) equation. The existence and uniqueness of the solution of the HJI equation is shown and a verification theorem is proved to show that the solution of the HJI equation is indeed the value function of the pricing problem. The results are illustrated by an example with exponential nominal demand rate.
Resumo:
The stochastic nature of oil price fluctuations is investigated over a twelve-year period, borrowing feedback from an existing database (USA Energy Information Administration database, available online). We evaluate the scaling exponents of the fluctuations by employing different statistical analysis methods, namely rescaled range analysis (R/S), scale windowed variance analysis (SWV) and the generalized Hurst exponent (GH) method. Relying on the scaling exponents obtained, we apply a rescaling procedure to investigate the complex characteristics of the probability density functions (PDFs) dominating oil price fluctuations. It is found that PDFs exhibit scale invariance, and in fact collapse onto a single curve when increments are measured over microscales (typically less than 30 days). The time evolution of the distributions is well fitted by a Levy-type stable distribution. The relevance of a Levy distribution is made plausible by a simple model of nonlinear transfer. Our results also exhibit a degree of multifractality as the PDFs change and converge toward to a Gaussian distribution at the macroscales.