An aggregate sales model for consumer durables incorporating a time-varying mean replacement age

Forecasting category or industry sales is a vital component of a company's planning and control activities. Sales for most mature durable product categories are dominated by replacement purchases. Previous sales models which explicitly incorporate a component of sales due to replacement assume there is an age distribution for replacements of existing units which remains constant over time. However, there is evidence that changes in factors such as product reliability/durability, price, repair costs, scrapping values, styling and economic conditions will result in changes in the mean replacement age of units. This paper develops a model for such time-varying replacement behaviour and empirically tests it in the Australian automotive industry. Both longitudinal census data and the empirical analysis of the replacement sales model confirm that there has been a substantial increase in the average aggregate replacement age for motor vehicles over the past 20 years. Further, much of this variation could be explained by real price increases and a linear temporal trend. Consequently, the time-varying model significantly outperformed previous models both in terms of fitting and forecasting the sales data. Copyright (C) 2001 John Wiley & Sons, Ltd.

The three-way intersection problem for latin squares

The set of integers k for which there exist three latin squares of order n having precisely k cells identical, with their remaining n(2) - k cells different in all three latin squares, denoted by I-3[n], is determined here for all orders n. In particular, it is shown that I-3[n] = {0,...,n(2) - 15} {n(2) - 12,n(2) - 9,n(2)} for n greater than or equal to 8. (C) 2002 Elsevier Science B.V. All rights reserved.

Inferring genome trees by using a filter to eliminate phylogenetically discordant sequences and a distance matrix based on mean normalized BLASTP scores

Darwin's paradigm holds that the diversity of present-day organisms has arisen via a process of genetic descent with modification, as on a bifurcating tree. Evidence is accumulating that genes are sometimes transferred not along lineages but rather across lineages. To the extent that this is so, Darwin's paradigm can apply only imperfectly to genomes, potentially complicating or perhaps undermining attempts to reconstruct historical relationships among genomes (i.e., a genome tree). Whether most genes in a genome have arisen via treelike (vertical) descent or by lateral transfer across lineages can be tested if enough complete genome sequences are used. We define a phylogenetically discordant sequence (PDS) as an open reading frame (ORF) that exhibits patterns of similarity relationships statistically distinguishable from those of most other ORFs in the same genome. PDSs represent between 6.0 and 16.8% (mean, 10.8%) of the analyzable ORFs in the genomes of 28 bacteria, eight archaea, and one eukaryote (Saccharomyces cerevisiae). In this study we developed and assessed a distance-based approach, based on mean pairwise sequence similarity, for generating genome trees. Exclusion of PDSs improved bootstrap support for basal nodes but altered few topological features, indicating that there is little systematic bias among PDSs. Many but not all features of the genome tree from which PDSs were excluded are consistent with the 16S rRNA tree.

Levene tests of homogeneity of variance for general block and treatment designs

This article develops a weighted least squares version of Levene's test of homogeneity of variance for a general design, available both for univariate and multivariate situations. When the design is balanced, the univariate and two common multivariate test statistics turn out to be proportional to the corresponding ordinary least squares test statistics obtained from an analysis of variance of the absolute values of the standardized mean-based residuals from the original analysis of the data. The constant of proportionality is simply a design-dependent multiplier (which does not necessarily tend to unity). Explicit results are presented for randomized block and Latin square designs and are illustrated for factorial treatment designs and split-plot experiments. The distribution of the univariate test statistic is close to a standard F-distribution, although it can be slightly underdispersed. For a complex design, the test assesses homogeneity of variance across blocks, treatments, or treatment factors and offers an objective interpretation of residual plot.

Mean anisotropy of homogeneous Gaussian random fields and anisotropic norms of linear translation-invariant operators on multidimensional integer lattices

Sensitivity of output of a linear operator to its input can be quantified in various ways. In Control Theory, the input is usually interpreted as disturbance and the output is to be minimized in some sense. In stochastic worst-case design settings, the disturbance is considered random with imprecisely known probability distribution. The prior set of probability measures can be chosen so as to quantify how far the disturbance deviates from the white-noise hypothesis of Linear Quadratic Gaussian control. Such deviation can be measured by the minimal Kullback-Leibler informational divergence from the Gaussian distributions with zero mean and scalar covariance matrices. The resulting anisotropy functional is defined for finite power random vectors. Originally, anisotropy was introduced for directionally generic random vectors as the relative entropy of the normalized vector with respect to the uniform distribution on the unit sphere. The associated a-anisotropic norm of a matrix is then its maximum root mean square or average energy gain with respect to finite power or directionally generic inputs whose anisotropy is bounded above by a≥0. We give a systematic comparison of the anisotropy functionals and the associated norms. These are considered for unboundedly growing fragments of homogeneous Gaussian random fields on multidimensional integer lattice to yield mean anisotropy. Correspondingly, the anisotropic norms of finite matrices are extended to bounded linear translation invariant operators over such fields.

Rock fracture mean trace length estimation and confidence interval calculation using maximum likelihood methods

There has been a resurgence of interest in the mean trace length estimator of Pahl for window sampling of traces. The estimator has been dealt with by Mauldon and Zhang and Einstein in recent publications. The estimator is a very useful one in that it is non-parametric. However, despite some discussion regarding the statistical distribution of the estimator, none of the recent works or the original work by Pahl provide a rigorous basis for the determination a confidence interval for the estimator or a confidence region for the estimator and the corresponding estimator of trace spatial intensity in the sampling window. This paper shows, by consideration of a simplified version of the problem but without loss of generality, that the estimator is in fact the maximum likelihood estimator (MLE) and that it can be considered essentially unbiased. As the MLE, it possesses the least variance of all estimators and confidence intervals or regions should therefore be available through application of classical ML theory. It is shown that valid confidence intervals can in fact be determined. The results of the work and the calculations of the confidence intervals are illustrated by example. (C) 2003 Elsevier Science Ltd. All rights reserved.