A finite-population revenue management model and a risk-ratio procedure for the joint estimation of population size and parameters

Many dynamic revenue management models divide the sale period into a finite number of periods T and assume, invoking a fine-enough grid of time, that each period sees at most one booking request. These Poisson-type assumptions restrict the variability of the demand in the model, but researchers and practitioners were willing to overlook this for the benefit of tractability of the models. In this paper, we criticize this model from another angle. Estimating the discrete finite-period model poses problems of indeterminacy and non-robustness: Arbitrarily fixing T leads to arbitrary control values and on the other hand estimating T from data adds an additional layer of indeterminacy. To counter this, we first propose an alternate finite-population model that avoids this problem of fixing T and allows a wider range of demand distributions, while retaining the useful marginal-value properties of the finite-period model. The finite-population model still requires jointly estimating market size and the parameters of the customer purchase model without observing no-purchases. Estimation of market-size when no-purchases are unobservable has rarely been attempted in the marketing or revenue management literature. Indeed, we point out that it is akin to the classical statistical problem of estimating the parameters of a binomial distribution with unknown population size and success probability, and hence likely to be challenging. However, when the purchase probabilities are given by a functional form such as a multinomial-logit model, we propose an estimation heuristic that exploits the specification of the functional form, the variety of the offer sets in a typical RM setting, and qualitative knowledge of arrival rates. Finally we perform simulations to show that the estimator is very promising in obtaining unbiased estimates of population size and the model parameters.

Period-Luminosity-Colour distribution and classification of Galactic oxygen-rich LPVs I. Luminosity calibrations

The absolute K magnitudes and kinematic parameters of about 350 oxygen-rich Long-Period Variable stars are calibrated, by means of an up-to-date maximum-likelihood method, using HIPPARCOS parallaxes and proper motions together with radial velocities and, as additional data, periods and V-K colour indices. Four groups, differing by their kinematics and mean magnitudes, are found. For each of them, we also obtain the distributions of magnitude, period and de-reddened colour of the base population, as well as de-biased period-luminosity-colour relations and their two-dimensional projections. The SRa semiregulars do not seem to constitute a separate class of LPVs. The SRb appear to belong to two populations of different ages. In a PL diagram, they constitute two evolutionary sequences towards the Mira stage. The Miras of the disk appear to pulsate on a lower-order mode. The slopes of their de-biased PL and PC relations are found to be very different from the ones of the Oxygen Miras of the LMC. This suggests that a significant number of so-called Miras of the LMC are misclassified. This also suggests that the Miras of the LMC do not constitute a homogeneous group, but include a significant proportion of metal-deficient stars, suggesting a relatively smooth star formation history. As a consequence, one may not trivially transpose the LMC period-luminosity relation from one galaxy to the other.

Ultrasonic and LIDAR sensors for electronic canopy characterization in vineyards: advances to improve pesticide application methods

Canopy characterization is a key factor to improve pesticide application methods in tree crops and vineyards. Development of quick, easy and efficient methods to determine the fundamental parameters used to characterize canopy structure is thus an important need. In this research the use of ultrasonic and LIDAR sensors have been compared with the traditional manual and destructive canopy measurement procedure. For both methods the values of key parameters such as crop height, crop width, crop volume or leaf area have been compared. Obtained results indicate that an ultrasonic sensor is an appropriate tool to determine the average canopy characteristics, while a LIDAR sensor provides more accuracy and detailed information about the canopy. Good correlations have been obtained between crop volume (CVU) values measured with ultrasonic sensors and leaf area index, LAI (R2 = 0.51). A good correlation has also been obtained between the canopy volume measured with ultrasonic and LIDAR sensors (R2 = 0.52). Laser measurements of crop height (CHL) allow one to accurately predict the canopy volume. The proposed new technologies seems very appropriate as complementary tools to improve the efficiency of pesticide applications, although further improvements are still needed.

CO2 emissions and economic activity: heterogeneity across countries and non stationary series

This paper explores the homogeneity of the functional form, the parameters, and the turning point, when appropriate, of the relationship between CO2 emissions and economic activity for 31 countries (28 OECD, Brazil, China, and India) during the period 1950 to 2006 using cointegration analysis. With a sample highly overlapped over time between countries, the result reveals that the homogeneity across countries is rejected, both in functional form and in the parameters of long term relationship. This confirms the relevance of considering the heterogeneity in exploring the relationship between air pollution and economic activity to avoid spurious parameter estimates and infer a wrong behavior of the functional form, which could lead to induce that the relationship is reversed when in fact it is direct.

E-government and Public Services : a Case Study of the Inter-administrative Portal CAT365. Research report (sythesis document)

Aquest estudi analitza els usos de les TIC a l'administració autonòmica catalana. De forma més específica, l'estudi se centra en la interacció entre l'ús d'un vessant concret de les TIC, la xarxa Internet, per part de l'administració pública, i determinats aspectes centrals d'aquest tipus d'institucions: la seva organització i estructura internes, la provisió de serveis públics o la relació amb altres agents socials. Hem analitzat, doncs, el fenomen del govern electrònic en el marc particular de la Generalitat de Catalunya, estudiant-ne el grau de desenvolupament i penetració, les seves característiques més remarcables i els problemes més importants que s'hi plantegen. El projecte de recerca es concreta en un estudi de cas sobre un projecte d'innovació específic però de gran abast, que es trobava en el moment de realització de l'estudi en la seva primera fase d'implementació: el projecte Administració Oberta de Catalunya (AOC). Concretament ens hem centrat en el vessant d'aquesta iniciativa pública que es concretava en la creació d'un portal interadministratiu a Internet, el portal www.cat365.net, destinat a proveir electrònicament serveis públics de totes les administracions que operen a Catalunya. L'estudi analitza les transformacions internes de l'administració que s'hi poden trobar associades i els elements que les condicionen, tant positivament com negativa. Igualment, intentem analitzem el que aquestes transformacions poden suposar per a la relació entre els ciutadans i les institucions públiques.

A survey addressing the fundamental matrix estimation problem

Epipolar geometry is a key point in computer vision and the fundamental matrix estimation is the only way to compute it. This article surveys several methods of fundamental matrix estimation which have been classified into linear methods, iterative methods and robust methods. All of these methods have been programmed and their accuracy analysed using real images. A summary, accompanied with experimental results, is given

Estimation of the viscoelastic properties of vessel walls using a computational model and Doppler ultrasound

Human arteries affected by atherosclerosis are characterized by altered wall viscoelastic properties. The possibility of noninvasively assessing arterial viscoelasticity in vivo would significantly contribute to the early diagnosis and prevention of this disease. This paper presents a noniterative technique to estimate the viscoelastic parameters of a vascular wall Zener model. The approach requires the simultaneous measurement of flow variations and wall displacements, which can be provided by suitable ultrasound Doppler instruments. Viscoelastic parameters are estimated by fitting the theoretical constitutive equations to the experimental measurements using an ARMA parameter approach. The accuracy and sensitivity of the proposed method are tested using reference data generated by numerical simulations of arterial pulsation in which the physiological conditions and the viscoelastic parameters of the model can be suitably varied. The estimated values quantitatively agree with the reference values, showing that the only parameter affected by changing the physiological conditions is viscosity, whose relative error was about 27% even when a poor signal-to-noise ratio is simulated. Finally, the feasibility of the method is illustrated through three measurements made at different flow regimes on a cylindrical vessel phantom, yielding a parameter mean estimation error of 25%.

Using composite estimators to improve both domain and total area estimation

In this article we propose using small area estimators to improve the estimatesof both the small and large area parameters. When the objective is to estimateparameters at both levels accurately, optimality is achieved by a mixed sampledesign of fixed and proportional allocations. In the mixed sample design, oncea sample size has been determined, one fraction of it is distributedproportionally among the different small areas while the rest is evenlydistributed among them. We use Monte Carlo simulations to assess theperformance of the direct estimator and two composite covariant-freesmall area estimators, for different sample sizes and different sampledistributions. Performance is measured in terms of Mean Squared Errors(MSE) of both small and large area parameters. It is found that the adoptionof small area composite estimators open the possibility of 1) reducingsample size when precision is given, or 2) improving precision for a givensample size.

The second law of thermodynamics and the global climate system : A review of the maximum entropy production principle

The long-term mean properties of the global climate system and those of turbulent fluid systems are reviewed from a thermodynamic viewpoint. Two general expressions are derived for a rate of entropy production due to thermal and viscous dissipation (turbulent dissipation) in a fluid system. It is shown with these expressions that maximum entropy production in the Earth s climate system suggested by Paltridge, as well as maximum transport properties of heat or momentum in a turbulent system suggested by Malkus and Busse, correspond to a state in which the rate of entropy production due to the turbulent dissipation is at a maximum. Entropy production due to absorption of solar radiation in the climate system is found to be irrelevant to the maximized properties associated with turbulence. The hypothesis of maximum entropy production also seems to be applicable to the planetary atmospheres of Mars and Titan and perhaps to mantle convection. Lorenz s conjecture on maximum generation of available potential energy is shown to be akin to this hypothesis with a few minor approximations. A possible mechanism by which turbulent fluid systems adjust themselves to the states of maximum entropy production is presented as a selffeedback mechanism for the generation of available potential energy. These results tend to support the hypothesis of maximum entropy production that underlies a wide variety of nonlinear fluid systems, including our planet as well as other planets and stars

A new maximum likelihood method for luminosity calibrations

A new statistical parallax method using the Maximum Likelihood principle is presented, allowing the simultaneous determination of a luminosity calibration, kinematic characteristics and spatial distribution of a given sample. This method has been developed for the exploitation of the Hipparcos data and presents several improvements with respect to the previous ones: the effects of the selection of the sample, the observational errors, the galactic rotation and the interstellar absorption are taken into account as an intrinsic part of the formulation (as opposed to external corrections). Furthermore, the method is able to identify and characterize physically distinct groups in inhomogeneous samples, thus avoiding biases due to unidentified components. Moreover, the implementation used by the authors is based on the extensive use of numerical methods, so avoiding the need for simplification of the equations and thus the bias they could introduce. Several examples of application using simulated samples are presented, to be followed by applications to real samples in forthcoming articles.

uvbyHbeta photometry of main sequence A type stars.

We present Stroemgren uvby and Hbeta_ photometry for a set of 575 northern main sequence A type stars, most of them belonging to the Hipparcos Input Catalogue, with V from 5mag to 10mag and with known radial velocities. These observations enlarge the catalogue we began to compile some years ago to more than 1500 stars. Our catalogue includes kinematic and astrophysical data for each star. Our future goal is to perform an accurate analysis of the kinematical behaviour of these stars in the solar neighbourhood.

An analysis of the currently available calibrations inStromgren photometry by using open clusters

In recent years, several authors have revised the calibrations used to compute physical parameters (tex2html_wrap_inline498, tex2html_wrap_inline500, log g, [Fe/H]) from intrinsic colours in the tex2html_wrap_inline504 photometric system. For reddened stars, these intrinsic colours can be computed through the standard relations among colour indices for each of the regions defined by Strömgren (1966) on the HR diagram. We present a discussion of the coherence of these calibrations for main-sequence stars. Stars from open clusters are used to carry out this analysis. Assuming that individual reddening values and distances should be similar for all the members of a given open cluster, systematic differences among the calibrations used in each of the photometric regions might arise when comparing mean reddening values and distances for the members of each region. To classify the stars into Strömgren's regions we extended the algorithm presented by Figueras et al. (1991) to a wider range of spectral types and luminosity classes. The observational ZAMS are compared with the theoretical ZAMS from stellar evolutionary models, in the range tex2html_wrap_inline506 K. The discrepancies are also discussed.

CP2 stars as viewed by the uvby Hbeta system

A new statistical parallax method using the Maximum Likelihood principle is presented, allowing the simultaneous determination of a luminosity calibration, kinematic characteristics and spatial distribution of a given sample. This method has been developed for the exploitation of the Hipparcos data and presents several improvements with respect to the previous ones: the effects of the selection of the sample, the observational errors, the galactic rotation and the interstellar absorption are taken into account as an intrinsic part of the formulation (as opposed to external corrections). Furthermore, the method is able to identify and characterize physically distinct groups in inhomogeneous samples, thus avoiding biases due to unidentified components. Moreover, the implementation used by the authors is based on the extensive use of numerical methods, so avoiding the need for simplification of the equations and thus the bias they could introduce. Several examples of application using simulated samples are presented, to be followed by applications to real samples in forthcoming articles.

Detection of moving groups among early type stars

Our procedure to detect moving groups in the solar neighbourhood (Chen et al., 1997) in the four-dimensional space of the stellar velocity components and age has been improved. The method, which takes advantadge of non-parametric estimators of density distribution to avoid any a priori knowledge of the kinematic properties of these stellar groups, now includes the effect of observational errors on the process to select moving group stars, uses a better estimation of the density distribution of the total sample and field stars, and classifies moving group stars using all the available information. It is applied here to an accurately selected sample of early-type stars with known radial velocities and Strömgren photometry. Astrometric data are taken from the HIPPARCOS catalogue (ESA, 1997), which results in an important decrease in the observational errors with respect to ground-based data, and ensures the uniformity of the observed data. Both the improvement of our method and the use of precise astrometric data have allowed us not only to confirm the existence of classical moving groups, but also to detect finer structures that in several cases can be related to kinematic properties of nearby open clusters or associations.

Unemployment dynamics and NAIRU estimates for CEECs : a univariate approach

In this paper we test for the hysteresis versus the natural rate hypothesis on the unemployment rates of the EU new members using unit root tests that account for the presence of level shifts. As a by product, the analysis proceeds to the estimation of a NAIRU measure from a univariate point of view. The paper also focuses on the precision of these NAIRU estimates studying the two sources of inaccuracy that derive from the break points estimation and the autoregressive parameters estimation. The results point to the existence of up to four structural breaks in the transition countries NAIRU that can be associated with institutional changes implementing market-oriented reforms. Moreover, the degree of persistence in unemployment varies dramatically among the individual countries depending on the stage reached in the transition process