Modeling and mitigation of supply-demand mismatches

In this thesis, I develop analytical models to price the value of supply chain investments under demand uncer¬tainty. This thesis includes three self-contained papers. In the first paper, we investigate the value of lead-time reduction under the risk of sudden and abnormal changes in demand forecasts. We first consider the risk of a complete and permanent loss of demand. We then provide a more general jump-diffusion model, where we add a compound Poisson process to a constant-volatility demand process to explore the impact of sudden changes in demand forecasts on the value of lead-time reduction. We use an Edgeworth series expansion to divide the lead-time cost into that arising from constant instantaneous volatility, and that arising from the risk of jumps. We show that the value of lead-time reduction increases substantially in the intensity and/or the magnitude of jumps. In the second paper, we analyze the value of quantity flexibility in the presence of supply-chain dis- intermediation problems. We use the multiplicative martingale model and the "contracts as reference points" theory to capture both positive and negative effects of quantity flexibility for the downstream level in a supply chain. We show that lead-time reduction reduces both supply-chain disintermediation problems and supply- demand mismatches. We furthermore analyze the impact of the supplier's cost structure on the profitability of quantity-flexibility contracts. When the supplier's initial investment cost is relatively low, supply-chain disin¬termediation risk becomes less important, and hence the contract becomes more profitable for the retailer. We also find that the supply-chain efficiency increases substantially with the supplier's ability to disintermediate the chain when the initial investment cost is relatively high. In the third paper, we investigate the value of dual sourcing for the products with heavy-tailed demand distributions. We apply extreme-value theory and analyze the effects of tail heaviness of demand distribution on the optimal dual-sourcing strategy. We find that the effects of tail heaviness depend on the characteristics of demand and profit parameters. When both the profit margin of the product and the cost differential between the suppliers are relatively high, it is optimal to buffer the mismatch risk by increasing both the inventory level and the responsive capacity as demand uncertainty increases. In that case, however, both the optimal inventory level and the optimal responsive capacity decrease as the tail of demand becomes heavier. When the profit margin of the product is relatively high, and the cost differential between the suppliers is relatively low, it is optimal to buffer the mismatch risk by increasing the responsive capacity and reducing the inventory level as the demand uncertainty increases. In that case, how¬ever, it is optimal to buffer with more inventory and less capacity as the tail of demand becomes heavier. We also show that the optimal responsive capacity is higher for the products with heavier tails when the fill rate is extremely high.

Rate and processes of river network rearrangement during incipient faulting: The case of the Cahabon river, Guatemala

Deeply incised river networks are generally regarded as robust features that are not easily modified by erosion or tectonics. Although the reorganization of deeply incised drainage systems has been documented, the corresponding importance with regard to the overall landscape evolution of mountain ranges and the factors that permit such reorganizations are poorly understood. To address this problem, we have explored the rapid drainage reorganization that affected the Cahabon River in Guatemala during the Quaternary. Sediment-provenance analysis, field mapping, and electrical resistivity tomography (ERT) imaging are used to reconstruct the geometry of the valley before the river was captured. Dating of the abandoned valley sediments by the Be-10-Al-26 burial method and geomagnetic polarity analysis allow us to determine the age of the capture events and then to quantify several processes, such as the rate of tectonic deformation of the paleovalley, the rate of propagation of post-capture drainage reversal, and the rate at which canyons that formed at the capture sites have propagated along the paleovalley. Transtensional faulting started 1 to 3 million years ago, produced ground tilting and ground faulting along the Cahabon River, and thus generated differential uplift rate of 0.3 +/- 0.1 up to 0.7 +/- 0.4 mm . y(-1) along the river's course. The river responded to faulting by incising the areas of relative uplift and depositing a few tens of meters of sediment above the areas of relative subsidence. Then, the river experienced two captures and one avulsion between 700 ky and 100 ky. The captures breached high-standing ridges that separate the Cahabon River from its captors. Captures occurred at specific points where ridges are made permeable by fault damage zones and/or soluble rocks. Groundwater flow from the Cahabon River down to its captors likely increased the erosive power of the captors thus promoting focused erosion of the ridges. Valley-fill formation and capture occurred in close temporal succession, suggesting a genetic link between the two. We suggest that the aquifers accumulated within the valley-fills, increased the head along the subterraneous system connecting the Cahabon River to its captors, and promoted their development. Upon capture, the breached valley experienced widespread drainage reversal toward the capture sites. We attribute the generalized reversal to combined effects of groundwater sapping in the valley-fill, axial drainage obstruction by lateral fans, and tectonic tilting. Drainage reversal increased the size of the captured areas by a factor of 4 to 6. At the capture sites, 500 m deep canyons have been incised into the bedrock and are propagating upstream at a rate of 3 to 11 mm . y(-1) deepening at a rate of 0.7 to 1 5 mm . y(-1). At this rate, 1 to 2 million years will be necessary for headward erosion to completely erase the topographic expression of the paleovalley. It is concluded that the rapid reorganization of this drainage system was made possible by the way the river adjusted to the new tectonic strain field, which involved transient sedimentation along the river's course. If the river had escaped its early reorganization and had been given the time necessary to reach a new dynamic equilibrium, then the transient conditions that promoted capture would have vanished and its vulnerability to capture would have been strongly reduced.

Resting metabolic rate and protein turnover in apparently healthy elderly Gambian men.

Body composition, resting energy expenditure (REE), and whole body protein metabolism were studied in 26 young and 28 elderly Gambian men matched for body mass index during the dry season in a rural village in The Gambia. REE was measured by indirect calorimetry (hood system) in the fasting state and after five successive meals. Rates of whole body nitrogen flux, protein synthesis, and protein breakdown were determined in the fed state from the level of isotopic enrichment of urinary ammonia over a period of 12 h after a single oral dose of [15N]glycine. Expressed in absolute value, REE was significantly lower in the elderly compared with the young group (3.21 +/- 0.07 vs. 4.04 +/- 0.07 kJ/min, P < 0.001) and when adjusted to body weight (3.29 +/- 0.05 vs. 3.96 +/- 0.05 kJ/min, P < 0.0001) and fat-free mass (FFM; 3.38 +/- 0.01 vs. 3.87 +/- 0.01 kJ/min, P < 0.0001). The rate of protein synthesis averaged 207 +/- 13 g protein/day in the elderly and 230 +/- 13 g protein/day in the young group, whereas protein breakdown averaged 184 +/- 13 g protein/day in the elderly and 203 +/- 13 g protein/day in the young group (nonsignificant). When values were adjusted for body weight or FFM, they did not reveal any difference between the two groups. It is concluded that the reduced REE adjusted for body composition observed in elderly Gambian men is not explained by a decrease in protein turnover.

Reduction of small infrarenal abdominal aortic aneurysm expansion rate by statins.

BACKGROUND: To evaluate the effect of statins on the annual expansion rate (ER) of small infrarenal abdominal aortic aneurysms (AAA). PATIENTS AND METHODS: All patients under regular surveillance for small AAA between January 2000 and September 2007, in the Department of Angiology, Lausanne University Hospital, were included. Inclusion criteria were baseline abdominal aortic diameter between 25 and 55 mm, at least two measurements of AAA diameter and a minimum follow up of 6 months. Patients with Marfan disease, infectious or inflammatory AAA, and patients with prior AAA repair were excluded. The influence of statin use and other factors on ER were examined by bivariate and multivariate analysis. RESULTS: Among 589 patients who underwent an abdominal aorta evaluation, 94 patients (89 % men, mean age 69.1 years) were finally included in the analysis. Baseline AAA size was 39.9 ± 7.7 mm (mean±SE) and 48.7 ± 8.4 mm at end of follow-up. Patients had a regular aneurysm size assessment during 38.5 ± 27.7 months. Mean ER was 3.59 mm/y (± 2.81). The 50 patients who were treated with statin during the study period had a lower ER compared to the 44 controls (2.91 vs 4.37 mm/year, p = 0.01). CONCLUSIONS: This study confirms the considerable individual variations in the AAA expansion rate, and emphasizes the need for regular aortic diameter assessments. In this study, patients treated with statin demonstrate a significant decrease in the ER compared to controls. This finding need to be evaluated in prospective interventional studies powered to demonstrate the potential benefit of statin treatment.

Stochastic demography and the neutral substitution rate in class-structured populations.

The neutral rate of allelic substitution is analyzed for a class-structured population subject to a stationary stochastic demographic process. The substitution rate is shown to be generally equal to the effective mutation rate, and under overlapping generations it can be expressed as the effective mutation rate in newborns when measured in units of average generation time. With uniform mutation rate across classes the substitution rate reduces to the mutation rate.

Pregnancy-related changes in activity energy expenditure and resting metabolic rate in Switzerland.

BACKGROUND/OBJECTIVES: To measure resting metabolic rate (RMR), activity energy expenditure (AEE), total energy expenditure (TEE) and physical activity pattern, that is, duration and intensity (in metabolic equivalents, METs) of activities performed in late pregnancy compared with postpartum in healthy, well-nourished women living in Switzerland. SUBJECTS/METHODS: Weight, height, RMR, AEE, TEE and physical activity patterns were measured longitudinally in 27 healthy women aged 23-40 years at 38.2+/-1.5 weeks of gestation and 40.0+/-7.2 weeks postpartum. RESULTS: The RMR during late pregnancy was 7480 kJ per day, that is, 1320+/-760 kJ per day (21.4%) higher than the postpartum RMR (P<0.001). Absolute changes in RMR were positively correlated with the corresponding changes in body weight (r=0.61, P<0.001). RMR per kg body weight was similar in late pregnancy vs postpartum (P=0.28). AEE per kg during pregnancy and postpartum was 40+/-13 and 50+/-20 kJ/kg, respectively (P=0.001). There were significant differences in daily time spent at METs<1.5 (1067 vs 998 min, P=0.045), at 2.5< or =METs <3.0 (58 vs 82 min, P=0.002) and METs> or =6 (1 vs 6 min, P=0.014) during pregnancy and postpartum, respectively. CONCLUSIONS: Energy expenditure in healthy women living in Switzerland increases in pregnancy compared with the postpartum state. Additional energy expenditure is primarily attributed to an increase in RMR, which is partly compensated by a decrease in AEE. The decrease in physical activity-related energy costs is achieved by selecting less demanding activities and should be taken into account when defining extra energy requirements for late pregnancy in Switzerland.

Parental heart rate variability during pediatric consultation

OBJECTIVE: Research regarding communication between pediatricians and parents in pediatric consultation has mainly focused on parental satisfaction, on its influence on compliance and on communication techniques used by pediatricians. However, there is paucity in research regarding parental stress levels during pediatric consultation. Therefore, the aim of our study was to measure parental heart rate variability related as a measure of stress levels during pediatric consultation. METHODS: Video recordings with simultaneous monitoring and recording of parental heart rate were obtained from 38 pediatric consultations in the ambulatory or hospital setting of the department of pediatrics (HFR, Fribourg, Switzerland). Pulse variation was measured every 5 seconds and heart rate variability (increase or decrease were analyzed) in relation to various sections of the consultation. RESULTS: Heart rate significantly decreased at the end of the consultation compared to the beginning of the consultation (p= 0.0567). In addition, heart rate significantly decreased at the beginning of clinical examination (p= 0.0476) compared to psychosocial history taking. During the discussion of laboratory findings and diagnosis, heart rate was significantly elevated compared to the discussion of the prognosis (p=0.0505). CONCLUSION: We conclude that pediatric consultation has a significant impact on parental stress levels shown by parental heart variability. In general, it can be shown that stress levels significantly decrease at the end of the consultation compared to the beginning of the consultation. In addition, stress levels decrease at the beginning of clinical examination and increase during psychosocial history taking and discussion of laboratory findings and diagnosis. Therefore, our findings highlight the importance of a thorough consultation which include a comprehensive clinical examination with special care taken regarding psychosocial issues and information given regarding the diagnosis.

Change in individual growth rate and its link to gill-net fishing in two sympatric whitefish species

Size-selective fishing is expected to affect traits such as individual growth rate, but the relationship between the fishery-linked selection differentials and the corresponding phenotypic changes is not well understood. We analysed a 25-year monitoring survey of sympatric populations of the two Alpine whitefish Coregonus albellus and C. fatioi. We determined the fishing-induced selection differentials on growth rates, the actual change of growth rates over time, and potential indicators of reproductive strategies that may change over time. We found marked declines in adult growth rate and significant selection differentials that may partly explain the observed declines. However, when comparing the two sympatric species, the selection differentials on adult growth were stronger in C. albellus while the decline in adult growth rate seemed more pronounced in C. fatioi. Moreover, the selection differential on juvenile growth was significant in C. albellus but not in C. fatioi, while a significant reduction in juvenile growth over the last 25 years was only found in C. fatioi. Our results suggest that size-selective fishing affects the genetics for individual growth in these whitefish, and that the link between selection differentials and phenotypic changes is influenced by species-specific factors.

Confounding effects of heart rate on pulse wave velocity in paced patients with a low degree of atherosclerosis.

BACKGROUND: Pulse wave velocity (PWV), an index of arterial wall stiffness, is modulated by blood pressure (BP). Whether heart rate (HR) is also a modulator of PWV is controversial. Recent research involving mainly patients with high aortic PWV have found either no change or a positive correlation between the two. Given that PWV is increasingly being measured in cardiovascular studies, the relationship between HR and PWV should be known in patients with preserved arterial wall elasticity. OBJECTIVE: The aim of this study was to evaluate the importance of HR as a determinant of the variability in PWV in patients with a low degree of atherosclerosis. DESIGN AND METHODS: Fourteen patients (five female, nine male; aged 68 +/- 8 years) were evaluated post pacemaker implantation due to sick sinus or carotid hypersensitivity syndromes. Carotid-femoral PWV was measured at rest and during atrial pacing at 80, 90 and 100 bpm (paced HR). Arterial femoral blood flow (AFBF) was measured by echodoppler. RESULTS: PWV increased from 6.2 +/- 1.5 m/s (mean +/- SD) during resting sinus rhythm (HR 62 +/- 8 bpm; mean +/- SD) to 6.8 +/- 1.0, 7.0 +/- 0.9, and 7.6 +/- 1.1 m/s at pacing rates of 80, 90 and 100 bpm, respectively (P < 0.0001). Systolic (SBP) and mean blood pressure (MBP) remained constant at all HR levels, whereas AFBF increased in a linear fashion. CONCLUSIONS: These results demonstrate that even in patients with a low degree of atherosclerosis, HR is a potential modulator of carotid-femoral PWV.

The difference between the basal metabolic rate and the sleeping metabolic rate in Japanese.

Previous studies have demonstrated the difference between the basal metabolic rate (BMR) and the sleeping metabolic rate (SMR): however, the difference in the Japanese population has not yet been explored. This study examined the relationship between the BMR and SMR in ninety-four healthy Japanese subjects (37 males and 57 females, 39 +/- 12 y of age and 22.0 +/- 7.4% body fat) in a respiratory chamber. The SMR was significantly lower than the BMR (1416 +/- 245 vs. 1492 +/- 256 kcal/d): however, there was a highly significant correlation between the two (r = 0.867; p < 0.001). The ratio of SMR/BMR largely varied among individuals (0.95 +/-0.08, 8.4% of the coefficient of variation). The ratio was significantly lower in males than in females (0.93 +/- 0.10 vs. 0.97 +/- 0.06, p < 0.05). None of the anthropometric measures (age, weight, body mass index, body surface area or percent body fat) correlated with the ratio. These results showed that SMR was 95%, of BMR on average in a healthy Japanese group. However, when applied over a longer time period (24 h or more), the difference tends to become negligible for most analyses in a group. Although the difference between SMR and BMR will induce a 5% gap of physical activity level defined as the total energy expenditure divided by the BMR or SMR, this factor seems to have little practical importance in epidemiological research.

Estimation of glomerular filtration rate in hospitalised patients: are we overestimating renal function?

QUESTIONS UNDER STUDY AND PRINCIPLES: Estimating glomerular filtration rate (GFR) in hospitalised patients with chronic kidney disease (CKD) is important for drug prescription but it remains a difficult task. The purpose of this study was to investigate the reliability of selected algorithms based on serum creatinine, cystatin C and beta-trace protein to estimate GFR and the potential added advantage of measuring muscle mass by bioimpedance. In a prospective unselected group of patients hospitalised in a general internal medicine ward with CKD, GFR was evaluated using inulin clearance as the gold standard and the algorithms of Cockcroft, MDRD, Larsson (cystatin C), White (beta-trace) and MacDonald (creatinine and muscle mass by bioimpedance). 69 patients were included in the study. Median age (interquartile range) was 80 years (73-83); weight 74.7 kg (67.0-85.6), appendicular lean mass 19.1 kg (14.9-22.3), serum creatinine 126 μmol/l (100-149), cystatin C 1.45 mg/l (1.19-1.90), beta-trace protein 1.17 mg/l (0.99-1.53) and GFR measured by inulin 30.9 ml/min (22.0-43.3). The errors in the estimation of GFR and the area under the ROC curves (95% confidence interval) relative to inulin were respectively: Cockcroft 14.3 ml/min (5.55-23.2) and 0.68 (0.55-0.81), MDRD 16.3 ml/min (6.4-27.5) and 0.76 (0.64-0.87), Larsson 12.8 ml/min (4.50-25.3) and 0.82 (0.72-0.92), White 17.6 ml/min (11.5-31.5) and 0.75 (0.63-0.87), MacDonald 32.2 ml/min (13.9-45.4) and 0.65 (0.52-0.78). Currently used algorithms overestimate GFR in hospitalised patients with CKD. As a consequence eGFR targeted prescriptions of renal-cleared drugs, might expose patients to overdosing. The best results were obtained with the Larsson algorithm. The determination of muscle mass by bioimpedance did not provide significant contributions.

Assessment of adult formulas for glomerular filtration rate estimation in children.

BACKGROUND: Estimated glomerular filtration rate (eGFR) is an important diagnostic instrument in clinical practice. The National Kidney Foundation-Kidney Disease Quality Initiative (NKF-KDOQI) guidelines do not recommend using formulas developed for adults to estimate GFR in children; however, studies confirming these recommendations are scarce. The aim of our study was to evaluate the accuracy of the new Chronic Kidney Disease Epidemiology Collaboration (CKD-EPI) formula, the Modification of Diet in Renal Disease (MDRD) formula, and the Cockcroft-Gault formula in children with various stages of chronic kidney disease (CKD). METHODS: A total of 550 inulin clearance (iGFR) measurements for 391 children were analyzed. The cohort was divided into three groups: group 1, with iGFR >90 ml/min/1.73 m(2); group 2, with iGFR between 60 and 90 ml/min/1.73 m(2); group 3, with iGFR of <60 ml/min/1.73 m(2). RESULTS: All formulas overestimate iGFR with a significant bias (p < 0.001), present poor accuracies, and have poor Spearman correlations. For an accuracy of 10 %, only 11, 6, and 27 % of the eGFRs are accurate when using the MDRD, CKD-EPI, and Cockcroft-Gault formulas, respectively. For an accuracy of 30 %, these formulas do not reach the NKF-KDOQI guidelines for validation, with only 25, 20, and 70 % of the eGFRs, respectively, being accurate. CONCLUSIONS: Based on our results, the performances of all of these formulas are unreliable for eGFR in children across all CKD stages and cannot therefore be applied in the pediatric population group.

Incidence des fractures du fémur proximal dans le canton de Vaud. [Incidence of proximal femoral fractures in the Canton of Vaud].

Hip fractures place a major and increasing burden on health services in Western countries. Reported incidence rates vary considerably from one geographic area to another. No published data are available for Switzerland or surrounding countries, but such descriptive indicators are indispensable in orienting national or regional policies. To fill this gap and to assess the similarity of hip fracture incidence in Switzerland and other countries, we collected data from several sources in 26 public and private hospitals, in the Canton of Vaud (total population: 538,000) for 1986, which allowed us to calculate the incidence (for people over twenty years old) and assess related parameters. 577 hip fractures were identified among the resident population, indicating a crude average annual incidence rate of 140 per 100,000 (95% confidence interval: 128, 152). Corresponding rates for males and females were 58 (47, 68) and 213 (193, 232). Standardized rates and international comparisons show that Swiss rates are slightly lower than those of most industrial countries. More detailed results of relative risks for various study variables are presented and the pathogenesis of hip fractures is discussed.