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.

Some Additional Specification Tests for Generalized Method of Moments Estimators with Macro-Economic Applications Part I : Theory

In This Paper Several Additional Gmm Specification Tests Are Studied. a First Test Is a Chow-Type Test for Structural Parameter Stability of Gmm Estimates. the Test Is Inspired by the Fact That \"Taste and Technology\" Parameters Are Uncovered. the Second Set of Specification Tests Are Var Encompassing Tests. It Is Assumed That the Dgp Has a Finite Var Representation. the Moment Restrictions Which Are Suggested by Economic Theory and Exploited in the Gmm Procedure Represent One Possible Characterization of the Dgp. the Var Is a Different But Compatible Characterization of the Same Dgp. the Idea of the Var Encompassing Tests Is to Compare Parameter Estimates of the Euler Conditions and Var Representations of the Dgp Obtained Separately with Parameter Estimates of the Euler Conditions and Var Representations Obtained Jointly. There Are Several Ways to Construct Joint Systems Which Are Discussed in the Paper. Several Applications Are Also Discussed.

Digital radiography for the inspection of weld seams of pipelines - better sensitivity

Conventional radiography, using industrial radiographic films, has its days numbered. Digital radiography, recently, has taken its place in various segments of products and services, such as medicine, aerospace, security, automotive, etc. As well as the technological trend, the digital technique has brought proven benefits in terms of productivity, sensitivity, the environment, tools for image treatment, cost reductions, etc. If the weld to be inspected is on a serried product, such as, for example, a pipe, the best option for the use of digital radiography is the plane detector, since its use can reduce the length of the inspection cycle due to its high degree of automation. This work tested welded joints produced with the submerged arc process, which were specially prepared in such a way that it shows small artificial cracks, which served as the basis forcomparing the sensitivity levels of the techniques involved. After carrying out the various experiments, the digital meth odshowed the highest sensitivity for the image quality indicator (IQI) of the wire and also in terms of detecting small discontinuities, indicating that the use of digital radiography using the plane detector had advantages over the conventional technique (Moreira et al. Digital radiography, the use of plane detectors for the inspection of welds in oil pipes and gas pipes.9th COTEQ and XXV National Testing Congress for Non Destructive Testing and Inspection; Salvador, Bahia, Brazil and Bavendiek et al. New digital radiography procedure exceeds film sensitivity considerably in aerospace applications. ECNDT; 2006; Berlin). The works were carried out on the basis of the specifications for oil and gas pipelines, API 5L 2004 edition (American Petroleum Institute. API 5L: specification for line pipe. 4th ed. p. 155; 2004) and ISO 3183 2007 edition (International Organization for Standardization, ISO 3183. Petroleum and gas industries - steel pipes for pi pelines transportation systems. p. 143; 2007). © 2010 Taylor & Francis.

The fitness of copings constructed over UCLA abutments and the implant, constructed by different techniques: casting and casting with laser welding

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Specification, execution and verification of interaction protocols: an approach based on computational logic

Interaction protocols establish how different computational entities can interact with each other. The interaction can be finalized to the exchange of data, as in 'communication protocols', or can be oriented to achieve some result, as in 'application protocols'. Moreover, with the increasing complexity of modern distributed systems, protocols are used also to control such a complexity, and to ensure that the system as a whole evolves with certain features. However, the extensive use of protocols has raised some issues, from the language for specifying them to the several verification aspects. Computational Logic provides models, languages and tools that can be effectively adopted to address such issues: its declarative nature can be exploited for a protocol specification language, while its operational counterpart can be used to reason upon such specifications. In this thesis we propose a proof-theoretic framework, called SCIFF, together with its extensions. SCIFF is based on Abductive Logic Programming, and provides a formal specification language with a clear declarative semantics (based on abduction). The operational counterpart is given by a proof procedure, that allows to reason upon the specifications and to test the conformance of given interactions w.r.t. a defined protocol. Moreover, by suitably adapting the SCIFF Framework, we propose solutions for addressing (1) the protocol properties verification (g-SCIFF Framework), and (2) the a-priori conformance verification of peers w.r.t. the given protocol (AlLoWS Framework). We introduce also an agent based architecture, the SCIFF Agent Platform, where the same protocol specification can be used to program and to ease the implementation task of the interacting peers.

Procedimento de avaliação de integridade estrutural de juntas soldadas circunferenciais em tubulações submarinas rígidas submetidas à flexão.

A demanda crescente por energia tem motivado a procura por petróleo e gás natural em ambientes com condições extremas, como operações em águas profundas e o transporte de fluídos corrosivos. Avanços tecnológicos recentes favorecem o uso de tubos de aço contendo uma camada interna resistente a corrosão (comumente chamados de Lined ou Clad Pipes) para o transporte de tais fluidos agressivos. Além disso, as tubulações submarinas são sujeitas a condições de instalação muito severas e, um caso de interesse, é o procedimento de reeling que permite com que a fabricação e inspeção da tubulação seja feita em terra. Apesar de possuir vantagens econômicas, a avaliação da integridade estrutural e especificação dos tamanhos toleráveis de trinca em juntas soldadas, nestas condições, torna-se uma tarefa complexa, devido a natureza dissimilar dos materiais e ao grande nível de deformação plástica no processo. Dessa maneira, este trabalho tem por objetivo o desenvolvimento de um procedimento de avaliação de forças motrizes elasto-plásticas em tubos contendo juntas soldadas circunferenciais sujeitos a flexão, para uma extensa gama de configurações geométricas. Dois métodos distintos foram desenvolvidos e analisados: a metodologia EPRI e o procedimento que utiliza a curva de tensão vs. deformação equivalente. As análises numéricas 3D fornecem os parâmetros de fratura necessários para a resolução do problema e a acurácia dos procedimentos é verificada a partir de estudos de casos e análises paramétricas.

The specification of vector autoregressive moving average models

In this paper we propose a new identification method based on the residual white noise autoregressive criterion (Pukkila et al. , 1990) to select the order of VARMA structures. Results from extensive simulation experiments based on different model structures with varying number of observations and number of component series are used to demonstrate the performance of this new procedure. We also use economic and business data to compare the model structures selected by this order selection method with those identified in other published studies.

Large scale experiments on gravel and mixed beaches: Experimental procedure, data documentation and initial results

This paper provides information on the experimental set-up, data collection methods and results to date for the project Large scale modelling of coarse grained beaches, undertaken at the Large Wave Channel (GWK) of FZK in Hannover by an international group of researchers in Spring 2002. The main objective of the experiments was to provide full scale measurements of cross-shore processes on gravel and mixed beaches for the verification and further development of cross-shore numerical models of gravel and mixed sediment beaches. Identical random and regular wave tests were undertaken for a gravel beach and a mixed sand/gravel beach set up in the flume. Measurements included profile development, water surface elevation along the flume, internal pressures in the swash zone, piezometric head levels within the beach, run-up, flow velocities in the surf-zone and sediment size distributions. The purpose of the paper is to present to the scientific community the experimental procedure, a summary of the data collected, some initial results, as well as a brief outline of the on-going research being carried out with the data by different research groups. The experimental data is available to all the scientific community following submission of a statement of objectives, specification of data requirements and an agreement to abide with the GWK and EU protocols. (C) 2005 Elsevier B.V. All rights reserved.

Effect of laser welding on the titanium composite tensile bond strength

The aim of this study was to analyze the shear bond strength between commercially pure titanium, with and without laser welding, after airbone-particle abrasion (Al2O3) and 2 indirect composites. Sixty-four specimens were cast and divided into 2 groups with and without laser welding. Each group was divided in 4 subgroups, related to Al2O3 grain size: A - 250 µm; B - 180 µm; C- 110 µm; and D - 50 µm. Composite rings were formed around the rods and light polymerized using UniXS unit. Specimens were invested and their shear bond strength at failure was measured with a universal testing machine at a crosshead speed of 2.0 mm/min. Statistical analysis was carried out with ANOVA and Tukey's test (α=0.05). The highest bond strength means were recorded in 250 µm group without laser welding. The lowest shear bond strength means were recorded in 50 µm group with laser welding. Statistically significant differences (p<0.05) were found between all groups. In conclusion, airborne particle abrasion yielded significantly lower bond strength as the Al2O3 particle size decreased. Shear bond strength decreased in the laser welded specimens.

Influence of spawning procedure on gametes fertilization success in Salminus hilarii Valenciennes, 1850 (Teleostei: Characidae): Implications for the conservation of this species

Artificial reproduction and gamete fertilization were evaluated in Salminus hilarii wild and domesticated broodstocks. Wild and domesticated broodstocks were artificially induced to reproduction using a carp pituitary treatment. Four groups were considered: Group 1 (G1), fish caught in the wild maintained for three years in the same conditions as the domesticated broodstocks and spawned naturally; Group 2 (G2), broodstock born and raised in captivity and spawned naturally; Group 3 (G3), wild broodstocks, which were manually stripped for gamete collection and dry fertilization; and Group 4 (G4), domesticated males and females, also manually stripped. Oocytes, eggs, and larvae were sampled at different time intervals throughout embryonic development. Yolk sac absorption occurred approximately 24-29 h after hatching. Twenty-six h after hatching, the larvae mouths opened. Cannibalism was identified just 28-30 h after hatching. There was no morphological difference in embryonic development among all groups. The number of released eggs per gram of female was: G1: 83.3 ± 24.5 and G2: 103.8 ± 37.4; however, the fertilization success was lower in G2 (42.0 ± 6.37 %) compared with G1 (54.7 ± 3.02%) (P = 0.011). Hand-stripping of oocytes was not successful and the fertilization rate was zero. The reproduction of this species in captivity is viable, but it is necessary to improve broodstock management to enhance fertilization rates and obtain better fingerling production for restocking programs.

Spatial analysis of urban violence based on emergency room data

OBJECTIVE: To estimate the spatial intensity of urban violence events using wavelet-based methods and emergency room data. METHODS: Information on victims attended at the emergency room of a public hospital in the city of São Paulo, Southeastern Brazil, from January 1, 2002 to January 11, 2003 were obtained from hospital records. The spatial distribution of 3,540 events was recorded and a uniform random procedure was used to allocate records with incomplete addresses. Point processes and wavelet analysis technique were used to estimate the spatial intensity, defined as the expected number of events by unit area. RESULTS: Of all georeferenced points, 59% were accidents and 40% were assaults. There is a non-homogeneous spatial distribution of the events with high concentration in two districts and three large avenues in the southern area of the city of São Paulo. CONCLUSIONS: Hospital records combined with methodological tools to estimate intensity of events are useful to study urban violence. The wavelet analysis is useful in the computation of the expected number of events and their respective confidence bands for any sub-region and, consequently, in the specification of risk estimates that could be used in decision-making processes for public policies.

An Environmental Friendly Procedure for Photometric Determination of Hypochlorite in Tap Water Employing a Miniaturized Multicommuted Flow Analysis Setup

A photometric procedure for the determination of ClO(-) in tap water employing a miniaturized multicommuted flow analysis setup and an LED-based photometer is described. The analytical procedure was implemented using leucocrystal violet (LCV; 4,4', 4 ''-methylidynetris (N, N-dimethylaniline), C(25)H(31)N(3)) as a chromogenic reagent. Solenoid micropumps employed for solutions propelling were assembled together with the photometer in order to compose a compact unit of small dimensions. After control variables optimization, the system was applied for the determination of ClO(-) in samples of tap water, and aiming accuracy assessment samples were also analyzed using an independent method. Applying the paired t-test between results obtained using both methods, no significant difference at the 95% confidence level was observed. Other useful features include low reagent consumption, 2.4 mu g of LCV per determination, a linear response ranging from 0.02 up to 2.0 mg L(-1) ClO(-), a relative standard deviation of 1.0% (n = 11) for samples containing 0.2 mg L(-1) ClO(-), a detection limit of 6.0 mu g L(-1) ClO(-), a sampling throughput of 84 determinations per hour, and a waste generation of 432 mu L per determination.

A simple procedure for reliability assessment of thin composite plates against buckling

In some circumstances ice floes may be modeled as beams. In general this modeling supposes constant thickness, which contradicts field observations. Action of currents, wind and the sequence of contacts, causes thickness to vary. Here this effect is taken into consideration on the modeling of the behavior of ice hitting inclined walls of offshore platforms. For this purpose, the boundary value problem is first equated. The set of equations so obtained is then transformed into a system of equations, that is then solved numerically. For this sake an implicit solution is developed, using a shooting method, with the accompanying Jacobian. In-plane coupling and the dependency of the boundary terms on deformation, make the problem non-linear and the development particular. Deformation and internal resultants are then computed for harmonic forms of beam profile. Forms of giving some additional generality to the problem are discussed.

Influence of temperature and excitation procedure on the athermal behavior of Nd(3+)-doped phosphate glass: Thermal lens, interferometric, and calorimetric measurements

In this work, thermal and optical properties of the commercial Q-98 neodymium-doped phosphate glass have been measured at low temperature, from 50 to 300 K. The time-resolved thermal lens spectrometry together with the optical interferometry and the thermal relaxation calorimetry methods were used to investigate the glass athermal characteristics described by the temperature coefficient of the optical path length change, ds/dT. The thermal diffusivity was also determined, and the temperature coefficients of electronic polarizability, linear thermal expansion, and refractive index were calculated and used to explain ds/dT behavior. ds/dT measured via thermal lens method was found to be zero at 225 K. The results provided a complete characterization of the thermo-optical properties of the Q-98 glass, which may be useful for those using this material for diode-pumped solid-state lasers. (C) 2009 American Institute of Physics. [doi: 10.1063/1.3234396]

A flow injection procedure based on solenoid micro-pumps for spectrophotometric determination of free glycerol in biodiesel

A flow system designed with solenoid micro-pumps is proposed for fast and greener spectrophotometric determination of free glycerol in biodiesel. Glycerol was extracted from samples without using organic solvents. The determination involves glycerol oxidation by periodate, yielding formaldehyde followed by formation of the colored (3,5-diacetil-1,4-dihidrolutidine) product upon reaction with acetylacetone. The coefficient of variation, sampling rate and detection limit were estimated as 1.5% (20.0 mg L(-1) glycerol, n =10), 34 h(-1), and 1.0 mg L(-1) (99.7% confidence level), respectively. A linear response was observed from 5 to 50 mg L(-1), with reagent consumption estimated as 345 mu g of KIO(4) and 15 mg of acetylacetone per determination. The procedure was successfully applied to the analysis of biodiesel samples and the results agreed with the batch reference method at the 95% confidence level. (C) 2010 Elsevier B.V. All rights reserved.