An Extension to the Tactical Planning Model for a Job Shop: Continuous-Time Control

We develop an extension to the tactical planning model (TPM) for a job shop by the third author. The TPM is a discrete-time model in which all transitions occur at the start of each time period. The time period must be defined appropriately in order for the model to be meaningful. Each period must be short enough so that a job is unlikely to travel through more than one station in one period. At the same time, the time period needs to be long enough to justify the assumptions of continuous workflow and Markovian job movements. We build an extension to the TPM that overcomes this restriction of period sizing by permitting production control over shorter time intervals. We achieve this by deriving a continuous-time linear control rule for a single station. We then determine the first two moments of the production level and queue length for the workstation.

A bivariate regression model for matched paired survival data: local influence and residual analysis

The use of bivariate distributions plays a fundamental role in survival and reliability studies. In this paper, we consider a location scale model for bivariate survival times based on the proposal of a copula to model the dependence of bivariate survival data. For the proposed model, we consider inferential procedures based on maximum likelihood. Gains in efficiency from bivariate models are also examined in the censored data setting. For different parameter settings, sample sizes and censoring percentages, various simulation studies are performed and compared to the performance of the bivariate regression model for matched paired survival data. Sensitivity analysis methods such as local and total influence are presented and derived under three perturbation schemes. The martingale marginal and the deviance marginal residual measures are used to check the adequacy of the model. Furthermore, we propose a new measure which we call modified deviance component residual. The methodology in the paper is illustrated on a lifetime data set for kidney patients.

Comments, with reply on 'Continuous time relay-controlled model reference adaptive-system' by A. Abdulkareem and R. Nagarajam

An adaptive scheme is shown by the authors of the above paper (ibid. vol. 71, no. 2, pp. 275-276, Feb. 1983) for continuous time model reference adaptive systems (MRAS), where relays replace the usual multipliers in the existing MRAS. The commenter shows an error in the analysis of the hyperstability of the scheme, such that the validity of this configuration becomes an open question.

Robust Inferences For Covariate Effects On Survival Time With Censored Linear Regression Models

Various inference procedures for linear regression models with censored failure times have been studied extensively. Recent developments on efficient algorithms to implement these procedures enhance the practical usage of such models in survival analysis. In this article, we present robust inferences for certain covariate effects on the failure time in the presence of "nuisance" confounders under a semiparametric, partial linear regression setting. Specifically, the estimation procedures for the regression coefficients of interest are derived from a working linear model and are valid even when the function of the confounders in the model is not correctly specified. The new proposals are illustrated with two examples and their validity for cases with practical sample sizes is demonstrated via a simulation study.

Investigating the Tradespace between Increased Automation and Optimal Manning on Aircraft Carrier Decks

With increasing prevalence and capabilities of autonomous systems as part of complex heterogeneous manned-unmanned environments (HMUEs), an important consideration is the impact of the introduction of automation on the optimal assignment of human personnel. The US Navy has implemented optimal staffing techniques before in the 1990's and 2000's with a "minimal staffing" approach. The results were poor, leading to the degradation of Naval preparedness. Clearly, another approach to determining optimal staffing is necessary. To this end, the goal of this research is to develop human performance models for use in determining optimal manning of HMUEs. The human performance models are developed using an agent-based simulation of the aircraft carrier flight deck, a representative safety-critical HMUE. The Personnel Multi-Agent Safety and Control Simulation (PMASCS) simulates and analyzes the effects of introducing generalized maintenance crew skill sets and accelerated failure repair times on the overall performance and safety of the carrier flight deck. A behavioral model of four operator types (ordnance officers, chocks and chains, fueling officers, plane captains, and maintenance operators) is presented here along with an aircraft failure model. The main focus of this work is on the maintenance operators and aircraft failure modeling, since they have a direct impact on total launch time, a primary metric for carrier deck performance. With PMASCS I explore the effects of two variables on total launch time of 22 aircraft: 1) skill level of maintenance operators and 2) aircraft failure repair times while on the catapult (referred to as Phase 4 repair times). It is found that neither introducing a generic skill set to maintenance crews nor introducing a technology to accelerate Phase 4 aircraft repair times improves the average total launch time of 22 aircraft. An optimal manning level of 3 maintenance crews is found under all conditions, the point at which any additional maintenance crews does not reduce the total launch time. An additional discussion is included about how these results change if the operations are relieved of the bottleneck of installing the holdback bar at launch time.

Dormancy release in Lolium rigidum seeds is a function of thermal after-ripening time and seed water content

Dormancy release in seeds of Lolium rigidum Gaud. (annual ryegrass) was investigated in relation to temperature and seed water content. Freshly matured seeds were collected from cropping fields at Wongan Hills and Merredin, Western Australia. Seeds from Wongan Hills were equilibrated to water contents between 6 and 18% dry weight and after-ripened at constant temperatures between 9 and 50degreesC for up to 23 weeks. Wongan Hills and Merredin seeds at water contents between 7 and 17% were also after-ripened in full sun or shade conditions. Dormancy was tested at regular intervals during after-ripening by germinating seeds on agar at 12-h alternating 15degreesC (dark) and 25degreesC (light) periods. Rate of dormancy release for Wongan Hills seeds was a positive linear function of after-ripening temperature above a base temperature (T-b) of 5.4degreesC. A thermal after-ripening time model for dormancy loss accounting for seed moisture in the range 6-18% was developed using germination data for Wongan Hills seeds after-ripened at constant temperatures. The model accurately predicted dormancy release for Wongan Hills seeds after-ripened under naturally fluctuating temperatures. Seeds from Merredin responded similarly but had lower dormancy at collection and a faster rate of dormancy release in seeds below 9% water content.

Physical Training Leads to Remodeling of Diaphragm Muscle in Asthma Model

Matrix metalloproteinases (MMPs) are crucial to the development and maintenance of healthy tissue and are mainly involved in extracellular matrix (ECM) remodeling of skeletal muscle. This study evaluated the effects of chronic allergic airway inflammation (CAAI), induced by ovalbumin, and aerobic training in the MMPs activity in mouse diaphragm muscle. Thirty mice were divided into 6 groups: 1) control; 2) ovalbumin; 3) treadmill trained at 50% of maximum speed; 4) ovalbumin and trained at 50%; 5) trained at 75%; 6) ovalbumin and trained at 75%. CAAI did not after MMPs activities in diaphragm muscle. Nevertheless, both treadmill aerobic trainings, associated with CAAI increased the MMP-2 and -1 activities. Furthermore, MMP-9 was not detected in any group. Together, these findings suggest an ECM remodeling in diaphragm muscle of asthmatic mice submitted to physical training. This result may be useful for a better understanding of functional significance of changes in the MMPs activity in response to physical training in asthma.

Time to Left Ventricular Reverse Remodeling after Cardiac Resynchronization Therapy: Better Late than Never

INTRODUCTION: Left ventricular reverse remodeling (LVRR), defined as reduction of end-diastolic and end-systolic dimensions and improvement of ejection fraction, is associated with the prognostic implications of cardiac resynchronization therapy (CRT). The time course of LVRR remains poorly characterized. Nevertheless, it has been suggested that it occurs ≤6 months after CRT. OBJECTIVE: To characterize the long-term echocardiographic and clinical evolution of patients with LVRR occurring >6 months after CRT and to identify predictors of a delayed LVRR response. METHODS: A total of 127 consecutive patients after successful CRT implantation were divided into three groups according to LVRR response: Group A, 19 patients (15%) with LVRR after >6 months (late LVRR); Group B, 58 patients (46%) with LVRR before 6 months (early LVRR); and Group C, 50 patients (39%) without LVRR during follow-up (no LVRR). RESULTS: The late LVRR group was older, more often had ischemic etiology and fewer patients were in NYHA class ≤II. Overall, group A presented LVRR between group B and C. This was also the case with the percentage of clinical response (68.4% vs. 94.8% vs. 38.3%, respectively, p<0.001), and hospital readmissions due to decompensated heart failure (31.6% vs. 12.1% vs. 57.1%, respectively, p<0.001). Ischemic etiology (OR 0.044; p=0.013) and NYHA functional class

Complete longitudinal analyses of the randomized, placebo-controlled, phase III trial of sunitinib in patients with gastrointestinal stromal tumor following imatinib failure.

PURPOSE: To analyze final long-term survival and clinical outcomes from the randomized phase III study of sunitinib in gastrointestinal stromal tumor patients after imatinib failure; to assess correlative angiogenesis biomarkers with patient outcomes. EXPERIMENTAL DESIGN: Blinded sunitinib or placebo was given daily on a 4-week-on/2-week-off treatment schedule. Placebo-assigned patients could cross over to sunitinib at disease progression/study unblinding. Overall survival (OS) was analyzed using conventional statistical methods and the rank-preserving structural failure time (RPSFT) method to explore cross-over impact. Circulating levels of angiogenesis biomarkers were analyzed. RESULTS: In total, 243 patients were randomized to receive sunitinib and 118 to placebo, 103 of whom crossed over to open-label sunitinib. Conventional statistical analysis showed that OS converged in the sunitinib and placebo arms (median 72.7 vs. 64.9 weeks; HR, 0.876; P = 0.306) as expected, given the cross-over design. RPSFT analysis estimated median OS for placebo of 39.0 weeks (HR, 0.505, 95% CI, 0.262-1.134; P = 0.306). No new safety concerns emerged with extended sunitinib treatment. No consistent associations were found between the pharmacodynamics of angiogenesis-related plasma proteins during sunitinib treatment and clinical outcome. CONCLUSIONS: The cross-over design provided evidence of sunitinib clinical benefit based on prolonged time to tumor progression during the double-blind phase of this trial. As expected, following cross-over, there was no statistical difference in OS. RPSFT analysis modeled the absence of cross-over, estimating a substantial sunitinib OS benefit relative to placebo. Long-term sunitinib treatment was tolerated without new adverse events.

Computational fluid dynamics of the right ventricular outflow tract and of the pulmonary artery: a bench model of flow dynamics.

OBJECTIVES: The reconstruction of the right ventricular outflow tract (RVOT) with valved conduits remains a challenge. The reoperation rate at 5 years can be as high as 25% and depends on age, type of conduit, conduit diameter and principal heart malformation. The aim of this study is to provide a bench model with computer fluid dynamics to analyse the haemodynamics of the RVOT, pulmonary artery, its bifurcation, and left and right pulmonary arteries that in the future may serve as a tool for analysis and prediction of outcome following RVOT reconstruction. METHODS: Pressure, flow and diameter at the RVOT, pulmonary artery, bifurcation of the pulmonary artery, and left and right pulmonary arteries were measured in five normal pigs with a mean weight of 24.6 ± 0.89 kg. Data obtained were used for a 3D computer fluid-dynamics simulation of flow conditions, focusing on the pressure, flow and shear stress profile of the pulmonary trunk to the level of the left and right pulmonary arteries. RESULTS: Three inlet steady flow profiles were obtained at 0.2, 0.29 and 0.36 m/s that correspond to the flow rates of 1.5, 2.0 and 2.5 l/min flow at the RVOT. The flow velocity profile was constant at the RVOT down to the bifurcation and decreased at the left and right pulmonary arteries. In all three inlet velocity profiles, low sheer stress and low-velocity areas were detected along the left wall of the pulmonary artery, at the pulmonary artery bifurcation and at the ostia of both pulmonary arteries. CONCLUSIONS: This computed fluid real-time model provides us with a realistic picture of fluid dynamics in the pulmonary tract area. Deep shear stress areas correspond to a turbulent flow profile that is a predictive factor for the development of vessel wall arteriosclerosis. We believe that this bench model may be a useful tool for further evaluation of RVOT pathology following surgical reconstructions.

Risk management under a two-factor model of the term structure of interest rates

This paper presents several applications to interest rate risk managementbased on a two-factor continuous-time model of the term structure of interestrates previously presented in Moreno (1996). This model assumes that defaultfree discount bond prices are determined by the time to maturity and twofactors, the long-term interest rate and the spread (difference between thelong-term rate and the short-term (instantaneous) riskless rate). Several newmeasures of ``generalized duration" are presented and applied in differentsituations in order to manage market risk and yield curve risk. By means ofthese measures, we are able to compute the hedging ratios that allows us toimmunize a bond portfolio by means of options on bonds. Focusing on thehedging problem, it is shown that these new measures allow us to immunize abond portfolio against changes (parallel and/or in the slope) in the yieldcurve. Finally, a proposal of solution of the limitations of conventionalduration by means of these new measures is presented and illustratednumerically.

Heterogeneous discounting in consumption-investment problems. Time consistent solutions

[cat] En aquest treball s'analitza un model estocàstic en temps continu en el que l'agent decisor descompta les utilitats instantànies i la funció final amb taxes de preferència temporal constants però diferents. En aquest context es poden modelitzar problemes en els quals, quan el temps s'acosta al moment final, la valoració de la funció final incrementa en comparació amb les utilitats instantànies. Aquest tipus d'asimetria no es pot descriure ni amb un descompte estàndard ni amb un variable. Per tal d'obtenir solucions consistents temporalment es deriva l'equació de programació dinàmica estocàstica, les solucions de la qual són equilibris Markovians. Per a aquest tipus de preferències temporals, s'estudia el model clàssic de consum i inversió (Merton, 1971) per a les funcions d'utilitat del tipus CRRA i CARA, comparant els equilibris Markovians amb les solucions inconsistents temporalment. Finalment es discuteix la introducció del temps final aleatori.

Heterogeneous discounting in consumption-investment problems. Time consistent solutions

[cat] En aquest treball s'analitza un model estocàstic en temps continu en el que l'agent decisor descompta les utilitats instantànies i la funció final amb taxes de preferència temporal constants però diferents. En aquest context es poden modelitzar problemes en els quals, quan el temps s'acosta al moment final, la valoració de la funció final incrementa en comparació amb les utilitats instantànies. Aquest tipus d'asimetria no es pot descriure ni amb un descompte estàndard ni amb un variable. Per tal d'obtenir solucions consistents temporalment es deriva l'equació de programació dinàmica estocàstica, les solucions de la qual són equilibris Markovians. Per a aquest tipus de preferències temporals, s'estudia el model clàssic de consum i inversió (Merton, 1971) per a les funcions d'utilitat del tipus CRRA i CARA, comparant els equilibris Markovians amb les solucions inconsistents temporalment. Finalment es discuteix la introducció del temps final aleatori.

Simulating maize phenology as a function of air temperature with a linear and a nonlinear model

The objective of this study was to adapt a nonlinear model (Wang and Engel - WE) for simulating the phenology of maize (Zea mays L.), and to evaluate this model and a linear one (thermal time), in order to predict developmental stages of a field-grown maize variety. A field experiment, during 2005/2006 and 2006/2007 was conducted in Santa Maria, RS, Brazil, in two growing seasons, with seven sowing dates each. Dates of emergence, silking, and physiological maturity of the maize variety BRS Missões were recorded in six replications in each sowing date. Data collected in 2005/2006 growing season were used to estimate the coefficients of the two models, and data collected in the 2006/2007 growing season were used as independent data set for model evaluations. The nonlinear WE model accurately predicted the date of silking and physiological maturity, and had a lower root mean square error (RMSE) than the linear (thermal time) model. The overall RMSE for silking and physiological maturity was 2.7 and 4.8 days with WE model, and 5.6 and 8.3 days with thermal time model, respectively.

Base temperature and simulation model for nodes appearance in cape gooseberry (Physalis peruviana L.)

Data was analyzed on development of the solanaceen fruit crop Cape gooseberry to evaluate how well a classical thermal time model could describe node appearance in different environments. The data used in the analysis were obtained from experiments conducted in Colombia in open fields and greenhouse condition at two locations with different climate. An empirical, non linear segmented model was used to estimate the base temperature and to parameterize the model for simulation of node appearance vs. time. The base temperature (Tb) used to calculate the thermal time (TT, ºCd) for node appearance was estimated to be 6.29 ºC. The slope of the first linear segment was 0.023 nodes per TT and 0.008 for the second linear segment. The time at which the slope of node apperance changed was 1039.5 ºCd after transplanting, determined from a statistical analysis of model for the first segment. When these coefficients were used to predict node appearance at all locations, the model successfully fit the observed data (RSME=2.1), especially for the first segment where node appearance was more homogeneous than the second segment. More nodes were produced by plants grown under greenhouse conditions and minimum and maximum rates of node appearance rates were also higher.