Fuzzy data envelopment analysis:a discrete approach

Data envelopment analysis (DEA) as introduced by Charnes, Cooper, and Rhodes (1978) is a linear programming technique that has widely been used to evaluate the relative efficiency of a set of homogenous decision making units (DMUs). In many real applications, the input-output variables cannot be precisely measured. This is particularly important in assessing efficiency of DMUs using DEA, since the efficiency score of inefficient DMUs are very sensitive to possible data errors. Hence, several approaches have been proposed to deal with imprecise data. Perhaps the most popular fuzzy DEA model is based on a-cut. One drawback of the a-cut approach is that it cannot include all information about uncertainty. This paper aims to introduce an alternative linear programming model that can include some uncertainty information from the intervals within the a-cut approach. We introduce the concept of "local a-level" to develop a multi-objective linear programming to measure the efficiency of DMUs under uncertainty. An example is given to illustrate the use of this method.

A spatiotemporal Data Envelopment Analysis (S-T DEA) approach:the need to assess evolving units

One of the major challenges in measuring efficiency in terms of resources and outcomes is the assessment of the evolution of units over time. Although Data Envelopment Analysis (DEA) has been applied for time series datasets, DEA models, by construction, form the reference set for inefficient units (lambda values) based on their distance from the efficient frontier, that is, in a spatial manner. However, when dealing with temporal datasets, the proximity in time between units should also be taken into account, since it reflects the structural resemblance among time periods of a unit that evolves. In this paper, we propose a two-stage spatiotemporal DEA approach, which captures both the spatial and temporal dimension through a multi-objective programming model. In the first stage, DEA is solved iteratively extracting for each unit only previous DMUs as peers in its reference set. In the second stage, the lambda values derived from the first stage are fed to a Multiobjective Mixed Integer Linear Programming model, which filters peers in the reference set based on weights assigned to the spatial and temporal dimension. The approach is demonstrated on a real-world example drawn from software development.

Non-stationary stochastic inventory lot-sizing with emission and service level constraints in a carbon cap-and-trade system

Firms worldwide are taking major initiatives to reduce the carbon footprint of their supply chains in response to the growing governmental and consumer pressures. In real life, these supply chains face stochastic and non-stationary demand but most of the studies on inventory lot-sizing problem with emission concerns consider deterministic demand. In this paper, we study the inventory lot-sizing problem under non-stationary stochastic demand condition with emission and cycle service level constraints considering carbon cap-and-trade regulatory mechanism. Using a mixed integer linear programming model, this paper aims to investigate the effects of emission parameters, product- and system-related features on the supply chain performance through extensive computational experiments to cover general type business settings and not a specific scenario. Results show that cycle service level and demand coefficient of variation have significant impacts on total cost and emission irrespective of level of demand variability while the impact of product's demand pattern is significant only at lower level of demand variability. Finally, results also show that increasing value of carbon price reduces total cost, total emission and total inventory and the scope of emission reduction by increasing carbon price is greater at higher levels of cycle service level and demand coefficient of variation. The analysis of results helps supply chain managers to take right decision in different demand and service level situations.

Research on the influence of behavioral forces that motivate trader behavior and sentiment: A prospect theory exegesis

This study focuses on empirical investigations and seeks implications by utilizing three different methodologies to test various aspects of trader behavior. The first methodology utilizes Prospect Theory to determine trader behavior during periods of extreme wealth contracting periods. Secondly, a threshold model to examine the sentiment variable is formulated and thirdly a study is made of the contagion effect and trader behavior. ^ The connection between consumers' sense of financial well-being or sentiment and stock market performance has been studied at length. However, without data on actual versus experimental performance, implications based on this relationship are meaningless. The empirical agenda included examining a proprietary file of daily trader activities over a five-year period. Overall, during periods of extreme wealth altering conditions, traders "satisfice" rather than choose the "best" alternative. A trader's degree of loss aversion depends on his/her prior investment performance. A model that explains the behavior of traders during periods of turmoil is developed. Prospect Theory and the data file influenced the design of the model. ^ Additional research included testing a model that permitted the data to signal the crisis through a threshold model. The third empirical study sought to investigate the existence of contagion caused by declining global wealth effects using evidence from the mining industry in Canada. Contagion, where a financial crisis begins locally and subsequently spreads elsewhere, has been studied in terms of correlations among similar regions. The results provide support for Prospect Theory in two out of the three empirical studies. ^ The dissertation emphasizes the need for specifying precise, testable models of investors' expectations by providing tools to identify paradoxical behavior patterns. True enhancements in this field must include empirical research utilizing reliable data sources to mitigate data mining problems and allow researchers to distinguish between expectations-based and risk-based explanations of behavior. Through this type of research, it may be possible to systematically exploit "irrational" market behavior. ^

Trichloroethylene fate and transport studies and biodegradation kinetics in the saturated zone

Permeable reactive barriers (PRB) are constructed from soil solid amendments to support the growth of bacteria that are capable of degrading organic contaminants. The objective of this study was to identify low-cost soil solid amendments that could retard the movement of trichloroethylene (TCE) while serving as long-lived carbon sources to foster its biodegradation in shallow groundwater through the use of a PRB. The natural amendments high in organic carbon content such as eucalyptus mulch, compost, wetland peat, organic humus were compared based on their geophysical characteristics, such as pHw, porosity and total organic carbon (TOC), and as well as TCE sorption potentials. The pHw values were within neutral range except for pine bark mulch and wetland peat. All other geophysical characteristics of the amendments showed suitability for use in a PRB. While the Freundlich model showed better fit for compost and pine bark mulch, the linear sorption model was adequate for eucalyptus mulch, wetland peat and Everglades muck within the concentration range studied (0.2-0.8 mg/L TCE). According to these results, two composts and eucalyptus mulch were selected for laboratory column experiments to evaluate their effectiveness at creating and maintaining conditions suitable for TCE anaerobic dechlorination. The columns were monitored for pH, ORP, TCE degradation, longevity of nutrients and soluble TOC to support TCE dechlorination. Native bacteria in the columns had the ability to convert TCE to DCEs; however, the inoculation with the TCE-degrading culture greatly increased the rate of biodegradation. This caused a significant increase in by-product concentration, mostly in the form of DCEs and VC followed by a slow degradation to ethylene. Of the tested amendments eucalyptus mulch was the most effective at supporting the TCE dechlorination. The experimental results of TCE sequential dechlorination took place in eucalyptus mulch and commercial compost from Savannah River Site columns were then simulated using the Hydrus-1D model. The simulations showed good fit with the experimental data. The results suggested that sorption and degradation were the dominant fate and transport mechanisms for TCE and DCEs in the column, supporting the use of these amendments in a permeable reactive barrier to remediate the TCE.

The order selection and lot sizing problem in the make-to-order environment

This research is motivated by the need for considering lot sizing while accepting customer orders in a make-to-order (MTO) environment, in which each customer order must be delivered by its due date. Job shop is the typical operation model used in an MTO operation, where the production planner must make three concurrent decisions; they are order selection, lot size, and job schedule. These decisions are usually treated separately in the literature and are mostly led to heuristic solutions. The first phase of the study is focused on a formal definition of the problem. Mathematical programming techniques are applied to modeling this problem in terms of its objective, decision variables, and constraints. A commercial solver, CPLEX is applied to solve the resulting mixed-integer linear programming model with small instances to validate the mathematical formulation. The computational result shows it is not practical for solving problems of industrial size, using a commercial solver. The second phase of this study is focused on development of an effective solution approach to this problem of large scale. The proposed solution approach is an iterative process involving three sequential decision steps of order selection, lot sizing, and lot scheduling. A range of simple sequencing rules are identified for each of the three subproblems. Using computer simulation as the tool, an experiment is designed to evaluate their performance against a set of system parameters. For order selection, the proposed weighted most profit rule performs the best. The shifting bottleneck and the earliest operation finish time both are the best scheduling rules. For lot sizing, the proposed minimum cost increase heuristic, based on the Dixon-Silver method performs the best, when the demand-to-capacity ratio at the bottleneck machine is high. The proposed minimum cost heuristic, based on the Wagner-Whitin algorithm is the best lot-sizing heuristic for shops of a low demand-to-capacity ratio. The proposed heuristic is applied to an industrial case to further evaluate its performance. The result shows it can improve an average of total profit by 16.62%. This research contributes to the production planning research community with a complete mathematical definition of the problem and an effective solution approach to solving the problem of industry scale.

Tropical seagrass-associated macroalgae distributions and trends relative to water quality

Tropical coastal marine ecosystems including mangroves, seagrass beds and coral reef communities are undergoing intense degradation in response to natural and human disturbances, therefore, understanding the causes and mechanisms present challenges for scientist and managers. In order to protect our marine resources, determining the effects of nutrient loads on these coastal systems has become a key management goal. Data from monitoring programs were used to detect trends of macroalgae abundances and develop correlations with nutrient availability, as well as forecast potential responses of the communities monitored. Using eight years of data (1996–2003) from complementary but independent monitoring programs in seagrass beds and water quality of the Florida Keys National Marine Sanctuary (FKNMS), we: (1) described the distribution and abundance of macroalgae groups; (2) analyzed the status and spatiotemporal trends of macroalgae groups; and (3) explored the connection between water quality and the macroalgae distribution in the FKNMS. In the seagrass beds of the FKNMS calcareous green algae were the dominant macroalgae group followed by the red group; brown and calcareous red algae were present but in lower abundance. Spatiotemporal patterns of the macroalgae groups were analyzed with a non-linear regression model of the abundance data. For the period of record, all macroalgae groups increased in abundance (Abi) at most sites, with calcareous green algae increasing the most. Calcareous green algae and red algae exhibited seasonal pattern with peak abundances (Φi) mainly in summer for calcareous green and mainly in winter for red. Macroalgae Abi and long-term trend (mi) were correlated in a distinctive way with water quality parameters. Both the Abi and mi of calcareous green algae had positive correlations with NO3−, NO2−, total nitrogen (TN) and total organic carbon (TOC). Red algae Abi had a positive correlation with NO2−, TN, total phosphorus and TOC, and the mi in red algae was positively correlated with N:P. In contrast brown and calcareous red algae Abi had negative correlations with N:P. These results suggest that calcareous green algae and red algae are responding mainly to increases in N availability, a process that is happening in inshore sites. A combination of spatially variable factors such as local current patterns, nutrient sources, and habitat characteristics result in a complex array of the macroalgae community in the seagrass beds of the FKNMS.

Nonlinear Flow in Karst Formations

The variation of effective hydraulic conductivity as a function of specific discharge in several 0.2-m and 0.3-m cubes of Key Largo Limestone was investigated. The experimental results closely match the Forchheimer equation. Defining the pore-size length scale in terms of Forchheimer parameters, it is demonstrated that significant deviations from Darcian flow will occur when the Reynolds number exceeds 0.11. A particular threshold model previously proposed for use in karstic formations does not show strong agreement with the data near the onset of nonlinear flow.

Perceptions of alibi evidence as a function of the strength of incriminating *evidence

The current study investigated the exculpatory value of alibi evidence when presented together with various types of incriminating evidence. Previous research has reported that alibi evidence could weaken the effects of DNA evidence and eyewitness identification. The present study assessed the effectiveness of alibi evidence in counteracting defendant's confession (experiment 1) and eyewitness evidence (experiment 2). In experiment 1, three levels of alibi evidence (none, weak, strong) were combined with three levels of confession evidence (voluntary, elicited under low pressure, elicited under high pressure). Results indicated significant main effects of confession and alibi and an alibi by confession interaction. Of participants exposed to high-pressure confession, those in the strong alibi condition rendered lower guilt estimates than those in the no alibi condition. In experiment 2, three levels of alibi were combined with two levels of eyewitness evidence (bad view, good view). A main effect of alibi was obtained, but no interaction between alibi and eyewitness evidence. ^ An explanation of this pattern is based in part on the Story Model (Pennington & Hastie, 1992) and a novel “culpability threshold” model of juror decision-making. The Story Model suggests that jurors generate verdict stories (interpretations of events consistent with a guilty or not guilty verdict) based on trial evidence. If the evidence in favor of guilt exceeds jurors' threshold for perceiving culpability, jurors will fail to properly consider exonerating evidence. However, when the strength of incriminating evidence does not exceed the jurors' threshold, they are likely to give appropriate consideration to exculpatory evidence in their decisions. ^ Presentation of a reliable confession in Experiment 1 exceeded jurors' culpability threshold and rendered alibi largely irrelevant. In contrast, presentation of a high-pressure confession failed to exceed jurors' culpability threshold, so jurors turned to alibi evidence in their decisions. Similarly, in the second experiment, eyewitness evidence (in general) was not strong enough to surpass the culpability threshold, and thus jurors incorporated alibi evidence in their decisions. A third study is planned to further test this “culpability threshold” model, further explore various types of alibi evidence, and clarify when exculpatory evidence will sufficiently weaken the prosecution's “story.” ^

Influence of gender and life stressors on longitudinal depression treatment outcomes among older primary care patients

Purpose: Depression in older females is a significant and growing problem. Females who experience life stressors across the life span are at higher risk for developing problems with depression than their male counterparts. The primary aim of this study was (a) to examine gender-specific differences in the correlates of depression in older primary care patients based on baseline and longitudinal analyses; and (b) to examine the longitudinal effect of biopsychosocial risk factors on depression treatment outcomes in different models of behavioral healthcare (i.e., integrated care and enhanced referral). Method: This study used a quantitative secondary data analysis with longitudinal data from the Primary Care Research in Substance Abuse and Mental Health for Elderly (PRISM-E) study. A linear mixed model approach to hierarchical linear modeling was used for analysis using baseline assessment, and follow-up from three-month and six-month. Results: For participants diagnosed with major depressive disorder female gender was associated with increased depression severity at six-month compared to males at six-month. Further, the interaction between gender and life stressors found that females who reported loss of family and friends, family issues, money issues, medical illness was related to higher depression severity compared to males whereas lack of activities was related to lower depression severity among females compared to males. Conclusion: These findings suggest that gender moderated the relationship between specific life stressors and depression severity similar to how a protective factor can impact a person's response to a problem and reduce the negative impact of a risk factor on a problem outcome. Therefore, life stressors may be a reliable predictor of depression for both females and males in either behavioral health treatment model. This study concluded that life stressors influence males basic comfort, stability, and survival whereas life stressors influence females' development, personal growth, and happiness; therefore, life stressors may be a useful component to include in gender-based screening and assessment tools for depression. ^

Research on the influence of behavioral forces that motivate trader behavior and sentiment- a prospect theory exegesis

This study focuses on empirical investigations and seeks implications by utilizing three different methodologies to test various aspects of trader behavior. The first methodology utilizes Prospect Theory to determine trader behavior during periods of extreme wealth contracting periods. Secondly, a threshold model to examine the sentiment variable is formulated and thirdly a study is made of the contagion effect and trader behavior. The connection between consumers' sense of financial well-being or sentiment and stock market performance has been studied at length. However, without data on actual versus experimental performance, implications based on this relationship are meaningless. The empirical agenda included examining a proprietary file of daily trader activities over a five-year period. Overall, during periods of extreme wealth altering conditions, traders "satisfice" rather than choose the "best" alternative. A trader's degree of loss aversion depends on his/her prior investment performance. A model that explains the behavior of traders during periods of turmoil is developed. Prospect Theory and the data file influenced the design of the model. Additional research included testing a model that permitted the data to signal the crisis through a threshold model. The third empirical study sought to investigate the existence of contagion caused by declining global wealth effects using evidence from the mining industry in Canada. Contagion, where a financial crisis begins locally and subsequently spreads elsewhere, has been studied in terms of correlations among similar regions. The results provide support for Prospect Theory in two out of the three empirical studies. The dissertation emphasizes the need for specifying precise, testable models of investors' expectations by providing tools to identify paradoxical behavior patterns. True enhancements in this field must include empirical research utilizing reliable data sources to mitigate data mining problems and allow researchers to distinguish between expectations-based and risk-based explanations of behavior. Through this type of research, it may be possible to systematically exploit "irrational" market behavior.

A relação entre desempenho e a forma legal das instituições de microcrédito

This work test the relationship of performance and legal form of microfinance institutions (MFI), in our work MFI can be banks, non-governmental organizations (NGO), cooperatives, non-banks financial institutions (NBFI) or rural banks. We use linear regression model, panel data and variables dummy for the legal forms. Our samples are 243 MFI from all continents, except North America, in the period from 2007 to 2012. We found that bigger MFI generates higher profit, higher returns and higher self-sufficiency rates, so the growing can be a way for consolidation of MFI. For smaller MFI a way can be assimilation or merging with other MFI. Cooperatives, non-bank financial institutions and rural banks can serve more customers, causing greater impact on society, and get higher returns. This suggests the most appropriate legal form for microfinance market can be cooperatives, non-banks financial institutions or rural banks balancing social orientation and profit orientation.

Avaliação multidimensional da qualidade de vida em idosos: um estudo no Curimataú ocidental paraibano

The fast growth of the elderly population is a reality throughout the world and has become one of the greatest challenges for contemporary public health. When considering the increased life expectancy and the aging as a multidimensional phenomenon, one should highlight the need to investigate if the increase of longevity is associated with satisfactory levels of Quality of Life (QOL). This study has the objective of assessing the QOL of elderly people from the Paraíba’s Western Curimataú microregion, explained by its health and living conditions. This is a cross-sectional and observational study with quantitative design held with 444 elderly people from five cities: Barra de Santa Rosa, Cuité, Nova Floresta, Remígio e Sossego. In order to obtain information, the following instruments were used: I) Questionnaire for collection data related to the elderly population, for sociodemographic, clinical and behavioral characteristics; and II) WHOQOL-Old questionnaire, with a view to measuring and assessing QOL. Data were processed on the IBM-SPSS Statistics 20.0 software by means of the ANOVA (one-way), Student’s t, Mann-Whitney, Kruskal-Wallis and Pearson’s correlation tests, with p-values<0,05 accepted as being statistically significant. The results indicate a good global QOL (ETT=65,69%), with better assessment by elderly men, aged between 60 and 74 years, married, living with partner and children, without caregiver, physical activity practitioners, with up to one health problem before an aspect of multimorbidity and with very good and/or good assessment of basic needs. The self-reported stress showed a negative significant correlation before the global QOL, where the greater the perception of stress, the worse the assessment of QOL. In the faceted assessment of QOL, the Sensory Operation showed the best performance (ETF= 68,86%) and the Social Participation (SP) the worst (ETF=60,37%). In the multiple linear regression model, SP is singly responsible for 51,8% (R2=0,518) of explanation of the global QOL. In the intercorrelation among the WHOQOL-Old facets, only Death and Dying did not reveal significance. The harmony highlighted among the facets raises the need to ensure a comprehensive health care for the elderly population, especially in understanding the social participation as an intrinsic part of the QOL and that it requires the re-discussion and reconstruction of individual and collective, family and community, political and government actions. Hence, guaranteeing an active, healthy and participatory aging, with QOL, is the major challenge.

Avaliação multidimensional da qualidade de vida em idosos: um estudo no Curimataú ocidental paraibano

The fast growth of the elderly population is a reality throughout the world and has become one of the greatest challenges for contemporary public health. When considering the increased life expectancy and the aging as a multidimensional phenomenon, one should highlight the need to investigate if the increase of longevity is associated with satisfactory levels of Quality of Life (QOL). This study has the objective of assessing the QOL of elderly people from the Paraíba’s Western Curimataú microregion, explained by its health and living conditions. This is a cross-sectional and observational study with quantitative design held with 444 elderly people from five cities: Barra de Santa Rosa, Cuité, Nova Floresta, Remígio e Sossego. In order to obtain information, the following instruments were used: I) Questionnaire for collection data related to the elderly population, for sociodemographic, clinical and behavioral characteristics; and II) WHOQOL-Old questionnaire, with a view to measuring and assessing QOL. Data were processed on the IBM-SPSS Statistics 20.0 software by means of the ANOVA (one-way), Student’s t, Mann-Whitney, Kruskal-Wallis and Pearson’s correlation tests, with p-values<0,05 accepted as being statistically significant. The results indicate a good global QOL (ETT=65,69%), with better assessment by elderly men, aged between 60 and 74 years, married, living with partner and children, without caregiver, physical activity practitioners, with up to one health problem before an aspect of multimorbidity and with very good and/or good assessment of basic needs. The self-reported stress showed a negative significant correlation before the global QOL, where the greater the perception of stress, the worse the assessment of QOL. In the faceted assessment of QOL, the Sensory Operation showed the best performance (ETF= 68,86%) and the Social Participation (SP) the worst (ETF=60,37%). In the multiple linear regression model, SP is singly responsible for 51,8% (R2=0,518) of explanation of the global QOL. In the intercorrelation among the WHOQOL-Old facets, only Death and Dying did not reveal significance. The harmony highlighted among the facets raises the need to ensure a comprehensive health care for the elderly population, especially in understanding the social participation as an intrinsic part of the QOL and that it requires the re-discussion and reconstruction of individual and collective, family and community, political and government actions. Hence, guaranteeing an active, healthy and participatory aging, with QOL, is the major challenge.

Aids em idosos no Brasil no período de 2000 a 2012: uma análise de série temporal e dos fatores contextuais associados

The characteristics profile of individuals who develop AIDS in Brazil has changed over time. Among these modifications, a worrying finding is the increased incidence of AIDS in the elderly across the country. But, however, is not yet clear whether the increase in AIDS cases is sufficient to produce a change in the trend of measures in recent years in the Brazilian states, and this increase has an effect from the socioeconomic and demographic indicators. In this sense, the objective of this study is to analyze the AIDS incidence rates among the elderly in Brazil and its effect on socioeconomic and demographic inequalities in the period 2000 to 2012. This is an ecological time-series study to meet behavior of the time series of the incidence rates of AIDS in the elderly from 2000 to 2012. the rates were calculated using the secondary data from Diseases Information System Notification and the Brazilian Institute of Geography and Statistics. Data were analyzed statistically to know the trends in incidence rates, by polynomial regression model and joinpoint log-linear regression model, but also the simple linear regression analysis to find the relationship of trends with variables socioeconomic and demographic. SPSS 20.0® and Joinpoint 4.1.1 programs were used. All tests were carried out considering a significance of 5%. After the analysis, in Brazil were reported 62,052 new cases of AIDS in the elderly from 2000 to 2012. During this period, a significant increase was found for males, both aged 50-59 years (APPC: 3.46 %, p <0.001), such as above 59 years (AAPC: 4.38%; p <0.001). For females, the increase was significant and has the largest increments in the time series, when compared to males in both age groups (AAPC: 4.62%, p <0.001 and AAPC: 6.53%; p <0.001) respectively. The largest increases are observed in women and in the states of North and Northeast. In the Southeast Region is observed stabilization of rates throughout the series. The reason of trends between the sexes had a significant reduction, but also an approach in both age groups of the study, reaching a ratio of 1.7 males for every female in the youngest age group. The trends were related to illiteracy rates, with increasing social inequality and the lowest human development in the Brazilian states. We conclude that in Brazil the incidence of AIDS in the elderly follows an increasing trend in individuals over 50 years. Noteworthy are the highest rates of study in women and in the states of North and Northeast. In this sense, the country needs to enhance policies towards older people with STD / AIDS, training health professionals and developing effective measures for the prevention and early diagnosis of infected people, especially in places with limited resources and high social inequality. In the long term, it is developing new studies to understand whether the measures taken were effective in reducing the trends identified in this study.