FIRST PASSAGE APPROXIMATION FOR NORMAL STATIONARY RANDOM PROCESSES.

A new approximate solution for the first passage probability of a stationary Gaussian random process is presented which is based on the estimation of the mean clump size. A simple expression for the mean clump size is derived in terms of the cumulative normal distribution function, which avoids the lengthy numerical integrations which are required by similar existing techniques. The method is applied to a linear oscillator and an ideal bandpass process and good agreement with published results is obtained. By making a slight modification to an existing analysis it is shown that a widely used empirical result for the asymptotic form of the first passage probability can be deduced theoretically.

An analysis of factors improving technology roadmap credibility: A communications theory assessment of roadmapping processes

In recent years, many industrial firms have been able to use roadmapping as an effective process methodology for projecting future technology and for coordinating technology planning and strategy. Firms potentially realize a number of benefits in deploying technology roadmapping (TRM) processes. Roadmaps provide information identifying which new technologies will meet firms' future product demands, allowing companies to leverage R&D investments through choosing appropriately out of a range of alternative technologies. Moreover, the roadmapping process serves an important communication tool helping to bring about consensus among roadmap developers, as well as between participants brought in during the development process, who may communicate their understanding of shared corporate goals through the roadmap. However, there are few conceptual accounts or case studies have made the argument that roadmapping processes may be used effectively as communication tools. This paper, therefore, seeks to elaborate a theoretical foundation for identifying the factors that must be considered in setting up a roadmap and for analyzing the effect of these factors on technology roadmap credibility as perceived by its users. Based on the survey results of 120 different R&D units, this empirical study found that firms need to explore further how they can enable frequent interactions between the TRM development team and TRM participants. A high level of interaction will improve the credibility of a TRM, with communication channels selected by the organization also positively affecting TRM credibility. © 2011 Elsevier Inc.

Classification using log Gaussian Cox processes

McCullagh and Yang (2006) suggest a family of classification algorithms based on Cox processes. We further investigate the log Gaussian variant which has a number of appealing properties. Conditioned on the covariates, the distribution over labels is given by a type of conditional Markov random field. In the supervised case, computation of the predictive probability of a single test point scales linearly with the number of training points and the multiclass generalization is straightforward. We show new links between the supervised method and classical nonparametric methods. We give a detailed analysis of the pairwise graph representable Markov random field, which we use to extend the model to semi-supervised learning problems, and propose an inference method based on graph min-cuts. We give the first experimental analysis on supervised and semi-supervised datasets and show good empirical performance.

predicting upgrade project defects based on enhancement requirements: an empirical study

Chinese Acad Sci, ISCAS Lab Internet Software Technologies

Modelling raindrop impact and splash erosion processes within a spatial cell: a stochastic approach

A new approach is proposed to simulate splash erosion on local soil surfaces. Without the effect of wind and other raindrops, the impact of free-falling raindrops was considered as an independent event from the stochastic viewpoint. The erosivity of a single raindrop depending on its kinetic energy was computed by an empirical relationship in which the kinetic energy was expressed as a power function of the equivalent diameter of the raindrop. An empirical linear function combining the kinetic energy and soil shear strength was used to estimate the impacted amount of soil particles by a single raindrop. Considering an ideal local soil surface with size of I m x I m, the expected number of received free-failing raindrops with different diameters per unit time was described by the combination of the raindrop size distribution function and the terminal velocity of raindrops. The total splash amount was seen as the sum of the impact amount by all raindrops in the rainfall event. The total splash amount per unit time was subdivided into three different components, including net splash amount, single impact amount and re-detachment amount. The re-detachment amount was obtained by a spatial geometric probability derived using the Poisson function in which overlapped impacted areas were considered. The net splash amount was defined as the mass of soil particles collected outside the splash dish. It was estimated by another spatial geometric probability in which the average splashed distance related to the median grain size of soil and effects of other impacted soil particles and other free-falling raindrops were considered. Splash experiments in artificial rainfall were carried out to validate the availability and accuracy of the model. Our simulated results suggested that the net splash amount and re-detachment amount were small parts of the total splash amount. Their proportions were 0.15% and 2.6%, respectively. The comparison of simulated data with measured data showed that this model could be applied to simulate the soil-splash process successfully and needed information of the rainfall intensity and original soil properties including initial bulk intensity, water content, median grain size and some empirical constants related to the soil surface shear strength, the raindrop size distribution function and the average splashed distance. Copyright (c) 2007 John Wiley & Sons, Ltd.

Resuspension and advection processes affecting suspended particulate matter concentrations in the central English Channel

Suspended particulate matter (SPM) measurements obtained along a cross-section in the central English Channel (Wight-Cotentin transect) indicate that the area may be differentiated into: (1) an English coastal zone, associated with the highest concentrations; (2) a French coastal zone, with intermediate concentrations; and (3) the offshore waters of the Channel, characterised by a very low suspended-sediment load. The SPM particle-size distribution was modal close to the English coast (main mode 10-12 mu m); the remainder of the area was characterised by flat SPM distributions. Examination of the diatom communities in the SPM suggest:; that material resuspended in the intertidal zone and the estuarine environments was advected towards the offshore waters of the English Channel. Considerable variations in SPM concentrations occurred during a tidal cycle: maximum concentrations were sometimes up to 3 times higher than the minimum concentrations, Empirical orthogonal function (EOF) analysis of the SPM concentration time series indicates that, although the bottom waters were more turbid than the surficial waters, this was not likely to be the result of in situ sediment resuspension. Instead, the observed variations appear to be controlled mainly by advective mechanisms. The limited resuspension was probably caused by: (1) the limited availability of fine-grained material within the bottom sediments, and (2) 'bed-armouring' processes which protect the finer-grained fractions of the seabed material from erosion and entrainment within the overlying flow during the less energetic stages of the tide.

The influence of gender in the direction of Spanish cooperative societies on profitability and indebtedness: an empirical analysis

In this paper the claim for the market for a new business management to ensure the presence of women in decision -making to respond to new social needs addressed. Thus, this paper analyzes the influence of gender diversity of the directors on the profitability and the level of debt for a sample of 5,199 Spanish cooperatives. Unlike capitalist societies, these organizations have a number of peculiarities in their government, and that the partners are themselves major time, agents and customers. The study focuses on the Spanish context, where there is an open debate on the importance of women's business management, as in other countries, driven by the proliferation of legislation on gender equality, being, in addition, Spain, the pioneer in having specific legislation on Social Economy. The results show that cooperatives with greater female representation in theirs Boards have higher profitability. On the other hand, those Boards with a higher percentage of women show a lower level of indebtedness.

Impact of the intrinsic motivation on the academic performance through voluntary assignments: An empirical analysis

The students academic performance is a key aspect for all agents involved in a higher education quality program. However, there is no unanimity on how to measure it. Some professionals choose assessing only cognitive aspects while others lean towards assessing the acquisition of certain skills. The need to train increasingly adapted professionals in order to respond to the companies’ demands and being able to compete internationally in a global labour market requires a kind of training that goes beyond memorizing. Critical and logical thinking are amongst written language skills demanded in the field of Social Sciences. The objective of this study is to empirically demonstrate the impact of voluntary assignments on the academic performance of students. Our hypothesis is that students who complete high quality voluntary assignments are those more motivated and, therefore, those with higher grades. An experiment with students from the "Financial Accounting II" during the academic year of 2012/13 at the Business and Economics School of the UCM was carried out. A series of voluntary assessments involving the preparation of accounting essays were proposed in order to develop skills and competencies as a complement to the lessons included in the curriculum of the subject. At the end of the course, the carrying-out or not of the essay together with its critical, reflective quality and style, were compared. Our findings show a relationship between the voluntarily presented papers of quality and the final grade obtained throughout the course. These results show that the students intrinsic motivation is a key element in their academic performance. On the other hand, the teachers role focuses on being a motivating element through the learning process.

An empirical study of green supply chain management practices amongst UK manufacturers

Purpose: The purpose of this paper is to examine the extent and nature of greening the supply chain (SC) in the UK manufacturing sector; and the factors that influence the breadth and depth of this activity.

Design/methodology/approach: Based on the findings from a sample of manufacturing organisations drawn from the membership of The Chartered Institute for Purchasing and Supply. Data are collected using a questionnaire, piloted and pre-tested before distribution with responses from 60 manufacturing companies.

Findings: On average manufacturers perceive the greatest pressure to improve environmental performance through legislation and internal drivers (IDs). The least influential pressures are related to societal drivers and SC pressures from individual customers. Green supply chain management (GSCM) practices amongst this “average” group of UK manufacturing organisations are focusing on internal, higher risk, descriptive activities, rather than proactive, external engagement processes. Environmental attitude (EA) is a key predictor of GSCM activity and those organisations that have a progressive attitude are also operationally very active. EA shows some relationship to legislative drivers but other factors are also influential. Operational activity may also be moderated by organisational contingencies such as risk, size, and nationality.

Research limitations/implications: The main limitation to this paper is the relatively small manufacturing sample.

Practical implications: This paper presents a series of constructs that identify GSCM operational activities companies to benchmark themselves against. It suggests which factors are driving these operational changes and how industry contingencies may be influential.

Originality/value: This paper explores what is driving environmental behaviour amongst an “average” sample of manufacturers, what specific management practices take place and the relationships between them.

Keywords: Manufacturing industries, Environmental management, Supply chain management, Sustainable development, United Kingdom
Paper type: Research paper

Vulnerability and robustness of SME supply chains: An empirical study of risk and disturbance management of fresh food processors in a developing market

The aim of this paper is to analyse vulnerability and robustness of small and medium size enterprises (SMEs) supply chains and to consider contextual factors that might influence the success of their disturbance management: Risky product and business environment. By using an exploratory case study it is shown how these contextual factors attribute vulnerability sources, contribute to the robustness of a company’s performance and supply chain vulnerability, as well as how a company seeks to manage internal and external vulnerability sources. The exploratory case is based on a fresh food supply chain of a manufacturing SME operating in a developing market.
Case findings suggest that fresh food supply chains of a manufacturing SME in developing markets are prone to disruptions of their logistics and production processes due to ‘riskiness’ of fresh food products, the ‘riskiness’ of developing markets, as well as ‘riskiness’ of SMEs themselves. However, this does not necessarily indicate the vulnerability of an SME and its entire supply chain. Findings indicate that SMEs can be very successful in disturbance management by selective use of redesign strategies that aim to prevent or reduce the impact of disturbances. More precise, it is likely that an SME can achieve robust performance by employing preventive redesign strategies in managing disturbances that result from internal, company related vulnerability sources, while impact reduction strategies are likely to contribute to robust performance of an SME if used to manage disturbances that result from internal, supply chain related vulnerability sources, as well as external vulnerability sources.

Contemporary and 'messy' rural in-migration processes: Comparing counterurban and lateral rural migration.

This paper questions the ongoing dominant coverage given to counterurbanisation in the rural population literature. It is argued that this provides only a partial account of the true diversity of contemporary migration processes operating in rural areas and has the potential to fuse together different in-migration processes. Specifically, lateral rural migration has been under-researched to date. Using empirical data from a survey of 260 migrant households to 3 UK case study areas (in Scotland, Wales, and Northern Ireland), the significance of lateral rural migration is revealed and compared with counterurban migration and migrants. The last change of address shows that 59% relocated from an urban area (participating in a counterurban flow) whilst 41% moved from another rural location (lateral rural flow). The boundary between migration processes can, however, be blurred: Some moves are an example of both counterurbanisation and lateral rural flows. Incorporating lifetime migration histories data demonstrates the contemporary complexity and messiness of rural in-migration processes. For example, 26% of these migrant households only ever undertook a lateral rural move during their lifetime. For others, the direction of migration has changed numerous times and intertwined with each move are aspects of life course, return, and inter-regional migration. Comparing the survey characteristics and motivations of counterurban and lateral rural migrants, alongside interview material, highlights important similarities and differences. The paper concludes by calling on rural population geographers to more fully engage with the complexity, totality, and indeed messiness of contemporary rural in-migration processes.

Interactive management control via analytic hierarchy process (AHP). An empirical study in a public university hospital

Management control in public university hospitals is a challenging task because of continuous changes due to external pressures (e.g. economic pressures, stakeholder focuses and scientific progress) and internal complexities (top management turnover, shared leadership, technological evolution, and researcher oriented mission). Interactive budgeting contributed to improving vertical and horizontal communication between hospital and stakeholders and between different organizational levels. This paper describes an application of Analytic Hierarchy Process (AHP) to enhance interactive budgeting in one of the biggest public university hospital in Italy. AHP improved budget allocation facilitating elicitation and formalization of units' needs. Furthermore, AHP facilitated vertical communication among manager and stakeholders, as it allowed multilevel hierarchical representation of hospital needs, and horizontal communication among staff of the same hospital, as it allowed units' need prioritization and standardization, with a scientific multi-criteria approach, without using complex mathematics. Finally, AHP allowed traceability of a complex decision making processes (as budget allocation), this aspect being of paramount importance in public sectors, where managers are called to respond to many different stakeholders about their choices.

Integer-valued APARCH processes in the analysis of time series of counts

The Asymmetric Power Arch representation for the volatility was introduced by Ding et al.(1993) in order to account for asymmetric responses in the volatility in the analysis of continuous-valued financial time series like, for instance, the log-return series of foreign exchange rates, stock indices or share prices. As reported by Brannas and Quoreshi (2010), asymmetric responses in volatility are also observed in time series of counts such as the number of intra-day transactions in stocks. In this work, an asymmetric power autoregressive conditional Poisson model is introduced for the analysis of time series of counts exhibiting asymmetric overdispersion. Basic probabilistic and statistical properties are summarized and parameter estimation is discussed. A simulation study is presented to illustrate the proposed model. Finally, an empirical application to a set of data concerning the daily number of stock transactions is also presented to attest for its practical applicability in data analysis.

Modeling and simulation of spray drying processes based on quality by design principles

Tese de doutoramento, Farmácia (Tecnologia Farmacêutica), Universidade de Lisboa, Faculdade de Farmácia, 2014