Probabilistic methods for seasonal forecasting in a changing climate: Cox-type regression models.

For climate risk management, cumulative distribution functions (CDFs) are an important source of information. They are ideally suited to compare probabilistic forecasts of primary (e.g. rainfall) or secondary data (e.g. crop yields). Summarised as CDFs, such forecasts allow an easy quantitative assessment of possible, alternative actions. Although the degree of uncertainty associated with CDF estimation could influence decisions, such information is rarely provided. Hence, we propose Cox-type regression models (CRMs) as a statistical framework for making inferences on CDFs in climate science. CRMs were designed for modelling probability distributions rather than just mean or median values. This makes the approach appealing for risk assessments where probabilities of extremes are often more informative than central tendency measures. CRMs are semi-parametric approaches originally designed for modelling risks arising from time-to-event data. Here we extend this original concept beyond time-dependent measures to other variables of interest. We also provide tools for estimating CDFs and surrounding uncertainty envelopes from empirical data. These statistical techniques intrinsically account for non-stationarities in time series that might be the result of climate change. This feature makes CRMs attractive candidates to investigate the feasibility of developing rigorous global circulation model (GCM)-CRM interfaces for provision of user-relevant forecasts. To demonstrate the applicability of CRMs, we present two examples for El Ni ? no/Southern Oscillation (ENSO)-based forecasts: the onset date of the wet season (Cairns, Australia) and total wet season rainfall (Quixeramobim, Brazil). This study emphasises the methodological aspects of CRMs rather than discussing merits or limitations of the ENSO-based predictors.

A demand-driven analysis of tourist accommodation price: A quantile regression of room bookings

Tourist accommodation expenditure is a widely investigated topic as it represents a major contribution to the total tourist expenditure. The identification of the determinant factors is commonly based on supply-driven applications while little research has been made on important travel characteristics. This paper proposes a demand-driven analysis of tourist accommodation price by focusing on data generated from room bookings. The investigation focuses on modeling the relationship between key travel characteristics and the price paid to book the accommodation. To accommodate the distributional characteristics of the expenditure variable, the analysis is based on the estimation of a quantile regression model. The findings support the econometric approach used and enable the elaboration of relevant managerial implications.

A survey on multi-output regression

In recent years, a plethora of approaches have been proposed to deal with the increasingly challenging task of multi-output regression. This paper provides a survey on state-of-the-art multi-output regression methods, that are categorized as problem transformation and algorithm adaptation methods. In addition, we present the mostly used performance evaluation measures, publicly available data sets for multi-output regression real-world problems, as well as open-source software frameworks.

GIS-integrated mathematical modeling of social phenomena at macro- and micro- levels—a multivariate geographically-weighted regression model for identifying locations vulnerable to hosting terrorist safe-houses: France as case study

Adaptability and invisibility are hallmarks of modern terrorism, and keeping pace with its dynamic nature presents a serious challenge for societies throughout the world. Innovations in computer science have incorporated applied mathematics to develop a wide array of predictive models to support the variety of approaches to counterterrorism. Predictive models are usually designed to forecast the location of attacks. Although this may protect individual structures or locations, it does not reduce the threat—it merely changes the target. While predictive models dedicated to events or social relationships receive much attention where the mathematical and social science communities intersect, models dedicated to terrorist locations such as safe-houses (rather than their targets or training sites) are rare and possibly nonexistent. At the time of this research, there were no publically available models designed to predict locations where violent extremists are likely to reside. This research uses France as a case study to present a complex systems model that incorporates multiple quantitative, qualitative and geospatial variables that differ in terms of scale, weight, and type. Though many of these variables are recognized by specialists in security studies, there remains controversy with respect to their relative importance, degree of interaction, and interdependence. Additionally, some of the variables proposed in this research are not generally recognized as drivers, yet they warrant examination based on their potential role within a complex system. This research tested multiple regression models and determined that geographically-weighted regression analysis produced the most accurate result to accommodate non-stationary coefficient behavior, demonstrating that geographic variables are critical to understanding and predicting the phenomenon of terrorism. This dissertation presents a flexible prototypical model that can be refined and applied to other regions to inform stakeholders such as policy-makers and law enforcement in their efforts to improve national security and enhance quality-of-life.

Distributed optimization in transportation and logistics networks

Many important problems in communication networks, transportation networks, and logistics networks are solved by the minimization of cost functions. In general, these can be complex optimization problems involving many variables. However, physicists noted that in a network, a node variable (such as the amount of resources of the nodes) is connected to a set of link variables (such as the flow connecting the node), and similarly each link variable is connected to a number of (usually two) node variables. This enables one to break the problem into local components, often arriving at distributive algorithms to solve the problems. Compared with centralized algorithms, distributed algorithms have the advantages of lower computational complexity, and lower communication overhead. Since they have a faster response to local changes of the environment, they are especially useful for networks with evolving conditions. This review will cover message-passing algorithms in applications such as resource allocation, transportation networks, facility location, traffic routing, and stability of power grids.

Structural brain connectivity and cognitive ability differences: A multivariate distance matrix regression analysis

Neuroimaging research involves analyses of huge amounts of biological data that might or might not be related with cognition. This relationship is usually approached using univariate methods, and, therefore, correction methods are mandatory for reducing false positives. Nevertheless, the probability of false negatives is also increased. Multivariate frameworks have been proposed for helping to alleviate this balance. Here we apply multivariate distance matrix regression for the simultaneous analysis of biological and cognitive data, namely, structural connections among 82 brain regions and several latent factors estimating cognitive performance. We tested whether cognitive differences predict distances among individuals regarding their connectivity pattern. Beginning with 3,321 connections among regions, the 36 edges better predicted by the individuals' cognitive scores were selected. Cognitive scores were related to connectivity distances in both the full (3,321) and reduced (36) connectivity patterns. The selected edges connect regions distributed across the entire brain and the network defined by these edges supports high-order cognitive processes such as (a) (fluid) executive control, (b) (crystallized) recognition, learning, and language processing, and (c) visuospatial processing. This multivariate study suggests that one widespread, but limited number, of regions in the human brain, supports high-level cognitive ability differences. Hum Brain Mapp, 2016. © 2016 Wiley Periodicals, Inc.

Applying Least Absolute Shrinkage Selection Operator and Akaike Information Criterion Analysis to Find the Best Multiple Linear Regression Models between Climate Indices and Components of Cow’s Milk

This study focuses on multiple linear regression models relating six climate indices (temperature humidity THI, environmental stress ESI, equivalent temperature index ETI, heat load HLI, modified HLI (HLI new), and respiratory rate predictor RRP) with three main components of cow’s milk (yield, fat, and protein) for cows in Iran. The least absolute shrinkage selection operator (LASSO) and the Akaike information criterion (AIC) techniques are applied to select the best model for milk predictands with the smallest number of climate predictors. Uncertainty estimation is employed by applying bootstrapping through resampling. Cross validation is used to avoid over-fitting. Climatic parameters are calculated from the NASA-MERRA global atmospheric reanalysis. Milk data for the months from April to September, 2002 to 2010 are used. The best linear regression models are found in spring between milk yield as the predictand and THI, ESI, ETI, HLI, and RRP as predictors with p-value < 0.001 and R2 (0.50, 0.49) respectively. In summer, milk yield with independent variables of THI, ETI, and ESI show the highest relation (p-value < 0.001) with R2 (0.69). For fat and protein the results are only marginal. This method is suggested for the impact studies of climate variability/change on agriculture and food science fields when short-time series or data with large uncertainty are available.

The significant role of third-party logistics (3pl) operators as fosterers of organizational performance in colombian companies

La eliminación de barreras entre países es una consecuencia que llega con la globalización y con los acuerdos de TLC firmados en los últimos años. Esto implica un crecimiento significativo del comercio exterior, lo cual se ve reflejado en un aumento de la complejidad de la cadena de suministro de las empresas. Debido a lo anterior, se hace necesaria la búsqueda de alternativas para obtener altos niveles de productividad y competitividad dentro de las empresas en Colombia, ya que el entorno se ha vuelto cada vez más complejo, saturado de competencia no sólo nacional, sino también internacional. Para mantenerse en una posición competitiva favorable, las compañías deben enfocarse en las actividades que le agregan valor a su negocio, por lo cual una de las alternativas que se están adoptando hoy en día es la tercerización de funciones logísticas a empresas especializadas en el manejo de estos servicios. Tales empresas son los Proveedores de servicios logísticos (LSP), quienes actúan como agentes externos a la organización al gestionar, controlar y proporcionar actividades logísticas en nombre de un contratante. Las actividades realizadas pueden incluir todas o parte de las actividades logísticas, pero como mínimo la gestión y ejecución del transporte y almacenamiento deben estar incluidos (Berglund, 2000). El propósito del documento es analizar el papel de los Operadores Logísticos de Tercer nivel (3PL) como promotores del desempeño organizacional en las empresas colombianas, con el fin de informar a las MIPYMES acerca de los beneficios que se obtienen al trabajar con LSP como un medio para mejorar la posición competitiva del país.

Aplicaciones de los modelos de predicción bio-inspirados en la administración

Las organizaciones y sus entornos son sistemas complejos. Tales sistemas son difíciles de comprender y predecir. Pese a ello, la predicción es una tarea fundamental para la gestión empresarial y para la toma de decisiones que implica siempre un riesgo. Los métodos clásicos de predicción (entre los cuales están: la regresión lineal, la Autoregresive Moving Average y el exponential smoothing) establecen supuestos como la linealidad, la estabilidad para ser matemática y computacionalmente tratables. Por diferentes medios, sin embargo, se han demostrado las limitaciones de tales métodos. Pues bien, en las últimas décadas nuevos métodos de predicción han surgido con el fin de abarcar la complejidad de los sistemas organizacionales y sus entornos, antes que evitarla. Entre ellos, los más promisorios son los métodos de predicción bio-inspirados (ej. redes neuronales, algoritmos genéticos /evolutivos y sistemas inmunes artificiales). Este artículo pretende establecer un estado situacional de las aplicaciones actuales y potenciales de los métodos bio-inspirados de predicción en la administración.

La influencia de la cultura nacional en el desempeño logístico de los 123 primeros países en el logistics performance index (LPI)

En esta tesis se presenta la influencia que tiene la Cultura Nacional en el desempeño Logístico de una Nación, en especial de los 123 primeros países evaluados por el Índice de Desempeño Logístico (LPI) realizado por el Banco Mundial. Este estudio se realiza a partir de los seis ítems evaluados en el LPI y de las seis Dimensiones Culturales de Hofstede, para relacionar estas calificaciones se empleará el programa estadístico SPSS Statistical Package for the Social Sciences obteniendo como resultado posibles correlaciones para probar la hipótesis del efecto de la cultura en el desempeño logístico y establecer patrones de comportamiento en los mejores países de cada correlación. De acuerdo a los resultados obtenidos de estas correlaciones, se encontró que si existe una relación entre la cultura nacional y el desempeño logístico de un país, al igual que las dimensiones culturales más influyentes para obtener dichos resultados y se identificaron los países que cuentan con condiciones sobresalientes que facilitan tener altas posiciones en el LPI.

The Drivers of Wage Inequality Across Europe: A Recentered Influence Function Regression Approach

This study analyzes the impact of individual characteristics as well as occupation and industry on male wage inequality in nine European countries. Unlike previous studies, we consider regression models for five inequality measures and employ the recentered influence function regression method proposed by Firpo et al. (2009) to test directly the influence of covariates on inequality. We conclude that there is heterogeneity in the effects of covariates on inequality across countries and throughout wage distribution. Heterogeneity among countries is more evident in education and experience whereas occupation and industry characteristics as well as holding a supervisory position reveal more similar effects. Our results are compatible with the skill biased technological change, rapid rise in the integration of trade and financial markets as well as explanations related to the increase of the remunerative package of top executives.

Obtaining environmental favourability functions from logistic regression

Logistic regression is a statistical tool widely used for predicting species’ potential distributions starting from presence/absence data and a set of independent variables. However, logistic regression equations compute probability values based not only on the values of the predictor variables but also on the relative proportion of presences and absences in the dataset, which does not adequately describe the environmental favourability for or against species presence. A few strategies have been used to circumvent this, but they usually imply an alteration of the original data or the discarding of potentially valuable information. We propose a way to obtain from logistic regression an environmental favourability function whose results are not affected by an uneven proportion of presences and absences. We tested the method on the distribution of virtual species in an imaginary territory. The favourability models yielded similar values regardless of the variation in the presence/absence ratio. We also illustrate with the example of the Pyrenean desman’s (Galemys pyrenaicus) distribution in Spain. The favourability model yielded more realistic potential distribution maps than the logistic regression model. Favourability values can be regarded as the degree of membership of the fuzzy set of sites whose environmental conditions are favourable to the species, which enables applying the rules of fuzzy logic to distribution modelling. They also allow for direct comparisons between models for species with different presence/absence ratios in the study area. This makes themmore useful to estimate the conservation value of areas, to design ecological corridors, or to select appropriate areas for species reintroductions.

Analisi multi-obiettivo in ottica lean-green della reverse logistics dei veicoli a fine vita (ELV)

La gestione del fine vita dei prodotti è un argomento di interesse attuale per le aziende; sempre più spesso l’imprese non possono più esimersi dall’implementare un efficiente sistema di Reverse Logistics. Per rispondere efficacemente a queste nuove esigenze diventa fondamentale ampliare i tradizionali sistemi logistici verso tutte quelle attività svolte all’interno della Reverse Logitics. Una gestione efficace ed efficiente dell’intera supply chain è un aspetto di primaria importanza per un’azienda ed incide notevolmente sulla sua competitività; proprio per perseguire questo obiettivo, sempre più aziende promuovono politiche di gestione delle supply chain sia Lean che Green. L’obiettivo di questo lavoro, nato dalle esigenze descritte sopra, è quello di applicare un modello innovativo che consideri sia politiche di gestione Lean, che dualmente politiche Green, alla gestione di una supply chain del settore automotive, comprendente anche le attività di gestione dei veicoli fuori uso (ELV). Si è analizzato per prima cosa i principi base e gli strumenti utilizzati per l’applicazione della Lean Production e del Green supply chain management e in seguito si è analizzato le caratteristiche distintive della Reverse Logistics e in particolare delle reti che trattano i veicoli a fine vita. L’obiettivo finale dello studio è quello di elaborare e implementare, tramite l’utilizzo del software AMPL, un modello di ottimizzazione multi-obiettivo (MOP- Multi Objective Optimization) Lean e Green a una Reverse Supply Chain dei veicoli a fine vita. I risultati ottenuti evidenziano che è possibile raggiungere un ottimo compromesso tra le due logiche. E' stata effettuata anche una valutazione economica dei risultati ottenuti, che ha evidenziato come il trade-off scelto rappresenti anche uno degli scenari con minor costi.

On the effect of confounding in linear regression models: an approach based on the theory of quadratic forms

The main topic of this thesis is confounding in linear regression models. It arises when a relationship between an observed process, the covariate, and an outcome process, the response, is influenced by an unmeasured process, the confounder, associated with both. Consequently, the estimators for the regression coefficients of the measured covariates might be severely biased, less efficient and characterized by misleading interpretations. Confounding is an issue when the primary target of the work is the estimation of the regression parameters. The central point of the dissertation is the evaluation of the sampling properties of parameter estimators. This work aims to extend the spatial confounding framework to general structured settings and to understand the behaviour of confounding as a function of the data generating process structure parameters in several scenarios focusing on the joint covariate-confounder structure. In line with the spatial statistics literature, our purpose is to quantify the sampling properties of the regression coefficient estimators and, in turn, to identify the most prominent quantities depending on the generative mechanism impacting confounding. Once the sampling properties of the estimator conditionally on the covariate process are derived as ratios of dependent quadratic forms in Gaussian random variables, we provide an analytic expression of the marginal sampling properties of the estimator using Carlson’s R function. Additionally, we propose a representative quantity for the magnitude of confounding as a proxy of the bias, its first-order Laplace approximation. To conclude, we work under several frameworks considering spatial and temporal data with specific assumptions regarding the covariance and cross-covariance functions used to generate the processes involved. This study allows us to claim that the variability of the confounder-covariate interaction and of the covariate plays the most relevant role in determining the principal marker of the magnitude of confounding.