摘要:

Maintenance policies can reduce the number of system failures and minimize costs by scheduling times for replacement. Evenin the most basic scenario, where the underlying system lifetimes are assumed to be independent and identically distributed (iid), the problem of updating maintenance policies using past maintenance history has not been adequately solved. In this paper, Monte-Carlo methods are used to study a particular nonparametric procedure of Aras and Whitaker

ISSN:0361-0918    

DOI:10.1080/03610919308813145

出版商:Marcel Dekker, Inc.    

年代:1993

数据来源: Taylor

摘要:

Godfrey's (1979) Lagrange multiplier (LM) test for examining the adequacy of an autoregressive-moving average (ARMA) process of order (p,q) is based on testing restrictions, r, against an alternative of ARMA (p+r,q) or ARMA (p,q+r). This paper investigates the finite-sample distribution of the LM test for different choices of r. Additionally, the effect of the nature of the data on the empirical performance of the test is examined. Monte Carlo results indicate that (i) the chi-squared approximation to the distribution of the LM test may fail when the value of r is large relative to the sample size, (ii) its empirical variances are consistently less than the theoretical value even when the sample size is as large as 100, and (iii) the empirical power of the LM test can be significantly affected by both the choice of r and the nature of the data (seasonal vs. non-seasonal data).

ISSN:0361-0918    

DOI:10.1080/03610919308813146

出版商:Marcel Dekker, Inc.    

年代:1993

数据来源: Taylor

摘要:

The effect of spatial autocorrelation on inferences made using ordinary least squares estimation is considered. It is found, in some cases, that ordinary least squares estimators provide a reasonable alternative to the estimated generalized least squares estimators recommended in the spatial statistics literature. One of the most serious problems in using ordinary least squares is that the usual variance estimators are severely biased when the errors are correlated. An alternative variance estimator that adjusts for any observed correlation is proposed. The need to take autocorrelation into account in variance estimation negates much of the advantage that ordinary least squares estimation has in terms of computational simplicity

ISSN:0361-0918    

DOI:10.1080/03610919308813147

出版商:Marcel Dekker, Inc.    

年代:1993

数据来源: Taylor

摘要:

The problem of estimating missing observations in time series with a known model is studied. An approach based directly on the minimization of a suitable criterion holding the residuals as free variables is discussed. The optimization problem can be solved by methods of nonlinear optimization, and utilizing its special structure. The method may also be utilized under various constraints set on the variables. Explicit algorithms based on the method are given and demonstrated to produce accurate results

ISSN:0361-0918    

DOI:10.1080/03610919308813148

出版商:Marcel Dekker, Inc.    

年代:1993

数据来源: Taylor

摘要:

A fast method is presented for generating pseudorandom uniform points in a ball of dimension 3, 4, or 5.

ISSN:0361-0918    

DOI:10.1080/03610919308813149

出版商:Marcel Dekker, Inc.    

年代:1993

数据来源: Taylor

摘要:

In discrete event simulation, the method of control variates is often used to reduce the variance of estimation for the mean of the output response. In the present paper, it is shown that when three or more control variates are used, the usual linear regression estimator of the mean response is one of a large class of unbiased estimators, many of which have smaller variance than the usual estimator. In simulation studies using control variates, a confidence interval for the mean response is typically reported as well. Intervals with shorter width have been proposed using control variates in the literature. The present paper however develops confidence intervals which not only have shorter width but also have higher coverage probability than the usual confidence interval

ISSN:0361-0918    

DOI:10.1080/03610919308813150

出版商:Marcel Dekker, Inc.    

年代:1993

数据来源: Taylor

ISSN:0361-0918    

DOI:10.1080/03610919308813134

出版商:Marcel Dekker, Inc.    

年代:1993

数据来源: Taylor