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  • Articles  (40,104)
  • Springer  (39,553)
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  • Articles  (40,104)
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  • 1
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    Stochastic environmental research and risk assessment 3 (1989), S. 1-16 
    ISSN: 1436-3259
    Keywords: Width function ; instantaneous unit hydrograph ; peak ; regression ; birth-death process
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract We investigate optimal predictors of the peak (S) and distance to peak (T) of the width function of drainage networks under the assumption that the networks are topologically random with independent and exponentially distributed link lengths. Analytical results are derived using the fact that, under these assumptions, the width function is a homogeneous Markov birth-death process. In particular, exact expressions are derived for the asymptotic conditional expectations ofS andT given network magnitudeN and given mainstream lengthH. In addition, a simulation study is performed to examine various predictors ofS andT, includingN, H, and basin morphometric properties; non-asymptotic conditional expectations and variances are estimated. The best single predictor ofS isN, ofT isH, and of the scaled peak (S divided by the area under the width function) isH. Finally, expressions tested on a set of drainage basins from the state of Wyoming perform reasonably well in predictingS andT despite probable violations of the original assumptions.
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  • 2
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    Stochastic environmental research and risk assessment 3 (1989), S. 68-69 
    ISSN: 1436-3259
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
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  • 3
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    Stochastic environmental research and risk assessment 3 (1989), S. 281-292 
    ISSN: 1436-3259
    Keywords: Generalised Pareto distribution ; Peaks over threshold ; Probability weighted moments ; Regionalisation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract A peaks over threshold (POT) method of analysing daily rainfall values is developed using a Poisson process of occurrences and a generalised Pareto distribution (GPD) for the exceedances. The parameters of the GPD are estimated by the method of probability weighted moments (PWM) and a method of combining the individual estimates to define a regional curve is proposed.
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  • 4
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    Stochastic environmental research and risk assessment 3 (1989), S. 31-49 
    ISSN: 1436-3259
    Keywords: Reservoir operation ; prediction ; Kalman filtering ; flood prevention ; fuzzy control
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract Japan has traditionally performed flood prevention through the construction and use of dikes, storage reservoirs, and basins which are costly and time consuming options. Another non-structural option is to operate the flood control system appropriately with a view to reducing flood damage. In this paper, a flood control system combining the runoff prediction model in the whole river basin with the reservoir operation is discussed. Different models of the runoff process are introduced in order to compare their accuracies and the computational time for the flood forecasting system. The reservoir operational rule is formulated in terms of fuzzy inference theory. Historical data are applied in a case study for verification of the proposed theories.
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  • 5
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    Stochastic environmental research and risk assessment 3 (1989), S. 69-69 
    ISSN: 1436-3259
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
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  • 6
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    Stochastic environmental research and risk assessment 3 (1989), S. 154-154 
    ISSN: 1436-3259
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
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  • 7
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    Stochastic environmental research and risk assessment 3 (1989), S. 155-178 
    ISSN: 1436-3259
    Keywords: Stochastic differential equations ; Stochastic Taylor formula ; Numerical methods ; Simulations ; Strong convergence ; Weak convergence
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract The development of numerical methods for stochastic differential equations has intensified over the past decade. The earliest methods were usually heuristic adaptations of deterministic methods, but were found to have limited accuracy regardless of the order of the original scheme. A stochastic counterpart of the Taylor formula now provides a framework for the systematic investigation of numerical methods for stochastic differential equations. It suggests numerical schemes, which involve multiple stochastic integrals, of higher order of convergence. We shall survey the literature on these and on the earlier schemes in this paper. Our discussion will focus on diffusion processes, but we shall also indicate the extensions needed to handle processes with jump components. In particular, we shall classify the schemes according to strong or weak convergence criteria, depending on whether the approximation of the sample paths or of the probability distribution is of main interest.
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  • 8
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    Stochastic environmental research and risk assessment 3 (1989), S. 217-226 
    ISSN: 1436-3259
    Keywords: Stochastic integral equation method ; rainfall-runoff models ; confidence interval
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract The stochastic integral equation method (S.I.E.M.) is used to evaluate the relative performance of a set of both calibrated and uncalibrated rainfall-runoff models with respect to prediction errors. The S.I.E.M. is also used to estimate confidence (prediction) interval values of a runoff criterion variable, given a prescribed rainfall-runoff model, and a similarity measure used to condition the storms that are utilized for model calibration purposes. Because of the increasing attention given to the issue of uncertainty in rainfall-runoff modeling estimates, the S.I.E.M. provides a promising tool for the hydrologist to consider in both research and design.
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  • 9
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    Stochastic environmental research and risk assessment 3 (1989), S. 241-260 
    ISSN: 1436-3259
    Keywords: Hat matrix ; Mahalanobis distance ; Additive outliers ; Innovation outliers ; Influential data ; Autoregressive models ; Threshold autoregression ; Lake Huron
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract A practical method is developed for outlier detection in autoregressive modelling. It has the interpretation of a Mahalanobis distance function and requires minimal additional computation once a model is fitted. It can be of use to detect both innovation outliers and additive outliers. Both simulated data and real data re used for illustration, including one data set from water resources.
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  • 10
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    Stochastic environmental research and risk assessment 3 (1989), S. 293-316 
    ISSN: 1436-3259
    Keywords: Confined aquifer ; Transmissivity identification ; Geostatistics ; Inverse problem ; Ill-posedness ; Ill-conditioning ; Stability analysis ; Regularization
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract In recent years, geostatistical concepts have been applied to the inverse problem of transmissivity estimation from piezometric head data. It has been claimed that such methods overcome various difficulties encountered in other approaches. However, the reconstruction of transmissivity from head measurements is ill-posed as it depends on derivatives of the head field. Consequently, any accurate method for its solution is likely to encounter numerically ill-conditioned systems. This paper reviews the geostatistical approach, and uses the stability analyses of linear algebra to show that, as the amount of available data increases and the discretization of the system is refined, both a numerically ill-conditioned parameter estimation problem and ill-conditioned cokriging equations may appear. Therefore, while the geostatistical approach does have conceptual appeal, it does not avoid the fundamental difficulties arising out of the ill-posed nature of transmissivity identification. Instead, the method is likely to be quite sensitive to these difficulties, so care must be taken in its formulation to minimize their effects. A means to stabilize the geostatistical method is suggested and numerical experiments that highlight key points of our analysis are given.
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  • 11
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    OR spectrum 11 (1989), S. 1-2 
    ISSN: 1436-6304
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
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  • 12
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    OR spectrum 11 (1989), S. 42-42 
    ISSN: 1436-6304
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
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  • 13
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    OR spectrum 11 (1989), S. 3-16 
    ISSN: 1436-6304
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung In diesem Beitrag wird ein Überblick über heuristische, prioritätsregelgestützte Auftragsreihenfolgeplanung gegeben. Prioritätsregeln sind in den letzten 30 Jahren eingehend anhand von Simulations-Experimenten untersucht worden. Sie haben ebenso in Programmsysteme zur Produktionsplanung und-steuerung Eingang gefunden. Der Beitrag bemüht sich um eine Klassifizierung, Charakterisierung und Beurteilung von elementaren Prioritätsregeln. Abschließend werden einige prioritätsregelrelevante Modellerweiterungen angeschnitten.
    Notes: Summary In this paper, we survey the literature on heuristic priority rule-based job shop scheduling. Priority rules have been intensively investigated over the last 30 years by means of simulation experiments. They are also used in Shop Floor Control software systems. We present a classification, a characterization, and an evaluation of elementary priority rules. Some priority rule-related model extensions are discussed.
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  • 14
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    OR spectrum 11 (1989), S. 17-24 
    ISSN: 1436-6304
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung Betrachtet wird das Problem der Fahrplangestaltung im öffentlichen (Personen-)Nahverkehr mit dem Ziel der Minimierung der Summe der Wartezeiten für Umsteiger. Es werden heuristische Lösungsverfahren (Regret-Methoden, Verbesserungsverfahren, Simulated Annealing) sowie ein Branch-and- Bound-Algorithmus beschrieben. Die Verfahren wurden u. a. anhand von Daten aus der Praxis getestet.
    Notes: Summary The problem of minimizing waiting times of passengers who want to change communication routes at transfer stations is considered. The paper contains heuristics (regret-methods, improvement algorithms, simulated annealing) as well as a branch and boundalgorithm and provides computational results, some of them gained with practical data.
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  • 15
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    OR spectrum 11 (1989), S. 48-48 
    ISSN: 1436-6304
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    Topics: Mathematics , Economics
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  • 16
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    OR spectrum 11 (1989), S. 25-41 
    ISSN: 1436-6304
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Summary A model is set up to simulate commercial flights in 4-D-mode. Basic data are standard flight tracks of German domestic flights; altitudes included range up to flightlevel FL 300. For simulation runs, flight times profiles are derived both from real flights and departure times respectively fly-over times of the Berlin gates. Aircraft movements are simulated with respect to airways, departure and arrival routes, air traffic control areas, starts and landings. Conflicts arise in the case of too short distances to other aircraft. They are solved dependently on flight attitude, e.g. en route state by changing the flight level, or by holding procedures if an aircraft cannot be sequenced for final approach. The simulation is carried out for 465 domestic flights per day. Some results and an outlook on suitable applications are given.
    Notes: Zusammenfassung Grundlagen des symbolischen Modells zur Simulation der Flugbewegungen in Zeit und Raum sind Standardrouten sowie Flughöhen bis FL 300. Flugzeiten und Flugprofile werden aus realen Flugeinsätzen abgeleitet. Die Nachbildung erfolgt in Luftstraßen, An- und Abflugrouten, CTA- und FIR-Gebieten sowie für Starts und Landungen. Vor jedem LFZ wird in Flugrichtung ein Sicherheitsbereich eingerichtet, dessen Unterschreitung durch andere LFZ Konflikte verursacht. Konfliktlösungen erfolgen unterschiedlich nach Flugzuständen, z. B. durch Flugflächenwechsel (Reiseflug) oder Warterunden (Platzanflug), falls ein LFZ zum Endanflug nicht in eine Landekette eingereiht werden kann. Die Simulation erfolgt für 465 Flüge eines Tages im nationalen Verkehr. Es werden einige Ergebnisse angegeben, ferner ein Ausblick auf mögliche Anwendungen des Modells.
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  • 17
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    OR spectrum 11 (1989), S. 43-47 
    ISSN: 1436-6304
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung Die Klasse von sogenannten lexicographisch monotonen Verhandlungslösungen für Verhandlungsprobleme mit zwei Spielem wird in mehreren Weisen charakterisiert. Diese Lösungen sind nichtsymmetrische Verallgemeinerungen der lexicographisch egalitaren Lösung. In dieser Charakterisierung wird Monotonie der Lösung erfordert nur wenn der Lösungspunkt nicht ein Endpunkt der Pareto optimalen Menge ist. Diese Kondition wird interpretiert als Natürlichkeit oder Zwangslosigkeit der Übereinstimmung zwischen den Spielern.
    Notes: Summary The family of 2-person bargaining solutions called Lexicographic monotone path solutions — which are nonsymmetric generalizations of the lexicographic egalitarian solution — is characterized in several ways. Central in these characterizations is an interiority condition first introduced in [1] in order to characterize then-person lexicographic egalitarian solution. This condition means that a monotonicity property is required to hold only if the agreement is an interior Pareto optimal point, the interpretation being that in that case the agreement is “natural” or “unforced”.
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  • 18
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    OR spectrum 11 (1989), S. 63-63 
    ISSN: 1436-6304
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    Topics: Mathematics , Economics
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  • 19
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    OR spectrum 11 (1989), S. 64-64 
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  • 20
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    Source: Springer Online Journal Archives 1860-2000
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    Description / Table of Contents: Summary The purpose of this article is twofold. In the first place it serves as an introduction the using of the simultaneous equations method as compare with step method of cost allocation in computer centre. The model is based on the principle that no expense any service department should be distributed unless all of its expenses, including services received from other service departments, are included. Using the simultaneous equations method, ratios for distributing expenses of service departments to production departments are established which take into consideration the interaction between and among the various service departments. In the second place, to illustrate the formulating a description of a problem in terms of mathematical equations and interpreting the results.
    Notes: Zusammenfassung Der Artikel verfolgt zwei Ziele. Zum einen wird der Gebrauch simultaner Gleichungsrechnungen in der innerbetrieblichen Leistungsverrechnung im Vergleich zur sukzessiven Kostenauflösung nach der Zuschlagmethode demonstriert. Es werden Leistungsaustauschvorgänge zwischen produzierenden und/oder verwaltenden Stellen aufgezeigt. Zum anderen wird die Lösung und die Interpretation der Ergebnisse gezeigt.
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  • 21
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    OR spectrum 11 (1989), S. 64-64 
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  • 22
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    OR spectrum 11 (1989), S. 65-66 
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  • 23
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    OR spectrum 11 (1989), S. 96-96 
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  • 24
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    OR spectrum 11 (1989), S. 83-88 
    ISSN: 1436-6304
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    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung Eine Verallgemeinerung von Fluß-spielen, nämlich solchen mit Komitee-Kontrolle, wird in der vorliegenden Arbeit betrachtet, um eine Darstellung nicht-negativer ausgewogener Spiele zu erhalten. Die Komitee-Kontrolle wird mit Hilfe einfacher Spiele modelliert. Ebenso werden lineare Produktionsspiele mit Komitee-Kontrolle untersucht, und Ergebnisse zur Ausgewogenheit solcher Spiele werden hergeleitet.
    Notes: Summary A generalization of flow games, namely, flow games with committee control is considered, to obtain a representation of non-negative balanced games. The committee control is modeled with the aid of simple games. Linear production games with committee control are also studied and results on the balancedness of such games are obtained.
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  • 25
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    OR spectrum 11 (1989), S. 89-95 
    ISSN: 1436-6304
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung Ein Fahrzeuggetriebe läßt sich als System modellieren, dessen Zustände (= Gänge) einen Markov-Prozeß darstellen. Jeder Gang benützt eine charakteristische Untermenge von Komponenten (= Zahnräder usw.). Die Ausfallrate jeder Komponente wächst linear mit der zurückgelegten Betriebszeit. Der erste Ausfall einer im Einsatz befindlichen Komponente führt zum Ausfall des Getriebes. Für die Überlebensfunktion werden Konvergenzresultate und Schranken angegeben. Mittelwert und Varianz der Systemlebensdauer streben mit fallenden Ausfallraten gegen die entsprechenden Werte einer Rayleighverteilung. Die bedingten Wahrscheinlichkeiten einer Komponente, einen Defekt nach Überleben der Zeitspanne τ zu verursachen, streben asymptotisch mit τ gegen die mittleren, stationären relativen Schadensakkumulationsraten. Ein Schätzverfahren für die Modellparameter bei gegebener stationärer Verteilung des Markov-Prozesses schließt die Untersuchung ab.
    Notes: Summary A vehicle transmission box is modeled as a system, whose operating states (= speeds) perform a Markov-process. Every speed uses its own subset of components (= gears etc.). The failure rate of a component increases linearly with its accumulated operating time. The first failure of a gear causes system failure. Asymptotic results and bounds are given for the system survival function. Mean value and variance of the system lifetime tend towards their counterparts in case of a Rayleigh distribution, as component failure rates converge towards 0. The conditional posterior culprit probabilities, i.e. the probabilities to cause a system failure, given survival of a time span τ, converge asymptotically towards the stationary expected relative damage accumulation rates as τ increases. Estimators for the model parameters are given for a known stationary distribution of the Markov-process.
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  • 26
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    OR spectrum 11 (1989), S. 101-110 
    ISSN: 1436-6304
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    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung In dieser Arbeit wird ein mathematisches Modell zur Optimierung der Entladestrategie für Schiffe vorgestellt, die Schuttgüter transportieren. Unter Verwendung der Ergebnisse einer vorherigen Arbeit, die sich mit Entladeoperationen einer einzelnen Luke befaßte, wird hier die Minimierung der gesamten Entladezeit angestrebt, wobei Ablaufplanungsalgorithmen benutzt werden, die auf einer simplen Prioritätsregel basieren. Zur Validierung dieses heuristischen Ansatzes wird ebenfalls ein gemischt-ganzzahliges Optimierungsmodell eingeführt, welches Untergrenzen für die Entladezeit liefert durch Lockerung einzelner Ganzzahligkeitsrestriktionen.
    Notes: Summary A mathematical model for the optimization of the unloading strategy for ships transporting bulk goods will be presented in this paper. Using the results of a previous paper concerning the unloading operation of a single hatch, the minimization of the overall unloading time is striven for by using scheduling algorithms based on a simple priority rule. For validation of this heuristic approach a mixed-integer optimization model will also be introduced, which delivers lower bounds for the unloading time by relaxing some of the integrality constraints.
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    OR spectrum 11 (1989), S. 113-113 
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    OR spectrum 11 (1989), S. 111-113 
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  • 29
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    OR spectrum 11 (1989), S. 142-142 
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    OR spectrum 11 (1989), S. 121-130 
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    Description / Table of Contents: Summary A system withn elements in sequence is called a consecutive-k-out-of-n:F system if it fails wheneverk consecutive elements are failed. Consecutive-k-out-of-n:F systems can be used to model belt conveyor systems, telecommunication systems, oil pipeline systems, street lightings and other more. This paper presents formulas and algorithms for the reliability of consecutive-k-out-of-n:F systems with identical and nonidentical elements.
    Notes: Zusammenfassung Ein konsekutives-k- aus-n:F System besteht aus einer Folge vonn Elementen. Das System ist genau dann ausgefallen, wennk aufeinanderfolgende Elemente ausgefallen sind. Konsekutive-k-aus-n:F Systeme können zur Modellierung von Gurtbandförderern, Telekommunikationssystemen, Ölpipelinesystemen, Straßenbeleuchtungsanlagen usw. herangezogen werden. Diese Arbeit faßt Formeln und Algorithmen für die Zuverlässigkeit von konsekutiven-k-aus-n:F Systemen mit identischen und nichtidentischen Elementen zusammen.
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    OR spectrum 11 (1989), S. 131-141 
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    Description / Table of Contents: Zusammenfassung Tabu Search ist eine heuristische Methode, die für globale Optimierung mit viel Erfolg in verschiedenen Umständen angewandt wurde. Die Grundideen der Methode werden erklärt und mit Beispielen illustriert. Eine Anwendung an ein Lernprozess im Gebiet der Neuronen Netzwerke wird beschrieben.
    Notes: Summary Tabu Search is a general heuristic procedure for global optimization. Based on simple ideas it has been extremely efficient in getting almost optimal solutions for many types of difficult combinatorial optimization problems. The principles of Tabu Search are discribed and illustrations are given. An example of problem type where the use of Tabu Search has drastically cut down the computational effort is presented; it consists of the learning process of an associative memory represented by a neural network.
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    OR spectrum 11 (1989), S. 143-149 
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    Description / Table of Contents: Zusammenfassung Hastings [1] benutzt Reparaturgrenzen für Ersetzungsprobleme: wenn zu einem Zeitpunkt die Reparatur eines Fahrzeugs (z. B.) hinreichend teuer ist, dann ist es ökonomisch sinnvoll, das Fahrzeug durch ein neues zu ersetzen. Numerische Resultate zeigten, daß diese Reparaturgrenzen monoton fallend sind mit zunehmendem Alter. Außerdem wurde angenommen, daß die Fahrzeuge in einem gewissen Alter unabhängig von den Raparaturkosten ersetzt werden. Die vorliegende Arbeit befaßt sich mit der theoretischen Untersuchung dieser beiden Fragen.
    Notes: Summary Hastings [1] introduced the concept of repair limits for replacement problems, the basic idea being that if, at a given time, the repair of a vehicle, for example, is sufficiently expensive, then it will be economical to replace the vehicle with a new one. Numerical results also demonstrated that repair limits decreased with age. In addition, it was assumed that, at a certain age, vehicles should be replaced whatever the repair cost. This paper addresses theoretical issues surrounding these questions.
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    OR spectrum 11 (1989), S. 150-150 
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    OR spectrum 11 (1989), S. 169-171 
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    OR spectrum 11 (1989), S. 159-167 
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    Description / Table of Contents: Summary The COMO III program has been used by IABG since 1975 for a great number of OR studies on air defence problems. The program has proved to be very well qualified for this purpose. In particular, the user-friendly and flexible data input for simulation runs should be stressed as well as the modular structure of the program which allows an optionally refined or aggregated modelling of the systems to be studied. Besides this, COMO III provides a standardised user-oriented data output which is sufficient for most study purposes and needs no additional programming effort.
    Notes: Zusammenfassung Das Programm COMO III, das seit 1975 bei der IABG in zahlreichen OR-Untersuchungen auf den Gebieten der Luftverteidigung und Flugabwehr verwendet wird, hat sich für derartige Untersuchungen als sehr gut geeignet erwiesen. Hervorzuheben sind insbesondere die benutzerfreundliche und flexible Dateneingabe für die Simulationsläufe sowie der modulare Aufbau des Modells, der es ermöglicht, die Abbildung der zu untersuchenden Systeme beliebig zu verfeinern oder zu aggregieren. COMO III sieht außerdem standardmäßig eine benutzerorientierte Datenausgabe vor, die für die meisten Untersuchungszwecke ausreicht und keinen zusätzlichen Programmaufwand erfordert.
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    OR spectrum 11 (1989), S. 151-158 
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    Description / Table of Contents: Summary In the course of the present reduction of the extent of vertical production in the automotive and engineering industry, it can be observed that the entrepreneur working with productive facilities becomes more and more a customer. With the help of failure data evaluation, the ordering conditions of the supplier can be appraised. The information base consists of failure data supplied by the manufacturer or of own operating data generated during the production process. With regard to single components or to the equipment as a whole, the information can be pooled in a Weibull distribution. By this means, ordering conditions offered can be evaluated under consideration of the size of the order and an allowance for wear and tear of the productive facilities. Due to this, economically justifiable decisions on taking or rejecting orders become feasible.
    Notes: Zusammenfassung Ein Betreiber von Produktionsanlagen wird im Zuge der gegenwärtig auch in der Autoindustrie und im Anlagenbau zu beobachtenden Verringerung der Fertigungstiefe zunehmend zum Auftragnehmer. Er kann mit Hilfe einer Auswertung von Ausfalldaten die vom Auftraggeber gebotenen Auftragskonditionen beurteilen. Datengrundlage sind Ausfalldaten des Anlagenherstellers oder die Daten der eigenen Betriebsdatenerfassung, die komponentenbezogen oder unter Bezugnahme auf die zu betrachtende Gesamtanlage zu Weibuliverteilungen verdichtet werden. In Abhängigkeit von der Auftragsgröße können auf diese Weise unter Berücksichtigung von Verschleißzuständen der Produktionsanlage gebotene Auftragskonditionen in der Weise beurteilt werden, daß ökonomisch vertretbare Auftragsannahme- oder ablehnungsentscheidungen getroffen werden können.
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    OR spectrum 11 (1989), S. 168-168 
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    OR spectrum 11 (1989), S. 171-171 
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    OR spectrum 11 (1989), S. 172-174 
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    OR spectrum 11 (1989), S. 176-176 
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    OR spectrum 11 (1989), S. 190-190 
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    OR spectrum 11 (1989), S. 177-184 
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    Description / Table of Contents: Summary Although simulation is so wide-spread that it is difficult to find a definition in an essay where an application is described, it has not remained constant over the years. The reason for this is the fact that the limits of simulation models have shifted. This shift is due to new scientific discoveries and technical progress; examples for this are expert systems, the development of parallel processing and neural networks. This essay intends to demonstrate how such influences within the various phases of model creation can be taken into consideration and how these influences change the simulation model.
    Notes: Zusammenfassung Obwohl die Simulation so verbreitet ist, daß sie in kaum einem Aufsatz, in dem eine Anwendung beschrieben wird, noch definiert wird, ist sie dennoch nicht zeitlich konstant geblieben. Die Ursache hierfür liegt darin, daß die Grenzen von den Simulationsmodellen sich auf Grund der wissenschaftlichen Erkenntnisse und des technischen Fortschritts, wie z. B. durch die Expertensysteme, die Parallelrechnerentwicklung oder die neuronalen Netze, erheblich verändert haben. Wie solche Einflüsse in den Phasen der Modellbildung berücksichtigt werden können und wie dadurch das Simulationsmodell verändert wird, soll hergeleitet werden.
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    OR spectrum 11 (1989), S. 196-196 
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    OR spectrum 11 (1989), S. 191-195 
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    Description / Table of Contents: Summary The technique of designing and constructing simulation models is difficult and requires a lot of knowledge and experience. In general, users of simulation models don't have this expert knowledge. Up to now, it has not been possible to incorporate the expert knowledge necessary for the overall modelling within an expert system which would then in turn make the techniques accessible to the inexperienced user. In general, the close cooperation among experts in the fields of application and simulation techniques remains — for the time being — the only guarantee for successfully scrutinizing a model study. It is, however, possible to combine expert systems and simulation models when using carefully chosen, closely defined fields of application. It is here that an important area of interest and study lies. There are three conceivable alternatives: 1. To provide a simulation model with an intelligent environment which supports the user in constructing as well as evaluating the results made. 2. An expert system contains a simulation model as a possible component. If the expert system needs information that is not directly available, a simulation model is accessed which in turn sends the necessary data back to the expert system. 3. A simulation model contains an expert system as a component. In this case, the model has specific strategies at its disposal that are to be taken into consideration. If the model reaches a point where decisions have to be made, the simulation model turns to the expert system in order to receive information on relevant decisions. These relevant decisions are then used to determine the further course of the model. All three alternatives assume that the expert system as well as the simulation system have an open architecture. The open architecture is a prerequisite for the possibility of coupling the two. Up to now, this requirement has rarely been achieved.
    Notes: Zusammenfassung Der Entwurf und der Aufbau von Simulationsmodellen ist eine schwierige Technik, die sehr viel Wissen und Erfahrung voraussetzt. Die Anwender von Simulationsmodellen verfügen in der Regel über dieses Expertenwissen nicht. Bisher ist es nicht möglich, das für die Modellierung insgesamt erforderliche Expertenwissen in ein Expertensystem zu inkorporieren um es auf diese Weise dem in der Simulationstechnik unerfahrenen Anwender zugänglich zu machen. Im allgemeinen bleibt die enge Zusammenarbeit zwischen Fachleuten auf dem Anwendungsgebiet und der Simulationstechnik bis auf weiteres die einzige Garantie für eine erfolgreiche Modelluntersuchung. In ausgewählten, sehr engen abgegrenzten Anwendungsgebieten ist es jedoch möglich, Expertensysteme und Simulationsmodelle zu vereinen. Hier entwickelt sich ein bedeutendes Arbeits- und Aufgabenfeld. Es sind drei Alternativen vorstellbar: 1. Ein Simulationsmodell erhält eine intelligente Umgebung, die den Anwender beim Modellaufbau und bei der Ergebnisauswertung unterstützt. 2. Ein Expertensystem enthält als eine mögliche Komponente ein Simulationsmodell. Falls das Expertensystem Informationen benötigt, die nicht direkt verfügbar sind, wird ein Simulationsmodell angestoßen, das die erforderlichen Daten an das Expertensystem zurückliefert. 3. Ein Simulationsmodell enthält als Komponente ein Expertensystem. In diesem Fall enthält das Modell Strategien, die zu berücksichtigen sind. Falls das Modell an einen Punkt kommt, an dem Entscheidungen getroffen werden müssen, wendet sich das Simulationsmodell an das Expertensystem und läßt sich die maßgebenden, den weiteren Modellablauf bestimmenden Entscheidungen mitteilen. Alle drei Alternativen verlangen vom Expertensystem und dem Simulationssystem eine offene Architektur. Die offene Architektur ist Voraussetzung dafür, daß sich beide Systeme koppeln lassen. Diese Forderung ist bisher kaum erfüllt.
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    OR spectrum 11 (1989), S. 204-204 
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    OR spectrum 11 (1989), S. 197-203 
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    Description / Table of Contents: Summary In different areas of materials management (purchase, disposal, storage, transport, clearing of refuse) the costs can be influenced by the input of labour. The effects of this input are problems of uncertainty. In this paper some concepts of models for a stochastic simulation of the cost-effects are introduced for situations of various input of labour. The concepts of the models consider different types of organisation of the materials management. Various assumptions are made concerning the number of the uncertain input data, the differentiation of material-and refusegroups and the extent of the available labour.
    Notes: Zusammenfassung In den unterschiedlichen Bereichen der Materialwirtschaft (Einkauf, Materialdisposition, Lagerhaltung, Transport, Reststoffentsorgung) lassen sich die Kosten durch den Einsatz des Personals beeinflussen. Die Wirkungen der gestaltenden Tätigkeiten unterliegen der Unsicherheit. In diesem Beitrag werden Modellkonzeptionen für eine stochastische Simulation der Kosten beim Einsatz unterschiedlicher Personaleinsatzzeiten vorgestellt. Die Konzeptionen der Modelle berücksichtigen verschiedene Organisationsformen der Materialwirtschaft. Außerdem werden unterschiedliche Annahmen hinsichtlich der unsicheren Einflußgrößen, der Differenzierung von Material- und Reststoffgruppen sowie der Anzahl der verfügbaren Mitarbeiter getroffen.
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    Description / Table of Contents: Summary An essential problem in implementing simulation techniques is the accuracy of the model. With the help of visualization techniques, a complex simulation model from the area of chemical production can be represented.This model can be controlled and altered interactively.Simulation and visualization can be described within object-oriented systems in a very natural way.Simulation and visualization have been implemented with the help of the Smalltalk-80-system and the Hypermedia-System with the name “The Analyst” written in Smalltalk-80. This is used in the field of operations research at the Ciba-Geigy AG, Basel.
    Notes: Zusammenfassung Ein wesentliches Problem beim Einsatz von Simulationstechniken ist die Korrektheit des Modells. Mit Hilfe von Visualisierungstechniken wird ein komplexes Simulationsmodell aus dem Bereich der chemischen Produktion dargestellt. Dieses Modell kann interaktiv gesteuert und verändert werden. Simulation und Visualisierung lassen sich mit objektorientierten Systemen auf sehr natürliche Weise beschreiben.Implementiert wurde die Simulation und die Visualisierung mit Hilfe des Smalltalk-80-Systems und des in Smalltalk-80 geschriebenen Hypermedia-Systems The Analyst. Eingesetzt wird es im Bereich Operations Research bei der Ciba-Geigy AG, Basel.
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    OR spectrum 11 (1989), S. 205-216 
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    Description / Table of Contents: Summary Knowledge based systems can be helpful to give a wider group of users access to simulation. Classifications are given for systems according to their structure and their task-sharing approach. Among the latter are systems that enable automated model creation, support the interaction of user and expert system and others, that utilize simulation as a means of knowledge acquisition. Two examples are given: Simulation Craft and a system that will support rescheduling in production environments by combining expert systems, simulation and manufacturing systems.
    Notes: Zusammenfassung Wissensbasierte Systeme können helfen, die Simulation für eine breitere Anwenderschicht nutzbar zu machen. Dazu werden Klassifikationen nach der Architektur und nach der Aufgabenteilung vorgestellt. Letztere unterscheidet Programme zur automatischen Generierung von Modellen, Systeme, die den Benutzer bei der Interaktion unterstützen, und Expertensysteme, die Simulation zur Wissensakquisition nutzen. Als Beispiele werden Simulation Craft und ein System vorgestellt, das durch Koppelung von Expertensystemen, Simulation und einem PPS-System die Umdisposition in der Fertigungsplanung unterstützen soll.
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    OR spectrum 11 (1989), S. 230-230 
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    OR spectrum 11 (1989), S. 238-238 
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    Description / Table of Contents: Summary The high complexity of production planning models suggests their intractability to exact optimization. In practice, therefore, simulation is preferred. The paper reviews the state of standard software packages for mathematical programming and simulation and their characteristics. Then, modelling techniques for dynamic production systems are discussed. Both tools, a mathematical programming systems software and a simulation language, are used to solve selected problems from the area of job shop scheduling and serial production. The solutions are compared. They give the basis for a critical evaluation of the two approaches.
    Notes: Zusammenfassung Die hohe Komplexität von Modellen zur Produktions- und Ablaufplanung läßt sie einer exakten Optimierung nur schwer zugänglich erscheinen. In der Praxis wird deshalb häufig auf die Simulation ausgewichen. Der Beitrag diskutiert zunächst Entwicklungsstand und Merkmale von Standard-Softwaresystemen zur Mathematischen Optimierung und von Simulationssprachen. Nach Diskussion der Modellierungstechniken für dynamische Produktionssysteme werden anhand ausgewählter Probleme der Werkstatt- und der Fließfertigung die mit einem Planungssystem auf der Basis von MP-Software und der Simulation erhaltenen Lösungen verglichen. Der Beitrag schließt mit einer kritischen Würdigung der beiden methodischen Ansätze.
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    OR spectrum 11 (1989), S. 251-251 
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    OR spectrum 11 (1989), S. 250-250 
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    OR spectrum 11 (1989), S. 252-252 
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    OR spectrum 11 (1989), S. 254-254 
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    OR spectrum 11 (1989), S. 253-254 
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    OR spectrum 11 (1989), S. 239-249 
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    Description / Table of Contents: Zusammenfassung VISM (Visual Interactive Simulation Modelling) findet vermehrt Eingang in Ciba-Geigy. Die Anwendung dieses OR-Verfahrens hat erhebliches Nutzenpotential aufgezeigt und zur Einsparung in Millionenhöhe beigetragen. Zur Zeit kann die OR-Gruppe die Nachfrage für weitere Anwendungen nicht vollumfänglich erfüllen. Mit dem Ziel, den Modellierungsproeß zu straffen, wurde ProfiSEE, ein Werkzeug für VISM, entwickelt. ProfiSEE ist ein Werkzeug für „Profis“ und „Profit“, abgestimmt auf die Bedürfnisse der chemischpharmazeutischen Industrie, womit Einblick in Produktionsanlagen vermittelt werden kann. Das Sehen der simulierten Abläufe steht hierbei im Vordergrund. Die Erfahrungen mit einem Prototyp eines Modells zur Untersuchung einer Produktionsanlage eines Farbensynthese- und Standardisierbetriebes trugen wesentlich zur Entwicklung bei. ProfiSEE fördert eine enge Zusammenarbeit der OR-Gruppe und ihren Kunden, da es die Hauptelemente des VISM beinhaltet. Einige Schritte in die Richtung der graphischen Programmierung wurden unternommen. Die Realisierung mittels der Programmierumgebung Smalltalk-80 und eines umfangreichen Informationsverarbeitungs-Systems, The Analyst, benutzt die Vorteile des vielversprechenden objekt-orientierten Ansatzes. Dieser Artikel bewertet die Effizienz und Anwendung von VISM, faßt die Entstehung und Funktionalität von ProfiSEE zusammen, geht auf die eingesetzten Mittel ein, berichtet kurz über aktuelle Anwendungen und skizziert Weiterentwicklungen, die in Bearbeitung sind.
    Notes: Summary The use of Visual Interactive Simulation Modelling (VISM) as an Operations Research (OR) technique is gaining widespread popularity in CIBA-GEIGY. Currently, the demand for these applications, which are contributing millions of SFr. in savings and benefits, exceeds the available manpower in the OR group of CIBA-GEIGY. In an effort to streamline the modelling process the OR group developed a modeller's workbench for VISM called ProfiSEE. ProfiSEE, pronounced prophecy, is a tool forProfessionals andProfit in the chemical-pharmaceutical industry designed for gaining insight throughSEEing a plant or productive unit in operation — hence ProfiSEE. The system grew out of a specific application of VISM in dyestuff production, first presented in 1987 at the annual conferences of the British and German OR societies. ProfiSEE fosters close cooperation between the OR group and its clients through improved communication with VISM as a vehicle. It embodies the core principles of VISM and makes several concrete steps in the direction of graphical programming. ProfiSEE's implementation is at the forefront of software engineering technology. It exploits the advantages of the object-oriented programming environment provided by Smalltalk-802 to the full extent and is embedded in The Analyst, a comprehensive information management tool. This article assesses VISM and its effectiveness; reviews the initial use of VISM and the development of ProfiSEE at CIBA-GEIGY; introduces the implementation tools; summarizes the basic functionality of ProfiSEE; reviews some current applications at CIBA-GEIGY; and, in closing, sketches some developments currently in the pipeline.
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    OR spectrum 11 (1989), S. 231-237 
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    Description / Table of Contents: Summary The aim of this paper is to present the prototype of a computeraided simulation model. The model is able to simulate the behaviour of any hospitalization area. The subject of main interest is how to deal with large numbers of patients. The general model can be used for every hospitalization area simply by adapting parameters and internal organization. The user can choose between different szenarios with patients to fill up the hospital as well. If there is a given szenario and a selected hospitalization area the simulation model is able to show the process and the success of patients' treatment. By analyzing the results of the simulation one can find the bottlenecks, check the efficiency of additional activities and evaluate the limits of the given hospitalization area's capacities and resources. Furthermore the model serves as an educational tool for hospital managers.
    Notes: Zusammenfassung Vorgestellt wird der Prototyp eines computergestützten Simulationsmodells zur Abbildung der Infrastrukturen von Hospitalisationsregionen, bei der die Bewältigung von Ereignissen mit extremen Patientenanfällen im Vordergrund steht. Das allgemein formulierte Modell soll durch die Variation von Parameterwerten den Infrastrukturen (z. B. Führungsstruktur, Transportstruktur und Spitalstruktur) beliebiger Hospitalisationsregionen angepaßt werden können, wobei die Szenarien der Patientenanfälle frei gewählt werden können. Das Simulatiosmodell ist in der Lage, für ein vorgegebenes Szenario den Verlauf und den Erfolg der Patientenversorgung in der abgebildeten Hospitalisationsregion in Abhängigkeit von der frei gewählten Führungsstruktur aufzuzeigen. Die Analyse der Simulationsergebnisse zeigt allfällige Kapazitätsengpässe auf, erlaubt die Auswirkungen von Maßnahmen zur Effizienzsteigerung und zur Beseitigung von Engpässen modellmäßig zu überprüfen und die Grenzen der Versorgungsleistung nach Ausschöpfen aller Kapazitätsreserven abzuschätzen. Das Modell kann im weiteren zu Schulungszwecken verwendet werden.
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    OR spectrum 11 (1989), S. 255-256 
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    OR spectrum 11 (1989), S. 67-82 
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    Description / Table of Contents: Summary This paper reviews corporate investment decisions under risk. Various situations are discussed such as that of a single entrepreneur or that of several owners. In addition, tradable securities may or may not exist. If such trade exists, investment risks can be hedged. But securities can be purchased for investment purposes, too; thus trade in securities does not necessarily favor real corporate investments. Crowding out of such investment projects is possible. The number of owners of a firm does not matter for the allocation of hegdeable risks. A larger number of owners permits a wider distribution of non-hedgeable risks, however. If a manager decides on investments, then his decisions depend also on his income which may be a function of the firm's profits. He may display a strong interest in hedging corporate risks if corporate losses endanger his job. Whether or not he prefers forward to option contracts for hedging purposes, depends on his preferences. If he wants to preserve the chance of high profits, then he prefers options. This paper applies risk theory to investment decisions of firms. It is not intended to derive decision rules which can be easily implemented in the real world; the purpose of the paper is to demonstrate the application of the same concept for decision making in widely different situations.
    Notes: Zusammenfassung Der folgende Überblicksbeitrag untersucht betriebliche Investitionsentscheidungen bei Risiko. Dabei werden verschiedene Situationen zugrundegelegt, so die des Alleinunternehmers, als auch die einer Mehrheit von Gesellschaftern, wobei weiterhin danach unterschieden wird, ob die Gesellschafter auf dem Kapitalmarkt Wertpapiere handeln können oder nicht. Wenn Handel möglich ist, kann dieser zum Hedging von Investitionsrisiken eingesetzt werden. Da Wertpapiere auch zu Investitionszwecken gekauft werden können, begünstigt die Handelbarkeit von Wertpapieren nicht notwendig betriebliche Realinvestitionen. Ein Crowding out solcher Investitionsprojekte ist möglich. Bezüglich der Investitionsrisiken, die auf dem Kapitalmarkt gehedgt werden können, erweist sich die Zahl der Gesellschafter als irrelevant. Sie ist jedoch relevant bezüglich der nichthedgebaren Risiken. Eine Zunahme der Gesellschafter bewirkt eine Verteilung des nicht-hedgebaren Risikos auf mehrere Personen. Trifft ein Manager die Investitionsentscheidungen, dann hängt sein Entscheidungsverhalten auch von seiner Entlohnung ab. An einem betrieblichen Hedging kann er insbesondere dann interessiert sein, wenn Unternehmensverluste seinen Arbeitsplatz gefährden. Ob er Optionen oder Termingeschäfte für Hedgingzwecke vorzieht, hängt davon ab, ob er neben der Vermeidung von Verlusten auch die Chance hoher Gewinne wahren will. Wenn ja, dann zieht er Optionen vor. Der folgende Beitrag wendet das Instrumentarium der Risikotheorie auf die betriebliche Investitionsentscheidung an. Zweck ist dabei nicht die Ableitung von in der Praxis unmittelbar verwendbaren Entscheidungsregeln, sondern die einheitliche Anwendung eines Entscheidungskonzeptes in ganz unterschiedlichen Situationen.
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    OR spectrum 11 (1989), S. 97-100 
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    Description / Table of Contents: Zusammenfassung Es wird gezeigt, daß der Durchsatz eines geschlossenen exponentiellen Warteschlangen-Netzwerks hinsichtlich der Anzahl der Aufträge im System nicht fällt, wenn die Bedienungsrate in jeder Station hinsichtlich der Anzahl der Aufträge in dieser Warteschlange nicht fällt. Die Beweisführung scheint erweiterbar auf eine Vielzahl von Netzwerken ohne Produktionsgleichgewicht.
    Notes: Summary It is shown that the throughput of a closed exponential queueing network is nondecreasing in the number of jobs in the system if the service rate in each station is nondecreasing in the number of jobs in that queue. The line of proof seems to be extendable to a variety of networks without a product form equilibrium.
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    Empirical economics 14 (1989), S. 1-19 
    ISSN: 1435-8921
    Keywords: Input-output-model ; “make”- and “use”-matrices ; disaggregated econometric model
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract The author presents a neoclassical input-output-model for the Federal Republic of Germany, which is based on “make”- and “use”-tables instead of input-output-tables. The advantage of this approach is, that the model is able to discriminate volumes and prices for industries and commodities. The analytical frame-work gives economic hypotheses to explain the coefficients of “make”- and “use”-matrices. So a blended functional/institutional input-output-model can be constructed, which offers the opportunity to use different schemes for the disaggregation of final demand and primary inputs. The article describes the theoretical model and the numerical specification of an econometric model, which is based on it. At the end the results of an ex-post-projection with this econometric model are discussed.
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    Empirical economics 14 (1989), S. 21-42 
    ISSN: 1435-8921
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    Topics: Economics
    Notes: Abstract The paper analyzes the commodity structure of exports and imports of nine industrialized countries, using a dynamic version of the Linear Expenditure System. The hypothesis implied by this approach is that the structure of commodity trade can be explained by a combination of habit persistence and constant marginal expenditure shares. Application of the model to the trade composition of nine countries shows that there are considerable differences in the strength of habit persistence across countries and across commodity groups as well as between exports and imports. These are crucial for the explanation of the associated expenditure and price elasticities.
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    Empirical economics 14 (1989), S. 77-92 
    ISSN: 1435-8921
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Summary It is remarkably easy to test for structural change, of the type that the classicFor “Chow” test is designed to detect, in a manner that is robust to heteroskedasticity of possibly unknown form. This paper first discusses how to test for structural change in nonlinear regression models by using a variant of the Gauss-Newton regression. It then shows how to make these tests robust to heteroskedasticity of unknown form, and discusses several related procedures for doing so. Finally, it presents the results of a number of Monte Carlo experiments designed to see how well the new tests perform in finite samples.
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    Empirical economics 14 (1989), S. 105-112 
    ISSN: 1435-8921
    Keywords: Brownian Motion ; Brownian Bridge ; Invariance ; Locally Best Invariant Test ; Mixing ; Random Walk ; Weak Convergence
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Summary This article is concerned with Locally Best Invariant tests for coefficient stability in a univariate random walk coefficient regression model. In particular, we explore the effects that different assumptions about the initial value of the random walk process have on the form and asymptotic distribution of the resulting test statistics. When this initial value is allowed to be random, it is shown that the test statistics are either exactly the same, or possess the same asymptotic distributions, as when the initial value is fixed.
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    Empirical economics 14 (1989), S. 139-150 
    ISSN: 1435-8921
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract This note argues that structural stability is an important condition for tests of Grangercausality. Despite this fact the standard causality tests are sometimes applied to data for which structural stability cannot be assumed a priori. Therefore the stability of GNP/M1 systems of the U.S., Canada, and West Germany in the aftermath of the 1973/74 oil crisis is analyzed using formal statistical tests. Prediction tests are particularly useful for that purpose. The stability of the model for Canadian data is rejected whereas stability is not rejected for the U.S. and West Germany.
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    Empirical economics 14 (1989), S. 151-165 
    ISSN: 1435-8921
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    Topics: Economics
    Notes: Summary The paper shows that the sequential approach to testing econometric models, particularly testing for structural change, is both feasible and potentially very useful. In fact, this paper makes clear the possibility of using the sequential approach as suggested by Dhrymes et al. (1972) and shows that the statistical dependence between successive tests can be overcome in some cases.
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    Empirical economics 14 (1989), S. 215-227 
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    Notes: Summary The paper formulates and estimates for India for the period 1950–1980 an aggregate production function wherein the supply of real money balances in the economy appears as a limitational factor of production. The rationale for the formulation is argued from the importance of working capital funds in organising production, and how the supply of money, or the lack thereof, may constrain its availability in a financially underdeveloped economy characterized by imperfect capital markets.
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    Empirical economics 14 (1989), S. 257-271 
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    Topics: Economics
    Notes: Abstract The necessary and sufficient conditions for determining Granger causality with a bivariate ARMA model have been presented by Granger (1969), Haugh and Pierce (1977) and Eberts and Steece (1984). However the literature fails to address the question as to which classical test criterion likelihood ratio, Lagrange multiplier, Rao efficient scoring or Wald should be employed. This study addresses this question via a simulation study.
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    Empirical economics 14 (1989), S. 291-305 
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    Topics: Economics
    Notes: Abstract A structural model of demand and supply of money for the U.S. economy is estimated by the relatively new Simultaneous Transfer Function Method. This approach is motivated by (1) a need to impose valid identifying restrictions on the model and (ii) to facilitate a systematic specification search process. The endogeneity of monetary stock is effectively dealt with at two levels. Policy-wise endogeneity is handled by defining the money supply variable as a ratio of observed and exogenous monetary stock (based on reserves supplied by the Fed). Statistical endogeneity is captured in a Simultaneous Equations System. Empirical results show that commercial banks are able to alter observed monetary stock behavior when the profitability of creating new loans (deposits) increases. This accommodation is, expectedly, fairly small and instantaneous.
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    Empirical economics 14 (1989), S. 123-137 
    ISSN: 1435-8921
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    Topics: Economics
    Notes: Summary Robust Bayesian analyses in a conjugate normal framework have been developed by Learner (1978) and Polasek and Pötzelberger (1987). Fixing the prior mean and varying the prior covariance Matrix yields a so-called feasible ellipsoid for the posterior mean and robust HPD regions, also called HiFi-regions. This paper considers the application of this approach to gain robust Bayesian inference in case of a parameter change in regression models.
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    Empirical economics 14 (1989), S. 167-192 
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    Empirical economics 14 (1989), S. 193-213 
    ISSN: 1435-8921
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Summary This paper describes a theoretical and empirical study of the Japanese macroeconomy that focuses on the role of predetermined nominal wages in the relation between monetary policy and aggregate output. The main features of the model are that nominal wage rates set at Shunto are equal to rational expectations of the nominal wage rates that would be consistent with target levels of real output and that firms determine employment and output by equating marginal productivities to real wage rates. The essential implication of the model is that the current deviation of aggregate output from its target level depends only on innovations in inflation and productivity since the last Shunto. The equation derived to implement the model empirically relates current aggregate output growth in a precise way to Past values of output growth and inflation since the last Shunto and includes an explicit specification of a white noise error term. The results of econometric analysis of this restricted model equation are consistent with the hypothesis that nominal wages, predetermined according to Shunto with rational expectations, are important for the determination of real aggregates.
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    Empirical economics 14 (1989), S. 241-256 
    ISSN: 1435-8921
    Keywords: Testing Calendar Effects ; Structural Models ; Generalized Regression Model ; Kalman Filter ; Minimum Mean Square Estimator
    Source: Springer Online Journal Archives 1860-2000
    Topics: Economics
    Notes: Abstract Calendar effects are analysed in the class of structural time series models one of the two main model based approaches in time series decomposition. While Bell and Hillmer (1983) modeled calendar variation in the ARIMA model based approach, we represent structural models in the generalized regression form which allows to apply classical estimation and test procedures. It turns out that the expected high computaional complexity 0(T 3) in the generalized regression model can be reduced to 0(T). As all parameters are estimated by maximizing the likelihood the Likelihood Ratio statistics can be used to test effects of the calendar composition.
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    Empirical economics 14 (1989), S. 273-289 
    ISSN: 1435-8921
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    Topics: Economics
    Notes: Abstract This paper makes use of the fact that the stock of medical manpower in Canada is institutionally and exogenously determined in order to develop a model predicting physician average net income. An econometric evaluation of this model on a sample involving Canada's ten provinces during 1968–1982 suggests that a one per cent increase in physician fees increases physician average net income by 0.70 per cent, and a one per cent increase in the physician to population ratio reduces average net income by 0.62 per cent. In both cases, the elasticities are less than unity because the supply function for an individual physician is backward bending — on average, a Canadian physician reduces his hours worked by an amount between 0.17 and 0.50 per cent (95 per cent confidence interval) if his real wage rate is increased by one per cent.
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    Empirical economics 14 (1989), S. 307-328 
    ISSN: 1435-8921
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    Topics: Economics
    Notes: Summary A four-variable, a five-variable and a six-variable vector autoregression (VAR) is used in the study to test empirically the linkages among changes in money, outstanding public bonds, interest rates, output, real asset prices, and real investment expenditures in West Germany. After estimating Sims-type and Hsiao-type vector autoregressions the VAR models are the converted to their moving-average representations and the innovation accounting technique is used to examine the impact of changes in asset prices and output on investment behaviour.
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    Empirical economics 14 (1989), S. 329-342 
    ISSN: 1435-8921
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    Topics: Economics
    Notes: Abstract The wellknown Wallace-Hussain estimator is applied in pooled models with random individual effects, and the magnitude of the bias caused by the estimator is estimated by bootstrap methods. Furthermore, the significance of the bias is tested using an asymptotic test based on the bootstrap results.
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    Stochastic environmental research and risk assessment 3 (1989), S. 85-96 
    ISSN: 1436-3259
    Keywords: Stochastic equations ; irregularly spaced observations ; prediction, interpolation ; random fields
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract The steady state two dimensional groundwater flow equation with constant transmissivities was studied by Whittle in 1954 as a stochastic Laplace equation. He showed that the correlation function consisted of a modified Bessel function of the second kind, order 1, multiplied by its argument. This paper uses this pioneering work of Whittle to fit an aquifer head field to unequally spaced observations by maximum likelihood. Observational error is also included in the model. Both the isotropic and anisotropic cases are considered. The fitted field is then calculated on a two dimensional grid together with its standard deviation. The method is closely related to the use of two-dimensional splines for fitting surfaces to irregularly spaced observations.
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    Stochastic environmental research and risk assessment 3 (1989), S. 71-84 
    ISSN: 1436-3259
    Keywords: Hydraulics ; quasilinearization ; simulation ; stochastic ; estuarine system ; Monte Carlo methods ; random differential equations ; parameter uncertainty
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract A new methodology is presented for the solution of the stochastic hydraulic equations characterizing steady, one-dimensional estuarine flow. The methodology is predicated on quasi-linearization, perturbation methods, and the finite difference approximation of the stochastic differential operators. Assuming Manning's roughness coefficient is the principal source of uncertainty in the model, stochastic equations are presented for the water depths and flow rates in the estuarine system. Moment equations are developed for the mean and variance of the water depths. The moment equations are compared with the results of Monte Carlo simulation experiments. The results confirm that for any spatial location in the estuary that (1) as the uncertainty in the channel roughness increases, the uncertainty in mean depth increases, and (2) the predicted mean depth will decrease with increasing uncertainty in Manning'sn. The quasi-analytical approach requires significantly less computer time than Monte Carlo simulations and provides explicit
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    Stochastic environmental research and risk assessment 3 (1989), S. 135-153 
    ISSN: 1436-3259
    Keywords: Stochastic partial differential equations ; maximum likelihood estimation ; parameter estimation ; moment equations ; stodhastic contaminant transport
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract Many problems in hydraulics and hydrology are described by linear, time dependent partial differential equations, linearity being, of course, an assumption based on necessity. Solutions to such equations have been obtained in the past based purely on deterministic consideration. The derivation of such a solution requires that the initial conditions, the boundary conditions, and the parameters contained within the equations be stipulated in exact terms. It is obvious that the solution so derived is a function of these specified, values. There are at least four ways in which randomness enters the problem. i) the random initial value problem; ii) the random boundary value problem; iii) the random forcing problem when the non-homogeneous part becomes random and iv) the random parameter problem. Such randomness is inherent in the environment surrounding the system, the environment being endowed with a large number of degrees of freedom. This paper considers the problem of groundwater flow in a phreatic aquifer fed by rainfall. The goveming equations are linear second order partial differential equations. Explicit form solutions to this randomly forced equation have been derived in well defined regular boundaries. The paper also provides a derivation of low order moment equations. It contains a discussion on the parameter estimation problem for stochastic partial differential equations.
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    Stochastic environmental research and risk assessment 3 (1989), S. 179-190 
    ISSN: 1436-3259
    Keywords: Groundwater ; Stochastic ; Monte Carlo simulation ; First order Taylor series approximation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract The expected head and standard deviation of the head from the first order Taylor series approximation is compared to Monte Carlo simulation, for steady flow in a confined aquifer with transmissivity as a random variable. Emphasis is on the effect of changes in the covariance structure of the transmissivity, and pumping rates, on the errors in the first order Taylor series approximation. The accuracy of the first order Taylor series approximation is found to be particularly sensitive to pumping rates. With significant pumping the approximation is found to under estimate both the expected drawdown and head variance, and the error increases as the pumping rate increases. This can lead to large errors in probability constraints based on moments from the first order Taylor series approximation.
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    Stochastic environmental research and risk assessment 3 (1989), S. 227-240 
    ISSN: 1436-3259
    Keywords: Kalman filter ; Maximum likelihood estimation ; Periodic models ; Stochastic hydrology ; Time series analysis
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract An exact maximum likelihood procedure is presented for estimating the parameters of a periodic autogressive-moving average (PARMA) model. To develop an estimator which is both statistically and computationally efficient, the PARMA class of models is written using a state-space representation and a Kalman filtering algorithm is used to estimate the parameters. In order to demonstrate how to fit PARMA models in practice, the most appropriate types of PARMA models are identified for fitting to two average monthly riverflow time series and the new estimator is employed for estimating the model parameters.
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    Stochastic environmental research and risk assessment 3 (1989), S. 17-29 
    ISSN: 1436-3259
    Keywords: Stochastic optimization ; linear programming ; simplex method ; Karmarkar's method
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract Optimization of multi-reservoir systems operations is typically a very large scale optimization problem. The following are the three types of optimization problems solved using linear programming (LP): (i) deterministic optimization for multiple periods involving fine stage intervals, for example, from an hour to a week (ii) implicit stochastic optimization using multiple years of inflow data, and (iii) explicit stochastic optimization using probability distributions of inflow data. Until recently, the revised simplex method has been the most efficient solution method available for solving large scale LP problems. In this paper, we show that an implementation of the Karmarkar's interior-point LP algorithm with a newly developed stopping criterion solves optimization problems of large multi-reservoir operations more efficiently than the simplex method. For example, using a Micro VAX II minicomputer, a 40 year, monthly stage, two-reservoir system optimization problem is solved 7.8 times faster than the advanced simplex code in MINOS 5.0. The advantage of this method is expected to be greater as the size of the problem grows from two reservoirs to multiples of reservoirs. This paper presents the details of the implementation and testing and in addition, some other features of the Karmarkar's algorithm which makes it a valuable optimization tool are illuminated.
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    Stochastic environmental research and risk assessment 3 (1989), S. 51-67 
    ISSN: 1436-3259
    Keywords: Spatial rainfall estimation ; kriging ; ordinary co-kriging ; disjunctive co-kriging
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract The feasibility of linear and nonlinear geostatistical estimation techniques for optimal merging of rainfall data from raingage and radar observations is investigated in this study by use of controlled numerical experiments. Synthetic radar and raingage data are generated with their hypothetical error structures that explicitly account for sampling characteristics of the two sensors. Numerically simulated rainfall fields considered to be ground-truth fields on 4×4 km grids are used in the generation of radar and raingage observations. Ground-truth rainfall fields consist of generated rainfall fields with various climatic characteristics that preserve the space-time covariance function of rainfall events in extratropical cyclonic storms. Optimal mean areal precipitation estimates are obtained based on the minimum variance, unbiased property of kriging techniques under the second order homogeneity assumption of rainfall fields. The evaluation of estimated rainfall fields is done based on the refinement of spatial predictability over what would be provided from each sensor individually. Attention is mainly given to removal of measurement error and bias that are synthetically introduced to radar measurements. The influence of raingage network density on estimated rainfall fields is also examined.
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    Stochastic environmental research and risk assessment 3 (1989), S. 97-110 
    ISSN: 1436-3259
    Keywords: ARMA processes ; fractionally differencedARMA processes ; long memory ; spectral density ; maximum likelihood estimates
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract A class of regression type estimators of the parameterd in a fractionally differencedARMA (p, q) process is introduced. This class is an extension of the estimator considered by Geweke and Porter-Hudak. In a simulation study, we compared three estimators from this class together with two approximate maximum likelihood estimators which are based on two separate approximations to the likelihood. One approximation ignores the determinant term in the likelihood and the other includes a compensating factor for the determinant. When the determinant term is included, the estimate tends to be much less biased and is in general superior to the other estimate. The approximate maximum likelihood estimator out performed, by a large margin, the regression type estimators for pureARIMA (0,d,0) processes. However, forARIMA (1,d,1) processes, a regression type estimator turned out to be the best for realizations of length 400 in 3 out of the 5 cases we tried.
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    Stochastic environmental research and risk assessment 3 (1989), S. 111-133 
    ISSN: 1436-3259
    Keywords: Rainfall-runoff models ; random channel network ; regionalization ; flood frequency ; instanteous unit hydrograph
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract A rainfall-runoff model is used in conjunction with a probabilistic description of the input to this model to obtain simple regression-like relations for basin runoff in terms of basin and storm characteristics. These relations, similar to those sought in regionalization studies, are computed by evaluating the conditional distribution of model output given basin and storm characteristics. This method of conditioning provides a general way of examining model sensitivity to various components of model input. The resulting relations may be expected to resemble corresponding relations obtained by regionalization using actual runoff to the extent that the rainfall-runoff model and the model input specification are physically realistic. The probabilistic description of model input is an extension of so-called “random-model” of channel networks and involves postulating an ensemble of basins and associated probability distributions that mimic the variability of basin characteristics seen in nature. Application is made to small basins in the State of Wyoming. Parameters of the input variable distribution are estimated using data from Wyoming, and basin-scale relations are estimated both, parametrically and nonparametrically using model-generated runoff from simulated basins. Resulting basin-scale relations involving annual flood quantiles are in reasonable agreement with those presented in a previous regionalization study, but error estimates are smaller than those in the previous study, an artifact of the simplicity of the rainfall-runoff model used in this paper. We also obtain relations for peak of the instantaneous unit hydrograph which agree fairly well with theoretical relations given in the literature. Finally, we explore the issues of sensitivity of basin-scale, relations and error estimates to parameterization of the model input probability distribution and of how this sensitivity is related to making inferences about a particular ungaged basin.
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    Stochastic environmental research and risk assessment 3 (1989), S. 191-202 
    ISSN: 1436-3259
    Keywords: Random variable ; Distribution ; Estimation ; Probability analysis ; Cross-entropy ; Fractile constraints ; Flood
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract The cross-entropy method with fractile constraints has been developed to estimate a random variable when the data are a set of independent observations of the variable. The method can claim several advantages over existing methods. It uses a reference distribution like the prior distribution in Bayesian analysis and likewise generates a posterior distribution. The method is of interest, in particular, because it satisfies two fundamental requirements for selfconsistency in the analysis of a probabilistic system based on data: a principle of invariance and a principle of data monotonicity. The method is applied to flood analysis. Robustness of the minimum cross-entropy method is compared with other methods: the methods of moments and the maximum likehood.
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    Stochastic environmental research and risk assessment 3 (1989), S. 203-216 
    ISSN: 1436-3259
    Keywords: Cloud seeding ; Rainfall enhancement ; Regression
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract A comparison is carried out between historical records of the flow measured in Kinneret watershed during and prior to the time of cloud seeding for rainfall enhancement. Precipitation series for the control area of the meteorological experimentation serve as a reference for the comparison. The fluctuations of the flow, which would have occurred unless the effect of the seeding, are estimated by a linear regression on the precipitation as the control. The regression parameters are calibrated separately for the unseeded and for the seeded time series. The model with the parameters calibrated for the unseeded series is applied on the rainfall recorded during the seeded time, and vice versa. The difference between the measured and the computed data is attributed to the effect of cloud seeding. Similar comparisons are carried out with respect to rainfall series recorded at the target area and at the edge of the enhanced area. The results indicate that the flow from the affected sector of the watershed has been enhanced, with respect to the control, by 31×106 m 3/year, at a significance level of 31. This enhancement is 5% of the volume which is generated in that area. The rates found with respect to the rainfall at the edge are higher than those found with respect to the control, while those with respect to the rainfall at the center of the target area are lower.
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    Stochastic environmental research and risk assessment 3 (1989), S. 261-280 
    ISSN: 1436-3259
    Keywords: Rain fields ; time-space arrivals ; stochastic model
    Source: Springer Online Journal Archives 1860-2000
    Topics: Architecture, Civil Engineering, Surveying , Energy, Environment Protection, Nuclear Power Engineering , Geography , Geosciences
    Notes: Abstract Rainfall in time at any ground location can be described by the rain intensity distribution over the subtrajectories which are drawn by the ground location point on the radar-detected incremental rain fields (IRFs) that pass over this location. Based on this conceptualization, this study develops a stochastic description of the arrivals of IRF subtrajectories (SIRFs) onto any given set of ground locations over a geographical region. The arrivals of SIRFs is described by a multivariate doubly stochastic Poisson process, excited by the time-space arrival process of IRFs onto the designated geographical region. The arrival process of IRFs is described by a 3-level time-space nonhomogeneous Poisson cluster model. At the primary level of this model are the arrivals of synoptic cyclonic systems; at the secondary level are the arrivals of large mesoscale rain areas (LMSAs) and at the tertiary level are the arrivals of IRFs onto the designated geographical region, all detected by the weather radar. The models are substantiated both by the graphical analysis of rain fields, as detected on a radar scope, and by the statistical analysis of the arrivals data at all of the four levels at three different ground locations over a rectangular geographical region in Northern Kentucky. It is pointed out that a doubly stochastic Poisson process is basically a Poisson cluster process. Hence, the final process of SIRF arrivals onto any ground location may be interpreted as a 4-level Poisson cluster process. Finally, heavy tails in the sample covariance density functions of the IRF and SIRF arrivals are detected. This study shows that the appropriate incorporation of clustering at all observable distinct scales of the rain fields models the heavy tail behavior of the covariance density adequately.
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    Power technology and engineering 23 (1989), S. 569-572 
    ISSN: 1570-1468
    Source: Springer Online Journal Archives 1860-2000
    Topics: Energy, Environment Protection, Nuclear Power Engineering
    Notes: Conclusions 1. In connection with the fact that at present very great attention is being given to ecology and, in particular, to the reproduction and protection of fish, two fish locks are provided for at the Tikhovsk hydro development. In comparison with the navigation locks and overflow dam, the fish locks have the most complex and diverse mechanical equipment. Of the total mass of 2560 tons of mechanical equipment of the fish locks accounts for 1130 tons. 2. The fish locks in addition to their main function — forceful transport of fish from the lower to the upper pool — can serve as a natural laboratory for developing ways of attracting various fish species. li]3.|When designing the mechanical equipment of the fish locks, the experience of operating such structures was used.
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    Power technology and engineering 23 (1989), S. 573-577 
    ISSN: 1570-1468
    Source: Springer Online Journal Archives 1860-2000
    Topics: Energy, Environment Protection, Nuclear Power Engineering
    Notes: Conclusions 1. Constant monitoring of the stress-strain state of the Sayano-Shushenskoe gravityarch dam made it possible to substantiate the stages of filling the reservoir during temporary operation of the hydro development without detriment for the reliability of the structure. 2. The results of long-term monitoring of the dam indicates a satisfactory state of the structure at all stages of filling the reservoir and correspondence of the values of the parameters being monitored on site to their design premises (with the exception of stresses near the downstream face). 3. To obtain representative information it is necessary to provide in the design for routine correcting of the layouts of the MMI, particularly embedded instruments, depending on the technology of constructing the structure.
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    Power technology and engineering 23 (1989), S. 592-597 
    ISSN: 1570-1468
    Source: Springer Online Journal Archives 1860-2000
    Topics: Energy, Environment Protection, Nuclear Power Engineering
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    Power technology and engineering 23 (1989), S. 601-605 
    ISSN: 1570-1468
    Source: Springer Online Journal Archives 1860-2000
    Topics: Energy, Environment Protection, Nuclear Power Engineering
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    Power technology and engineering 23 (1989), S. 598-600 
    ISSN: 1570-1468
    Source: Springer Online Journal Archives 1860-2000
    Topics: Energy, Environment Protection, Nuclear Power Engineering
    Notes: Conclusion The introduction of digital voltmeters as indicating instruments in circuits measuring the pool levels and head make it possible to have convenient information providing accurate reading of the parameters of interest.
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    Power technology and engineering 23 (1989), S. 657-660 
    ISSN: 1570-1468
    Source: Springer Online Journal Archives 1860-2000
    Topics: Energy, Environment Protection, Nuclear Power Engineering
    Notes: Conclusions Taking into account the available data on the geological structure of the foundation and physical and geological processes occurring, we should not rule out the possibility of new movements of the loamy sand moraine in its right-bank part. Under the established conditions it is necessary to take urgent measures to limit the continuing piping erosion of the Amata-Gauya strata with removal of sand through the vertical drain wells in the area near the station. The most radical solution would be maximum dispersal of water withdrawal with transfer of the center of the discharge zone to a greater distance from the powerhouse and complete cessation of the operation of nearby high-output wells.
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    Power technology and engineering 23 (1989), S. 638-648 
    ISSN: 1570-1468
    Source: Springer Online Journal Archives 1860-2000
    Topics: Energy, Environment Protection, Nuclear Power Engineering
    Notes: Conclusions 1. The damping coefficients both of cohesive and noncohesive soils practically do not depend on the state of the soils relative to the limit state almost up to loss of strength by the soil specimen. An increase of the initial lateral pressure and dry density of the noncohesive soil as well as a decrease of the moisture content of cohesive soil noticeably reduce the value of the damping coefficients (from 0.6 to 0.05 for noncohesive and from 0.3 to 0.15 for cohesive). The interval of variations of the damping coefficients obtained under conditions of small values of the initial lateral pressure (within 0.1 MPa) and combined stress state leads to the need for an experimental determination of the damping coefficients, at least for similar conditions. 2. The shear moduli for small values of the initial lateral pressure and under conditions of a combined stress state for cohesive soil depend on the level of the initial lateral pressure and for the noncohesive on the change in the moisture content. In the interval of stresses created in the specimen, when the initial lateral pressure does not exceed 0.098 MPa and the average static stress does not exceed 0.3 MPa, the shear moduli are practically proportional to the average stress. 3. Both volumetric strains and distortional strains under a brief dynamic shear load and under conditions of a combined stress state are far less than the strains from an equal static load. In this case, whereas the volumetric strains in shear for noncohesive soil have the character of compacting, for cohesive soils they are always loosening. 4. The description of the process of soil deformation as a result of a brief dynamic load obtained shows the possibility of determining the nonlinear reaction of soil to this load by means of the linear acceleration method, if the system under consideration can be represented as a system with one degree of freedom.
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    Power technology and engineering 23 (1989), S. 734-734 
    ISSN: 1570-1468
    Source: Springer Online Journal Archives 1860-2000
    Topics: Energy, Environment Protection, Nuclear Power Engineering
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