An index of macroeconomic performance

This article develops a composite index of macroeconomic performance (IMP) and uses this index to ask: did the macroeconomic performance of the US economy improve during the 1990s relative to its own past performance; and has US macroeconomic performance been superior to that of other advanced capitalist economies during the post‐war period as a whole? It is demonstrated that by studying the behaviour of an IMP, it is possible to draw conclusions about these comparative macroeconomic performance puzzles that are robust with respect to changes between multiple index weighting schemes.     

利用主客观集成赋权法的多目标威胁评估

在利用逼近于理想解的排序法(Technique for Order Preference by Similarity to an Ideal Solution,TOPSIS)进行多目标威胁评估时，针对如何获取合理的目标威胁评估因子的权重比，提出了一种主客观集成赋权方法。该方法首先利用主观赋权法和客观赋权法获取两组权重值；然后，通过构造多目标规划模型，将两组权重值进行综合处理，得到更合理的权重值。仿真结果表明，相较于主观赋权法和客观赋权法，所提方法计算出的威胁评估因子的权重值，在用TOPSIS法计算目标威胁评估时，能够得到更加合理、有效的评估结果。     

GROEC: Combination method via Generalized Rolling Origin Evaluation

Combination methods have performed well in time series forecast competitions. This study proposes a simple but general methodology for combining time series forecast methods. Weights are calculated using a cross-validation scheme that assigns greater weights to methods with more accurate in-sample predictions. The methodology was used to combine forecasts from the Theta, exponential smoothing, and ARIMA models, and placed fifth in the M4 Competition for both point and interval forecasting.     

Forecasting international telecommunications traffic by the data translation method

In forecasting the future international telecommunications traffic for individual countries, a global international view may provide a better long-range view of future trends rather than one based on observing individual countries separately. We propose a data translation method to achieve this. The method properly translates the traffic data per person for a group of countries along the time axis and ‘joins’ them together to form a single logistic or exponential forecasting curve. A necessary and sufficient mathematical condition for the method to be applied is given. Estimation of these curves is then considered. Forecasts are briefly shown for the telephone and telex examples, which demonstrate the improved accuracy that can be achieved relative to simple models based on individual country's trends.     

Focus forecasting reconsidered

Focus Forecasting is a popular heuristic methodology for production and inventory control although there has never been a rigorous test of accuracy using real time series. We compare Focus Forecasting to damped-trend, seasonal exponential smoothing using five time series of cookware demand in a production planning application. We also make comparisons using 91 time series from the M-Competition study of forecast accuracy. Exponential smoothing was more accurate in both cases.     

供应链环境下战略性供应商的选择和评价研究

首先,通过对现有供应商评价文献的分析,构建了供应链环境下战略性供应商选择综合评价指标体系;提出了一种结合主观赋权与客观赋权相结合的组合赋权法对子指标进行赋权,利用TOPSIS法对子指标进行排序,再结合AHP对指标进行赋权,建立起战略性供应商选择的二级综合评价模型;最后,结合实例说明了构建的指标体系和评价模型为供应链中战略性供应商的选择提供了有效的解决途径。     

Spectral Risk Measures: Properties and Limitations

Spectral risk measures (SRMs) are risk measures that take account of user risk-aversion, but to date there has been little guidance on the choice of utility function underlying them. This paper addresses this issue by examining alternative approaches based on exponential and power utility functions. A number of problems are identified with both types of spectral risk measure. The general lesson is that users of spectral risk measures must be careful to select utility functions that fit the features of the particular problems they are dealing with, and should be especially careful when using power SRMs.

绿色供应链下基于组合赋权的灰色关联TOPSIS法对供应商评价选择的研究

为了顺应绿色供应链发展的趋势,H企业与供应商建立绿色战略合作伙伴,实现双方的共赢。文章综合考虑了质量、服务、环境、成本、技术五大因素,建立了科学合理的供应商评价指标体系;采用FAHP法和熵值法对各指标进行主观和客观组合赋权,利用灰色关联TOPSIS法进行供应商评价排序,选出最佳的供应商作为绿色战略合作伙伴;最后通过算例计算以及结果对比分析,验证了FAHP/熵值法/灰色关联TOPSIS模型的稳定性和有效性。     

喷油泵试验台量油方法的改进研究

为解决当前喷油泵试验台量油系统量油误差大和效率低的问题,改变了传统的容积式量油方法,首次提出了质量式测量喷油量的方法。本文对质量式喷油泵量油系统的设计结构、工作原理和系统的优越性等作了详尽的介绍。